WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 274,344: 48,149 34,676 50,947 137,004 142,984 236,100 228,608: 38,244 45,736
Old : 187,084: 36,962 35,894 20,238 103,467 101,472 160,666 157,604: 26,418 29,480
Other: 87,260: 19,220 6,815 22,676 33,537 41,512 75,434 71,004: 11,826 16,256
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,924: 6,176 -20,575 9,672 -2,217 18,004 13,631 7,101: -707 5,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 12.6 18.6 49.9 52.1 86.1 83.3: 13.9 16.7
Old : 100.0: 19.8 19.2 10.8 55.3 54.2 85.9 84.2: 14.1 15.8
Other: 100.0: 22.0 7.8 26.0 38.4 47.6 86.4 81.4: 13.6 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 69 82 74 49 60 174 169:
Old : 200: 57 79 51 29 54 123 148:
Other: 142: 57 32 51 33 43 110 108:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 34.1 40.3 40.9 28.1 32.0 39.3 37.5
Old : 37.8 36.1 49.5 43.3 36.7 35.8 48.3 42.4
Other: 33.0 31.7 44.2 41.8 29.6 26.2 35.1 31.5
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 261,420: 41,973 55,251 41,275 139,221 124,980 222,469 221,507: 38,952 39,914
Old : 184,096: 37,797 50,916 14,223 104,340 90,983 156,359 156,122: 27,737 27,974
Other: 77,324: 13,043 13,201 18,186 34,881 33,998 66,109 65,385: 11,215 11,939
: : :
: : Changes in Commitments from: February 15, 2005 :
: -12,929: 8,045 -11,996 -8,494 -10,598 7,102 -11,047 -13,388: -1,882 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 21.1 15.8 53.3 47.8 85.1 84.7: 14.9 15.3
Old : 100.0: 20.5 27.7 7.7 56.7 49.4 84.9 84.8: 15.1 15.2
Other: 100.0: 16.9 17.1 23.5 45.1 44.0 85.5 84.6: 14.5 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 77 89 76 50 59 180 177:
Old : 220: 77 77 51 38 54 141 156:
Other: 139: 43 45 53 29 44 102 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 30.5 43.6 37.8 31.6 29.1 43.0 35.2
Old : 39.7 34.1 51.3 41.2 39.1 33.5 50.8 40.7
Other: 39.3 30.7 48.2 41.4 35.8 25.5 40.1 31.6
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 767,305: 105,754 97,353 105,221 413,138 348,906 624,113 551,479: 143,193 215,826
Old : 619,198: 92,894 100,335 78,095 328,795 286,305 499,784 464,735: 119,414 154,463
Other: 148,107: 20,474 4,631 19,512 84,343 62,601 124,328 86,744: 23,779 61,363
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,820: 16,192 -44,569 15,465 -713 36,532 30,944 7,429: -18,124 5,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.7 13.7 53.8 45.5 81.3 71.9: 18.7 28.1
Old : 100.0: 15.0 16.2 12.6 53.1 46.2 80.7 75.1: 19.3 24.9
Other: 100.0: 13.8 3.1 13.2 56.9 42.3 83.9 58.6: 16.1 41.4
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 122 114 135 201 190 404 376:
Old : 473: 111 119 117 189 181 374 360:
Other: 292: 68 41 46 100 144 184 215:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 15.8 25.0 20.7 15.1 11.8 24.1 15.7
Old : 17.3 17.4 28.2 22.0 17.3 12.7 26.6 17.0
Other: 28.5 13.0 37.7 19.5 27.4 10.3 34.0 15.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 754,485: 89,562 141,922 89,755 413,851 312,373 593,168 544,051: 161,317 210,435
Old : 625,807: 76,771 140,768 69,315 338,662 254,504 484,748 464,587: 141,059 161,219
Other: 128,678: 17,504 5,867 15,727 75,189 57,869 108,421 79,463: 20,258 49,215
: : :
: : Changes in Commitments from: February 15, 2005 :
: -53,329: 18,211 -30,283 -38,294 -28,439 14,583 -48,522 -53,994: -4,806 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 18.8 11.9 54.9 41.4 78.6 72.1: 21.4 27.9
Old : 100.0: 12.3 22.5 11.1 54.1 40.7 77.5 74.2: 22.5 25.8
Other: 100.0: 13.6 4.6 12.2 58.4 45.0 84.3 61.8: 15.7 38.2
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 111 121 125 186 168 369 362:
Old : 456: 101 134 115 178 160 353 347:
Other: 255: 56 39 42 82 126 151 194:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 15.4 25.4 20.1 15.5 10.7 24.3 15.1
Old : 16.7 15.9 27.5 20.7 16.7 11.2 25.8 15.7
Other: 33.3 17.2 41.4 24.1 32.6 15.4 39.9 21.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,135: 1,944 544 336 1,565 5,054 3,845 5,935: 4,289 2,200
Old : 6,781: 1,830 544 159 1,494 4,459 3,484 5,162: 3,297 1,619
Other: 1,354: 115 2 176 71 595 362 773: 992 581
: : :
: : Changes in Commitments from: February 22, 2005 :
: -609: -262 -8 61 -686 -1,000 -887 -947: 277 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 6.7 4.1 19.2 62.1 47.3 73.0: 52.7 27.0
Old : 100.0: 27.0 8.0 2.3 22.0 65.8 51.4 76.1: 48.6 23.9
Other: 100.0: 8.5 0.1 13.0 5.2 44.0 26.7 57.1: 73.3 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 3 5 9 15 24 23:
Old : 34: 15 3 4 9 14 24 21:
Other: 16: 5 2 4 4 6 11 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 : 22.8 38.2 33.3 53.3 18.6 37.4 27.0 49.4
Old : 27.0 43.6 38.8 60.2 22.6 42.4 31.5 55.1
Other: 15.2 36.9 25.0 54.3 11.1 36.8 13.6 44.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,744: 2,206 552 275 2,251 6,054 4,732 6,881: 4,012 1,863
Old : 7,683: 2,102 552 159 2,126 5,565 4,387 6,276: 3,296 1,407
Other: 1,061: 108 4 112 125 489 345 605: 716 456
: : :
: : Changes in Commitments from: February 15, 2005 :
: -1,059: -392 263 -358 -70 -629 -819 -724: -240 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.3 3.1 25.7 69.2 54.1 78.7: 45.9 21.3
Old : 100.0: 27.4 7.2 2.1 27.7 72.4 57.1 81.7: 42.9 18.3
Other: 100.0: 10.2 0.4 10.5 11.8 46.1 32.5 57.0: 67.5 43.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 4 3 11 16 26 22:
Old : 35: 15 3 3 11 15 26 21:
Other: 15: 3 3 3 4 6 10 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 43.4 37.4 57.7 17.0 35.2 24.9 46.3
Old : 29.3 48.5 41.0 63.2 19.4 38.7 27.8 50.3
Other: 22.0 37.9 31.8 55.0 18.9 37.9 21.8 46.3
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 383,336: 53,329 38,210 89,919 170,915 147,586 314,163 275,715: 69,173 107,620
Old : 333,590: 52,059 46,484 72,381 152,608 132,374 277,048 251,238: 56,542 82,352
Other: 49,746: 11,867 2,324 6,941 18,307 15,213 37,115 24,478: 12,631 25,268
: : :
: : Changes in Commitments from: February 22, 2005 :
: 29,199: 13,555 -11,117 14,436 240 11,924 28,231 15,243: 967 13,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.0 23.5 44.6 38.5 82.0 71.9: 18.0 28.1
Old : 100.0: 15.6 13.9 21.7 45.7 39.7 83.1 75.3: 16.9 24.7
Other: 100.0: 23.9 4.7 14.0 36.8 30.6 74.6 49.2: 25.4 50.8
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 101 121 128 86 103 274 275:
Old : 344: 95 127 115 84 100 262 265:
Other: 152: 42 37 36 29 57 89 114:
:----------------------------------------------------------------------------------------------------
: 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 17.3 34.1 23.8 14.9 7.9 22.1 11.3
Old : 24.1 18.3 35.7 25.3 15.0 9.0 23.2 13.0
Other: 27.8 15.9 41.5 22.3 25.1 12.4 36.3 16.9
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 354,137: 39,773 49,327 75,483 170,675 135,663 285,932 260,473: 68,206 93,665
Old : 316,948: 39,465 55,159 61,422 158,287 123,227 259,174 239,809: 57,774 77,139
Other: 37,189: 8,590 2,450 5,778 12,389 12,435 26,757 20,663: 10,432 16,525
: : :
: : Changes in Commitments from: February 15, 2005 :
: -8,888: 3,987 -16,169 -8,485 -6,602 992 -11,100 -23,662: 2,212 14,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.9 21.3 48.2 38.3 80.7 73.6: 19.3 26.4
Old : 100.0: 12.5 17.4 19.4 49.9 38.9 81.8 75.7: 18.2 24.3
Other: 100.0: 23.1 6.6 15.5 33.3 33.4 71.9 55.6: 28.1 44.4
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 87 127 125 81 94 254 273:
Old : 330: 89 129 112 77 87 239 261:
Other: 124: 35 34 25 24 46 73 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 18.3 36.8 24.9 15.5 7.1 23.0 10.7
Old : 25.2 18.1 38.3 25.3 16.2 7.9 24.6 11.9
Other: 28.9 27.4 42.8 33.3 24.5 20.5 34.9 24.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,745: 10,316 4,054 77 350 555 10,743 4,686: 3,002 9,059
Old : 9,873: 7,145 3,838 51 350 555 7,546 4,444: 2,327 5,429
Other: 3,872: 3,181 226 16 0 0 3,197 242: 675 3,630
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,348: 5,646 925 -1,173 150 86 4,623 -162: -275 4,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 29.5 0.6 2.5 4.0 78.2 34.1: 21.8 65.9
Old : 100.0: 72.4 38.9 0.5 3.5 5.6 76.4 45.0: 23.6 55.0
Other: 100.0: 82.2 5.8 0.4 0.0 0.0 82.6 6.3: 17.4 93.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 8 6 1 2 17 14:
Old : 24: 14 8 5 1 2 16 14:
Other: 6: 5 1 2 0 0 5 3:
:----------------------------------------------------------------------------------------------------
: 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 : 51.8 21.2 64.0 30.6 51.6 21.2 63.6 30.4
Old : 43.3 27.3 60.0 40.3 43.0 27.3 59.6 40.2
Other: 82.3 6.3 82.6 6.3 81.9 5.8 82.2 5.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 168,740: 28,015 16,507 34,523 79,990 102,729 142,528 153,759: 26,212 14,982
Old : 146,835: 28,656 19,757 24,917 70,974 88,208 124,547 132,882: 22,289 13,953
Other: 21,905: 5,240 2,630 3,726 9,016 14,521 17,981 20,877: 3,924 1,028
: : :
: : Changes in Commitments from: February 22, 2005 :
: -10,333: 8,611 -20,867 4,058 -19,311 14,858 -6,642 -1,951: -3,691 -8,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.8 20.5 47.4 60.9 84.5 91.1: 15.5 8.9
Old : 100.0: 19.5 13.5 17.0 48.3 60.1 84.8 90.5: 15.2 9.5
Other: 100.0: 23.9 12.0 17.0 41.2 66.3 82.1 95.3: 17.9 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 45 31 40 44 46 116 100:
Old : 144: 45 37 39 44 46 115 100:
Other: 50: 16 10 15 17 15 38 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 : 15.6 35.1 26.8 45.8 15.3 26.8 24.4 35.1
Old : 17.9 32.5 29.9 43.8 17.5 28.2 26.3 36.1
Other: 35.2 54.4 51.2 69.2 29.5 41.7 38.2 51.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 179,074: 19,404 37,374 30,465 99,301 87,870 149,171 155,709: 29,903 23,365
Old : 154,883: 18,520 38,646 21,769 89,548 73,637 129,838 134,053: 25,046 20,830
Other: 24,191: 6,331 4,174 3,249 9,753 14,233 19,333 21,656: 4,858 2,534
: : :
: : Changes in Commitments from: February 15, 2005 :
: -14,477: 2,979 -15,809 -2,181 -17,609 4,684 -16,811 -13,306: 2,334 -1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 20.9 17.0 55.5 49.1 83.3 87.0: 16.7 13.0
Old : 100.0: 12.0 25.0 14.1 57.8 47.5 83.8 86.6: 16.2 13.4
Other: 100.0: 26.2 17.3 13.4 40.3 58.8 79.9 89.5: 20.1 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 33 48 41 52 50 113 122:
Old : 157: 36 51 39 52 47 111 118:
Other: 56: 16 14 15 19 16 41 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 25.2 30.9 34.3 14.5 15.3 23.3 21.1
Old : 22.2 23.8 34.4 32.2 20.2 17.4 29.9 24.1
Other: 33.9 48.4 50.0 64.4 30.5 39.3 39.8 47.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 998,124: 113,193 134,878 159,053 548,154 496,637 820,400 790,567: 177,724 207,557
Old : 998,124: 113,193 134,878 159,053 548,154 496,637 820,400 790,567: 177,724 207,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 53,502: -21,793 6,658 30,702 38,318 14,633 47,227 51,993: 6,275 1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.5 15.9 54.9 49.8 82.2 79.2: 17.8 20.8
Old : 100.0: 11.3 13.5 15.9 54.9 49.8 82.2 79.2: 17.8 20.8
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 : 177: 39 37 52 79 87 142 153:
Old : 177: 39 37 52 79 87 142 153:
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 : 21.9 13.7 29.6 24.0 15.4 11.1 21.4 18.9
Old : 21.9 13.7 29.6 24.0 15.4 11.1 21.4 18.9
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 944,622: 134,986 128,219 128,351 509,836 482,004 773,173 738,574: 171,450 206,048
Old : 944,622: 134,986 128,219 128,351 509,836 482,004 773,173 738,574: 171,450 206,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -74,881: -20,983 -1,360 -39,930 -1,796 -28,841 -62,709 -70,130: -12,173 -4,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.6 13.6 54.0 51.0 81.8 78.2: 18.2 21.8
Old : 100.0: 14.3 13.6 13.6 54.0 51.0 81.8 78.2: 18.2 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 42 38 45 76 84 145 143:
Old : 180: 42 38 45 76 84 145 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 14.2 29.9 24.6 14.6 11.6 20.0 19.5
Old : 22.4 14.2 29.9 24.6 14.6 11.6 20.0 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 169,831: 26,551 15,412 35,424 74,547 94,219 136,522 145,055: 33,309 24,776
Old : 143,942: 30,235 15,569 23,747 60,958 82,618 114,941 121,934: 29,001 22,008
Other: 25,889: 1,896 5,423 6,097 13,588 11,601 21,582 23,122: 4,308 2,768
: : :
: : Changes in Commitments from: February 22, 2005 :
: -8,533: 782 -5,512 -3,731 -4,839 4,699 -7,789 -4,545: -744 -3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.1 20.9 43.9 55.5 80.4 85.4: 19.6 14.6
Old : 100.0: 21.0 10.8 16.5 42.3 57.4 79.9 84.7: 20.1 15.3
Other: 100.0: 7.3 20.9 23.6 52.5 44.8 83.4 89.3: 16.6 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 37 39 44 52 59 124 125:
Old : 164: 45 40 43 51 59 123 124:
Other: 68: 14 15 18 25 22 48 47:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 24.0 25.2 35.1 10.6 14.8 16.3 22.8
Old : 13.1 25.4 21.7 35.4 11.0 18.4 17.7 28.0
Other: 41.5 44.8 55.0 61.8 33.0 36.2 41.4 45.9
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 178,364: 25,769 20,924 39,156 79,386 89,520 144,311 149,600: 34,053 28,764
Old : 153,820: 29,186 19,778 28,234 65,632 79,316 123,052 127,328: 30,768 26,492
Other: 24,544: 1,412 5,974 6,093 13,754 10,204 21,259 22,272: 3,284 2,272
: : :
: : Changes in Commitments from: February 15, 2005 :
: -1,554: 14,304 -13,505 -3,438 -14,305 17,753 -3,438 810: 1,884 -2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.7 22.0 44.5 50.2 80.9 83.9: 19.1 16.1
