WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 195,001: 38,061 76,909 15,289 110,992 76,866 164,342 169,064: 30,659 25,937
Old : 167,547: 44,267 75,016 4,893 91,989 65,917 141,149 145,826: 26,398 21,721
Other: 27,454: 3,357 11,456 833 19,003 10,949 23,193 23,238: 4,261 4,216
: : :
: : Changes in Commitments from: December 28, 2004 :
: 11,959: 307 9,533 1,680 4,418 -3,660 6,405 7,553: 5,554 4,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 39.4 7.8 56.9 39.4 84.3 86.7: 15.7 13.3
Old : 100.0: 26.4 44.8 2.9 54.9 39.3 84.2 87.0: 15.8 13.0
Other: 100.0: 12.2 41.7 3.0 69.2 39.9 84.5 84.6: 15.5 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 90 94 46 54 60 165 188:
Old : 269: 95 93 31 50 54 153 170:
Other: 105: 22 29 17 21 43 53 81:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 27.2 43.9 34.2 29.4 27.0 43.9 33.4
Old : 32.1 28.0 45.3 35.4 32.1 27.8 45.1 35.2
Other: 59.6 39.1 69.7 52.1 59.4 38.9 66.8 51.6
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 604,517: 81,565 174,000 28,868 399,972 269,866 510,405 472,734: 94,112 131,783
Old : 539,192: 77,950 169,509 24,453 349,826 236,794 452,229 430,756: 86,963 108,436
Other: 65,325: 7,497 8,373 533 50,146 33,072 58,176 41,978: 7,149 23,347
: : :
: : Changes in Commitments from: December 28, 2004 :
: 11,598: 1,211 12,519 -4,445 13,116 510 9,882 8,584: 1,716 3,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 28.8 4.8 66.2 44.6 84.4 78.2: 15.6 21.8
Old : 100.0: 14.5 31.4 4.5 64.9 43.9 83.9 79.9: 16.1 20.1
Other: 100.0: 11.5 12.8 0.8 76.8 50.6 89.1 64.3: 10.9 35.7
: : :
:# Traders : Number of Traders in Each Category :
All : 659: 156 160 95 233 239 437 458:
Old : 649: 158 157 82 224 223 422 430:
Other: 326: 45 54 4 65 186 111 243:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 16.0 27.3 21.6 16.4 15.2 27.0 20.4
Old : 17.7 17.1 28.2 23.1 17.5 16.5 27.8 22.0
Other: 47.3 11.7 55.2 19.2 47.3 11.7 55.2 19.2
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,845: 1,407 676 26 1,858 4,451 3,291 5,153: 3,554 1,692
Old : 6,683: 1,346 676 26 1,836 4,350 3,208 5,052: 3,475 1,631
Other: 162: 61 0 0 22 101 83 101: 79 61
: : :
: : Changes in Commitments from: December 28, 2004 :
: -320: 26 -139 0 -120 -179 -94 -318: -226 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.9 0.4 27.1 65.0 48.1 75.3: 51.9 24.7
Old : 100.0: 20.1 10.1 0.4 27.5 65.1 48.0 75.6: 52.0 24.4
Other: 100.0: 37.7 0.0 0.0 13.6 62.3 51.2 62.3: 48.8 37.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 5 1 13 11 28 16:
Old : 35: 14 5 1 13 11 28 16:
Other: 9: 3 0 0 2 6 5 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 50.6 30.2 65.2 13.6 49.0 21.5 60.2
Old : 20.8 50.5 30.6 65.3 13.8 49.2 21.8 60.6
Other: 50.0 61.1 51.2 62.3 43.8 54.3 43.8 54.9
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 233,674: 30,135 75,205 16,414 147,212 89,160 193,761 180,779: 39,913 52,895
Old : 216,416: 29,468 77,905 10,485 140,866 80,011 180,819 168,401: 35,597 48,015
Other: 17,258: 6,529 3,162 67 6,346 9,149 12,942 12,378: 4,316 4,880
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,598: -6,386 8,115 127 2,292 -11,324 -3,967 -3,082: 1,369 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 32.2 7.0 63.0 38.2 82.9 77.4: 17.1 22.6
Old : 100.0: 13.6 36.0 4.8 65.1 37.0 83.6 77.8: 16.4 22.2
Other: 100.0: 37.8 18.3 0.4 36.8 53.0 75.0 71.7: 25.0 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 83 129 74 93 114 229 277:
Old : 355: 79 130 56 88 104 206 260:
Other: 118: 34 22 2 23 50 58 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 17.1 41.7 23.6 27.8 15.4 37.2 20.3
Old : 32.6 17.1 44.2 23.7 30.3 17.1 41.5 22.4
Other: 36.0 37.6 48.9 46.0 35.9 36.6 48.8 45.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 147,039: 19,613 38,810 17,236 89,351 70,452 126,200 126,498: 20,839 20,541
Old : 132,221: 20,708 39,383 10,620 82,644 62,413 113,972 112,416: 18,249 19,805
Other: 14,818: 2,515 3,037 3,006 6,707 8,039 12,228 14,082: 2,590 736
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,042: -1,086 3,915 -460 2,372 -5,364 826 -1,909: -2,868 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 26.4 11.7 60.8 47.9 85.8 86.0: 14.2 14.0
