WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,349
COMMITMENTS
33,928 67,247 49,769 149,818 117,878 233,515 234,894 40,833 39,454
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 11,814)
2,280 -6,440 543 8,994 17,458 11,817 11,561 -3 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 24.5 18.1 54.6 43.0 85.1 85.6 14.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
80 105 90 57 61 194 208
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 262,534
COMMITMENTS
31,648 73,687 49,226 140,824 100,420 221,698 223,333 40,837 39,201
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,324)
163 148 4,912 -537 -3,001 4,538 2,060 -3,214 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 28.1 18.8 53.6 38.3 84.4 85.1 15.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
77 101 81 52 55 174 201
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 807,814
COMMITMENTS
71,351 172,205 128,050 442,291 297,790 641,691 598,045 166,123 209,769
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 10,118)
7,429 -21,000 17,875 -17,431 16,582 7,873 13,457 2,245 -3,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 21.3 15.9 54.8 36.9 79.4 74.0 20.6 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 516)
117 157 148 198 171 411 401
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 797,695
COMMITMENTS
63,921 193,205 110,175 459,721 281,208 633,817 584,588 163,878 213,107
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 10,520)
803 1,467 5,065 3,505 2,478 9,373 9,010 1,147 1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 24.2 13.8 57.6 35.3 79.5 73.3 20.5 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 516)
110 165 137 198 171 396 399
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,804
COMMITMENTS
2,598 289 633 2,321 6,683 5,552 7,605 4,252 2,199
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -168)
-516 -171 51 505 270 40 151 -208 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 2.9 6.5 23.7 68.2 56.6 77.6 43.4 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 7 5 12 17 30 25
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,972
COMMITMENTS
3,114 460 581 1,817 6,413 5,512 7,454 4,460 2,518
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -78)
-601 -35 -41 452 160 -190 84 112 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 4.6 5.8 18.2 64.3 55.3 74.8 44.7 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 6 5 9 15 29 24
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 363,025
COMMITMENTS
35,786 65,496 83,968 177,278 134,670 297,031 284,134 65,993 78,890
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -5,199)
2,211 -24,521 1,739 -7,060 14,167 -3,110 -8,615 -2,089 3,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 18.0 23.1 48.8 37.1 81.8 78.3 18.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
93 148 139 98 95 289 297
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 368,223
COMMITMENTS
33,575 90,017 82,229 184,337 120,503 300,141 292,750 68,082 75,474
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 6,406)
-155 4,174 2,274 3,021 2,396 5,139 8,844 1,267 -2,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 24.4 22.3 50.1 32.7 81.5 79.5 18.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
101 145 139 93 87 278 300
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 9,397
COMMITMENTS
4,670 3,129 1,250 200 469 6,120 4,848 3,277 4,549
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 33.3 13.3 2.1 5.0 65.1 51.6 34.9 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 8 9 1 2 15 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 193,551
COMMITMENTS
16,425 53,182 32,647 116,910 83,186 165,982 169,015 27,569 24,536
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -12,684)
-590 -8,178 222 -12,214 -2,194 -12,581 -10,150 -102 -2,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 27.5 16.9 60.4 43.0 85.8 87.3 14.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
29 56 39 50 50 103 132
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 206,235
COMMITMENTS
17,014 61,360 32,425 129,124 85,380 178,563 179,165 27,672 27,070
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 10,045)
1,009 3,785 887 5,666 5,467 7,562 10,138 2,483 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 29.8 15.7 62.6 41.4 86.6 86.9 13.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
30 64 39 53 45 107 135
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,019,504
COMMITMENTS
155,969 129,580 168,281 511,632 510,844 835,882 808,705 183,622 210,799
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 10,651)
-27,097 -13,752 29,436 11,252 -8,228 13,591 7,456 -2,941 3,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 12.7 16.5 50.2 50.1 82.0 79.3 18.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
46 44 56 80 91 156 163
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,008,853
COMMITMENTS
183,066 143,332 138,845 500,379 519,072 822,290 801,249 186,563 207,604
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 110,011)
39,357 -25,791 41,332 23,120 79,559 103,809 95,100 6,202 14,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 14.2 13.8 49.6 51.5 81.5 79.4 18.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
41 49 55 73 85 150 155
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 179,918
COMMITMENTS
11,465 34,429 42,594 93,691 71,767 147,749 148,790 32,169 31,128
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -18,490)
1,455 -18,593 1,933 -20,704 861 -17,316 -15,800 -1,174 -2,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 19.1 23.7 52.1 39.9 82.1 82.7 17.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
24 60 59 55 56 123 152
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 198,408
COMMITMENTS
10,010 53,023 40,661 114,395 70,906 165,065 164,590 33,342 33,818
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 14,998)
-31 10,065 2,815 9,414 -997 12,198 11,883 2,800 3,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 26.7 20.5 57.7 35.7 83.2 83.0 16.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
24 66 56 57 55 122 158
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,082
COMMITMENTS
1,812 2,018 701 1,823 1,611 4,335 4,330 1,746 1,752
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -55)
36 -72 -189 -85 316 -238 56 183 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 33.2 11.5 30.0 26.5 71.3 71.2 28.7 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 14 4 11 8 25 22
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,137
COMMITMENTS
1,776 2,089 890 1,907 1,295 4,573 4,274 1,563 1,863
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 232)