Old : 100.0: 19.0 12.9 18.4 42.7 51.6 80.0 82.8: 20.0 17.2
Other: 100.0: 5.8 24.3 24.8 56.0 41.6 86.6 90.7: 13.4 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 38 43 57 54 58 135 137:
Old : 172: 49 40 55 53 58 134 135:
Other: 67: 14 16 19 28 17 53 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 20.8 27.4 31.0 10.7 11.1 15.3 17.6
Old : 16.2 21.6 24.9 31.1 11.4 13.4 17.0 21.0
Other: 39.9 49.9 54.4 65.0 35.1 41.2 43.4 49.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,303: 2,163 2,157 415 1,301 1,248 3,879 3,820: 1,424 1,483
Old : 5,230: 2,180 2,153 370 1,301 1,240 3,851 3,763: 1,379 1,467
Other: 73: 0 21 28 0 8 28 57: 45 16
: : :
: : Changes in Commitments from: February 22, 2005 :
: -681: 303 -167 -47 -583 -263 -327 -478: -354 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 40.7 7.8 24.5 23.5 73.2 72.0: 26.8 28.0
Old : 100.0: 41.7 41.2 7.1 24.9 23.7 73.6 71.9: 26.4 28.1
Other: 100.0: 0.0 29.0 38.9 0.0 10.6 38.9 78.5: 61.1 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 12 4 10 9 24 23:
Old : 37: 13 11 4 10 9 24 23:
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 : 34.4 31.5 47.7 49.6 30.4 29.4 40.5 41.8
Old : 34.8 31.9 48.3 50.0 30.8 29.8 41.1 42.2
Other: 38.9 78.5 38.9 78.5 0.0 39.6 0.0 39.6
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,984: 1,860 2,325 462 1,884 1,511 4,207 4,298: 1,778 1,687
Old : 5,928: 1,860 2,319 432 1,884 1,503 4,177 4,255: 1,751 1,673
Other: 57: 1 6 29 0 7 30 43: 27 14
: : :
: : Changes in Commitments from: February 15, 2005 :
: -97: 48 307 -238 62 -101 -129 -32: 31 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 38.8 7.7 31.5 25.2 70.3 71.8: 29.7 28.2
Old : 100.0: 31.4 39.1 7.3 31.8 25.4 70.5 71.8: 29.5 28.2
Other: 100.0: 1.6 10.9 51.5 0.0 13.3 53.1 75.7: 46.9 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 16 4 10 9 24 25:
Old : 39: 10 16 4 10 9 24 25:
Other: 5: 1 3 3 0 1 4 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 27.5 46.8 43.2 27.1 22.9 36.1 31.8
Old : 35.7 27.8 47.2 43.3 27.4 23.1 36.5 32.0
Other: 53.1 75.7 53.1 75.7 1.6 24.2 1.6 24.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 364,596: 118,996 69,452 6,251 178,792 158,202 304,039 233,905: 60,557 130,691
Old : 364,596: 118,996 69,452 6,251 178,792 158,202 304,039 233,905: 60,557 130,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -15,382: 17,770 -21,896 -6,916 -23,664 544 -12,810 -28,268: -2,572 12,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 19.0 1.7 49.0 43.4 83.4 64.2: 16.6 35.8
Old : 100.0: 32.6 19.0 1.7 49.0 43.4 83.4 64.2: 16.6 35.8
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 : 101: 15 26 5 39 47 55 77:
Old : 101: 15 26 5 39 47 55 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 17.4 45.4 24.8 32.3 16.7 42.1 22.9
Old : 32.6 17.4 45.4 24.8 32.3 16.7 42.1 22.9
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 379,978: 101,226 91,348 13,167 202,456 157,658 316,849 262,173: 63,129 117,805
Old : 379,978: 101,226 91,348 13,167 202,456 157,658 316,849 262,173: 63,129 117,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 29,562: -5,782 10,987 6,817 17,034 -4,193 18,069 13,612: 11,493 15,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 24.0 3.5 53.3 41.5 83.4 69.0: 16.6 31.0
Old : 100.0: 26.6 24.0 3.5 53.3 41.5 83.4 69.0: 16.6 31.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 18 34 5 47 53 65 92:
Old : 120: 18 34 5 47 53 65 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 19.2 42.0 27.4 29.3 18.4 40.2 25.1
Old : 29.7 19.2 42.0 27.4 29.3 18.4 40.2 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,533,951: 387,560 404,248 331,162 1,511,872 1,184,865 2,230,595 1,920,275: 303,357 613,676
Old : 2,533,951: 387,560 404,248 331,162 1,511,872 1,184,865 2,230,595 1,920,275: 303,357 613,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 54,827: -61,008 50,174 -41,036 194,979 35,421 92,934 44,559: -38,107 10,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 16.0 13.1 59.7 46.8 88.0 75.8: 12.0 24.2
Old : 100.0: 15.3 16.0 13.1 59.7 46.8 88.0 75.8: 12.0 24.2
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 : 266: 45 68 69 111 139 195 237:
Old : 266: 45 68 69 111 139 195 237:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 11.0 44.8 18.2 25.4 10.2 35.4 15.2
Old : 29.3 11.0 44.8 18.2 25.4 10.2 35.4 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,479,124: 448,568 354,074 372,198 1,316,894 1,149,444 2,137,660 1,875,716: 341,464 603,408
Old : 2,479,124: 448,568 354,074 372,198 1,316,894 1,149,444 2,137,660 1,875,716: 341,464 603,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -6,408: 166,700 108,013 -126,764 -53,164 -42,638 -13,228 -61,388: 6,820 54,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.3 15.0 53.1 46.4 86.2 75.7: 13.8 24.3
Old : 100.0: 18.1 14.3 15.0 53.1 46.4 86.2 75.7: 13.8 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 53 63 62 103 132 190 223:
Old : 264: 53 63 62 103 132 190 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 10.8 42.4 19.3 24.2 9.8 32.4 14.4
Old : 27.7 10.8 42.4 19.3 24.2 9.8 32.4 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,584,986: 220,201 252,595 217,035 995,363 724,302 1,432,598 1,193,932: 152,387 391,054
Old : 1,584,986: 220,201 252,595 217,035 995,363 724,302 1,432,598 1,193,932: 152,387 391,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 94,678: 5,880 70,715 48,646 44,446 -53,857 98,972 65,504: -4,295 29,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.9 13.7 62.8 45.7 90.4 75.3: 9.6 24.7
Old : 100.0: 13.9 15.9 13.7 62.8 45.7 90.4 75.3: 9.6 24.7
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 : 190: 37 50 51 67 91 130 166:
Old : 190: 37 50 51 67 91 130 166:
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 : 23.0 10.9 35.3 19.4 20.7 9.5 31.8 14.7
Old : 23.0 10.9 35.3 19.4 20.7 9.5 31.8 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,490,308: 214,320 181,880 168,389 950,916 778,159 1,333,626 1,128,428: 156,682 361,880
Old : 1,490,308: 214,320 181,880 168,389 950,916 778,159 1,333,626 1,128,428: 156,682 361,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 24,120: -59,653 13,007 1,476 89,326 -36,850 31,148 -22,367: -7,028 46,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.2 11.3 63.8 52.2 89.5 75.7: 10.5 24.3
Old : 100.0: 14.4 12.2 11.3 63.8 52.2 89.5 75.7: 10.5 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 34 47 38 67 94 123 157:
Old : 184: 34 47 38 67 94 123 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 15.2 39.0 22.9 22.1 10.6 32.7 15.1
Old : 25.2 15.2 39.0 22.9 22.1 10.6 32.7 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 611,475: 199,819 40,049 154,048 193,511 349,923 547,378 544,020: 64,096 67,455
Old : 611,475: 199,819 40,049 154,048 193,511 349,923 547,378 544,020: 64,096 67,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 31,647: 55,633 515 20,693 -13,921 -19,211 62,406 1,997: -30,759 29,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 6.5 25.2 31.6 57.2 89.5 89.0: 10.5 11.0
Old : 100.0: 32.7 6.5 25.2 31.6 57.2 89.5 89.0: 10.5 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 : 104: 35 14 28 50 50 95 82:
Old : 104: 35 14 28 50 50 95 82:
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 : 36.4 40.7 53.8 53.9 27.1 34.3 34.6 39.3
Old : 36.4 40.7 53.8 53.9 27.1 34.3 34.6 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 579,828: 144,186 39,534 133,354 207,432 369,134 484,972 542,023: 94,856 37,805
Old : 579,828: 144,186 39,534 133,354 207,432 369,134 484,972 542,023: 94,856 37,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 19,189: -37,552 -2,298 -6,023 2,455 18,474 -41,120 10,153: 60,309 9,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 6.8 23.0 35.8 63.7 83.6 93.5: 16.4 6.5
Old : 100.0: 24.9 6.8 23.0 35.8 63.7 83.6 93.5: 16.4 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 41 11 35 57 59 106 98:
Old : 117: 41 11 35 57 59 106 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 42.0 42.6 53.6 20.9 37.6 27.1 44.0
Old : 29.3 42.0 42.6 53.6 20.9 37.6 27.1 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 54,909: 16,600 2,877 808 22,885 41,175 40,292 44,860: 14,616 10,049
Old : 54,909: 16,600 2,877 808 22,885 41,175 40,292 44,860: 14,616 10,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,117: 2,534 -282 131 1,247 2,465 3,912 2,314: 205 1,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 5.2 1.5 41.7 75.0 73.4 81.7: 26.6 18.3
Old : 100.0: 30.2 5.2 1.5 41.7 75.0 73.4 81.7: 26.6 18.3
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 : 67: 27 9 6 22 15 52 27:
Old : 67: 27 9 6 22 15 52 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 : 26.0 60.3 36.9 69.7 26.0 59.1 36.6 68.4
Old : 26.0 60.3 36.9 69.7 26.0 59.1 36.6 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 50,792: 14,066 3,159 677 21,637 38,710 36,380 42,546: 14,411 8,245
Old : 50,792: 14,066 3,159 677 21,637 38,710 36,380 42,546: 14,411 8,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -402: -74 -120 -331 -446 308 -851 -142: 449 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 6.2 1.3 42.6 76.2 71.6 83.8: 28.4 16.2
Old : 100.0: 27.7 6.2 1.3 42.6 76.2 71.6 83.8: 28.4 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 25 10 6 20 13 48 26:
Old : 64: 25 10 6 20 13 48 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 62.9 39.3 72.1 28.1 62.1 39.3 71.2
Old : 28.1 62.9 39.3 72.1 28.1 62.1 39.3 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 78,695: 10,953 24,606 5,422 53,195 25,656 69,569 55,684: 9,126 23,011
Old : 78,695: 10,953 24,606 5,422 53,195 25,656 69,569 55,684: 9,126 23,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,681: 2,376 -711 1,994 -1,899 656 2,471 1,938: -789 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 31.3 6.9 67.6 32.6 88.4 70.8: 11.6 29.2
Old : 100.0: 13.9 31.3 6.9 67.6 32.6 88.4 70.8: 11.6 29.2
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 : 74: 23 25 18 20 14 50 50:
Old : 74: 23 25 18 20 14 50 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 : 41.7 42.3 60.9 51.5 37.2 39.0 54.1 45.0
Old : 41.7 42.3 60.9 51.5 37.2 39.0 54.1 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 77,014: 8,577 25,317 3,428 55,094 25,000 67,099 53,745: 9,915 23,268
Old : 77,014: 8,577 25,317 3,428 55,094 25,000 67,099 53,745: 9,915 23,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -5,440: -1,588 1,140 -2,939 -441 -2,774 -4,968 -4,573: -472 -867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 32.9 4.5 71.5 32.5 87.1 69.8: 12.9 30.2
Old : 100.0: 11.1 32.9 4.5 71.5 32.5 87.1 69.8: 12.9 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 21 22 15 21 14 46 47:
Old : 70: 21 22 15 21 14 46 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 41.1 63.5 49.2 45.7 40.3 60.5 46.9
Old : 48.7 41.1 63.5 49.2 45.7 40.3 60.5 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 40,429: 5,964 6,256 1,439 31,942 30,601 39,345 38,296: 1,084 2,133
Old : 40,429: 5,964 6,256 1,439 31,942 30,601 39,345 38,296: 1,084 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 3,220: -569 -19 -78 3,413 3,432 2,766 3,335: 454 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.5 3.6 79.0 75.7 97.3 94.7: 2.7 5.3
Old : 100.0: 14.8 15.5 3.6 79.0 75.7 97.3 94.7: 2.7 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 : 60: 3 24 4 19 22 25 47:
Old : 60: 3 24 4 19 22 25 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 : 56.5 45.2 76.6 64.5 51.2 44.7 71.2 61.2
Old : 56.5 45.2 76.6 64.5 51.2 44.7 71.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,209: 6,533 6,275 1,517 28,529 27,169 36,579 34,961: 630 2,248
Old : 37,209: 6,533 6,275 1,517 28,529 27,169 36,579 34,961: 630 2,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -530: -1,325 -550 0 525 -151 -800 -701: 270 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 16.9 4.1 76.7 73.0 98.3 94.0: 1.7 6.0
Old : 100.0: 17.6 16.9 4.1 76.7 73.0 98.3 94.0: 1.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 6 23 4 19 19 27 44:
Old : 61: 6 23 4 19 19 27 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 47.6 72.1 65.7 50.1 47.1 72.0 65.2
Old : 50.1 47.6 72.1 65.7 50.1 47.1 72.0 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,613: 5,656 2,372 0 8,464 11,668 14,120 14,040: 493 573
Old : 14,613: 5,656 2,372 0 8,464 11,668 14,120 14,040: 493 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -74: 0 -373 0 -4 284 -4 -89: -70 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 16.2 0.0 57.9 79.8 96.6 96.1: 3.4 3.9
Old : 100.0: 38.7 16.2 0.0 57.9 79.8 96.6 96.1: 3.4 3.9
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 : 26: 1 8 0 6 12 7 20:
Old : 26: 1 8 0 6 12 7 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 : 84.8 68.9 96.6 79.6 83.8 68.8 93.2 78.5
Old : 84.8 68.9 96.6 79.6 83.8 68.8 93.2 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,687: 5,656 2,745 0 8,468 11,384 14,124 14,129: 563 558
Old : 14,687: 5,656 2,745 0 8,468 11,384 14,124 14,129: 563 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 696: -243 797 0 838 323 595 1,120: 101 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 18.7 0.0 57.7 77.5 96.2 96.2: 3.8 3.8
Old : 100.0: 38.5 18.7 0.0 57.7 77.5 96.2 96.2: 3.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 9 0 7 11 8 20:
Old : 27: 1 9 0 7 11 8 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.1 69.3 96.2 80.4 88.1 69.3 94.4 79.3