Old : 100.0: 15.7 29.8 8.0 62.5 47.2 86.2 85.0: 13.8 15.0
Other: 100.0: 17.0 20.5 20.3 45.3 54.3 82.5 95.0: 17.5 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 32 41 29 51 41 99 106:
Old : 142: 36 43 24 50 40 95 101:
Other: 43: 12 11 9 17 10 34 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 30.9 32.9 38.9 17.7 24.5 27.8 32.3
Old : 23.5 30.7 34.4 39.3 21.7 27.6 32.6 36.2
Other: 36.6 54.3 49.9 76.2 22.5 42.9 33.8 52.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 605,730: 176,659 110,636 4,343 323,154 371,941 504,156 486,920: 101,574 118,810
Old : 605,730: 176,659 110,636 4,343 323,154 371,941 504,156 486,920: 101,574 118,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 2,884: 16,500 15,514 -22,177 -5,026 -3,246 -10,703 -9,909: 13,587 12,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 18.3 0.7 53.3 61.4 83.2 80.4: 16.8 19.6
Old : 100.0: 29.2 18.3 0.7 53.3 61.4 83.2 80.4: 16.8 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 41 39 16 57 82 110 126:
Old : 183: 41 39 16 57 82 110 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 18.7 37.3 31.0 20.0 18.0 27.7 28.1
Old : 26.7 18.7 37.3 31.0 20.0 18.0 27.7 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 152,084: 8,391 33,317 26,177 93,545 68,092 128,113 127,586: 23,971 24,498
Old : 138,146: 12,023 33,026 18,368 85,405 63,402 115,796 114,796: 22,350 23,350
Other: 13,938: 1,091 5,014 3,086 8,140 4,690 12,317 12,790: 1,621 1,148
: : :
: : Changes in Commitments from: December 28, 2004 :
: 7,607: -141 6,655 3,024 7,457 -1,876 10,340 7,803: -2,733 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 21.9 17.2 61.5 44.8 84.2 83.9: 15.8 16.1
Old : 100.0: 8.7 23.9 13.3 61.8 45.9 83.8 83.1: 16.2 16.9
Other: 100.0: 7.8 36.0 22.1 58.4 33.6 88.4 91.8: 11.6 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 20 51 47 52 51 111 131:
Old : 158: 28 52 45 52 50 110 128:
Other: 57: 11 16 12 26 10 47 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 21.7 38.4 30.4 24.6 13.2 32.5 20.1
Old : 26.7 21.2 37.7 29.8 25.4 14.3 34.0 22.5
Other: 44.1 54.3 62.0 71.6 42.0 40.8 50.9 51.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,420: 1,532 1,475 151 1,103 1,459 2,786 3,085: 1,634 1,335
Old : 4,418: 1,532 1,475 149 1,103 1,459 2,784 3,083: 1,634 1,335
Other: 2: 0 0 2 0 0 2 2: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6: 174 144 48 215 -219 437 -27: -443 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 33.4 3.4 25.0 33.0 63.0 69.8: 37.0 30.2
Old : 100.0: 34.7 33.4 3.4 25.0 33.0 63.0 69.8: 37.0 30.2
Other: 100.0: 0.0 0.0 100.0 0.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 10 3 6 8 18 18:
Old : 31: 9 10 3 6 8 18 18:
Other: 2: 0 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 41.9 49.4 52.8 35.2 41.9 49.4 52.8
Old : 35.2 41.9 49.4 52.8 35.2 41.9 49.4 52.8
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 252,434: 67,803 84,343 525 156,669 117,751 224,997 202,619: 27,437 49,815
Old : 252,434: 67,803 84,343 525 156,669 117,751 224,997 202,619: 27,437 49,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,817: 5,347 14,316 -875 -2,432 -10,783 2,040 2,658: 1,777 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 33.4 0.2 62.1 46.6 89.1 80.3: 10.9 19.7
Old : 100.0: 26.9 33.4 0.2 62.1 46.6 89.1 80.3: 10.9 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 19 55 4 48 66 69 123:
Old : 163: 19 55 4 48 66 69 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 12.7 45.4 21.0 30.9 12.7 43.4 20.8
Old : 31.2 12.7 45.4 21.0 30.9 12.7 43.4 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,676,478: 403,430 371,445 36,898 1,078,816 940,618 1,519,144 1,348,961: 157,334 327,517
Old : 1,676,478: 403,430 371,445 36,898 1,078,816 940,618 1,519,144 1,348,961: 157,334 327,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 64,791: 7,672 23,270 17,839 32,900 -24,715 58,411 16,394: 6,380 48,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 22.2 2.2 64.4 56.1 90.6 80.5: 9.4 19.5
Old : 100.0: 24.1 22.2 2.2 64.4 56.1 90.6 80.5: 9.4 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 47 106 35 94 174 166 291:
Old : 360: 47 106 35 94 174 166 291:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 14.8 57.1 23.1 45.2 13.0 54.7 20.0