10 135 95 87 -5 192 225 40 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 34.0 14.5 31.1 21.1 74.5 69.6 25.5 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 15 6 13 9 29 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 350,415
COMMITMENTS
107,008 80,361 6,350 185,422 161,851 298,780 248,561 51,636 101,854
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 20,492)
2,920 3,149 5,975 15,471 15,776 24,366 24,899 -3,874 -4,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 22.9 1.8 52.9 46.2 85.3 70.9 14.7 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
19 35 5 43 53 63 92
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 329,924
COMMITMENTS
104,088 77,212 375 169,951 146,075 274,414 223,662 55,510 106,262
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 20,507)
16,447 -3,196 26 2,822 14,320 19,295 11,150 1,212 9,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 23.4 0.1 51.5 44.3 83.2 67.8 16.8 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
16 33 1 45 45 62 78
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,485,532
COMMITMENTS
281,868 246,061 498,962 1370058 1192082 2150888 1937104 334,644 548,427
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 117,219)
17,933 -25,170 64,821 40,017 89,880 122,771 129,530 -5,552 -12,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 9.9 20.1 55.1 48.0 86.5 77.9 13.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
57 72 87 118 148 227 256
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,368,313
COMMITMENTS
263,935 271,231 434,141 1330041 1102202 2028117 1807574 340,196 560,739
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 94,643)
16,068 -21,614 98,851 -9,056 56,552 105,863 133,788 -11,221 -39,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 11.5 18.3 56.2 46.5 85.6 76.3 14.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
62 62 76 122 151 221 252
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,466,188
COMMITMENTS
273,974 168,873 166,914 861,590 815,009 1302478 1150795 163,710 315,392
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -37,060)
32,825 -27,541 35,046 -92,575 7,562 -24,703 15,067 -12,357 -52,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 11.5 11.4 58.8 55.6 88.8 78.5 11.2 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
37 52 51 81 109 147 183
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,503,248
COMMITMENTS
241,148 196,413 131,868 954,165 807,447 1327181 1135728 176,067 367,520
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 34,474)
-28,074 -17,957 -1,146 42,547 9,053 13,327 -10,050 21,148 44,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 13.1 8.8 63.5 53.7 88.3 75.6 11.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
36 50 47 78 105 138 178
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 560,639
COMMITMENTS
181,738 41,832 139,377 204,977 350,660 526,092 531,869 34,547 28,769
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 24,466)
15,164 4,850 889 9,061 20,835 25,115 26,575 -649 -2,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 7.5 24.9 36.6 62.5 93.8 94.9 6.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
40 16 38 60 60 112 102
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 536,172
COMMITMENTS
166,574 36,982 138,488 195,915 329,825 500,977 505,295 35,195 30,877
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -83,599)
-16,236 -15,176 -3,637 -27,509 -46,289 -47,381 -65,101 -36,218 -18,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 6.9 25.8 36.5 61.5 93.4 94.2 6.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
42 12 33 57 59 105 98
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,194
COMMITMENTS
14,140 3,278 1,008 22,083 38,402 37,231 42,688 13,963 8,505
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,362)
1,530 138 218 128 633 1,876 989 -514 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 6.4 2.0 43.1 75.0 72.7 83.4 27.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
25 11 7 22 12 52 25
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,831
COMMITMENTS
12,609 3,140 790 21,955 37,769 35,355 41,699 14,476 8,132
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 880)
86 -5,567 240 -80 6,117 246 790 634 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 6.3 1.6 44.1 75.8 70.9 83.7 29.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 10 6 22 12 51 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,454
COMMITMENTS
10,165 24,177 6,367 55,535 27,774 72,067 58,319 10,387 24,135
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 4,782)
1,231 -1,801 2,463 1,098 3,011 4,791 3,674 -9 1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 29.3 7.7 67.4 33.7 87.4 70.7 12.6 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
24 21 18 20 14 51 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,672
COMMITMENTS
8,934 25,978 3,905 54,437 24,763 67,276 54,645 10,397 23,027
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -5,971)
-1,885 1,898 904 5,407 -3,726 4,427 -924 -10,397 -5,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 33.4 5.0 70.1 31.9 86.6 70.4 13.4 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 24 15 20 12 43 45
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,739
COMMITMENTS
7,858 6,825 1,517 28,004 27,320 37,379 35,662 360 2,077
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -2,264)
-903 -2,752 503 -1,861 -750 -2,261 -2,999 -3 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 18.1 4.0 74.2 72.4 99.0 94.5 1.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 22 4 19 19 27 43
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,003
COMMITMENTS
8,761 9,577 1,014 29,865 28,070 39,640 38,661 363 1,342
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -942)
655 -688 0 -1,641 -149 -986 -837 44 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 23.9 2.5 74.7 70.2 99.1 96.6 0.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 23 3 19 19 27 42
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,991
COMMITMENTS
5,899 1,948 0 7,630 11,061 13,529 13,009 462 982
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -549)
210 45 0 -1,186 -1,055 -976 -1,010 427 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 13.9 0.0 54.5 79.1 96.7 93.0 3.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 7 0 6 10 8 17
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,540
COMMITMENTS
5,689 1,903 0 8,816 12,116 14,505 14,019 35 521
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 406)
0 238 0 456 -138 456 100 -50 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 13.1 0.0 60.6 83.3 99.8 96.4 0.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 7 0 6 10 8 17