Old : 88.1 69.3 96.2 80.4 88.1 69.3 94.4 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 34,479: 2,617 2,532 6,324 19,675 18,431 28,616 27,287: 5,862 7,192
Old : 34,479: 2,617 2,532 6,324 19,675 18,431 28,616 27,287: 5,862 7,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,683: 815 -70 851 367 1,025 2,034 1,806: -351 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.3 18.3 57.1 53.5 83.0 79.1: 17.0 20.9
Old : 100.0: 7.6 7.3 18.3 57.1 53.5 83.0 79.1: 17.0 20.9
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 : 54: 15 7 18 25 23 46 42:
Old : 54: 15 7 18 25 23 46 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 : 43.3 30.2 55.9 48.8 39.3 28.9 45.0 41.9
Old : 43.3 30.2 55.9 48.8 39.3 28.9 45.0 41.9
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 32,796: 1,802 2,602 5,473 19,308 17,406 26,583 25,480: 6,213 7,316
Old : 32,796: 1,802 2,602 5,473 19,308 17,406 26,583 25,480: 6,213 7,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 659: -312 85 53 701 233 442 370: 217 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.9 16.7 58.9 53.1 81.1 77.7: 18.9 22.3
Old : 100.0: 5.5 7.9 16.7 58.9 53.1 81.1 77.7: 18.9 22.3
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 : 54: 14 6 17 26 25 45 43:
Old : 54: 14 6 17 26 25 45 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 : 44.2 30.0 56.0 47.7 41.5 28.9 47.3 41.2
Old : 44.2 30.0 56.0 47.7 41.5 28.9 47.3 41.2
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, March 1, 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 : 108,898: 22,848 6,044 23,725 41,972 44,272 88,545 74,040: 20,353 34,858
Old : 106,571: 22,849 6,009 23,534 40,820 43,476 87,203 73,018: 19,368 33,553
Other: 2,327: 190 226 0 1,152 796 1,342 1,022: 985 1,305
: : :
: : Changes in Commitments from: February 22, 2005 :
: 10,778: 5,093 84 2,554 1,966 6,421 9,613 9,060: 1,165 1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.5 21.8 38.5 40.7 81.3 68.0: 18.7 32.0
Old : 100.0: 21.4 5.6 22.1 38.3 40.8 81.8 68.5: 18.2 31.5
Other: 100.0: 8.2 9.7 0.0 49.5 34.2 57.7 43.9: 42.3 56.1
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 57 30 50 31 39 128 96:
Old : 154: 57 30 50 30 39 127 96:
Other: 21: 6 2 0 4 11 10 13:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 19.0 34.4 30.4 24.2 17.7 33.2 27.4
Old : 24.8 19.1 35.0 30.8 24.8 18.5 33.8 28.4
Other: 50.8 30.0 57.0 40.7 49.5 30.0 55.3 40.5
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 98,120: 17,756 5,960 21,170 40,006 37,850 78,932 64,980: 19,188 33,139
Old : 96,322: 17,896 6,032 20,908 39,103 37,441 77,907 64,381: 18,415 31,940
Other: 1,798: 122 190 0 903 409 1,025 599: 773 1,199
: : :
: : Changes in Commitments from: February 15, 2005 :
: -2,255: 69 -1,193 -1,725 -197 -489 -1,853 -3,406: -402 1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.1 21.6 40.8 38.6 80.4 66.2: 19.6 33.8
Old : 100.0: 18.6 6.3 21.7 40.6 38.9 80.9 66.8: 19.1 33.2
Other: 100.0: 6.8 10.6 0.0 50.2 22.7 57.0 33.3: 43.0 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 47 33 51 30 35 118 97:
Old : 144: 47 33 51 29 35 117 97:
Other: 17: 4 1 0 4 10 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 : 25.9 18.2 36.9 30.4 25.9 17.0 35.8 26.4
Old : 26.4 18.5 37.5 30.9 26.4 17.9 36.3 27.4
Other: 50.2 28.5 57.0 31.9 48.3 28.5 55.1 31.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 3,054: 258 1,476 104 1,654 399 2,016 1,979: 1,038 1,075
Old : 3,054: 258 1,476 104 1,654 399 2,016 1,979: 1,038 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -523: -15 204 -527 -71 -66 -614 -390: 90 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 48.3 3.4 54.2 13.1 66.0 64.8: 34.0 35.2
Old : 100.0: 8.5 48.3 3.4 54.2 13.1 66.0 64.8: 34.0 35.2
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: 6 18 5 7 2 17 21:
Old : 32: 6 18 5 7 2 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 31.2 59.6 45.0 49.9 30.6 59.6 43.6
Old : 49.9 31.2 59.6 45.0 49.9 30.6 59.6 43.6
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 22, 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 : 3,578: 274 1,273 631 1,725 465 2,630 2,369: 948 1,209
Old : 3,578: 274 1,273 631 1,725 465 2,630 2,369: 948 1,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 249: 90 140 2 35 47 127 190: 123 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 35.6 17.6 48.2 13.0 73.5 66.2: 26.5 33.8
Old : 100.0: 7.6 35.6 17.6 48.2 13.0 73.5 66.2: 26.5 33.8
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 : 34: 5 16 8 9 3 22 22:
Old : 34: 5 16 8 9 3 22 22:
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 : 44.7 31.8 60.2 46.0 40.9 25.2 49.6 36.1
Old : 44.7 31.8 60.2 46.0 40.9 25.2 49.6 36.1
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, March 1, 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 : 142,943: 39,120 11,899 20,424 69,318 73,549 128,862 105,872: 14,081 37,071
Old : 142,943: 39,120 11,899 20,424 69,318 73,549 128,862 105,872: 14,081 37,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -2,452: 117 861 -1,253 243 607 -892 216: -1,559 -2,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 8.3 14.3 48.5 51.5 90.1 74.1: 9.9 25.9
Old : 100.0: 27.4 8.3 14.3 48.5 51.5 90.1 74.1: 9.9 25.9
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 : 197: 55 36 46 61 91 136 157:
Old : 197: 55 36 46 61 91 136 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 12.5 41.3 21.7 23.2 12.3 38.8 20.2
Old : 24.4 12.5 41.3 21.7 23.2 12.3 38.8 20.2
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 22, 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 : 145,394: 39,003 11,037 21,677 69,074 72,942 129,754 105,657: 15,640 39,738
Old : 145,394: 39,003 11,037 21,677 69,074 72,942 129,754 105,657: 15,640 39,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -8,359: -4,691 -574 -523 -489 -5,657 -5,703 -6,754: -2,656 -1,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 7.6 14.9 47.5 50.2 89.2 72.7: 10.8 27.3
Old : 100.0: 26.8 7.6 14.9 47.5 50.2 89.2 72.7: 10.8 27.3
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 : 203: 47 44 45 66 95 138 165:
Old : 203: 47 44 45 66 95 138 165:
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 : 23.6 11.8 39.7 19.9 22.4 11.6 37.6 19.0
Old : 23.6 11.8 39.7 19.9 22.4 11.6 37.6 19.0
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, March 1, 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 : 5,673: 2,169 184 464 868 3,496 3,501 4,144: 2,172 1,529
Old : 5,673: 2,169 184 464 868 3,496 3,501 4,144: 2,172 1,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -160: 107 -13 -48 192 114 252 54: -411 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 3.2 8.2 15.3 61.6 61.7 73.0: 38.3 27.0
Old : 100.0: 38.2 3.2 8.2 15.3 61.6 61.7 73.0: 38.3 27.0
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 : 53: 27 5 9 13 17 42 29:
Old : 53: 27 5 9 13 17 42 29:
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 : 19.8 45.7 29.4 55.8 19.2 45.7 27.1 54.6
Old : 19.8 45.7 29.4 55.8 19.2 45.7 27.1 54.6
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 22, 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 : 5,832: 2,062 197 512 676 3,382 3,249 4,090: 2,583 1,742
Old : 5,832: 2,062 197 512 676 3,382 3,249 4,090: 2,583 1,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -62: -128 9 -29 -73 -120 -229 -139: 166 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 3.4 8.8 11.6 58.0 55.7 70.1: 44.3 29.9
Old : 100.0: 35.4 3.4 8.8 11.6 58.0 55.7 70.1: 44.3 29.9
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 : 50: 22 7 8 12 17 38 28:
Old : 50: 22 7 8 12 17 38 28:
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 42.9 26.6 52.5 17.3 42.9 24.2 50.4
Old : 17.7 42.9 26.6 52.5 17.3 42.9 24.2 50.4
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, March 1, 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 : 27,442: 7,212 1,983 6,358 9,419 5,819 22,990 14,159: 4,452 13,282
Old : 27,442: 7,212 1,983 6,358 9,419 5,819 22,990 14,159: 4,452 13,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -210: 384 39 -291 -352 362 -259 110: 49 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 7.2 23.2 34.3 21.2 83.8 51.6: 16.2 48.4
Old : 100.0: 26.3 7.2 23.2 34.3 21.2 83.8 51.6: 16.2 48.4
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 : 119: 36 16 28 42 45 90 82:
Old : 119: 36 16 28 42 45 90 82:
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 13.5 39.9 19.9 17.7 6.3 29.1 10.5
Old : 25.7 13.5 39.9 19.9 17.7 6.3 29.1 10.5
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 22, 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 : 27,652: 6,829 1,943 6,649 9,771 5,456 23,249 14,049: 4,403 13,603
Old : 27,652: 6,829 1,943 6,649 9,771 5,456 23,249 14,049: 4,403 13,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 151: 64 278 70 452 -310 586 38: -435 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 7.0 24.0 35.3 19.7 84.1 50.8: 15.9 49.2
Old : 100.0: 24.7 7.0 24.0 35.3 19.7 84.1 50.8: 15.9 49.2
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 : 120: 33 18 27 45 49 92 84:
Old : 120: 33 18 27 45 49 92 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 : 24.9 15.4 39.2 21.6 16.3 6.5 27.0 10.6
Old : 24.9 15.4 39.2 21.6 16.3 6.5 27.0 10.6
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, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 105,196: 12,116 19,636 2,419 60,194 63,462 74,730 85,517: 30,466 19,679
Old : 105,196: 12,116 19,636 2,419 60,194 63,462 74,730 85,517: 30,466 19,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 7,923: 997 5,166 -444 6,137 1,031 6,690 5,753: 1,233 2,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.7 2.3 57.2 60.3 71.0 81.3: 29.0 18.7
Old : 100.0: 11.5 18.7 2.3 57.2 60.3 71.0 81.3: 29.0 18.7
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 : 63: 15 15 6 25 22 43 40:
Old : 63: 15 15 6 25 22 43 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 : 34.5 42.5 45.8 54.6 31.6 42.4 42.2 54.4
Old : 34.5 42.5 45.8 54.6 31.6 42.4 42.2 54.4
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 97,273: 11,119 14,470 2,863 54,058 62,430 68,040 79,764: 29,233 17,509
Old : 97,273: 11,119 14,470 2,863 54,058 62,430 68,040 79,764: 29,233 17,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 5,453: 192 -2,138 563 4,680 8,993 5,435 7,418: 18 -1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.9 2.9 55.6 64.2 69.9 82.0: 30.1 18.0
Old : 100.0: 11.4 14.9 2.9 55.6 64.2 69.9 82.0: 30.1 18.0
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 : 59: 13 13 6 25 21 42 36:
Old : 59: 13 13 6 25 21 42 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 : 30.5 43.9 43.1 57.3 27.8 43.8 39.6 57.1
Old : 30.5 43.9 43.1 57.3 27.8 43.8 39.6 57.1
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, March 1, 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 : 63,228: 7,298 9,216 404 36,802 39,778 44,503 49,398: 18,725 13,830
Old : 63,228: 7,298 9,216 404 36,802 39,778 44,503 49,398: 18,725 13,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 7,795: 2,459 976 -419 6,329 9,713 8,368 10,270: -574 -2,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.6 0.6 58.2 62.9 70.4 78.1: 29.6 21.9
Old : 100.0: 11.5 14.6 0.6 58.2 62.9 70.4 78.1: 29.6 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 : 32: 7 5 2 13 11 20 18:
Old : 32: 7 5 2 13 11 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 : 41.3 57.5 55.1 69.4 40.9 57.2 54.5 67.8
Old : 41.3 57.5 55.1 69.4 40.9 57.2 54.5 67.8
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 22, 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 : 55,434: 4,839 8,240 823 30,473 30,065 36,135 39,128: 19,299 16,305
Old : 55,434: 4,839 8,240 823 30,473 30,065 36,135 39,128: 19,299 16,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,863: 994 -6,866 -13 -7,323 9,050 -6,343 2,171: 8,206 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 14.9 1.5 55.0 54.2 65.2 70.6: 34.8 29.4
Old : 100.0: 8.7 14.9 1.5 55.0 54.2 65.2 70.6: 34.8 29.4
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 : 27: 5 6 2 12 8 18 15:
Old : 27: 5 6 2 12 8 18 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 : 40.6 51.8 52.7 64.2 40.3 51.5 52.4 62.5
Old : 40.6 51.8 52.7 64.2 40.3 51.5 52.4 62.5
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, March 1, 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 : 102,657: 70,999 8,886 256 20,538 89,305 91,793 98,447: 10,864 4,210
Old : 102,657: 70,999 8,886 256 20,538 89,305 91,793 98,447: 10,864 4,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,688: -257 389 -215 6,412 6,201 5,940 6,375: -1,252 -1,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 8.7 0.2 20.0 87.0 89.4 95.9: 10.6 4.1
Old : 100.0: 69.2 8.7 0.2 20.0 87.0 89.4 95.9: 10.6 4.1
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 : 99: 55 11 3 17 23 74 36:
Old : 99: 55 11 3 17 23 74 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 : 28.7 52.5 46.6 71.9 28.7 52.5 46.3 71.8
Old : 28.7 52.5 46.6 71.9 28.7 52.5 46.3 71.8
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 22, 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 : 97,970: 71,256 8,496 471 14,126 83,104 85,854 92,072: 12,116 5,898
Old : 97,970: 71,256 8,496 471 14,126 83,104 85,854 92,072: 12,116 5,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 8,490: 7,149 230 155 -106 6,972 7,198 7,357: 1,292 1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 8.7 0.5 14.4 84.8 87.6 94.0: 12.4 6.0
