WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,344
COMMITMENTS
48,149 34,676 50,947 137,004 142,984 236,100 228,608 38,244 45,736
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,924)
6,176 -20,575 9,672 -2,217 18,004 13,631 7,101 -707 5,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 12.6 18.6 49.9 52.1 86.1 83.3 13.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
69 82 74 49 60 174 169
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,420
COMMITMENTS
41,973 55,251 41,275 139,221 124,980 222,469 221,507 38,952 39,914
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -12,929)
8,045 -11,996 -8,494 -10,598 7,102 -11,047 -13,388 -1,882 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 21.1 15.8 53.3 47.8 85.1 84.7 14.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
77 89 76 50 59 180 177
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 767,305
COMMITMENTS
105,754 97,353 105,221 413,138 348,906 624,113 551,479 143,193 215,826
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,820)
16,192 -44,569 15,465 -713 36,532 30,944 7,429 -18,124 5,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 12.7 13.7 53.8 45.5 81.3 71.9 18.7 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
122 114 135 201 190 404 376
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 754,485
COMMITMENTS
89,562 141,922 89,755 413,851 312,373 593,168 544,051 161,317 210,435
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -53,329)
18,211 -30,283 -38,294 -28,439 14,583 -48,522 -53,994 -4,806 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 18.8 11.9 54.9 41.4 78.6 72.1 21.4 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
111 121 125 186 168 369 362
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,135
COMMITMENTS
1,944 544 336 1,565 5,054 3,845 5,935 4,289 2,200
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -609)
-262 -8 61 -686 -1,000 -887 -947 277 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 6.7 4.1 19.2 62.1 47.3 73.0 52.7 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 3 5 9 15 24 23
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,744
COMMITMENTS
2,206 552 275 2,251 6,054 4,732 6,881 4,012 1,863
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -1,059)
-392 263 -358 -70 -629 -819 -724 -240 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.3 3.1 25.7 69.2 54.1 78.7 45.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 4 3 11 16 26 22
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 383,336
COMMITMENTS
53,329 38,210 89,919 170,915 147,586 314,163 275,715 69,173 107,620
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 29,199)
13,555 -11,117 14,436 240 11,924 28,231 15,243 967 13,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 10.0 23.5 44.6 38.5 82.0 71.9 18.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
101 121 128 86 103 274 275
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 354,137
COMMITMENTS
39,773 49,327 75,483 170,675 135,663 285,932 260,473 68,206 93,665
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -8,888)
3,987 -16,169 -8,485 -6,602 992 -11,100 -23,662 2,212 14,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 13.9 21.3 48.2 38.3 80.7 73.6 19.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
87 127 125 81 94 254 273
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,745
COMMITMENTS
10,316 4,054 77 350 555 10,743 4,686 3,002 9,059
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,348)
5,646 925 -1,173 150 86 4,623 -162 -275 4,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.1 29.5 0.6 2.5 4.0 78.2 34.1 21.8 65.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 8 6 1 2 17 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 168,740
COMMITMENTS
28,015 16,507 34,523 79,990 102,729 142,528 153,759 26,212 14,982
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -10,333)
8,611 -20,867 4,058 -19,311 14,858 -6,642 -1,951 -3,691 -8,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 9.8 20.5 47.4 60.9 84.5 91.1 15.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
45 31 40 44 46 116 100
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 179,074
COMMITMENTS
19,404 37,374 30,465 99,301 87,870 149,171 155,709 29,903 23,365
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -14,477)
2,979 -15,809 -2,181 -17,609 4,684 -16,811 -13,306 2,334 -1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 20.9 17.0 55.5 49.1 83.3 87.0 16.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
33 48 41 52 50 113 122
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 998,124
COMMITMENTS
113,193 134,878 159,053 548,154 496,637 820,400 790,567 177,724 207,557
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 53,502)
-21,793 6,658 30,702 38,318 14,633 47,227 51,993 6,275 1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 13.5 15.9 54.9 49.8 82.2 79.2 17.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
39 37 52 79 87 142 153
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 944,622
COMMITMENTS
134,986 128,219 128,351 509,836 482,004 773,173 738,574 171,450 206,048
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -74,881)
-20,983 -1,360 -39,930 -1,796 -28,841 -62,709 -70,130 -12,173 -4,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 13.6 13.6 54.0 51.0 81.8 78.2 18.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
42 38 45 76 84 145 143
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 169,831
COMMITMENTS
26,551 15,412 35,424 74,547 94,219 136,522 145,055 33,309 24,776
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -8,533)
782 -5,512 -3,731 -4,839 4,699 -7,789 -4,545 -744 -3,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 9.1 20.9 43.9 55.5 80.4 85.4 19.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
37 39 44 52 59 124 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 178,364
COMMITMENTS
25,769 20,924 39,156 79,386 89,520 144,311 149,600 34,053 28,764
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -1,554)
14,304 -13,505 -3,438 -14,305 17,753 -3,438 810 1,884 -2,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 11.7 22.0 44.5 50.2 80.9 83.9 19.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
38 43 57 54 58 135 137
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,303
COMMITMENTS
2,163 2,157 415 1,301 1,248 3,879 3,820 1,424 1,483
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -681)
303 -167 -47 -583 -263 -327 -478 -354 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 40.7 7.8 24.5 23.5 73.2 72.0 26.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 12 4 10 9 24 23
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,984
COMMITMENTS
1,860 2,325 462 1,884 1,511 4,207 4,298 1,778 1,687