Old : 45.6 14.8 57.1 23.1 45.2 13.0 54.7 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,147,002: 319,823 248,655 10,030 719,878 715,360 1,049,731 974,045: 97,271 172,957
Old : 1,147,002: 319,823 248,655 10,030 719,878 715,360 1,049,731 974,045: 97,271 172,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -7,244: -3,015 42,527 -33,276 6,982 -24,363 -29,309 -15,112: 22,065 7,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 21.7 0.9 62.8 62.4 91.5 84.9: 8.5 15.1
Old : 100.0: 27.9 21.7 0.9 62.8 62.4 91.5 84.9: 8.5 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 52 84 16 73 131 132 224:
Old : 294: 52 84 16 73 131 132 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 18.2 45.0 27.4 25.5 17.6 41.9 26.6
Old : 26.8 18.2 45.0 27.4 25.5 17.6 41.9 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 338,951: 118,848 37,740 36,573 158,723 250,092 314,144 324,405: 24,807 14,546
Old : 338,951: 118,848 37,740 36,573 158,723 250,092 314,144 324,405: 24,807 14,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -132,811: -63,721 -6,056 -17,664 -49,424 -107,366 -130,809 -131,086: -2,002 -1,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 11.1 10.8 46.8 73.8 92.7 95.7: 7.3 4.3
Old : 100.0: 35.1 11.1 10.8 46.8 73.8 92.7 95.7: 7.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 35 18 24 58 53 105 84:
Old : 126: 35 18 24 58 53 105 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 34.6 42.1 50.3 21.3 33.8 33.4 47.2
Old : 28.3 34.6 42.1 50.3 21.3 33.8 33.4 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 49,580: 19,663 9,021 47 24,704 32,916 44,414 41,984: 5,166 7,596
Old : 49,580: 19,663 9,021 47 24,704 32,916 44,414 41,984: 5,166 7,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 284: 43 -520 16 -429 226 -370 -278: 654 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 18.2 0.1 49.8 66.4 89.6 84.7: 10.4 15.3
Old : 100.0: 39.7 18.2 0.1 49.8 66.4 89.6 84.7: 10.4 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 35 18 2 23 13 60 31:
Old : 86: 35 18 2 23 13 60 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 65.2 57.3 75.5 38.1 65.2 57.3 74.9
Old : 38.1 65.2 57.3 75.5 38.1 65.2 57.3 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 47,102: 8,667 13,881 197 26,756 23,270 35,620 37,348: 11,482 9,754
Old : 47,102: 8,667 13,881 197 26,756 23,270 35,620 37,348: 11,482 9,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 11,401: 191 3,070 -29 7,319 7,497 7,481 10,538: 3,920 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 29.5 0.4 56.8 49.4 75.6 79.3: 24.4 20.7
Old : 100.0: 18.4 29.5 0.4 56.8 49.4 75.6 79.3: 24.4 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 26 19 2 19 12 46 32:
Old : 73: 26 19 2 19 12 46 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 55.6 51.4 63.8 38.0 55.6 51.4 63.6
Old : 38.0 55.6 51.4 63.8 38.0 55.6 51.4 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,255: 1,548 6,464 1,006 33,363 27,417 35,917 34,887: 338 1,368
Old : 36,255: 1,548 6,464 1,006 33,363 27,417 35,917 34,887: 338 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -52: -483 64 0 457 -112 -26 -48: -26 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 17.8 2.8 92.0 75.6 99.1 96.2: 0.9 3.8
Old : 100.0: 4.3 17.8 2.8 92.0 75.6 99.1 96.2: 0.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 21 2 17 15 23 36:
Old : 53: 4 21 2 17 15 23 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 51.7 80.4 72.1 53.6 51.1 80.3 71.6
Old : 53.6 51.7 80.4 72.1 53.6 51.1 80.3 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,599: 500 1,689 0 13,078 11,442 13,578 13,131: 21 468
Old : 13,599: 500 1,689 0 13,078 11,442 13,578 13,131: 21 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 473: -181 109 0 645 352 464 461: 9 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 12.4 0.0 96.2 84.1 99.8 96.6: 0.2 3.4
Old : 100.0: 3.7 12.4 0.0 96.2 84.1 99.8 96.6: 0.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 7 0 8 10 9 17:
Old : 25: 1 7 0 8 10 9 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 74.7 97.6 85.7 80.4 71.9 97.1 82.9
Old : 80.4 74.7 97.6 85.7 80.4 71.9 97.1 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2005