Old : 100.0: 72.7 8.7 0.5 14.4 84.8 87.6 94.0: 12.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 58 10 2 17 24 76 35:
Old : 102: 58 10 2 17 24 76 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 : 32.3 54.4 48.6 72.3 32.3 54.3 48.6 72.2
Old : 32.3 54.4 48.6 72.3 32.3 54.3 48.6 72.2
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, March 1, 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 : 82,886: 37,981 4,551 602 16,178 62,980 54,762 68,133: 28,124 14,752
Old : 82,886: 37,981 4,551 602 16,178 62,980 54,762 68,133: 28,124 14,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 827: 8,612 235 263 -10,401 -170 -1,526 328: 2,352 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 5.5 0.7 19.5 76.0 66.1 82.2: 33.9 17.8
Old : 100.0: 45.8 5.5 0.7 19.5 76.0 66.1 82.2: 33.9 17.8
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 : 51: 24 9 3 9 15 36 24:
Old : 51: 24 9 3 9 15 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 : 19.8 57.4 32.9 70.3 17.6 57.4 30.4 65.3
Old : 19.8 57.4 32.9 70.3 17.6 57.4 30.4 65.3
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 22, 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 : 82,059: 29,369 4,316 339 26,579 63,150 56,287 67,805: 25,772 14,254
Old : 82,059: 29,369 4,316 339 26,579 63,150 56,287 67,805: 25,772 14,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 6,474: 2,393 -433 -627 1,308 6,512 3,074 5,452: 3,399 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 5.3 0.4 32.4 77.0 68.6 82.6: 31.4 17.4
Old : 100.0: 35.8 5.3 0.4 32.4 77.0 68.6 82.6: 31.4 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 : 54: 22 8 2 13 17 36 26:
Old : 54: 22 8 2 13 17 36 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 : 23.6 52.8 36.3 70.3 22.3 52.8 33.9 66.0
Old : 23.6 52.8 36.3 70.3 22.3 52.8 33.9 66.0
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, March 1, 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 : 180,787: 13,327 20,027 2,876 129,949 134,817 146,153 157,720: 34,635 23,067
Old : 180,787: 13,327 20,027 2,876 129,949 134,817 146,153 157,720: 34,635 23,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -778: -300 -19,227 -1,012 975 22,706 -337 2,467: -442 -3,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 11.1 1.6 71.9 74.6 80.8 87.2: 19.2 12.8
Old : 100.0: 7.4 11.1 1.6 71.9 74.6 80.8 87.2: 19.2 12.8
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 : 68: 14 20 7 24 26 42 49:
Old : 68: 14 20 7 24 26 42 49:
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 : 54.2 49.7 64.5 62.7 36.7 35.9 43.9 44.4
Old : 54.2 49.7 64.5 62.7 36.7 35.9 43.9 44.4
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 22, 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 : 181,565: 13,628 39,254 3,888 128,974 112,111 146,489 155,253: 35,076 26,313
Old : 181,565: 13,628 39,254 3,888 128,974 112,111 146,489 155,253: 35,076 26,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 2,002: 969 2,886 136 -3,035 -2,627 -1,930 394: 3,931 1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 21.6 2.1 71.0 61.7 80.7 85.5: 19.3 14.5
Old : 100.0: 7.5 21.6 2.1 71.0 61.7 80.7 85.5: 19.3 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 : 70: 17 19 8 25 27 45 51:
Old : 70: 17 19 8 25 27 45 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 : 53.0 43.3 65.0 58.6 35.8 30.9 44.2 40.7
Old : 53.0 43.3 65.0 58.6 35.8 30.9 44.2 40.7
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, March 1, 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 : 211,531: 42,700 10,669 21,175 76,944 121,099 140,818 152,943: 70,713 58,588
Old : 211,531: 42,700 10,669 21,175 76,944 121,099 140,818 152,943: 70,713 58,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 2,436: 16,565 -13,856 52 -12,145 28,597 4,472 14,794: -2,036 -12,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.0 10.0 36.4 57.2 66.6 72.3: 33.4 27.7
Old : 100.0: 20.2 5.0 10.0 36.4 57.2 66.6 72.3: 33.4 27.7
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 : 100: 35 23 25 35 32 79 71:
Old : 100: 35 23 25 35 32 79 71:
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 27.5 27.6 39.9 15.5 25.7 22.6 35.5
Old : 18.2 27.5 27.6 39.9 15.5 25.7 22.6 35.5
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 22, 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 : 209,095: 26,135 24,525 21,123 89,089 92,502 136,346 138,149: 72,748 70,945
Old : 209,095: 26,135 24,525 21,123 89,089 92,502 136,346 138,149: 72,748 70,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 21,191: 1,340 -3,910 4,394 1,299 5,576 7,033 6,060: 14,159 15,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 11.7 10.1 42.6 44.2 65.2 66.1: 34.8 33.9
Old : 100.0: 12.5 11.7 10.1 42.6 44.2 65.2 66.1: 34.8 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 : 100: 25 36 28 34 29 77 75:
Old : 100: 25 36 28 34 29 77 75:
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 22.1 29.8 34.2 17.4 20.2 24.8 29.8
Old : 19.4 22.1 29.8 34.2 17.4 20.2 24.8 29.8
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, March 1, 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 : 33,775: 10,366 1,640 250 18,430 26,154 29,046 28,044: 4,729 5,731
Old : 33,775: 10,366 1,640 250 18,430 26,154 29,046 28,044: 4,729 5,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,830: 0 0 0 1,042 -38 1,042 -38: 788 1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.9 0.7 54.6 77.4 86.0 83.0: 14.0 17.0
Old : 100.0: 30.7 4.9 0.7 54.6 77.4 86.0 83.0: 14.0 17.0
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 : 21: 2 1 1 7 17 9 19:
Old : 21: 2 1 1 7 17 9 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 : 68.4 41.3 85.9 58.9 59.5 31.4 68.8 48.9
Old : 68.4 41.3 85.9 58.9 59.5 31.4 68.8 48.9
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 22, 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 : 31,945: 10,366 1,640 250 17,388 26,192 28,004 28,082: 3,941 3,863
Old : 31,945: 10,366 1,640 250 17,388 26,192 28,004 28,082: 3,941 3,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -14,674: -1,082 1,640 107 -14,670 -14,412 -15,645 -12,665: 971 -2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 5.1 0.8 54.4 82.0 87.7 87.9: 12.3 12.1
Old : 100.0: 32.4 5.1 0.8 54.4 82.0 87.7 87.9: 12.3 12.1
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 : 21: 2 1 1 8 17 10 19:
Old : 21: 2 1 1 8 17 10 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 : 64.7 43.3 85.1 64.3 57.6 35.5 69.2 54.4
Old : 64.7 43.3 85.1 64.3 57.6 35.5 69.2 54.4
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, March 1, 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 :13,346,466: 703,646 1,148,757 3,980,726 7,621,990 6,531,653 12,306,363 11,661,136: 1,040,103 1,685,330
Old :13,346,466: 703,646 1,148,757 3,980,726 7,621,990 6,531,653 12,306,363 11,661,136: 1,040,103 1,685,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 913,886: 5,490 105,089 419,509 454,806 390,058 879,805 914,656: 34,081 -771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.6 29.8 57.1 48.9 92.2 87.4: 7.8 12.6
Old : 100.0: 5.3 8.6 29.8 57.1 48.9 92.2 87.4: 7.8 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 : 273: 51 72 95 131 145 237 261:
Old : 273: 51 72 95 131 145 237 261:
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 : 19.3 13.6 32.7 23.0 15.6 7.3 22.8 11.2
Old : 19.3 13.6 32.7 23.0 15.6 7.3 22.8 11.2
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 22, 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 :12,432,581: 698,156 1,043,668 3,561,218 7,167,184 6,141,595 11,426,558 10,746,480: 1,006,023 1,686,101
Old :12,432,581: 698,156 1,043,668 3,561,218 7,167,184 6,141,595 11,426,558 10,746,480: 1,006,023 1,686,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 760,802: 48,878 176,475 386,969 262,119 92,188 697,966 655,632: 62,836 105,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.4 28.6 57.6 49.4 91.9 86.4: 8.1 13.6
Old : 100.0: 5.6 8.4 28.6 57.6 49.4 91.9 86.4: 8.1 13.6
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 : 271: 53 68 97 131 142 238 259:
Old : 271: 53 68 97 131 142 238 259:
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 : 20.0 12.7 33.2 22.1 16.8 7.4 24.3 11.9
Old : 20.0 12.7 33.2 22.1 16.8 7.4 24.3 11.9
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, March 1, 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 : 765,350: 66,871 82,780 34,039 503,186 522,770 604,096 639,590: 161,254 125,760
Old : 765,350: 66,871 82,780 34,039 503,186 522,770 604,096 639,590: 161,254 125,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 22,198: 4,421 1,522 4,233 14,040 3,664 22,694 9,420: -496 12,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.8 4.4 65.7 68.3 78.9 83.6: 21.1 16.4
Old : 100.0: 8.7 10.8 4.4 65.7 68.3 78.9 83.6: 21.1 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 52 33 48 99 68 175 125:
Old : 200: 52 33 48 99 68 175 125:
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 30.1 26.5 42.6 17.6 29.3 25.5 41.6
Old : 18.3 30.1 26.5 42.6 17.6 29.3 25.5 41.6
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 22, 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 : 743,152: 62,450 81,258 29,806 489,147 519,106 581,402 630,170: 161,749 112,982
Old : 743,152: 62,450 81,258 29,806 489,147 519,106 581,402 630,170: 161,749 112,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,482: -1,373 1,943 -5,185 -940 5,524 -7,498 2,282: 8,980 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.9 4.0 65.8 69.9 78.2 84.8: 21.8 15.2
Old : 100.0: 8.4 10.9 4.0 65.8 69.9 78.2 84.8: 21.8 15.2
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 : 197: 49 30 44 100 69 170 122:
Old : 197: 49 30 44 100 69 170 122:
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 : 18.6 29.8 26.9 42.5 17.9 29.5 26.0 42.2
Old : 18.6 29.8 26.9 42.5 17.9 29.5 26.0 42.2
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, March 1, 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 : 1,027,245: 208,468 263,778 22,522 448,692 639,127 679,682 925,427: 347,563 101,818
Old : 1,027,245: 208,468 263,778 22,522 448,692 639,127 679,682 925,427: 347,563 101,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 105,552: 415 21,990 7,262 58,034 84,517 65,711 113,768: 39,841 -8,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 25.7 2.2 43.7 62.2 66.2 90.1: 33.8 9.9
Old : 100.0: 20.3 25.7 2.2 43.7 62.2 66.2 90.1: 33.8 9.9
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 : 180: 39 60 27 57 58 117 125:
Old : 180: 39 60 27 57 58 117 125:
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 : 17.6 28.3 27.4 40.7 16.1 25.3 25.5 35.3
Old : 17.6 28.3 27.4 40.7 16.1 25.3 25.5 35.3
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 22, 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 : 921,693: 208,053 241,788 15,260 390,658 554,610 613,970 811,658: 307,723 110,035
Old : 921,693: 208,053 241,788 15,260 390,658 554,610 613,970 811,658: 307,723 110,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -36,074: 18,673 49,330 2,162 -31,735 -100,750 -10,900 -49,259: -25,174 13,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 26.2 1.7 42.4 60.2 66.6 88.1: 33.4 11.9
Old : 100.0: 22.6 26.2 1.7 42.4 60.2 66.6 88.1: 33.4 11.9
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 : 175: 36 63 26 55 54 110 124:
Old : 175: 36 63 26 55 54 110 124:
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 29.8 32.3 40.3 19.3 26.0 29.8 34.7
Old : 21.2 29.8 32.3 40.3 19.3 26.0 29.8 34.7
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, March 1, 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 : 13,913: 1,567 523 56 6,836 11,712 8,459 12,291: 5,454 1,622
Old : 13,913: 1,567 523 56 6,836 11,712 8,459 12,291: 5,454 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 592: -43 283 56 838 187 851 526: -259 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.8 0.4 49.1 84.2 60.8 88.3: 39.2 11.7
Old : 100.0: 11.3 3.8 0.4 49.1 84.2 60.8 88.3: 39.2 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 : 31: 3 2 1 17 11 20 14:
Old : 31: 3 2 1 17 11 20 14:
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 : 24.3 46.5 38.3 73.4 23.9 44.3 37.9 70.7
Old : 24.3 46.5 38.3 73.4 23.9 44.3 37.9 70.7
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 22, 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 : 13,321: 1,610 240 0 5,998 11,525 7,608 11,765: 5,713 1,556
Old : 13,321: 1,610 240 0 5,998 11,525 7,608 11,765: 5,713 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 16: 3 240 0 158 -222 161 18: -145 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 1.8 0.0 45.0 86.5 57.1 88.3: 42.9 11.7
Old : 100.0: 12.1 1.8 0.0 45.0 86.5 57.1 88.3: 42.9 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 : 28: 3 1 0 15 11 18 12:
Old : 28: 3 1 0 15 11 18 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 : 26.1 47.2 40.5 75.3 26.1 46.5 40.5 74.3
Old : 26.1 47.2 40.5 75.3 26.1 46.5 40.5 74.3
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, March 1, 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 : 32,445: 4,558 6,171 273 21,560 18,650 26,391 25,094: 6,054 7,351
Old : 32,445: 4,558 6,171 273 21,560 18,650 26,391 25,094: 6,054 7,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,324: 2,071 299 4 -2,221 686 -146 989: 1,470 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.0 0.8 66.5 57.5 81.3 77.3: 18.7 22.7