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,137
COMMITMENTS
2,114 2,516 5,421 18,606 17,173 26,141 25,110 5,996 7,027
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,545)
39 134 524 732 965 1,295 1,623 250 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.8 16.9 57.9 53.4 81.3 78.1 18.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 6 15 25 24 44 40
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,591
COMMITMENTS
2,075 2,382 4,897 17,874 16,208 24,846 23,487 5,746 7,105
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -2,993)
-860 12 -397 -996 -1,835 -2,253 -2,221 -740 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 7.8 16.0 58.4 53.0 81.2 76.8 18.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 8 14 26 25 44 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,375
COMMITMENTS
17,686 7,152 22,895 40,203 38,339 80,784 68,387 19,590 31,988
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -6,071)
-4,534 243 -690 565 -4,377 -4,659 -4,823 -1,413 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 7.1 22.8 40.1 38.2 80.5 68.1 19.5 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
50 38 52 32 39 120 103
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 106,446
COMMITMENTS
22,220 6,909 23,585 39,638 42,716 85,443 73,210 21,003 33,236
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,804)
-2,725 1,887 301 246 -1,927 -2,178 261 374 -2,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 6.5 22.2 37.2 40.1 80.3 68.8 19.7 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
54 40 55 32 39 127 106
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,328
COMMITMENTS
184 1,132 629 1,690 418 2,503 2,179 825 1,149
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 630)
-69 124 211 398 62 540 397 90 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 34.0 18.9 50.8 12.6 75.2 65.5 24.8 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 17 7 9 3 19 23
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,698
COMMITMENTS
253 1,008 418 1,292 356 1,963 1,782 735 916
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 308)
-238 539 125 503 -167 389 496 -81 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 37.4 15.5 47.9 13.2 72.8 66.1 27.2 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 16 7 8 2 19 20
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,753
COMMITMENTS
43,694 11,611 22,200 69,564 78,600 135,457 112,411 18,296 41,342
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -7,650)
-3,620 1,746 -2,275 680 -3,385 -5,214 -3,914 -2,436 -3,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 7.6 14.4 45.2 51.1 88.1 73.1 11.9 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
57 39 49 74 101 154 169
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,403
COMMITMENTS
47,313 9,866 24,475 68,883 81,984 140,671 116,325 20,732 45,078
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -4,924)
4,307 1,558 -6,474 -1,057 -1,392 -3,223 -6,308 -1,701 1,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 6.1 15.2 42.7 50.8 87.2 72.1 12.8 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
66 38 59 81 109 183 180
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,895
COMMITMENTS
2,189 188 540 748 3,501 3,478 4,230 2,417 1,665
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -35)
-89 -45 28 171 294 110 277 -145 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 3.2 9.2 12.7 59.4 59.0 71.8 41.0 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
25 6 9 15 21 42 34
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,929
COMMITMENTS
2,278 233 512 577 3,207 3,368 3,952 2,562 1,977
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,091)
534 11 168 28 388 730 567 361 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 3.9 8.6 9.7 54.1 56.8 66.7 43.2 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
26 6 9 12 21 42 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,501
COMMITMENTS
6,765 1,666 6,580 9,319 5,766 22,663 14,011 4,838 13,490
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 2,324)
754 232 680 970 380 2,404 1,292 -80 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 6.1 23.9 33.9 21.0 82.4 50.9 17.6 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
35 18 28 44 49 96 84
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,177
COMMITMENTS
6,010 1,434 5,900 8,350 5,386 20,259 12,720 4,917 12,457
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,888)
-443 204 1,515 1,096 424 2,168 2,143 720 745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 5.7 23.4 33.2 21.4 80.5 50.5 19.5 49.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
34 17 30 41 45 92 79
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 91,820
COMMITMENTS
10,928 16,608 2,300 49,377 53,437 62,605 72,345 29,215 19,475
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 305)
-31 -2,285 664 -299 3,645 334 2,023 -28 -1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 18.1 2.5 53.8 58.2 68.2 78.8 31.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 13 5 24 21 41 36
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 91,515
COMMITMENTS
10,959 18,894 1,636 49,676 49,792 62,271 70,322 29,244 21,193
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 6,121)
-1,667 7,260 86 9,844 -3,412 8,264 3,933 -2,143 2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 20.6 1.8 54.3 54.4 68.0 76.8 32.0 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 16 4 26 21 43 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 53,571
COMMITMENTS
3,845 15,106 837 37,796 21,015 42,478 36,958 11,093 16,613
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -4,069)
481 -5,439 305 -3,942 3,034 -3,155 -2,100 -914 -1,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 28.2 1.6 70.6 39.2 79.3 69.0 20.7 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 11 2 15 7 22 19
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 57,640
COMMITMENTS
3,364 20,545 531 41,738 17,981 45,633 39,057 12,006 18,582
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 4,909)
-3,038 6,743 -3 7,270 -5,364 4,230 1,377 679 3,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 35.6 0.9 72.4 31.2 79.2 67.8 20.8 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 15 2 15 4 21 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 89,480
COMMITMENTS
64,107 8,266 316 14,232 76,132 78,655 84,715 10,824 4,765
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 6,285)
5,768 1,534 -43 -539 3,930 5,186 5,421 1,099 865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 9.2 0.4 15.9 85.1 87.9 94.7 12.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