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -97)
48 307 -238 62 -101 -129 -32 31 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 38.8 7.7 31.5 25.2 70.3 71.8 29.7 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 16 4 10 9 24 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,596
COMMITMENTS
118,996 69,452 6,251 178,792 158,202 304,039 233,905 60,557 130,691
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -15,382)
17,770 -21,896 -6,916 -23,664 544 -12,810 -28,268 -2,572 12,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 19.0 1.7 49.0 43.4 83.4 64.2 16.6 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
15 26 5 39 47 55 77
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 379,978
COMMITMENTS
101,226 91,348 13,167 202,456 157,658 316,849 262,173 63,129 117,805
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 29,562)
-5,782 10,987 6,817 17,034 -4,193 18,069 13,612 11,493 15,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 24.0 3.5 53.3 41.5 83.4 69.0 16.6 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
18 34 5 47 53 65 92
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,533,951
COMMITMENTS
387,560 404,248 331,162 1511872 1184865 2230595 1920275 303,357 613,676
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 54,827)
-61,008 50,174 -41,036 194,979 35,421 92,934 44,559 -38,107 10,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 16.0 13.1 59.7 46.8 88.0 75.8 12.0 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
45 68 69 111 139 195 237
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,479,124
COMMITMENTS
448,568 354,074 372,198 1316894 1149444 2137660 1875716 341,464 603,408
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -6,408)
166,700 108,013 -126,764 -53,164 -42,638 -13,228 -61,388 6,820 54,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 14.3 15.0 53.1 46.4 86.2 75.7 13.8 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
53 63 62 103 132 190 223
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,584,986
COMMITMENTS
220,201 252,595 217,035 995,363 724,302 1432598 1193932 152,387 391,054
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 94,678)
5,880 70,715 48,646 44,446 -53,857 98,972 65,504 -4,295 29,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 15.9 13.7 62.8 45.7 90.4 75.3 9.6 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
37 50 51 67 91 130 166
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,490,308
COMMITMENTS
214,320 181,880 168,389 950,916 778,159 1333626 1128428 156,682 361,880
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 24,120)
-59,653 13,007 1,476 89,326 -36,850 31,148 -22,367 -7,028 46,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 12.2 11.3 63.8 52.2 89.5 75.7 10.5 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
34 47 38 67 94 123 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 611,475
COMMITMENTS
199,819 40,049 154,048 193,511 349,923 547,378 544,020 64,096 67,455
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 31,647)
55,633 515 20,693 -13,921 -19,211 62,406 1,997 -30,759 29,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 6.5 25.2 31.6 57.2 89.5 89.0 10.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
35 14 28 50 50 95 82
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 579,828
COMMITMENTS
144,186 39,534 133,354 207,432 369,134 484,972 542,023 94,856 37,805
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 19,189)
-37,552 -2,298 -6,023 2,455 18,474 -41,120 10,153 60,309 9,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 6.8 23.0 35.8 63.7 83.6 93.5 16.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
41 11 35 57 59 106 98
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,909
COMMITMENTS
16,600 2,877 808 22,885 41,175 40,292 44,860 14,616 10,049
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,117)
2,534 -282 131 1,247 2,465 3,912 2,314 205 1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 5.2 1.5 41.7 75.0 73.4 81.7 26.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
27 9 6 22 15 52 27
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,792
COMMITMENTS
14,066 3,159 677 21,637 38,710 36,380 42,546 14,411 8,245
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -402)
-74 -120 -331 -446 308 -851 -142 449 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 6.2 1.3 42.6 76.2 71.6 83.8 28.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
25 10 6 20 13 48 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 78,695
COMMITMENTS
10,953 24,606 5,422 53,195 25,656 69,569 55,684 9,126 23,011
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,681)
2,376 -711 1,994 -1,899 656 2,471 1,938 -789 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 31.3 6.9 67.6 32.6 88.4 70.8 11.6 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 25 18 20 14 50 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,014
COMMITMENTS
8,577 25,317 3,428 55,094 25,000 67,099 53,745 9,915 23,268
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -5,440)
-1,588 1,140 -2,939 -441 -2,774 -4,968 -4,573 -472 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 32.9 4.5 71.5 32.5 87.1 69.8 12.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
21 22 15 21 14 46 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,429
COMMITMENTS
5,964 6,256 1,439 31,942 30,601 39,345 38,296 1,084 2,133
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,220)
-569 -19 -78 3,413 3,432 2,766 3,335 454 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 15.5 3.6 79.0 75.7 97.3 94.7 2.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 24 4 19 22 25 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,209
COMMITMENTS
6,533 6,275 1,517 28,529 27,169 36,579 34,961 630 2,248
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -530)
-1,325 -550 0 525 -151 -800 -701 270 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 16.9 4.1 76.7 73.0 98.3 94.0 1.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 23 4 19 19 27 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,613
COMMITMENTS
5,656 2,372 0 8,464 11,668 14,120 14,040 493 573
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -74)
0 -373 0 -4 284 -4 -89 -70 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 16.2 0.0 57.9 79.8 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 8 0 6 12 7 20
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,687
COMMITMENTS
5,656 2,745 0 8,468 11,384 14,124 14,129 563 558
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 696)
-243 797 0 838 323 595 1,120 101 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 18.7 0.0 57.7 77.5 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 9 0 7 11 8 20