Old : 100.0: 14.0 19.0 0.8 66.5 57.5 81.3 77.3: 18.7 22.7
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 : 38: 4 5 2 18 19 23 25:
Old : 38: 4 5 2 18 19 23 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 : 39.2 33.7 59.1 54.0 39.2 29.1 56.9 48.2
Old : 39.2 33.7 59.1 54.0 39.2 29.1 56.9 48.2
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 22, 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 : 31,121: 2,487 5,872 269 23,781 17,964 26,537 24,105: 4,584 7,016
Old : 31,121: 2,487 5,872 269 23,781 17,964 26,537 24,105: 4,584 7,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 742: -327 222 43 883 -553 599 -288: 143 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 18.9 0.9 76.4 57.7 85.3 77.5: 14.7 22.5
Old : 100.0: 8.0 18.9 0.9 76.4 57.7 85.3 77.5: 14.7 22.5
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 : 39: 3 5 2 20 18 24 24:
Old : 39: 3 5 2 20 18 24 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 : 41.0 39.8 62.2 57.0 41.0 34.8 59.6 51.0
Old : 41.0 39.8 62.2 57.0 41.0 34.8 59.6 51.0
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, March 1, 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 : 90,128: 4,519 20,012 185 40,645 57,703 45,349 77,900: 44,779 12,228
Old : 90,128: 4,519 20,012 185 40,645 57,703 45,349 77,900: 44,779 12,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 2,622: -125 670 -208 3,704 4,085 3,370 4,546: -749 -1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 22.2 0.2 45.1 64.0 50.3 86.4: 49.7 13.6
Old : 100.0: 5.0 22.2 0.2 45.1 64.0 50.3 86.4: 49.7 13.6
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 : 89: 14 23 3 39 33 56 56:
Old : 89: 14 23 3 39 33 56 56:
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 43.3 28.4 58.7 19.0 41.8 26.5 54.4
Old : 19.4 43.3 28.4 58.7 19.0 41.8 26.5 54.4
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 22, 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 : 87,506: 4,644 19,342 393 36,942 53,618 41,979 73,353: 45,527 14,153
Old : 87,506: 4,644 19,342 393 36,942 53,618 41,979 73,353: 45,527 14,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 7,860: -1,734 2,058 -217 3,035 3,428 1,083 5,269: 6,777 2,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 22.1 0.4 42.2 61.3 48.0 83.8: 52.0 16.2
Old : 100.0: 5.3 22.1 0.4 42.2 61.3 48.0 83.8: 52.0 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 14 24 6 35 29 54 54:
Old : 86: 14 24 6 35 29 54 54:
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 43.0 27.8 56.9 19.0 41.7 27.1 54.3
Old : 19.0 43.0 27.8 56.9 19.0 41.7 27.1 54.3
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, March 1, 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 : 458,473: 114,939 99,353 3,045 306,129 169,395 424,114 271,793: 34,360 186,680
Old : 458,473: 114,939 99,353 3,045 306,129 169,395 424,114 271,793: 34,360 186,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -16,630: 84 -7,196 -813 -5,670 5,402 -6,399 -2,608: -10,231 -14,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 21.7 0.7 66.8 36.9 92.5 59.3: 7.5 40.7
Old : 100.0: 25.1 21.7 0.7 66.8 36.9 92.5 59.3: 7.5 40.7
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: 46 58 14 47 34 101 98:
Old : 168: 46 58 14 47 34 101 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 : 47.6 23.5 66.3 33.1 42.8 20.4 60.3 25.5
Old : 47.6 23.5 66.3 33.1 42.8 20.4 60.3 25.5
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 22, 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 : 475,103: 114,855 106,549 3,859 311,799 163,993 430,512 274,401: 44,591 200,702
Old : 475,103: 114,855 106,549 3,859 311,799 163,993 430,512 274,401: 44,591 200,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 56,490: 12,974 11,405 -653 31,378 7,089 43,699 17,841: 12,791 38,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 22.4 0.8 65.6 34.5 90.6 57.8: 9.4 42.2
Old : 100.0: 24.2 22.4 0.8 65.6 34.5 90.6 57.8: 9.4 42.2
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 : 186: 49 71 15 44 37 100 116:
Old : 186: 49 71 15 44 37 100 116:
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 : 46.8 23.4 64.7 33.0 42.1 20.8 58.9 26.0
Old : 46.8 23.4 64.7 33.0 42.1 20.8 58.9 26.0
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, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 106,675: 55,610 871 2,341 17,098 95,505 75,049 98,718: 31,626 7,958
Old : 106,675: 55,610 871 2,341 17,098 95,505 75,049 98,718: 31,626 7,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 9,271: 5,989 -3,128 731 2,293 12,939 9,013 10,542: 258 -1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 0.8 2.2 16.0 89.5 70.4 92.5: 29.6 7.5
Old : 100.0: 52.1 0.8 2.2 16.0 89.5 70.4 92.5: 29.6 7.5
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 : 52: 21 3 3 12 25 34 30:
Old : 52: 21 3 3 12 25 34 30:
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 : 34.8 49.1 46.4 69.6 34.3 49.1 46.0 68.9
Old : 34.8 49.1 46.4 69.6 34.3 49.1 46.0 68.9
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 97,405: 49,621 3,999 1,610 14,805 82,566 66,036 88,176: 31,369 9,229
Old : 97,405: 49,621 3,999 1,610 14,805 82,566 66,036 88,176: 31,369 9,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 6,428: 5,272 -3,920 1,032 -843 9,014 5,460 6,126: 969 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 4.1 1.7 15.2 84.8 67.8 90.5: 32.2 9.5
Old : 100.0: 50.9 4.1 1.7 15.2 84.8 67.8 90.5: 32.2 9.5
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 3 3 10 23 33 27:
Old : 51: 21 3 3 10 23 33 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 : 31.2 50.4 44.9 70.4 31.2 50.4 44.9 69.1
Old : 31.2 50.4 44.9 70.4 31.2 50.4 44.9 69.1
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, March 1, 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 : 35,787: 1,503 14,550 310 27,658 16,433 29,471 31,294: 6,316 4,493
Old : 35,787: 1,503 14,550 310 27,658 16,433 29,471 31,294: 6,316 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,121: 128 1,055 50 4,061 2,954 4,239 4,059: -117 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 40.7 0.9 77.3 45.9 82.4 87.4: 17.6 12.6
Old : 100.0: 4.2 40.7 0.9 77.3 45.9 82.4 87.4: 17.6 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 : 57: 5 12 3 28 21 35 34:
Old : 57: 5 12 3 28 21 35 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 : 45.6 53.9 58.5 62.8 32.0 41.1 43.1 48.7
Old : 45.6 53.9 58.5 62.8 32.0 41.1 43.1 48.7
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 22, 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 : 31,666: 1,375 13,495 260 23,598 13,479 25,233 27,234: 6,433 4,431
Old : 31,666: 1,375 13,495 260 23,598 13,479 25,233 27,234: 6,433 4,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 4,324: 111 2,683 186 4,812 1,274 5,109 4,143: -785 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 42.6 0.8 74.5 42.6 79.7 86.0: 20.3 14.0
Old : 100.0: 4.3 42.6 0.8 74.5 42.6 79.7 86.0: 20.3 14.0
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 : 57: 5 13 3 29 19 36 33:
Old : 57: 5 13 3 29 19 36 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 : 39.5 51.2 52.4 61.2 29.3 43.3 41.3 51.6
Old : 39.5 51.2 52.4 61.2 29.3 43.3 41.3 51.6
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, March 1, 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 : 212,431: 61,338 35,335 1,532 136,250 160,845 199,120 197,712: 13,311 14,719
Old : 212,431: 61,338 35,335 1,532 136,250 160,845 199,120 197,712: 13,311 14,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,409: 11,531 3,133 102 79 8,033 11,712 11,268: 697 1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 16.6 0.7 64.1 75.7 93.7 93.1: 6.3 6.9
Old : 100.0: 28.9 16.6 0.7 64.1 75.7 93.7 93.1: 6.3 6.9
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 : 105: 18 30 7 30 42 53 74:
Old : 105: 18 30 7 30 42 53 74:
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 : 62.5 37.7 74.0 53.8 58.7 37.5 69.9 53.0
Old : 62.5 37.7 74.0 53.8 58.7 37.5 69.9 53.0
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 22, 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 : 200,022: 49,807 32,202 1,430 136,171 152,812 187,408 186,444: 12,614 13,578
Old : 200,022: 49,807 32,202 1,430 136,171 152,812 187,408 186,444: 12,614 13,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 22,149: 10,339 3,779 819 10,971 18,311 22,130 22,909: 19 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 16.1 0.7 68.1 76.4 93.7 93.2: 6.3 6.8
Old : 100.0: 24.9 16.1 0.7 68.1 76.4 93.7 93.2: 6.3 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 : 100: 15 33 6 26 40 46 74:
Old : 100: 15 33 6 26 40 46 74:
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 : 64.3 38.7 76.9 53.2 60.2 38.5 72.4 51.7
Old : 64.3 38.7 76.9 53.2 60.2 38.5 72.4 51.7
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, March 1, 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 : 41,021: 10,948 8,498 1,054 16,694 23,908 28,696 33,460: 12,325 7,561
Old : 41,021: 10,948 8,498 1,054 16,694 23,908 28,696 33,460: 12,325 7,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,790: 634 1,124 26 2,268 513 2,928 1,663: -1,138 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 20.7 2.6 40.7 58.3 70.0 81.6: 30.0 18.4
Old : 100.0: 26.7 20.7 2.6 40.7 58.3 70.0 81.6: 30.0 18.4
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 : 75: 20 17 5 19 22 43 42:
Old : 75: 20 17 5 19 22 43 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 : 23.0 32.2 36.1 46.5 21.9 30.5 32.3 41.1
Old : 23.0 32.2 36.1 46.5 21.9 30.5 32.3 41.1
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 22, 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 : 39,231: 10,314 7,374 1,028 14,426 23,395 25,768 31,797: 13,463 7,434
Old : 39,231: 10,314 7,374 1,028 14,426 23,395 25,768 31,797: 13,463 7,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -39: 459 -1,855 18 -922 969 -445 -868: 406 829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 18.8 2.6 36.8 59.6 65.7 81.1: 34.3 18.9
Old : 100.0: 26.3 18.8 2.6 36.8 59.6 65.7 81.1: 34.3 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 : 71: 19 15 4 16 22 38 40:
Old : 71: 19 15 4 16 22 38 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 : 19.7 32.9 32.5 48.4 17.4 32.2 27.7 43.4
Old : 19.7 32.9 32.5 48.4 17.4 32.2 27.7 43.4
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, March 1, 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 : 118,575: 100 10,511 2,618 58,189 75,322 60,907 88,451: 57,668 30,124
Old : 118,575: 100 10,511 2,618 58,189 75,322 60,907 88,451: 57,668 30,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -942: -190 3,601 87 1,847 -2,193 1,744 1,495: -2,686 -2,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.9 2.2 49.1 63.5 51.4 74.6: 48.6 25.4
Old : 100.0: 0.1 8.9 2.2 49.1 63.5 51.4 74.6: 48.6 25.4
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 : 51: 1 18 5 22 28 28 47:
Old : 51: 1 18 5 22 28 28 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 : 40.6 50.1 45.5 57.9 7.5 19.1 9.1 25.2
Old : 40.6 50.1 45.5 57.9 7.5 19.1 9.1 25.2
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 22, 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 : 119,517: 290 6,910 2,531 56,342 77,515 59,163 86,956: 60,354 32,561
Old : 119,517: 290 6,910 2,531 56,342 77,515 59,163 86,956: 60,354 32,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -395: -110 -5 10 -3,019 -1,434 -3,119 -1,429: 2,724 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.8 2.1 47.1 64.9 49.5 72.8: 50.5 27.2
Old : 100.0: 0.2 5.8 2.1 47.1 64.9 49.5 72.8: 50.5 27.2
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 : 47: 2 15 4 20 26 25 43:
Old : 47: 2 15 4 20 26 25 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 : 39.9 51.6 44.7 59.2 5.8 19.4 7.1 24.3
Old : 39.9 51.6 44.7 59.2 5.8 19.4 7.1 24.3
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, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 121,740: 49,215 4,067 21,373 17,060 83,866 87,648 109,305: 34,092 12,434
Old : 121,740: 49,215 4,067 21,373 17,060 83,866 87,648 109,305: 34,092 12,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -15,526: -399 -929 -7,149 -4,585 -2,715 -12,133 -10,794: -3,393 -4,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 3.3 17.6 14.0 68.9 72.0 89.8: 28.0 10.2
Old : 100.0: 40.4 3.3 17.6 14.0 68.9 72.0 89.8: 28.0 10.2
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 : 157: 90 23 47 22 35 133 89:
Old : 157: 90 23 47 22 35 133 89:
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 : 14.8 30.3 24.0 45.0 14.7 27.9 22.1 41.8
Old : 14.8 30.3 24.0 45.0 14.7 27.9 22.1 41.8
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 137,266: 49,614 4,997 28,522 21,645 86,581 99,781 120,099: 37,485 17,167
Old : 137,266: 49,614 4,997 28,522 21,645 86,581 99,781 120,099: 37,485 17,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 7,627: 4,232 -886 1,751 -680 4,817 5,303 5,682: 2,324 1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 3.6 20.8 15.8 63.1 72.7 87.5: 27.3 12.5
Old : 100.0: 36.1 3.6 20.8 15.8 63.1 72.7 87.5: 27.3 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 : 170: 83 40 54 23 39 138 106:
Old : 170: 83 40 54 23 39 138 106:
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 : 13.1 27.0 21.8 40.4 12.7 24.2 19.6 35.5
Old : 13.1 27.0 21.8 40.4 12.7 24.2 19.6 35.5
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, March 1, 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 : 115,995: 49,286 15,143 16,409 34,259 74,632 99,954 106,184: 16,041 9,811