55 12 3 17 23 75 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 83,194
COMMITMENTS
58,339 6,733 359 14,771 72,202 73,469 79,294 9,725 3,900
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,390)
4,667 -41 -344 -1,257 3,768 3,066 3,382 325 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 8.1 0.4 17.8 86.8 88.3 95.3 11.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
52 10 3 13 24 68 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 75,585
COMMITMENTS
26,976 4,749 966 25,271 56,638 53,213 62,353 22,372 13,232
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 8,849)
11,786 -332 597 -3,728 10,777 8,655 11,042 194 -2,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 6.3 1.3 33.4 74.9 70.4 82.5 29.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 9 3 13 14 36 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,736
COMMITMENTS
15,190 5,081 369 28,999 45,861 44,558 51,311 22,178 15,425
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,934)
-4,176 2,548 -1,632 4,593 -4,066 -1,214 -3,150 -719 1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 7.6 0.6 43.5 68.7 66.8 76.9 33.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 8 2 13 11 28 19
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 179,564
COMMITMENTS
12,658 36,368 3,752 132,009 114,738 148,419 154,858 31,145 24,705
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -3,621)
-7,221 2,145 1,498 7,904 -6,075 2,180 -2,432 -5,801 -1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 20.3 2.1 73.5 63.9 82.7 86.2 17.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 18 8 25 25 44 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 183,184
COMMITMENTS
19,880 34,223 2,254 124,105 120,814 146,239 157,290 36,946 25,894
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -11,434)
-10,374 3,545 -742 2,261 -23,557 -8,855 -20,753 -2,579 9,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 18.7 1.2 67.7 66.0 79.8 85.9 20.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 18 7 22 23 44 44
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 187,903
COMMITMENTS
24,795 28,434 16,729 87,790 86,926 129,314 132,089 58,590 55,814
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -647)
-48 -351 5,105 6,306 362 11,363 5,117 -12,010 -5,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 15.1 8.9 46.7 46.3 68.8 70.3 31.2 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
24 34 22 34 28 73 69
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 188,550
COMMITMENTS
24,842 28,785 11,624 81,484 86,563 117,950 126,973 70,600 61,577
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 17,513)
-648 5,750 -6,305 7,664 5,327 711 4,772 16,801 12,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 15.3 6.2 43.2 45.9 62.6 67.3 37.4 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
25 28 23 34 28 71 67
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 46,619
COMMITMENTS
11,448 0 143 32,058 40,604 43,649 40,747 2,970 5,872
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,981)
52 0 -46 3,609 3,941 3,615 3,895 366 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 0.0 0.3 68.8 87.1 93.6 87.4 6.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 0 2 13 22 18 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,671,779
COMMITMENTS
649,278 867,192 3174249 6905066 6049407 10728592 10090848 943,186 1580931
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 249,923)
-48,543 -1,662 107,064 206,773 146,655 265,294 252,056 -15,371 -2,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.4 27.2 59.2 51.8 91.9 86.5 8.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
52 64 95 130 140 234 251
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,421,856
COMMITMENTS
697,821 868,854 3067185 6698293 5902752 10463299 9838791 958,557 1583064
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 95,086)
58,765 128,261 -44,489 48,272 -50,666 62,548 33,106 32,539 61,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.6 26.9 58.6 51.7 91.6 86.1 8.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
59 64 95 128 135 234 250
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 741,669
COMMITMENTS
63,822 79,315 34,991 490,087 513,582 588,900 627,888 152,769 113,781
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 10,619)
784 -1,284 5,537 7,822 4,769 14,142 9,022 -3,523 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 10.7 4.7 66.1 69.2 79.4 84.7 20.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
50 40 53 99 70 179 133
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 731,050
COMMITMENTS
63,038 80,599 29,455 482,265 508,813 574,758 618,866 156,293 112,184
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 19,724)
872 -1,723 3,809 12,121 9,955 16,802 12,041 2,922 7,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 11.0 4.0 66.0 69.6 78.6 84.7 21.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
48 38 50 97 68 175 126
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 957,767
COMMITMENTS
189,380 192,458 13,098 422,393 655,361 624,871 860,917 332,896 96,850
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 66,776)
11,737 3,281 1,294 26,200 57,568 39,231 62,143 27,545 4,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 20.1 1.4 44.1 68.4 65.2 89.9 34.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
36 55 23 57 56 111 116
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 890,991
COMMITMENTS
177,642 189,177 11,804 396,193 597,793 585,639 798,774 305,352 92,217
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 60,630)
18,465 25,794 -508 16,230 49,139 34,188 74,425 26,442 -13,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 21.2 1.3 44.5 67.1 65.7 89.7 34.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
37 54 20 53 51 107 108
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,305
COMMITMENTS
1,607 0 0 5,840 11,747 7,447 11,747 5,858 1,558
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -33)
-162 0 0 -67 -82 -229 -82 196 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 0.0 43.9 88.3 56.0 88.3 44.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 14 12 17 12
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,338
COMMITMENTS
1,769 0 0 5,907 11,829 7,676 11,829 5,662 1,509
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 254)
370 0 0 124 119 494 119 -240 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 0.0 44.3 88.7 57.5 88.7 42.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 0 13 13 17 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,379
COMMITMENTS
2,814 5,650 226 22,898 18,517 25,938 24,393 4,441 5,986
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -162)