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,479
COMMITMENTS
2,617 2,532 6,324 19,675 18,431 28,616 27,287 5,862 7,192
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,683)
815 -70 851 367 1,025 2,034 1,806 -351 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.3 18.3 57.1 53.5 83.0 79.1 17.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 7 18 25 23 46 42
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,796
COMMITMENTS
1,802 2,602 5,473 19,308 17,406 26,583 25,480 6,213 7,316
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 659)
-312 85 53 701 233 442 370 217 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.9 16.7 58.9 53.1 81.1 77.7 18.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 6 17 26 25 45 43
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 108,898
COMMITMENTS
22,848 6,044 23,725 41,972 44,272 88,545 74,040 20,353 34,858
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 10,778)
5,093 84 2,554 1,966 6,421 9,613 9,060 1,165 1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 5.5 21.8 38.5 40.7 81.3 68.0 18.7 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
57 30 50 31 39 128 96
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 98,120
COMMITMENTS
17,756 5,960 21,170 40,006 37,850 78,932 64,980 19,188 33,139
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -2,255)
69 -1,193 -1,725 -197 -489 -1,853 -3,406 -402 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 6.1 21.6 40.8 38.6 80.4 66.2 19.6 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
47 33 51 30 35 118 97
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,054
COMMITMENTS
258 1,476 104 1,654 399 2,016 1,979 1,038 1,075
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -523)
-15 204 -527 -71 -66 -614 -390 90 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 48.3 3.4 54.2 13.1 66.0 64.8 34.0 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 18 5 7 2 17 21
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,578
COMMITMENTS
274 1,273 631 1,725 465 2,630 2,369 948 1,209
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 249)
90 140 2 35 47 127 190 123 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 35.6 17.6 48.2 13.0 73.5 66.2 26.5 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 16 8 9 3 22 22
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,943
COMMITMENTS
39,120 11,899 20,424 69,318 73,549 128,862 105,872 14,081 37,071
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -2,452)
117 861 -1,253 243 607 -892 216 -1,559 -2,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 8.3 14.3 48.5 51.5 90.1 74.1 9.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
55 36 46 61 91 136 157
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 145,394
COMMITMENTS
39,003 11,037 21,677 69,074 72,942 129,754 105,657 15,640 39,738
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -8,359)
-4,691 -574 -523 -489 -5,657 -5,703 -6,754 -2,656 -1,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 7.6 14.9 47.5 50.2 89.2 72.7 10.8 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
47 44 45 66 95 138 165
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,673
COMMITMENTS
2,169 184 464 868 3,496 3,501 4,144 2,172 1,529
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -160)
107 -13 -48 192 114 252 54 -411 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 3.2 8.2 15.3 61.6 61.7 73.0 38.3 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
27 5 9 13 17 42 29
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,832
COMMITMENTS
2,062 197 512 676 3,382 3,249 4,090 2,583 1,742
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -62)
-128 9 -29 -73 -120 -229 -139 166 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 3.4 8.8 11.6 58.0 55.7 70.1 44.3 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 7 8 12 17 38 28
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,442
COMMITMENTS
7,212 1,983 6,358 9,419 5,819 22,990 14,159 4,452 13,282
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -210)
384 39 -291 -352 362 -259 110 49 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 7.2 23.2 34.3 21.2 83.8 51.6 16.2 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
36 16 28 42 45 90 82
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,652
COMMITMENTS
6,829 1,943 6,649 9,771 5,456 23,249 14,049 4,403 13,603
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 151)
64 278 70 452 -310 586 38 -435 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 7.0 24.0 35.3 19.7 84.1 50.8 15.9 49.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
33 18 27 45 49 92 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 105,196
COMMITMENTS
12,116 19,636 2,419 60,194 63,462 74,730 85,517 30,466 19,679
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,923)
997 5,166 -444 6,137 1,031 6,690 5,753 1,233 2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 18.7 2.3 57.2 60.3 71.0 81.3 29.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 15 6 25 22 43 40
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 97,273
COMMITMENTS
11,119 14,470 2,863 54,058 62,430 68,040 79,764 29,233 17,509
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 5,453)
192 -2,138 563 4,680 8,993 5,435 7,418 18 -1,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 14.9 2.9 55.6 64.2 69.9 82.0 30.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 13 6 25 21 42 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 63,228
COMMITMENTS
7,298 9,216 404 36,802 39,778 44,503 49,398 18,725 13,830
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,795)
2,459 976 -419 6,329 9,713 8,368 10,270 -574 -2,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 14.6 0.6 58.2 62.9 70.4 78.1 29.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 2 13 11 20 18
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 55,434
COMMITMENTS
4,839 8,240 823 30,473 30,065 36,135 39,128 19,299 16,305
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,863)
994 -6,866 -13 -7,323 9,050 -6,343 2,171 8,206 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 14.9 1.5 55.0 54.2 65.2 70.6 34.8 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 6 2 12 8 18 15
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,657
COMMITMENTS
70,999 8,886 256 20,538 89,305 91,793 98,447 10,864 4,210
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,688)
-257 389 -215 6,412 6,201 5,940 6,375 -1,252 -1,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 8.7 0.2 20.0 87.0 89.4 95.9 10.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
55 11 3 17 23 74 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,970
COMMITMENTS
71,256 8,496 471 14,126 83,104 85,854 92,072 12,116 5,898