Old : 115,995: 49,286 15,143 16,409 34,259 74,632 99,954 106,184: 16,041 9,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 867: 4,813 1,773 -1,792 -2,169 689 851 670: 16 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 13.1 14.1 29.5 64.3 86.2 91.5: 13.8 8.5
Old : 100.0: 42.5 13.1 14.1 29.5 64.3 86.2 91.5: 13.8 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 : 166: 66 48 34 39 44 129 103:
Old : 166: 66 48 34 39 44 129 103:
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 38.1 32.3 54.7 18.5 32.6 29.4 48.7
Old : 20.9 38.1 32.3 54.7 18.5 32.6 29.4 48.7
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 22, 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 : 115,128: 44,474 13,370 18,201 36,428 73,943 99,103 105,514: 16,026 9,614
Old : 115,128: 44,474 13,370 18,201 36,428 73,943 99,103 105,514: 16,026 9,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 15,407: 11,242 3,158 3,880 887 7,148 16,009 14,186: -602 1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 11.6 15.8 31.6 64.2 86.1 91.6: 13.9 8.4
Old : 100.0: 38.6 11.6 15.8 31.6 64.2 86.1 91.6: 13.9 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 : 168: 72 44 41 41 43 137 106:
Old : 168: 72 44 41 41 43 137 106:
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 : 21.0 42.4 31.0 57.1 17.9 36.6 26.9 50.6
Old : 21.0 42.4 31.0 57.1 17.9 36.6 26.9 50.6
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, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 385,154: 137,675 51,729 81,245 104,850 229,127 323,769 362,101: 61,385 23,054
Old : 385,154: 137,675 51,729 81,245 104,850 229,127 323,769 362,101: 61,385 23,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 9,809: 14,103 -1,471 -2,091 -2,217 13,330 9,795 9,768: 13 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 13.4 21.1 27.2 59.5 84.1 94.0: 15.9 6.0
Old : 100.0: 35.7 13.4 21.1 27.2 59.5 84.1 94.0: 15.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 132 40 61 40 50 196 135:
Old : 237: 132 40 61 40 50 196 135:
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 28.0 33.9 44.9 17.3 23.4 21.7 35.8
Old : 24.1 28.0 33.9 44.9 17.3 23.4 21.7 35.8
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 375,346: 123,571 53,199 83,336 107,067 215,797 313,974 352,333: 61,372 23,013
Old : 375,346: 123,571 53,199 83,336 107,067 215,797 313,974 352,333: 61,372 23,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 15,589: 11,710 -8,575 6,245 -7,885 17,894 10,071 15,564: 5,518 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 14.2 22.2 28.5 57.5 83.6 93.9: 16.4 6.1
Old : 100.0: 32.9 14.2 22.2 28.5 57.5 83.6 93.9: 16.4 6.1
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 : 229: 129 40 63 36 46 189 131:
Old : 229: 129 40 63 36 46 189 131:
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 : 23.4 27.7 33.6 44.0 15.9 22.0 20.5 33.0
Old : 23.4 27.7 33.6 44.0 15.9 22.0 20.5 33.0
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, March 1, 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 : 9,307: 6,192 875 347 400 6,984 6,939 8,206: 2,368 1,101
Old : 9,307: 6,192 875 347 400 6,984 6,939 8,206: 2,368 1,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 920: 584 472 34 140 547 758 1,053: 162 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 9.4 3.7 4.3 75.0 74.6 88.2: 25.4 11.8
Old : 100.0: 66.5 9.4 3.7 4.3 75.0 74.6 88.2: 25.4 11.8
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 : 29: 20 3 4 3 3 26 8:
Old : 29: 20 3 4 3 3 26 8:
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 : 44.5 84.0 57.0 88.2 44.5 82.5 56.9 82.9
Old : 44.5 84.0 57.0 88.2 44.5 82.5 56.9 82.9
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 22, 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 : 8,387: 5,608 403 313 260 6,437 6,181 7,153: 2,206 1,234
Old : 8,387: 5,608 403 313 260 6,437 6,181 7,153: 2,206 1,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -3,469: -58 113 35 -1,791 -2,311 -1,814 -2,163: -1,655 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 4.8 3.7 3.1 76.7 73.7 85.3: 26.3 14.7
Old : 100.0: 66.9 4.8 3.7 3.1 76.7 73.7 85.3: 26.3 14.7
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 : 26: 17 3 4 2 3 22 8:
Old : 26: 17 3 4 2 3 22 8:
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 : 49.4 80.9 62.4 85.3 49.4 80.8 61.9 81.6
Old : 49.4 80.9 62.4 85.3 49.4 80.8 61.9 81.6
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, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 73,112: 14,581 7,054 5,886 37,615 39,262 58,082 52,203: 15,030 20,909
Old : 40,827: 11,048 3,674 1,756 19,645 23,678 32,450 29,108: 8,377 11,719
Other: 32,285: 3,891 3,739 3,771 17,969 15,584 25,632 23,095: 6,653 9,190
: : :
: : Changes in Commitments from: February 22, 2005 :
: -7,941: 5,275 -13,551 -1,626 -6,721 9,087 -3,072 -6,090: -4,868 -1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 9.6 8.1 51.4 53.7 79.4 71.4: 20.6 28.6
Old : 100.0: 27.1 9.0 4.3 48.1 58.0 79.5 71.3: 20.5 28.7
Other: 100.0: 12.1 11.6 11.7 55.7 48.3 79.4 71.5: 20.6 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 27 22 18 43 40 80 73:
Old : 91: 25 14 9 32 37 60 57:
Other: 74: 14 16 14 30 31 49 57:
:----------------------------------------------------------------------------------------------------
: 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 27.2 32.7 37.3 18.6 21.7 27.8 27.1
Old : 29.5 25.3 42.2 36.7 29.5 24.2 42.2 32.8
Other: 29.1 34.0 43.6 45.2 20.1 28.3 33.8 33.2
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 81,053: 9,306 20,605 7,513 44,335 30,175 61,154 58,293: 19,899 22,760
Old : 49,783: 7,552 16,621 2,091 27,938 15,413 37,580 34,126: 12,203 15,657
Other: 31,270: 3,551 5,780 3,625 16,398 14,762 23,574 24,167: 7,696 7,103
: : :
: : Changes in Commitments from: February 15, 2005 :
: -6,888: -202 -6,173 -2,284 -4,849 -996 -7,336 -9,453: 448 2,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 25.4 9.3 54.7 37.2 75.4 71.9: 24.6 28.1
Old : 100.0: 15.2 33.4 4.2 56.1 31.0 75.5 68.5: 24.5 31.5
Other: 100.0: 11.4 18.5 11.6 52.4 47.2 75.4 77.3: 24.6 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 18 35 25 47 34 81 81:
Old : 98: 20 26 15 42 26 70 59:
Other: 71: 11 20 13 28 23 45 52:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 21.3 32.7 31.2 18.0 15.9 26.6 24.3
Old : 27.7 17.5 39.4 30.1 25.9 17.3 37.6 29.9
Other: 27.3 33.4 40.9 45.2 24.0 30.9 35.5 37.6
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 36,122: 1,063 3,627 1,423 21,741 19,010 24,228 24,060: 11,895 12,062
Old : 28,782: 1,749 3,674 447 17,038 14,299 19,234 18,420: 9,548 10,363
Other: 7,340: 185 824 106 4,703 4,711 4,994 5,641: 2,346 1,700
: : :
: : Changes in Commitments from: February 22, 2005 :
: -3,922: 174 -4,419 -982 -2,234 1,140 -3,042 -4,261: -881 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 10.0 3.9 60.2 52.6 67.1 66.6: 32.9 33.4
Old : 100.0: 6.1 12.8 1.6 59.2 49.7 66.8 64.0: 33.2 36.0
Other: 100.0: 2.5 11.2 1.4 64.1 64.2 68.0 76.8: 32.0 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 10 6 19 21 29 33:
Old : 43: 6 10 5 18 21 28 32:
Other: 26: 4 2 4 10 16 15 21:
:----------------------------------------------------------------------------------------------------
: 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 : 34.2 31.1 50.9 43.8 21.4 16.8 33.3 24.6
Old : 40.4 31.3 52.9 43.5 24.3 20.5 33.6 28.1
Other: 44.3 44.8 61.4 66.3 39.7 41.9 52.4 59.1
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 40,045: 890 8,046 2,405 23,975 17,870 27,269 28,321: 12,775 11,724
Old : 32,725: 1,346 7,829 1,406 19,250 13,219 22,002 22,454: 10,723 10,271
Other: 7,319: 219 892 325 4,724 4,651 5,267 5,867: 2,052 1,452
: : :
: : Changes in Commitments from: February 15, 2005 :
: -2,813: 238 -2,032 -553 -1,165 -628 -1,480 -3,213: -1,333 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 20.1 6.0 59.9 44.6 68.1 70.7: 31.9 29.3
Old : 100.0: 4.1 23.9 4.3 58.8 40.4 67.2 68.6: 32.8 31.4
Other: 100.0: 3.0 12.2 4.4 64.5 63.5 72.0 80.2: 28.0 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 17 8 21 18 31 40:
Old : 48: 8 15 7 20 18 30 39:
Other: 24: 3 4 5 11 12 16 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 : 34.2 25.9 49.9 42.1 22.5 16.8 31.9 25.6
Old : 39.5 26.6 50.7 43.3 23.0 21.4 32.1 29.7
Other: 44.8 44.8 63.5 66.4 42.0 41.9 56.0 59.6
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 153,301: 41,046 7,738 34,242 57,057 100,039 132,344 142,018: 20,957 11,282
Old : 131,595: 40,525 8,132 28,119 44,930 86,139 113,574 122,391: 18,021 9,204
Other: 21,706: 1,379 464 5,264 12,127 13,900 18,770 19,628: 2,936 2,078
: : :
: : Changes in Commitments from: February 22, 2005 :
: 23,583: 12,761 -4,074 8,184 859 19,228 21,804 23,338: 1,779 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.0 22.3 37.2 65.3 86.3 92.6: 13.7 7.4
Old : 100.0: 30.8 6.2 21.4 34.1 65.5 86.3 93.0: 13.7 7.0
Other: 100.0: 6.4 2.1 24.3 55.9 64.0 86.5 90.4: 13.5 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 92 46 56 65 63 188 138:
Old : 213: 98 43 50 54 58 174 130:
Other: 97: 21 19 32 45 41 82 76:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 37.4 23.4 48.6 14.6 33.0 22.9 42.0
Old : 17.0 41.1 26.7 51.1 17.0 38.5 26.7 46.8
Other: 22.3 24.1 34.8 39.6 14.5 16.8 20.5 27.9
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 129,718: 28,284 11,812 26,057 56,198 80,811 110,539 118,681: 19,178 11,037
Old : 110,541: 28,397 11,939 20,375 45,612 69,515 94,384 101,829: 16,157 8,712
Other: 19,177: 1,175 1,160 4,395 10,586 11,296 16,155 16,851: 3,021 2,325
: : :
: : Changes in Commitments from: February 15, 2005 :
: 9,733: 7,784 -8,718 1,979 -198 18,958 9,564 12,218: 169 -2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 9.1 20.1 43.3 62.3 85.2 91.5: 14.8 8.5
Old : 100.0: 25.7 10.8 18.4 41.3 62.9 85.4 92.1: 14.6 7.9
Other: 100.0: 6.1 6.1 22.9 55.2 58.9 84.2 87.9: 15.8 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 88 41 59 64 60 170 146:
Old : 207: 85 45 53 58 56 162 137:
Other: 90: 25 14 32 41 37 77 72:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 36.3 26.4 45.1 16.3 31.7 25.1 39.4
Old : 19.1 39.3 29.6 47.4 19.1 36.3 29.4 44.0
Other: 23.1 23.3 35.1 38.5 16.2 15.5 23.2 26.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 40,558: 11,062 2,721 9,874 13,389 26,454 34,325 39,049: 6,233 1,509
Old : 40,419: 11,093 2,747 9,788 13,347 26,399 34,229 38,935: 6,189 1,484
Other: 139: 37 42 17 42 55 96 114: 43 25
: : :
: : Changes in Commitments from: February 22, 2005 :
: -4,134: 1,493 294 -1,482 -3,933 -2,617 -3,921 -3,804: -213 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 6.7 24.3 33.0 65.2 84.6 96.3: 15.4 3.7
Old : 100.0: 27.4 6.8 24.2 33.0 65.3 84.7 96.3: 15.3 3.7
Other: 100.0: 26.7 30.5 12.2 30.2 39.2 69.0 81.9: 31.0 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 72 17 31 25 21 110 57:
Old : 123: 71 18 31 25 21 110 57:
Other: 16: 3 8 5 2 4 8 14:
:----------------------------------------------------------------------------------------------------
: 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 42.1 34.8 62.4 14.1 32.4 20.2 46.2
Old : 23.6 42.3 34.9 62.6 14.2 32.5 20.3 46.3
Other: 61.0 44.7 69.0 65.4 54.0 41.4 54.0 60.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 44,692: 9,569 2,427 11,355 17,323 29,070 38,246 42,853: 6,445 1,839
Old : 44,557: 9,583 2,436 11,285 17,283 29,018 38,151 42,740: 6,407 1,818
Other: 134: 38 43 18 40 52 96 113: 39 21
: : :
: : Changes in Commitments from: February 15, 2005 :
: -14,947: 464 -201 -7,896 -7,562 -6,723 -14,994 -14,820: 46 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 5.4 25.4 38.8 65.0 85.6 95.9: 14.4 4.1
Old : 100.0: 21.5 5.5 25.3 38.8 65.1 85.6 95.9: 14.4 4.1
Other: 100.0: 28.1 32.1 13.2 29.8 38.8 71.2 84.1: 28.8 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 66 15 28 27 22 103 55:
Old : 115: 66 15 28 27 22 103 55:
Other: 15: 3 8 5 1 3 7 13:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 44.3 42.7 62.4 14.7 30.2 20.7 41.9
Old : 32.2 44.4 42.8 62.5 14.7 30.2 20.8 42.0
Other: 65.7 47.6 71.2 70.1 58.0 44.4 58.0 64.5
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 147,719: 39,460 5,972 11,306 84,570 125,013 135,337 142,291: 12,383 5,428
Old : 96,540: 38,018 5,934 9,776 37,238 75,722 85,031 91,432: 11,509 5,109
Other: 51,179: 2,172 767 801 47,333 49,291 50,305 50,859: 874 320
: : :
: : Changes in Commitments from: February 22, 2005 :
: 22,622: 16,097 -1,457 4,143 499 17,141 20,739 19,826: 1,883 2,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 4.0 7.7 57.3 84.6 91.6 96.3: 8.4 3.7
Old : 100.0: 39.4 6.1 10.1 38.6 78.4 88.1 94.7: 11.9 5.3
Other: 100.0: 4.2 1.5 1.6 92.5 96.3 98.3 99.4: 1.7 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 62 34 36 44 36 130 87:
Old : 147: 63 33 35 43 36 127 86:
Other: 51: 12 6 10 25 25 41 37:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 39.2 40.6 61.9 16.5 27.1 23.6 37.0
Old : 21.9 34.0 32.7 52.7 15.0 26.2 24.5 40.0
Other: 58.8 68.5 72.1 86.0 41.2 53.8 50.6 62.3
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 125,097: 23,363 7,429 7,163 84,071 107,873 114,597 122,465: 10,500 2,632
Old : 76,548: 21,933 6,996 6,034 38,936 60,956 66,903 73,986: 9,646 2,562
Other: 48,549: 1,752 754 808 45,135 46,917 47,695 48,479: 854 70
: : :
: : Changes in Commitments from: February 15, 2005 :