-221 155 15 -139 -1,030 -345 -860 183 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 18.6 0.7 75.4 61.0 85.4 80.3 14.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 6 2 18 17 23 24
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,541
COMMITMENTS
3,035 5,495 211 23,037 19,547 26,283 25,253 4,258 5,288
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,566)
864 135 7 -201 1,704 670 1,846 896 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 18.0 0.7 75.4 64.0 86.1 82.7 13.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 2 18 18 24 25
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 79,646
COMMITMENTS
6,378 17,284 610 33,907 50,190 40,895 68,084 38,750 11,562
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 137)
1,195 1,234 -409 168 -303 955 522 -818 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 21.7 0.8 42.6 63.0 51.3 85.5 48.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
17 21 8 38 28 59 53
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 79,509
COMMITMENTS
5,183 16,050 1,019 33,738 50,493 39,940 67,561 39,569 11,947
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,931)
-2,068 349 359 1,634 902 -75 1,611 4,006 2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 20.2 1.3 42.4 63.5 50.2 85.0 49.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 20 6 37 28 54 51
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 418,613
COMMITMENTS
101,881 95,144 4,511 280,421 156,905 386,813 256,560 31,799 162,053
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 35,109)
16,344 -18,123 2,031 15,493 42,924 33,868 26,832 1,241 8,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 22.7 1.1 67.0 37.5 92.4 61.3 7.6 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
60 60 16 47 39 114 108
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 383,503
COMMITMENTS
85,537 113,267 2,480 264,928 113,981 352,945 229,728 30,558 153,775
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 13,259)
2,315 12,633 169 9,404 -15,423 11,888 -2,622 1,370 15,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 29.5 0.6 69.1 29.7 92.0 59.9 8.0 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
58 65 14 47 35 110 109
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 90,976
COMMITMENTS
44,349 7,919 579 15,648 73,553 60,576 82,050 30,400 8,926
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 12,219)
8,354 -653 39 -1,339 12,551 7,054 11,937 5,165 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 8.7 0.6 17.2 80.8 66.6 90.2 33.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 3 2 10 21 29 26
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 78,757
COMMITMENTS
35,995 8,572 540 16,987 61,001 53,522 70,113 25,235 8,643
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -3,778)
-1,452 5,995 -1,863 181 -6,677 -3,134 -2,545 -644 -1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 10.9 0.7 21.6 77.5 68.0 89.0 32.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 6 3 13 20 31 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 27,342
COMMITMENTS
1,264 10,812 74 18,786 12,205 20,124 23,091 7,218 4,250
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 2,502)
331 1,300 74 1,881 1,023 2,286 2,397 216 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 39.5 0.3 68.7 44.6 73.6 84.5 26.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 13 1 27 18 32 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 24,840
COMMITMENTS
933 9,512 0 16,905 11,182 17,838 20,694 7,002 4,145
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 656)
-71 688 0 252 331 181 1,019 475 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 38.3 0.0 68.1 45.0 71.8 83.3 28.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 13 0 27 18 30 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 177,873
COMMITMENTS
39,468 28,423 611 125,200 134,501 165,279 163,535 12,594 14,338
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 15,939)
6,165 1,938 -101 5,770 15,362 11,834 17,199 4,105 -1,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 16.0 0.3 70.4 75.6 92.9 91.9 7.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
16 28 4 29 39 48 68
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 161,934
COMMITMENTS
33,303 26,485 712 119,430 119,139 153,445 146,336 8,489 15,598
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,229)
1,921 3,713 -402 5,363 -268 6,882 3,043 -5,653 -1,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 16.4 0.4 73.8 73.6 94.8 90.4 5.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
16 26 4 28 36 47 63
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,270
COMMITMENTS
9,855 9,229 1,010 15,348 22,426 26,213 32,665 13,057 6,605
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,483)
377 1,202 0 1,517 233 1,894 1,435 -411 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 23.5 2.6 39.1 57.1 66.8 83.2 33.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 17 4 15 20 36 40
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,788
COMMITMENTS
9,478 8,027 1,010 13,831 22,193 24,319 31,230 13,469 6,558
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,383)
400 813 -2 1,487 1,236 1,885 2,047 498 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 21.2 2.7 36.6 58.7 64.4 82.6 35.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 16 4 18 19 38 38
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 119,912
COMMITMENTS
400 6,915 2,521 59,361 78,949 62,282 88,385 57,630 31,527
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 20)
-37 579 -396 -304 5,558 -737 5,741 757 -5,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.8 2.1 49.5 65.8 51.9 73.7 48.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 16 4 21 28 27 45
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 119,893
COMMITMENTS
437 6,336 2,917 59,665 73,391 63,019 82,644 56,873 37,249
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,406)
-157 5 79 -1,533 -2,441 -1,611 -2,357 205 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.3 2.4 49.8 61.2 52.6 68.9 47.4 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 15 6 19 23 26 42
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 129,639
COMMITMENTS
45,382 5,883 26,770 22,326 81,764 94,478 114,417 35,161 15,221
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 11,880)
6,431 -5,244 5,093 -418 9,248 11,106 9,097 773 2,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 4.5 20.6 17.2 63.1 72.9 88.3 27.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
91 31 52 23 37 136 102
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 117,759
COMMITMENTS
38,951 11,127 21,677 22,744 72,516 83,372 105,320 34,387 12,439