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 8,490)
7,149 230 155 -106 6,972 7,198 7,357 1,292 1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.7 8.7 0.5 14.4 84.8 87.6 94.0 12.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
58 10 2 17 24 76 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 82,886
COMMITMENTS
37,981 4,551 602 16,178 62,980 54,762 68,133 28,124 14,752
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 827)
8,612 235 263 -10,401 -170 -1,526 328 2,352 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 5.5 0.7 19.5 76.0 66.1 82.2 33.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
24 9 3 9 15 36 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 82,059
COMMITMENTS
29,369 4,316 339 26,579 63,150 56,287 67,805 25,772 14,254
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 6,474)
2,393 -433 -627 1,308 6,512 3,074 5,452 3,399 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 5.3 0.4 32.4 77.0 68.6 82.6 31.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
22 8 2 13 17 36 26
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 180,787
COMMITMENTS
13,327 20,027 2,876 129,949 134,817 146,153 157,720 34,635 23,067
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -778)
-300 -19,227 -1,012 975 22,706 -337 2,467 -442 -3,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 11.1 1.6 71.9 74.6 80.8 87.2 19.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
14 20 7 24 26 42 49
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 181,565
COMMITMENTS
13,628 39,254 3,888 128,974 112,111 146,489 155,253 35,076 26,313
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 2,002)
969 2,886 136 -3,035 -2,627 -1,930 394 3,931 1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 21.6 2.1 71.0 61.7 80.7 85.5 19.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 19 8 25 27 45 51
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 211,531
COMMITMENTS
42,700 10,669 21,175 76,944 121,099 140,818 152,943 70,713 58,588
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 2,436)
16,565 -13,856 52 -12,145 28,597 4,472 14,794 -2,036 -12,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 5.0 10.0 36.4 57.2 66.6 72.3 33.4 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
35 23 25 35 32 79 71
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 209,095
COMMITMENTS
26,135 24,525 21,123 89,089 92,502 136,346 138,149 72,748 70,945
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 21,191)
1,340 -3,910 4,394 1,299 5,576 7,033 6,060 14,159 15,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 11.7 10.1 42.6 44.2 65.2 66.1 34.8 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
25 36 28 34 29 77 75
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 33,775
COMMITMENTS
10,366 1,640 250 18,430 26,154 29,046 28,044 4,729 5,731
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,830)
0 0 0 1,042 -38 1,042 -38 788 1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 4.9 0.7 54.6 77.4 86.0 83.0 14.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 7 17 9 19
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 31,945
COMMITMENTS
10,366 1,640 250 17,388 26,192 28,004 28,082 3,941 3,863
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -14,674)
-1,082 1,640 107 -14,670 -14,412 -15,645 -12,665 971 -2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 5.1 0.8 54.4 82.0 87.7 87.9 12.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 8 17 10 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,346,466
COMMITMENTS
703,646 1148757 3980726 7621990 6531653 12306363 11661136 1040103 1685330
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 913,886)
5,490 105,089 419,509 454,806 390,058 879,805 914,656 34,081 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.6 29.8 57.1 48.9 92.2 87.4 7.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
51 72 95 131 145 237 261
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,432,581
COMMITMENTS
698,156 1043668 3561218 7167184 6141595 11426558 10746480 1006023 1686101
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 760,802)
48,878 176,475 386,969 262,119 92,188 697,966 655,632 62,836 105,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.4 28.6 57.6 49.4 91.9 86.4 8.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
53 68 97 131 142 238 259
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 765,350
COMMITMENTS
66,871 82,780 34,039 503,186 522,770 604,096 639,590 161,254 125,760
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 22,198)
4,421 1,522 4,233 14,040 3,664 22,694 9,420 -496 12,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 10.8 4.4 65.7 68.3 78.9 83.6 21.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
52 33 48 99 68 175 125
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 743,152
COMMITMENTS
62,450 81,258 29,806 489,147 519,106 581,402 630,170 161,749 112,982
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,482)
-1,373 1,943 -5,185 -940 5,524 -7,498 2,282 8,980 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 10.9 4.0 65.8 69.9 78.2 84.8 21.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
49 30 44 100 69 170 122
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,027,245
COMMITMENTS
208,468 263,778 22,522 448,692 639,127 679,682 925,427 347,563 101,818
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 105,552)
415 21,990 7,262 58,034 84,517 65,711 113,768 39,841 -8,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 25.7 2.2 43.7 62.2 66.2 90.1 33.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
39 60 27 57 58 117 125
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 921,693
COMMITMENTS
208,053 241,788 15,260 390,658 554,610 613,970 811,658 307,723 110,035
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -36,074)
18,673 49,330 2,162 -31,735 -100,750 -10,900 -49,259 -25,174 13,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 26.2 1.7 42.4 60.2 66.6 88.1 33.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
36 63 26 55 54 110 124
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,913
COMMITMENTS
1,567 523 56 6,836 11,712 8,459 12,291 5,454 1,622
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 592)
-43 283 56 838 187 851 526 -259 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 3.8 0.4 49.1 84.2 60.8 88.3 39.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 17 11 20 14
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,321
COMMITMENTS
1,610 240 0 5,998 11,525 7,608 11,765 5,713 1,556
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 16)
3 240 0 158 -222 161 18 -145 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.8 0.0 45.0 86.5 57.1 88.3 42.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 15 11 18 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,445