: 5,151: 1,383 -849 56 3,048 5,755 4,488 4,963: 664 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 5.9 5.7 67.2 86.2 91.6 97.9: 8.4 2.1
Old : 100.0: 28.7 9.1 7.9 50.9 79.6 87.4 96.7: 12.6 3.3
Other: 100.0: 3.6 1.6 1.7 93.0 96.6 98.2 99.9: 1.8 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 49 27 25 46 35 108 75:
Old : 124: 48 28 25 44 35 106 74:
Other: 48: 10 6 9 25 24 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 : 31.6 40.9 46.8 64.4 19.2 27.2 27.7 39.0
Old : 24.5 35.8 37.7 56.1 18.8 31.7 31.5 47.9
Other: 60.9 69.1 75.5 87.7 46.4 59.6 56.2 68.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 486,629: 112,810 16,886 87,267 200,657 339,493 400,734 443,645: 85,895 42,983
Old : 486,629: 112,810 16,886 87,267 200,657 339,493 400,734 443,645: 85,895 42,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -21,055: -9,961 4,872 6,342 -8,720 -28,524 -12,338 -17,310: -8,716 -3,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.5 17.9 41.2 69.8 82.3 91.2: 17.7 8.8
Old : 100.0: 23.2 3.5 17.9 41.2 69.8 82.3 91.2: 17.7 8.8
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 : 145: 54 30 39 53 46 131 92:
Old : 145: 54 30 39 53 46 131 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 : 14.7 34.5 24.7 51.5 12.1 29.1 20.2 38.7
Old : 14.7 34.5 24.7 51.5 12.1 29.1 20.2 38.7
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 22, 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 : 507,683: 122,771 12,014 80,925 209,377 368,016 413,072 460,955: 94,611 46,728
Old : 507,683: 122,771 12,014 80,925 209,377 368,016 413,072 460,955: 94,611 46,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -9,449: -3,453 1,614 -2,507 -2,030 -13,715 -7,990 -14,609: -1,458 5,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 2.4 15.9 41.2 72.5 81.4 90.8: 18.6 9.2
Old : 100.0: 24.2 2.4 15.9 41.2 72.5 81.4 90.8: 18.6 9.2
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 : 152: 64 24 42 53 48 139 94:
Old : 152: 64 24 42 53 48 139 94:
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 : 14.1 35.4 23.5 52.1 11.2 29.9 18.8 39.5
Old : 14.1 35.4 23.5 52.1 11.2 29.9 18.8 39.5
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, March 1, 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 : 151,408: 53,500 10,735 37,425 45,995 95,307 136,920 143,467: 14,488 7,941
Old : 142,015: 53,278 11,717 32,382 42,453 90,617 128,113 134,717: 13,902 7,299
Other: 9,393: 2,078 874 3,186 3,542 4,690 8,807 8,750: 586 643
: : :
: : Changes in Commitments from: February 22, 2005 :
: 9,550: 547 423 6,549 1,649 2,100 8,745 9,072: 805 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 7.1 24.7 30.4 62.9 90.4 94.8: 9.6 5.2
Old : 100.0: 37.5 8.3 22.8 29.9 63.8 90.2 94.9: 9.8 5.1
Other: 100.0: 22.1 9.3 33.9 37.7 49.9 93.8 93.2: 6.2 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 175 59 113 97 118 312 259:
Old : 373: 174 65 111 95 118 309 257:
Other: 114: 24 17 28 38 57 73 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 20.9 22.2 31.7 12.3 17.1 20.2 26.5
Old : 13.8 21.2 23.1 32.1 13.1 18.1 21.5 27.7
Other: 30.5 24.2 48.0 37.8 16.5 15.3 24.6 24.6
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 141,858: 52,953 10,312 30,876 44,346 93,207 128,175 134,395: 13,683 7,463
Old : 134,373: 52,472 11,431 26,785 41,965 89,317 121,223 127,533: 13,150 6,840
Other: 7,485: 2,006 406 2,566 2,381 3,890 6,952 6,862: 533 623
: : :
: : Changes in Commitments from: February 15, 2005 :
: -5,870: -1,903 492 430 -2,410 -2,810 -3,883 -1,888: -1,987 -3,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 7.3 21.8 31.3 65.7 90.4 94.7: 9.6 5.3
Old : 100.0: 39.0 8.5 19.9 31.2 66.5 90.2 94.9: 9.8 5.1
Other: 100.0: 26.8 5.4 34.3 31.8 52.0 92.9 91.7: 7.1 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 172 50 101 96 119 298 244:
Old : 357: 165 59 100 93 119 294 243:
Other: 100: 17 16 24 36 52 64 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 : 13.8 20.9 23.5 32.4 13.4 17.3 21.6 26.9
Old : 14.2 21.2 24.3 32.9 14.1 18.1 22.8 27.6
Other: 30.1 21.6 48.8 35.5 20.0 14.3 27.8 22.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 25,364: 7,182 14,481 3,541 12,108 4,060 22,831 22,081: 2,533 3,283
Old : 25,364: 7,182 14,481 3,541 12,108 4,060 22,831 22,081: 2,533 3,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,683: 403 1,668 -117 1,453 -280 1,739 1,271: -56 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 57.1 14.0 47.7 16.0 90.0 87.1: 10.0 12.9
Old : 100.0: 28.3 57.1 14.0 47.7 16.0 90.0 87.1: 10.0 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 : 51: 8 30 11 4 11 20 45:
Old : 51: 8 30 11 4 11 20 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 : 71.8 39.5 85.2 59.0 63.7 35.0 66.9 51.3
Old : 71.8 39.5 85.2 59.0 63.7 35.0 66.9 51.3
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 22, 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 : 23,681: 6,779 12,813 3,657 10,655 4,340 21,092 20,810: 2,589 2,871
Old : 23,681: 6,779 12,813 3,657 10,655 4,340 21,092 20,810: 2,589 2,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 4,678: 1,200 6,166 36 3,965 -2,015 5,201 4,187: -523 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 54.1 15.4 45.0 18.3 89.1 87.9: 10.9 12.1
Old : 100.0: 28.6 54.1 15.4 45.0 18.3 89.1 87.9: 10.9 12.1
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 : 53: 15 26 12 4 10 23 45:
Old : 53: 15 26 12 4 10 23 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 : 73.4 43.2 82.3 61.5 59.9 35.9 63.2 49.4
Old : 73.4 43.2 82.3 61.5 59.9 35.9 63.2 49.4
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, March 1, 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 : 190,586: 27,548 28,369 30,950 100,455 102,402 158,952 161,721: 31,634 28,865
Old : 190,586: 27,548 28,369 30,950 100,455 102,402 158,952 161,721: 31,634 28,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -6,118: 6,730 5,108 -5,688 -7,384 -5,244 -6,342 -5,825: 224 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 14.9 16.2 52.7 53.7 83.4 84.9: 16.6 15.1
Old : 100.0: 14.5 14.9 16.2 52.7 53.7 83.4 84.9: 16.6 15.1
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 : 128: 30 26 31 60 65 111 103:
Old : 128: 30 26 31 60 65 111 103:
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 : 21.0 22.6 33.1 32.2 15.4 13.1 22.0 18.2
Old : 21.0 22.6 33.1 32.2 15.4 13.1 22.0 18.2
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 22, 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 : 196,704: 20,818 23,262 36,638 107,839 107,647 165,295 167,546: 31,409 29,158
Old : 196,704: 20,818 23,262 36,638 107,839 107,647 165,295 167,546: 31,409 29,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 17,580: 7,245 -819 8,108 -973 8,705 14,379 15,994: 3,201 1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.8 18.6 54.8 54.7 84.0 85.2: 16.0 14.8
Old : 100.0: 10.6 11.8 18.6 54.8 54.7 84.0 85.2: 16.0 14.8
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 : 128: 29 26 33 62 67 110 108:
Old : 128: 29 26 33 62 67 110 108:
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 : 22.0 20.7 33.9 30.6 14.5 12.4 20.5 17.3
Old : 22.0 20.7 33.9 30.6 14.5 12.4 20.5 17.3
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, March 1, 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 : 645,130: 35,677 54,114 255,435 274,774 302,432 565,886 611,981: 79,244 33,148
Old : 645,130: 35,677 54,114 255,435 274,774 302,432 565,886 611,981: 79,244 33,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -53,368: 9,330 -10,691 -29,144 -39,806 -8,933 -59,620 -48,769: 6,252 -4,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.4 39.6 42.6 46.9 87.7 94.9: 12.3 5.1
Old : 100.0: 5.5 8.4 39.6 42.6 46.9 87.7 94.9: 12.3 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 : 190: 54 48 76 80 73 171 166:
Old : 190: 54 48 76 80 73 171 166:
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 : 19.1 22.5 30.0 35.1 5.0 7.7 7.6 12.3
Old : 19.1 22.5 30.0 35.1 5.0 7.7 7.6 12.3
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 22, 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 : 698,498: 26,347 64,805 284,579 314,580 311,366 625,506 660,750: 72,992 37,748
Old : 698,498: 26,347 64,805 284,579 314,580 311,366 625,506 660,750: 72,992 37,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 16,274: 415 7,214 7,453 7,232 1,888 15,100 16,555: 1,173 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 9.3 40.7 45.0 44.6 89.6 94.6: 10.4 5.4
Old : 100.0: 3.8 9.3 40.7 45.0 44.6 89.6 94.6: 10.4 5.4
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 : 216: 46 70 81 95 87 185 197:
Old : 216: 46 70 81 95 87 185 197:
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 : 19.2 21.0 30.9 33.0 4.7 6.0 6.8 10.3
Old : 19.2 21.0 30.9 33.0 4.7 6.0 6.8 10.3
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, March 1, 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 : 66,492: 4,348 4,708 0 54,833 57,160 59,181 61,868: 7,311 4,624
Old : 66,492: 4,348 4,708 0 54,833 57,160 59,181 61,868: 7,311 4,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -3,196: 353 124 -1,333 -1,523 -2,461 -2,503 -3,670: -693 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 7.1 0.0 82.5 86.0 89.0 93.0: 11.0 7.0
Old : 100.0: 6.5 7.1 0.0 82.5 86.0 89.0 93.0: 11.0 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 : 27: 1 1 0 19 19 20 20:
Old : 27: 1 1 0 19 19 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 : 49.4 46.9 68.7 67.1 49.4 43.4 63.8 59.4
Old : 49.4 46.9 68.7 67.1 49.4 43.4 63.8 59.4
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 22, 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 : 69,688: 3,995 4,584 1,333 56,356 59,621 61,684 65,538: 8,004 4,150
Old : 69,688: 3,995 4,584 1,333 56,356 59,621 61,684 65,538: 8,004 4,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,696: 0 0 0 780 1,394 780 1,394: 916 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.6 1.9 80.9 85.6 88.5 94.0: 11.5 6.0
Old : 100.0: 5.7 6.6 1.9 80.9 85.6 88.5 94.0: 11.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 49.7 48.4 64.5 66.4 47.8 44.3 57.4 57.9
Old : 49.7 48.4 64.5 66.4 47.8 44.3 57.4 57.9
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, March 1, 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 : 38,769: 4,212 143 4,297 26,052 30,510 34,561 34,950: 4,208 3,819
Old : 38,769: 4,212 143 4,297 26,052 30,510 34,561 34,950: 4,208 3,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -4,318: 2,027 -1,292 -135 -5,526 -3,960 -3,634 -5,387: -684 1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.4 11.1 67.2 78.7 89.1 90.1: 10.9 9.9
Old : 100.0: 10.9 0.4 11.1 67.2 78.7 89.1 90.1: 10.9 9.9
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: 3 1 3 17 14 21 17:
Old : 22: 3 1 3 17 14 21 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 : 56.1 45.1 71.7 66.5 50.0 42.7 57.5 55.6
Old : 56.1 45.1 71.7 66.5 50.0 42.7 57.5 55.6
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 22, 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 : 43,087: 2,185 1,435 4,432 31,578 34,470 38,195 40,337: 4,892 2,750
Old : 43,087: 2,185 1,435 4,432 31,578 34,470 38,195 40,337: 4,892 2,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,772: -372 -368 771 728 606 1,127 1,009: 645 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.3 10.3 73.3 80.0 88.6 93.6: 11.4 6.4
Old : 100.0: 5.1 3.3 10.3 73.3 80.0 88.6 93.6: 11.4 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 : 26: 2 2 3 20 19 23 23:
Old : 26: 2 2 3 20 19 23 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 : 54.6 38.3 70.6 59.4 43.1 35.5 50.3 49.1
Old : 54.6 38.3 70.6 59.4 43.1 35.5 50.3 49.1
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, March 1, 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 : 61,235: 5,740 1,607 906 47,861 49,778 54,507 52,291: 6,728 8,944
Old : 61,235: 5,740 1,607 906 47,861 49,778 54,507 52,291: 6,728 8,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -6,610: -2,310 1,607 -310 -5,342 -5,378 -7,962 -4,081: 1,352 -2,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.6 1.5 78.2 81.3 89.0 85.4: 11.0 14.6
Old : 100.0: 9.4 2.6 1.5 78.2 81.3 89.0 85.4: 11.0 14.6
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 : 23: 1 1 1 19 16 20 18:
Old : 23: 1 1 1 19 16 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 : 41.0 63.1 66.7 74.1 35.6 52.2 50.8 57.9
Old : 41.0 63.1 66.7 74.1 35.6 52.2 50.8 57.9
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 22, 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 : 67,845: 8,050 0 1,216 53,203 55,156 62,469 56,372: 5,376 11,473
Old : 67,845: 8,050 0 1,216 53,203 55,156 62,469 56,372: 5,376 11,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 3,138: 1,222 0 62 1,883 2,410 3,167 2,472: -29 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 0.0 1.8 78.4 81.3 92.1 83.1: 7.9 16.9
Old : 100.0: 11.9 0.0 1.8 78.4 81.3 92.1 83.1: 7.9 16.9
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 : 24: 1 0 1 22 18 23 19:
Old : 24: 1 0 1 22 18 23 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 : 44.6 64.9 68.2 74.1 37.6 51.2 49.8 53.9
Old : 44.6 64.9 68.2 74.1 37.6 51.2 49.8 53.9
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, March 1, 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 : 930,637: 246,185 62,269 157,808 509,801 700,076 913,794 920,153: 16,843 10,484