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -356)
-2,142 769 1,089 296 -3,387 -757 -1,529 401 1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 9.4 18.4 19.3 61.6 70.8 89.4 29.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
97 30 53 25 35 142 102
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 99,721
COMMITMENTS
33,232 10,212 14,321 35,541 66,795 83,093 91,328 16,628 8,393
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 10,991)
10,110 3,345 -629 -891 9,759 8,591 12,476 2,400 -1,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 10.2 14.4 35.6 67.0 83.3 91.6 16.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
67 37 36 39 41 126 98
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 88,730
COMMITMENTS
23,121 6,867 14,949 36,432 57,036 74,503 78,852 14,227 9,877
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -4,076)
-4,044 -1,267 -1,144 1,468 -2,396 -3,720 -4,806 -356 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 7.7 16.8 41.1 64.3 84.0 88.9 16.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
56 38 39 37 36 114 97
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 359,757
COMMITMENTS
111,861 61,774 77,091 114,951 197,904 303,903 336,768 55,854 22,988
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 10,364)
13,288 1,750 1,396 -7,074 8,114 7,611 11,259 2,753 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 17.2 21.4 32.0 55.0 84.5 93.6 15.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
120 53 60 37 42 179 135
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 349,393
COMMITMENTS
98,573 60,024 75,694 122,025 189,790 296,292 325,509 53,101 23,884
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,986)
-4,986 11,530 2,007 7,829 -11,523 4,850 2,013 -865 1,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 17.2 21.7 34.9 54.3 84.8 93.2 15.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
112 53 59 38 40 173 135
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,856
COMMITMENTS
5,666 290 278 2,051 8,748 7,995 9,316 3,861 2,540
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,411)
561 -416 4 -328 629 237 217 1,174 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 2.4 2.3 17.3 73.8 67.4 78.6 32.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
20 2 4 6 7 28 12
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,445
COMMITMENTS
5,105 706 274 2,379 8,119 7,758 9,099 2,687 1,346
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,089)
492 77 -27 120 485 585 535 504 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 6.8 2.6 22.8 77.7 74.3 87.1 25.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
18 2 3 6 7 27 11
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 87,941
COMMITMENTS
9,508 26,778 9,797 49,185 31,171 68,490 67,746 19,450 20,195
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -1,117)
382 -936 387 -2,548 125 -1,778 -425 661 -692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 30.4 11.1 55.9 35.4 77.9 77.0 22.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
24 38 30 47 34 83 95
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 89,058
COMMITMENTS
9,126 27,714 9,410 51,733 31,046 70,269 68,171 18,789 20,887
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 8,293)
1,014 1,648 1,326 3,963 3,354 6,302 6,327 1,991 1,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 31.1 10.6 58.1 34.9 78.9 76.5 21.1 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
24 37 29 48 36 84 95
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 42,858
COMMITMENTS
651 10,078 2,959 25,139 18,497 28,749 31,534 14,108 11,324
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -54)
-358 205 259 -896 271 -996 735 942 -789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 23.5 6.9 58.7 43.2 67.1 73.6 32.9 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 17 10 26 20 37 46
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 42,911
COMMITMENTS
1,010 9,873 2,700 26,036 18,226 29,745 30,799 13,166 12,113
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 892)
129 637 -106 -86 -1,405 -64 -874 956 1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 23.0 6.3 60.7 42.5 69.3 71.8 30.7 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 17 8 26 19 35 42
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 119,984
COMMITMENTS
20,501 20,530 24,079 56,396 61,854 100,975 106,463 19,009 13,521
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -12,179)
1,750 -2,050 -8,275 -6,560 -2,241 -13,085 -12,566 905 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 17.1 20.1 47.0 51.6 84.2 88.7 15.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
67 59 65 67 56 167 154
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 132,163
COMMITMENTS
18,751 22,581 32,353 62,955 64,095 114,060 119,029 18,103 13,134
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,503)
-47 4,247 -644 3,879 -2,375 3,188 1,228 -1,685 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 17.1 24.5 47.6 48.5 86.3 90.1 13.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
80 73 70 69 59 186 171
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 59,639
COMMITMENTS
9,104 2,628 19,251 24,885 35,794 53,240 57,673 6,399 1,966
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -5,244)
-414 244 -1,376 -3,855 -4,478 -5,645 -5,609 402 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 4.4 32.3 41.7 60.0 89.3 96.7 10.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
63 25 35 34 26 116 69
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 64,883
COMMITMENTS
9,519 2,384 20,627 28,740 40,271 58,886 63,282 5,997 1,601
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,056)
1,920 437 -1,103 716 2,704 1,533 2,038 524 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 3.7 31.8 44.3 62.1 90.8 97.5 9.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
64 22 35 34 27 115 70
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 119,946
COMMITMENTS
21,980 8,278 7,107 81,023 102,117 110,110 117,502 9,836 2,444
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -3,390)
1,030 -485 -440 -2,903 -2,162 -2,313 -3,087 -1,077 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 6.9 5.9 67.5 85.1 91.8 98.0 8.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
50 26 28 46 35 108 78
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 123,336
COMMITMENTS
20,949 8,763 7,547 83,926 104,279 112,423 120,589 10,914 2,747
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -4,737)
1,521 -2,055 -2,971 -5,444 306 -6,894 -4,719 2,157 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 7.1 6.1 68.0 84.5 91.2 97.8 8.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