COMMITMENTS
4,558 6,171 273 21,560 18,650 26,391 25,094 6,054 7,351
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,324)
2,071 299 4 -2,221 686 -146 989 1,470 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 19.0 0.8 66.5 57.5 81.3 77.3 18.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 2 18 19 23 25
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 31,121
COMMITMENTS
2,487 5,872 269 23,781 17,964 26,537 24,105 4,584 7,016
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 742)
-327 222 43 883 -553 599 -288 143 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 18.9 0.9 76.4 57.7 85.3 77.5 14.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 2 20 18 24 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 90,128
COMMITMENTS
4,519 20,012 185 40,645 57,703 45,349 77,900 44,779 12,228
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 2,622)
-125 670 -208 3,704 4,085 3,370 4,546 -749 -1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 22.2 0.2 45.1 64.0 50.3 86.4 49.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
14 23 3 39 33 56 56
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 87,506
COMMITMENTS
4,644 19,342 393 36,942 53,618 41,979 73,353 45,527 14,153
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 7,860)
-1,734 2,058 -217 3,035 3,428 1,083 5,269 6,777 2,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 22.1 0.4 42.2 61.3 48.0 83.8 52.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 24 6 35 29 54 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 458,473
COMMITMENTS
114,939 99,353 3,045 306,129 169,395 424,114 271,793 34,360 186,680
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -16,630)
84 -7,196 -813 -5,670 5,402 -6,399 -2,608 -10,231 -14,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 21.7 0.7 66.8 36.9 92.5 59.3 7.5 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
46 58 14 47 34 101 98
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 475,103
COMMITMENTS
114,855 106,549 3,859 311,799 163,993 430,512 274,401 44,591 200,702
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 56,490)
12,974 11,405 -653 31,378 7,089 43,699 17,841 12,791 38,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 22.4 0.8 65.6 34.5 90.6 57.8 9.4 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
49 71 15 44 37 100 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 106,675
COMMITMENTS
55,610 871 2,341 17,098 95,505 75,049 98,718 31,626 7,958
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 9,271)
5,989 -3,128 731 2,293 12,939 9,013 10,542 258 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 0.8 2.2 16.0 89.5 70.4 92.5 29.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 3 3 12 25 34 30
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 97,405
COMMITMENTS
49,621 3,999 1,610 14,805 82,566 66,036 88,176 31,369 9,229
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 6,428)
5,272 -3,920 1,032 -843 9,014 5,460 6,126 969 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 4.1 1.7 15.2 84.8 67.8 90.5 32.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 3 3 10 23 33 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,787
COMMITMENTS
1,503 14,550 310 27,658 16,433 29,471 31,294 6,316 4,493
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,121)
128 1,055 50 4,061 2,954 4,239 4,059 -117 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 40.7 0.9 77.3 45.9 82.4 87.4 17.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 12 3 28 21 35 34
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,666
COMMITMENTS
1,375 13,495 260 23,598 13,479 25,233 27,234 6,433 4,431
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,324)
111 2,683 186 4,812 1,274 5,109 4,143 -785 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 42.6 0.8 74.5 42.6 79.7 86.0 20.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 13 3 29 19 36 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 212,431
COMMITMENTS
61,338 35,335 1,532 136,250 160,845 199,120 197,712 13,311 14,719
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,409)
11,531 3,133 102 79 8,033 11,712 11,268 697 1,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 16.6 0.7 64.1 75.7 93.7 93.1 6.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
18 30 7 30 42 53 74
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 200,022
COMMITMENTS
49,807 32,202 1,430 136,171 152,812 187,408 186,444 12,614 13,578
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 22,149)
10,339 3,779 819 10,971 18,311 22,130 22,909 19 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 16.1 0.7 68.1 76.4 93.7 93.2 6.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
15 33 6 26 40 46 74
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,021
COMMITMENTS
10,948 8,498 1,054 16,694 23,908 28,696 33,460 12,325 7,561
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,790)
634 1,124 26 2,268 513 2,928 1,663 -1,138 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 20.7 2.6 40.7 58.3 70.0 81.6 30.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 17 5 19 22 43 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,231
COMMITMENTS
10,314 7,374 1,028 14,426 23,395 25,768 31,797 13,463 7,434
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -39)
459 -1,855 18 -922 969 -445 -868 406 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 18.8 2.6 36.8 59.6 65.7 81.1 34.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
19 15 4 16 22 38 40
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 118,575
COMMITMENTS
100 10,511 2,618 58,189 75,322 60,907 88,451 57,668 30,124
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -942)
-190 3,601 87 1,847 -2,193 1,744 1,495 -2,686 -2,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.9 2.2 49.1 63.5 51.4 74.6 48.6 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 18 5 22 28 28 47
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 119,517
COMMITMENTS
290 6,910 2,531 56,342 77,515 59,163 86,956 60,354 32,561
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -395)
-110 -5 10 -3,019 -1,434 -3,119 -1,429 2,724 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.8 2.1 47.1 64.9 49.5 72.8 50.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 15 4 20 26 25 43
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 121,740
COMMITMENTS
49,215 4,067 21,373 17,060 83,866 87,648 109,305 34,092 12,434
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -15,526)
-399 -929 -7,149 -4,585 -2,715 -12,133 -10,794 -3,393 -4,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 3.3 17.6 14.0 68.9 72.0 89.8 28.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