Old : 930,637: 246,185 62,269 157,808 509,801 700,076 913,794 920,153: 16,843 10,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -53,276: 16,814 759 -15,512 -40,265 -27,237 -38,963 -41,990: -14,313 -11,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 6.7 17.0 54.8 75.2 98.2 98.9: 1.8 1.1
Old : 100.0: 26.5 6.7 17.0 54.8 75.2 98.2 98.9: 1.8 1.1
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 : 112: 17 7 23 77 73 105 97:
Old : 112: 17 7 23 77 73 105 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 : 31.9 22.5 44.3 37.2 25.6 19.1 33.0 29.6
Old : 31.9 22.5 44.3 37.2 25.6 19.1 33.0 29.6
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 22, 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 : 983,913: 229,371 61,510 173,320 550,066 727,313 952,757 962,143: 31,156 21,770
Old : 983,913: 229,371 61,510 173,320 550,066 727,313 952,757 962,143: 31,156 21,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 28,348: -10,441 -5,232 5,991 19,493 13,708 15,043 14,467: 13,305 13,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 6.3 17.6 55.9 73.9 96.8 97.8: 3.2 2.2
Old : 100.0: 23.3 6.3 17.6 55.9 73.9 96.8 97.8: 3.2 2.2
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 : 125: 18 9 27 84 77 115 105:
Old : 125: 18 9 27 84 77 115 105:
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 21.6 40.8 35.8 20.4 17.3 28.0 26.8
Old : 28.4 21.6 40.8 35.8 20.4 17.3 28.0 26.8
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, March 1, 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 : 108,407: 24,742 45,890 21,960 56,317 38,757 103,019 106,607: 5,388 1,800
Old : 108,407: 24,742 45,890 21,960 56,317 38,757 103,019 106,607: 5,388 1,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -22,295: -4,103 7,959 -14,729 -6,296 -16,236 -25,128 -23,006: 2,833 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 42.3 20.3 51.9 35.8 95.0 98.3: 5.0 1.7
Old : 100.0: 22.8 42.3 20.3 51.9 35.8 95.0 98.3: 5.0 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 : 39: 10 7 13 19 19 36 32:
Old : 39: 10 7 13 19 19 36 32:
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 : 39.9 57.7 62.3 72.5 33.2 45.3 42.7 52.1
Old : 39.9 57.7 62.3 72.5 33.2 45.3 42.7 52.1
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 22, 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 : 130,702: 28,845 37,931 36,689 62,613 54,993 128,147 129,613: 2,555 1,089
Old : 130,702: 28,845 37,931 36,689 62,613 54,993 128,147 129,613: 2,555 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 13,624: 7,300 3,678 2,132 4,162 8,524 13,594 14,334: 30 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 29.0 28.1 47.9 42.1 98.0 99.2: 2.0 0.8
Old : 100.0: 22.1 29.0 28.1 47.9 42.1 98.0 99.2: 2.0 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 : 47: 10 8 14 24 28 42 42:
Old : 47: 10 8 14 24 28 42 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 : 44.8 44.2 66.4 63.9 29.5 31.0 40.8 43.3
Old : 44.8 44.2 66.4 63.9 29.5 31.0 40.8 43.3
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, March 1, 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 : 43,129: 2,197 3,398 10,979 28,542 27,909 41,718 42,286: 1,410 843
Old : 43,129: 2,197 3,398 10,979 28,542 27,909 41,718 42,286: 1,410 843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 865: -728 -1,953 793 -302 1,421 -237 262: 1,102 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.9 25.5 66.2 64.7 96.7 98.0: 3.3 2.0
Old : 100.0: 5.1 7.9 25.5 66.2 64.7 96.7 98.0: 3.3 2.0
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 : 35: 5 3 6 22 26 29 33:
Old : 35: 5 3 6 22 26 29 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 : 46.5 57.3 71.8 75.1 37.0 44.4 48.4 51.0
Old : 46.5 57.3 71.8 75.1 37.0 44.4 48.4 51.0
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 22, 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 : 42,263: 2,926 5,350 10,185 28,844 26,488 41,955 42,023: 308 240
Old : 42,263: 2,926 5,350 10,185 28,844 26,488 41,955 42,023: 308 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 902: 763 959 -296 655 40 1,122 702: -220 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 12.7 24.1 68.2 62.7 99.3 99.4: 0.7 0.6
Old : 100.0: 6.9 12.7 24.1 68.2 62.7 99.3 99.4: 0.7 0.6
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 : 38: 3 6 7 23 28 30 37:
Old : 38: 3 6 7 23 28 30 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 61.8 72.6 79.4 38.5 50.8 49.5 56.3
Old : 46.6 61.8 72.6 79.4 38.5 50.8 49.5 56.3
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, March 1, 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 : 18,773: 2,402 1,340 1,879 14,492 15,514 18,773 18,733: 0 40
Old : 18,773: 2,402 1,340 1,879 14,492 15,514 18,773 18,733: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 172: 258 -44 0 -86 176 172 132: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.1 10.0 77.2 82.6 100.0 99.8: 0.0 0.2
Old : 100.0: 12.8 7.1 10.0 77.2 82.6 100.0 99.8: 0.0 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 : 26: 3 2 3 16 16 20 20:
Old : 26: 3 2 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 : 68.8 53.9 86.2 74.8 62.8 50.2 69.2 64.2
Old : 68.8 53.9 86.2 74.8 62.8 50.2 69.2 64.2
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 22, 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 : 18,601: 2,144 1,384 1,879 14,578 15,338 18,601 18,601: 0 0
Old : 18,601: 2,144 1,384 1,879 14,578 15,338 18,601 18,601: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -554: 248 -596 88 -890 -46 -554 -554: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 7.4 10.1 78.4 82.5 100.0 100.0: 0.0 0.0
Old : 100.0: 11.5 7.4 10.1 78.4 82.5 100.0 100.0: 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: 3 2 3 16 16 20 20:
Old : 26: 3 2 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 : 69.0 54.6 85.6 75.6 62.6 50.9 68.5 64.3
Old : 69.0 54.6 85.6 75.6 62.6 50.9 68.5 64.3
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, March 1, 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 : 9,318: 218 5,614 1,228 7,872 2,476 9,318 9,318: 0 0
Old : 9,318: 218 5,614 1,228 7,872 2,476 9,318 9,318: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -42: 0 0 0 -42 -42 -42 -42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 60.2 13.2 84.5 26.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 60.2 13.2 84.5 26.6 100.0 100.0: 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 : 23: 1 3 3 14 11 17 15:
Old : 23: 1 3 3 14 11 17 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 : 66.1 81.7 89.5 94.3 64.3 71.2 79.1 80.1
Old : 66.1 81.7 89.5 94.3 64.3 71.2 79.1 80.1
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 22, 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 : 9,360: 218 5,614 1,228 7,914 2,518 9,360 9,360: 0 0
Old : 9,360: 218 5,614 1,228 7,914 2,518 9,360 9,360: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 46: 0 1,016 -508 554 -462 46 46: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 60.0 13.1 84.6 26.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 60.0 13.1 84.6 26.9 100.0 100.0: 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 : 23: 1 3 3 14 11 17 15:
Old : 23: 1 3 3 14 11 17 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 : 66.2 81.3 89.6 94.5 64.5 70.9 79.2 80.2
Old : 66.2 81.3 89.6 94.5 64.5 70.9 79.2 80.2
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, March 1, 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 : 1,178,307: 135,156 39,794 272,162 697,066 780,196 1,104,385 1,092,152: 73,922 86,155
Old : 1,178,307: 135,156 39,794 272,162 697,066 780,196 1,104,385 1,092,152: 73,922 86,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 37,881: 10,563 3,792 8,563 6,585 17,326 25,710 29,681: 12,171 8,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 3.4 23.1 59.2 66.2 93.7 92.7: 6.3 7.3
Old : 100.0: 11.5 3.4 23.1 59.2 66.2 93.7 92.7: 6.3 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 : 267: 87 75 101 82 92 217 227:
Old : 267: 87 75 101 82 92 217 227:
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 : 20.0 22.7 31.0 34.3 8.9 10.6 13.5 14.4
Old : 20.0 22.7 31.0 34.3 8.9 10.6 13.5 14.4
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 22, 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 : 1,140,426: 124,594 36,002 263,599 690,481 762,870 1,078,674 1,062,471: 61,751 77,954
Old : 1,140,426: 124,594 36,002 263,599 690,481 762,870 1,078,674 1,062,471: 61,751 77,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -20,911: 20,914 -4,873 -22,521 -17,948 9,303 -19,555 -18,091: -1,357 -2,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.2 23.1 60.5 66.9 94.6 93.2: 5.4 6.8
Old : 100.0: 10.9 3.2 23.1 60.5 66.9 94.6 93.2: 5.4 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 : 255: 85 61 95 88 99 214 218:
Old : 255: 85 61 95 88 99 214 218:
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 : 21.0 23.2 32.0 34.7 9.2 10.1 13.7 14.1
Old : 21.0 23.2 32.0 34.7 9.2 10.1 13.7 14.1
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, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,290: 7,981 2,549 93 2,397 9,538 10,471 12,180: 2,819 1,110
Old : 13,290: 7,981 2,549 93 2,397 9,538 10,471 12,180: 2,819 1,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -1,112: -111 -23 -692 32 -251 -771 -966: -341 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 19.2 0.7 18.0 71.8 78.8 91.6: 21.2 8.4
Old : 100.0: 60.1 19.2 0.7 18.0 71.8 78.8 91.6: 21.2 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 : 118: 63 22 4 17 23 83 46:
Old : 118: 63 22 4 17 23 83 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 : 22.3 38.5 33.8 57.2 22.3 35.9 33.2 54.1
Old : 22.3 38.5 33.8 57.2 22.3 35.9 33.2 54.1
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,402: 8,092 2,572 785 2,365 9,789 11,242 13,146: 3,160 1,256
Old : 14,402: 8,092 2,572 785 2,365 9,789 11,242 13,146: 3,160 1,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 448: 19 47 41 -38 121 22 209: 426 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 17.9 5.5 16.4 68.0 78.1 91.3: 21.9 8.7
Old : 100.0: 56.2 17.9 5.5 16.4 68.0 78.1 91.3: 21.9 8.7
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 : 119: 63 21 5 12 24 80 48:
Old : 119: 63 21 5 12 24 80 48:
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 : 20.6 37.6 32.7 54.6 20.6 37.6 32.7 54.6
Old : 20.6 37.6 32.7 54.6 20.6 37.6 32.7 54.6
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, March 1, 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 : 7,353: 3,352 380 160 1,772 5,852 5,284 6,392: 2,069 961
Old : 7,353: 3,352 380 160 1,772 5,852 5,284 6,392: 2,069 961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -163: -421 25 160 -89 -335 -350 -150: 187 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 5.2 2.2 24.1 79.6 71.9 86.9: 28.1 13.1
Old : 100.0: 45.6 5.2 2.2 24.1 79.6 71.9 86.9: 28.1 13.1
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 : 43: 20 4 3 7 12 28 18:
Old : 43: 20 4 3 7 12 28 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 : 33.7 58.5 46.6 74.9 33.7 58.5 46.0 74.9
Old : 33.7 58.5 46.6 74.9 33.7 58.5 46.0 74.9
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 22, 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 : 7,516: 3,773 355 0 1,861 6,187 5,634 6,542: 1,882 974
Old : 7,516: 3,773 355 0 1,861 6,187 5,634 6,542: 1,882 974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 78: 155 44 0 71 1 226 45: -148 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 4.7 0.0 24.8 82.3 75.0 87.0: 25.0 13.0
Old : 100.0: 50.2 4.7 0.0 24.8 82.3 75.0 87.0: 25.0 13.0
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 : 46: 20 3 0 8 15 28 18:
Old : 46: 20 3 0 8 15 28 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 : 36.8 60.6 49.5 74.5 36.8 60.6 49.5 74.5
Old : 36.8 60.6 49.5 74.5 36.8 60.6 49.5 74.5
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, March 1, 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 : 186,904: 29,415 5,477 33,225 103,020 131,766 165,661 170,468: 21,243 16,436
Old : 186,904: 29,415 5,477 33,225 103,020 131,766 165,661 170,468: 21,243 16,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -8,716: 2,894 2,205 -3,794 -9,872 -5,648 -10,773 -7,237: 2,057 -1,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 2.9 17.8 55.1 70.5 88.6 91.2: 11.4 8.8
Old : 100.0: 15.7 2.9 17.8 55.1 70.5 88.6 91.2: 11.4 8.8
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 : 167: 46 24 47 72 81 140 137:
Old : 167: 46 24 47 72 81 140 137:
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 : 25.3 17.1 36.5 27.1 21.3 11.9 30.3 19.5
Old : 25.3 17.1 36.5 27.1 21.3 11.9 30.3 19.5
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 22, 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 : 195,619: 26,521 3,272 37,019 112,893 137,415 176,433 177,706: 19,186 17,914
Old : 195,619: 26,521 3,272 37,019 112,893 137,415 176,433 177,706: 19,186 17,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 8,672: 5,378 -2,134 3,489 -429 5,183 8,438 6,538: 234 2,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 1.7 18.9 57.7 70.2 90.2 90.8: 9.8 9.2
Old : 100.0: 13.6 1.7 18.9 57.7 70.2 90.2 90.8: 9.8 9.2
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 : 167: 52 17 43 76 83 143 133:
Old : 167: 52 17 43 76 83 143 133:
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 : 25.7 16.4 36.3 26.3 20.4 11.1 27.5 17.6
Old : 25.7 16.4 36.3 26.3 20.4 11.1 27.5 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2005