44 27 27 47 39 107 82
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 517,132
COMMITMENTS
126,223 10,400 83,432 211,407 381,731 421,062 475,564 96,069 41,568
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -48,858)
7,029 -1,018 -23,945 -25,374 -11,328 -42,290 -36,291 -6,568 -12,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 2.0 16.1 40.9 73.8 81.4 92.0 18.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
68 20 44 53 51 142 96
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 565,990
COMMITMENTS
119,194 11,419 107,377 236,781 393,059 463,352 511,855 102,637 54,134
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -18,098)
-5,462 -1,654 -10,146 -1,593 -10,481 -17,201 -22,281 -897 4,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 2.0 19.0 41.8 69.4 81.9 90.4 18.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
71 22 50 57 52 149 104
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 147,729
COMMITMENTS
54,856 9,820 30,446 46,756 96,017 132,058 136,283 15,670 11,446
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -2,626)
6,087 -388 -10,041 401 4,621 -3,554 -5,808 928 3,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 6.6 20.6 31.7 65.0 89.4 92.3 10.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
175 42 103 97 121 301 242
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 150,355
COMMITMENTS
48,770 10,208 40,487 46,355 91,395 135,612 142,091 14,743 8,264
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 5,095)
5,879 -169 691 -2,291 3,990 4,279 4,512 816 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 6.8 26.9 30.8 60.8 90.2 94.5 9.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
183 72 119 105 126 331 285
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,003
COMMITMENTS
5,579 6,647 3,621 6,690 6,355 15,890 16,623 3,113 2,380
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -1,704)
-224 -1,233 172 -880 -1,079 -932 -2,140 -772 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 35.0 19.1 35.2 33.4 83.6 87.5 16.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
17 21 11 7 8 30 35
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,707
COMMITMENTS
5,803 7,881 3,449 7,570 7,434 16,822 18,763 3,885 1,944
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -933)
321 -1,913 -258 -1,464 1,335 -1,401 -836 468 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 38.1 16.7 36.6 35.9 81.2 90.6 18.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
18 21 11 9 9 33 36
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,124
COMMITMENTS
13,573 24,081 28,530 108,812 98,942 150,915 151,553 28,208 27,571
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,854)
-1,118 623 868 2,850 1,243 2,600 2,735 -747 -881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 13.4 15.9 60.7 55.2 84.3 84.6 15.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
21 26 29 64 69 103 106
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 177,270
COMMITMENTS
14,691 23,457 27,662 105,962 97,699 148,315 148,818 28,955 28,452
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -11,424)
-4,951 -714 -1,929 -5,364 -11,655 -12,243 -14,298 819 2,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 13.2 15.6 59.8 55.1 83.7 83.9 16.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
20 29 32 58 65 101 104
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 682,224
COMMITMENTS
25,932 57,592 277,126 307,348 309,477 610,405 644,195 71,819 38,030
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 17,301)
-1,984 1,305 14,871 4,575 983 17,463 17,159 -162 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.4 40.6 45.1 45.4 89.5 94.4 10.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
43 67 79 94 86 182 191
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 664,923
COMMITMENTS
27,916 56,287 262,255 302,772 308,494 592,943 627,035 71,981 37,888
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 23,812)
1,597 3,390 17,358 4,591 2,726 23,546 23,474 266 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 8.5 39.4 45.5 46.4 89.2 94.3 10.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
46 59 78 92 83 178 185
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,992
COMMITMENTS
3,995 4,584 1,333 55,576 58,227 60,904 64,144 7,088 3,848
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 3,459)
-124 2,140 124 3,378 705 3,378 2,969 81 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.7 2.0 81.7 85.6 89.6 94.3 10.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 27 22 29 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,533
COMMITMENTS
4,119 2,444 1,209 52,198 57,522 57,526 61,175 7,007 3,358
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 606)
-360 -1,644 -496 1,400 2,256 544 116 62 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.8 1.9 80.9 89.1 89.1 94.8 10.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 28 22 30 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,315
COMMITMENTS
2,557 1,803 3,661 30,850 33,864 37,068 39,328 4,247 1,987
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 3,895)
432 -2,558 1,130 2,056 6,823 3,618 5,395 277 -1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.4 8.9 74.7 82.0 89.7 95.2 10.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 20 20 23 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,420
COMMITMENTS
2,125 4,361 2,531 28,794 27,041 33,450 33,933 3,970 3,487
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 797)
-194 124 465 1,076 -196 1,347 393 -550 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 11.7 6.8 76.9 72.3 89.4 90.7 10.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 19 19 22 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,707
COMMITMENTS
6,828 0 1,154 51,320 52,746 59,302 53,900 5,405 10,807
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 3,359)
0 0 0 3,640 4,127 3,640 4,127 -281 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.0 1.8 79.3 81.5 91.6 83.3 8.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 21 18 22 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,348
COMMITMENTS
6,828 0 1,154 47,680 48,619 55,662 49,773 5,686 11,575
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,693)
0 -321 -434 2,513 1,197 2,079 442 614 2,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 1.9 77.7 79.3 90.7 81.1 9.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 19 17 20 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 955,565
COMMITMENTS
239,812 66,742 167,329 530,573 713,605 937,714 947,676 17,851 7,889
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 18,566)