90 23 47 22 35 133 89
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 137,266
COMMITMENTS
49,614 4,997 28,522 21,645 86,581 99,781 120,099 37,485 17,167
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 7,627)
4,232 -886 1,751 -680 4,817 5,303 5,682 2,324 1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 3.6 20.8 15.8 63.1 72.7 87.5 27.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
83 40 54 23 39 138 106
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 115,995
COMMITMENTS
49,286 15,143 16,409 34,259 74,632 99,954 106,184 16,041 9,811
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 867)
4,813 1,773 -1,792 -2,169 689 851 670 16 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 13.1 14.1 29.5 64.3 86.2 91.5 13.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
66 48 34 39 44 129 103
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 115,128
COMMITMENTS
44,474 13,370 18,201 36,428 73,943 99,103 105,514 16,026 9,614
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 15,407)
11,242 3,158 3,880 887 7,148 16,009 14,186 -602 1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 11.6 15.8 31.6 64.2 86.1 91.6 13.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
72 44 41 41 43 137 106
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 385,154
COMMITMENTS
137,675 51,729 81,245 104,850 229,127 323,769 362,101 61,385 23,054
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 9,809)
14,103 -1,471 -2,091 -2,217 13,330 9,795 9,768 13 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 13.4 21.1 27.2 59.5 84.1 94.0 15.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
132 40 61 40 50 196 135
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 375,346
COMMITMENTS
123,571 53,199 83,336 107,067 215,797 313,974 352,333 61,372 23,013
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 15,589)
11,710 -8,575 6,245 -7,885 17,894 10,071 15,564 5,518 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 14.2 22.2 28.5 57.5 83.6 93.9 16.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
129 40 63 36 46 189 131
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,307
COMMITMENTS
6,192 875 347 400 6,984 6,939 8,206 2,368 1,101
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 920)
584 472 34 140 547 758 1,053 162 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 9.4 3.7 4.3 75.0 74.6 88.2 25.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
20 3 4 3 3 26 8
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 8,387
COMMITMENTS
5,608 403 313 260 6,437 6,181 7,153 2,206 1,234
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -3,469)
-58 113 35 -1,791 -2,311 -1,814 -2,163 -1,655 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.9 4.8 3.7 3.1 76.7 73.7 85.3 26.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
17 3 4 2 3 22 8
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 73,112
COMMITMENTS
14,581 7,054 5,886 37,615 39,262 58,082 52,203 15,030 20,909
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -7,941)
5,275 -13,551 -1,626 -6,721 9,087 -3,072 -6,090 -4,868 -1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 9.6 8.1 51.4 53.7 79.4 71.4 20.6 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
27 22 18 43 40 80 73
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 81,053
COMMITMENTS
9,306 20,605 7,513 44,335 30,175 61,154 58,293 19,899 22,760
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -6,888)
-202 -6,173 -2,284 -4,849 -996 -7,336 -9,453 448 2,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 25.4 9.3 54.7 37.2 75.4 71.9 24.6 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
18 35 25 47 34 81 81
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,122
COMMITMENTS
1,063 3,627 1,423 21,741 19,010 24,228 24,060 11,895 12,062
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,922)
174 -4,419 -982 -2,234 1,140 -3,042 -4,261 -881 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 10.0 3.9 60.2 52.6 67.1 66.6 32.9 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 10 6 19 21 29 33
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 40,045
COMMITMENTS
890 8,046 2,405 23,975 17,870 27,269 28,321 12,775 11,724
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -2,813)
238 -2,032 -553 -1,165 -628 -1,480 -3,213 -1,333 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 20.1 6.0 59.9 44.6 68.1 70.7 31.9 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 17 8 21 18 31 40
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 153,301
COMMITMENTS
41,046 7,738 34,242 57,057 100,039 132,344 142,018 20,957 11,282
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 23,583)
12,761 -4,074 8,184 859 19,228 21,804 23,338 1,779 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 5.0 22.3 37.2 65.3 86.3 92.6 13.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
92 46 56 65 63 188 138
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 129,718
COMMITMENTS
28,284 11,812 26,057 56,198 80,811 110,539 118,681 19,178 11,037
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 9,733)
7,784 -8,718 1,979 -198 18,958 9,564 12,218 169 -2,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 9.1 20.1 43.3 62.3 85.2 91.5 14.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
88 41 59 64 60 170 146
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,558
COMMITMENTS
11,062 2,721 9,874 13,389 26,454 34,325 39,049 6,233 1,509
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,134)
1,493 294 -1,482 -3,933 -2,617 -3,921 -3,804 -213 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 6.7 24.3 33.0 65.2 84.6 96.3 15.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
72 17 31 25 21 110 57
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,692
COMMITMENTS
9,569 2,427 11,355 17,323 29,070 38,246 42,853 6,445 1,839
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -14,947)
464 -201 -7,896 -7,562 -6,723 -14,994 -14,820 46 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 5.4 25.4 38.8 65.0 85.6 95.9 14.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
66 15 28 27 22 103 55
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 147,719
COMMITMENTS
39,460 5,972 11,306 84,570 125,013 135,337 142,291 12,383 5,428
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 22,622)
16,097 -1,457 4,143 499 17,141 20,739 19,826 1,883 2,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 4.0 7.7 57.3 84.6 91.6 96.3 8.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
62 34 36 44 36 130 87
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 125,097
COMMITMENTS
23,363 7,429 7,163 84,071 107,873 114,597 122,465 10,500 2,632
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 5,151)