2,992 4,809 2,762 11,606 11,392 17,360 18,963 1,206 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 7.0 17.5 55.5 74.7 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
17 10 25 79 73 108 100
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 936,999
COMMITMENTS
236,820 61,933 164,567 518,967 702,213 920,354 928,713 16,645 8,286
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 23,997)
-1,364 -2,681 9,385 16,337 16,235 24,358 22,939 -361 1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 6.6 17.6 55.4 74.9 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
18 9 24 77 72 106 98
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,078
COMMITMENTS
21,545 34,253 34,557 58,451 46,469 114,553 115,279 2,525 1,799
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 12,355)
3,868 3,005 5,484 4,906 3,898 14,258 12,387 -1,903 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 29.3 29.5 49.9 39.7 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 7 14 23 25 40 39
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,723
COMMITMENTS
17,677 31,248 29,073 53,545 42,571 100,295 102,892 4,428 1,831
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 4,751)
-1,524 2,711 2,018 3,904 245 4,398 4,974 353 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 29.8 27.8 51.1 40.7 95.8 98.3 4.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 7 10 22 23 36 35
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,362
COMMITMENTS
2,163 4,392 10,482 28,189 26,448 40,834 41,322 528 40
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 2,746)
-2,544 -2,593 4,322 1,010 1,048 2,788 2,776 -42 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 10.6 25.3 68.2 63.9 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 5 8 22 27 30 36
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,615
COMMITMENTS
4,707 6,985 6,160 27,178 25,400 38,045 38,545 570 70
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,049)
581 2,159 220 1,345 -133 2,147 2,246 -97 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 18.1 16.0 70.4 65.8 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 6 7 21 26 28 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,155
COMMITMENTS
1,896 1,980 1,791 15,468 15,384 19,155 19,155 0 0
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 126)
0 -126 126 0 126 126 126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 10.3 9.4 80.8 80.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 3 16 16 20 20
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,029
COMMITMENTS
1,896 2,106 1,665 15,468 15,258 19,029 19,029 0 0
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,728)
-299 -2,452 748 -2,177 18 -1,728 -1,686 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 11.1 8.7 81.3 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 3 16 15 20 19
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,314
COMMITMENTS
218 4,598 1,736 7,360 2,980 9,314 9,314 0 0
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 734)
0 -138 688 46 184 734 734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 49.4 18.6 79.0 32.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 4 14 12 18 16
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,580
COMMITMENTS
218 4,736 1,048 7,314 2,796 8,580 8,580 0 0
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 958)
-84 2,222 -298 1,340 -798 958 1,126 0 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 55.2 12.2 85.2 32.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 3 13 11 16 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,161,337
COMMITMENTS
103,680 40,875 286,120 708,429 753,567 1098229 1080562 63,108 80,775
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 4,050)
1,746 -2,456 3,985 -298 4,555 5,433 6,084 -1,382 -2,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 3.5 24.6 61.0 64.9 94.6 93.0 5.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
66 74 97 85 95 208 217
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,157,287
COMMITMENTS
101,934 43,332 282,135 708,727 749,011 1092796 1074478 64,490 82,808
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 5,350)
-2,228 -1,511 5,463 -7,871 -10,716 -4,636 -6,764 9,986 12,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 3.7 24.4 61.2 64.7 94.4 92.8 5.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
73 62 90 84 87 200 204
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,954
COMMITMENTS
8,073 2,525 744 2,403 9,668 11,220 12,937 2,734 1,017
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 632)
497 138 271 -148 332 620 741 12 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 18.1 5.3 17.2 69.3 80.4 92.7 19.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
67 20 6 11 24 81 50
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,322
COMMITMENTS
7,576 2,387 473 2,551 9,336 10,600 12,196 2,722 1,126
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -122)
28 310 -177 -23 -318 -172 -185 50 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 17.9 3.6 19.1 70.1 79.6 91.5 20.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
62 20 5 10 23 76 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,438
COMMITMENTS
3,618 311 0 1,790 6,186 5,408 6,497 2,030 941
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -103)
-264 -4 -80 -111 -183 -455 -267 352 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 4.2 0.0 24.1 83.2 72.7 87.3 27.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 4 0 7 15 28 19
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,542
COMMITMENTS
3,882 315 80 1,901 6,369 5,863 6,764 1,679 778
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -407)
-303 43 80 -225 -337 -448 -214 41 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 4.2 1.1 25.2 84.5 77.7 89.7 22.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 5 1 6 17 28 23
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 186,948
COMMITMENTS
21,143 5,406 33,530 113,322 132,231 167,995 171,168 18,952 15,780
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -5,791)
-1,141 -1,713 1,762 -3,673 -2,808 -3,052 -2,759 -2,738 -3,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.9 17.9 60.6 70.7 89.9 91.6 10.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
45 21 47 76 79 144 135
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 192,738
COMMITMENTS
22,284 7,119 31,768 116,995 135,039 171,048 173,926 21,691 18,812
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,088)
-4,391 565 1,900 745 -5,276 -1,745 -2,811 4,834 5,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.7 16.5 60.7 70.1 88.7 90.2 11.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
46 24 47 71 78 136 138
Updated February 25, 2005