1,383 -849 56 3,048 5,755 4,488 4,963 664 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 5.9 5.7 67.2 86.2 91.6 97.9 8.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
49 27 25 46 35 108 75
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 486,629
COMMITMENTS
112,810 16,886 87,267 200,657 339,493 400,734 443,645 85,895 42,983
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -21,055)
-9,961 4,872 6,342 -8,720 -28,524 -12,338 -17,310 -8,716 -3,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 3.5 17.9 41.2 69.8 82.3 91.2 17.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
54 30 39 53 46 131 92
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 507,683
COMMITMENTS
122,771 12,014 80,925 209,377 368,016 413,072 460,955 94,611 46,728
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -9,449)
-3,453 1,614 -2,507 -2,030 -13,715 -7,990 -14,609 -1,458 5,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 2.4 15.9 41.2 72.5 81.4 90.8 18.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
64 24 42 53 48 139 94
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 151,408
COMMITMENTS
53,500 10,735 37,425 45,995 95,307 136,920 143,467 14,488 7,941
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 9,550)
547 423 6,549 1,649 2,100 8,745 9,072 805 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 7.1 24.7 30.4 62.9 90.4 94.8 9.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
175 59 113 97 118 312 259
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 141,858
COMMITMENTS
52,953 10,312 30,876 44,346 93,207 128,175 134,395 13,683 7,463
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -5,870)
-1,903 492 430 -2,410 -2,810 -3,883 -1,888 -1,987 -3,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 7.3 21.8 31.3 65.7 90.4 94.7 9.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
172 50 101 96 119 298 244
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,364
COMMITMENTS
7,182 14,481 3,541 12,108 4,060 22,831 22,081 2,533 3,283
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,683)
403 1,668 -117 1,453 -280 1,739 1,271 -56 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 57.1 14.0 47.7 16.0 90.0 87.1 10.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 30 11 4 11 20 45
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 23,681
COMMITMENTS
6,779 12,813 3,657 10,655 4,340 21,092 20,810 2,589 2,871
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,678)
1,200 6,166 36 3,965 -2,015 5,201 4,187 -523 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 54.1 15.4 45.0 18.3 89.1 87.9 10.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 26 12 4 10 23 45
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 190,586
COMMITMENTS
27,548 28,369 30,950 100,455 102,402 158,952 161,721 31,634 28,865
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -6,118)
6,730 5,108 -5,688 -7,384 -5,244 -6,342 -5,825 224 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 14.9 16.2 52.7 53.7 83.4 84.9 16.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
30 26 31 60 65 111 103
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,704
COMMITMENTS
20,818 23,262 36,638 107,839 107,647 165,295 167,546 31,409 29,158
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 17,580)
7,245 -819 8,108 -973 8,705 14,379 15,994 3,201 1,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 11.8 18.6 54.8 54.7 84.0 85.2 16.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
29 26 33 62 67 110 108
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 645,130
COMMITMENTS
35,677 54,114 255,435 274,774 302,432 565,886 611,981 79,244 33,148
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -53,368)
9,330 -10,691 -29,144 -39,806 -8,933 -59,620 -48,769 6,252 -4,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.4 39.6 42.6 46.9 87.7 94.9 12.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
54 48 76 80 73 171 166
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 698,498
COMMITMENTS
26,347 64,805 284,579 314,580 311,366 625,506 660,750 72,992 37,748
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 16,274)
415 7,214 7,453 7,232 1,888 15,100 16,555 1,173 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 9.3 40.7 45.0 44.6 89.6 94.6 10.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
46 70 81 95 87 185 197
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,492
COMMITMENTS
4,348 4,708 0 54,833 57,160 59,181 61,868 7,311 4,624
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,196)
353 124 -1,333 -1,523 -2,461 -2,503 -3,670 -693 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 7.1 0.0 82.5 86.0 89.0 93.0 11.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 19 20 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,688
COMMITMENTS
3,995 4,584 1,333 56,356 59,621 61,684 65,538 8,004 4,150
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,696)
0 0 0 780 1,394 780 1,394 916 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.6 1.9 80.9 85.6 88.5 94.0 11.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 27 22 29 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,769
COMMITMENTS
4,212 143 4,297 26,052 30,510 34,561 34,950 4,208 3,819
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,318)
2,027 -1,292 -135 -5,526 -3,960 -3,634 -5,387 -684 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.4 11.1 67.2 78.7 89.1 90.1 10.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 17 14 21 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,087
COMMITMENTS
2,185 1,435 4,432 31,578 34,470 38,195 40,337 4,892 2,750
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,772)
-372 -368 771 728 606 1,127 1,009 645 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.3 10.3 73.3 80.0 88.6 93.6 11.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 20 19 23 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,235
COMMITMENTS
5,740 1,607 906 47,861 49,778 54,507 52,291 6,728 8,944
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -6,610)
-2,310 1,607 -310 -5,342 -5,378 -7,962 -4,081 1,352 -2,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.6 1.5 78.2 81.3 89.0 85.4 11.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 16 20 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,845
COMMITMENTS
8,050 0 1,216 53,203 55,156 62,469 56,372 5,376 11,473
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 3,138)
1,222 0 62 1,883 2,410 3,167 2,472 -29 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 1.8 78.4 81.3 92.1 83.1 7.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 22 18 23 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 930,637
COMMITMENTS
246,185 62,269 157,808 509,801 700,076 913,794 920,153 16,843 10,484
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -53,276)
16,814 759 -15,512 -40,265 -27,237 -38,963 -41,990 -14,313 -11,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 6.7 17.0 54.8 75.2 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
17 7 23 77 73 105 97
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 983,913
COMMITMENTS
229,371 61,510 173,320 550,066 727,313 952,757 962,143 31,156 21,770
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 28,348)
-10,441 -5,232 5,991 19,493 13,708 15,043 14,467 13,305 13,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 6.3 17.6 55.9 73.9 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
18 9 27 84 77 115 105
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,407
COMMITMENTS
24,742 45,890 21,960 56,317 38,757 103,019 106,607 5,388 1,800
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -22,295)
-4,103 7,959 -14,729 -6,296 -16,236 -25,128 -23,006 2,833 711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 42.3 20.3 51.9 35.8 95.0 98.3 5.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 7 13 19 19 36 32
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,702
COMMITMENTS
28,845 37,931 36,689 62,613 54,993 128,147 129,613 2,555 1,089
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 13,624)
7,300 3,678 2,132 4,162 8,524 13,594 14,334 30 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 29.0 28.1 47.9 42.1 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 8 14 24 28 42 42
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,129
COMMITMENTS
2,197 3,398 10,979 28,542 27,909 41,718 42,286 1,410 843
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 865)
-728 -1,953 793 -302 1,421 -237 262 1,102 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 7.9 25.5 66.2 64.7 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 6 22 26 29 33
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 42,263
COMMITMENTS
2,926 5,350 10,185 28,844 26,488 41,955 42,023 308 240
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 902)
763 959 -296 655 40 1,122 702 -220 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 12.7 24.1 68.2 62.7 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 6 7 23 28 30 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,773
COMMITMENTS
2,402 1,340 1,879 14,492 15,514 18,773 18,733 0 40
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 172)
258 -44 0 -86 176 172 132 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 7.1 10.0 77.2 82.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 16 16 20 20
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,601
COMMITMENTS
2,144 1,384 1,879 14,578 15,338 18,601 18,601 0 0
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -554)
248 -596 88 -890 -46 -554 -554 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 7.4 10.1 78.4 82.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 16 16 20 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,318
COMMITMENTS
218 5,614 1,228 7,872 2,476 9,318 9,318 0 0
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -42)
0 0 0 -42 -42 -42 -42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 60.2 13.2 84.5 26.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 14 11 17 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,360
COMMITMENTS
218 5,614 1,228 7,914 2,518 9,360 9,360 0 0
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 46)
0 1,016 -508 554 -462 46 46 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 60.0 13.1 84.6 26.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 14 11 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,178,307
COMMITMENTS
135,156 39,794 272,162 697,066 780,196 1104385 1092152 73,922 86,155
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 37,881)
10,563 3,792 8,563 6,585 17,326 25,710 29,681 12,171 8,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 3.4 23.1 59.2 66.2 93.7 92.7 6.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
87 75 101 82 92 217 227
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,140,426
COMMITMENTS
124,594 36,002 263,599 690,481 762,870 1078674 1062471 61,751 77,954
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -20,911)
20,914 -4,873 -22,521 -17,948 9,303 -19,555 -18,091 -1,357 -2,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.2 23.1 60.5 66.9 94.6 93.2 5.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
85 61 95 88 99 214 218
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,290
COMMITMENTS
7,981 2,549 93 2,397 9,538 10,471 12,180 2,819 1,110
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -1,112)
-111 -23 -692 32 -251 -771 -966 -341 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.1 19.2 0.7 18.0 71.8 78.8 91.6 21.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
63 22 4 17 23 83 46
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,402
COMMITMENTS
8,092 2,572 785 2,365 9,789 11,242 13,146 3,160 1,256
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 448)
19 47 41 -38 121 22 209 426 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 17.9 5.5 16.4 68.0 78.1 91.3 21.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
63 21 5 12 24 80 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,353
COMMITMENTS
3,352 380 160 1,772 5,852 5,284 6,392 2,069 961
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -163)
-421 25 160 -89 -335 -350 -150 187 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 5.2 2.2 24.1 79.6 71.9 86.9 28.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 4 3 7 12 28 18
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,516
COMMITMENTS
3,773 355 0 1,861 6,187 5,634 6,542 1,882 974
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 78)
155 44 0 71 1 226 45 -148 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 4.7 0.0 24.8 82.3 75.0 87.0 25.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 3 0 8 15 28 18
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 186,904
COMMITMENTS
29,415 5,477 33,225 103,020 131,766 165,661 170,468 21,243 16,436
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -8,716)
2,894 2,205 -3,794 -9,872 -5,648 -10,773 -7,237 2,057 -1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 2.9 17.8 55.1 70.5 88.6 91.2 11.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
46 24 47 72 81 140 137
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 195,619
COMMITMENTS
26,521 3,272 37,019 112,893 137,415 176,433 177,706 19,186 17,914
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 8,672)
5,378 -2,134 3,489 -429 5,183 8,438 6,538 234 2,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 1.7 18.9 57.7 70.2 90.2 90.8 9.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
52 17 43 76 83 143 133
Updated March 11, 2005