WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 207,629: 31,972 72,617 21,056 119,722 84,730 172,750 178,403: 34,879 29,226
Old : 169,918: 39,863 70,717 7,401 94,601 69,131 141,865 147,249: 28,053 22,669
Other: 37,711: 3,709 13,500 2,055 25,121 15,599 30,885 31,154: 6,826 6,557
: : :
: : Changes in Commitments from: January 18, 2005 :
: 3,335: -4,796 -4,556 2,094 3,675 4,371 973 1,909: 2,362 1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 35.0 10.1 57.7 40.8 83.2 85.9: 16.8 14.1
Old : 100.0: 23.5 41.6 4.4 55.7 40.7 83.5 86.7: 16.5 13.3
Other: 100.0: 9.8 35.8 5.4 66.6 41.4 81.9 82.6: 18.1 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 73 86 50 48 50 145 170:
Old : 227: 80 82 29 37 47 126 151:
Other: 99: 23 34 20 26 33 64 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 27.1 46.8 34.2 32.6 26.2 46.4 33.3
Old : 36.4 28.1 48.9 36.4 36.4 28.1 48.9 36.4
Other: 57.6 32.7 64.2 43.0 56.4 29.0 59.8 39.0
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 644,934: 73,589 186,076 41,383 402,070 244,588 517,042 472,047: 127,892 172,887
Old : 561,920: 71,318 179,643 34,059 339,982 209,312 445,359 423,014: 116,561 138,906
Other: 83,014: 8,910 13,072 685 62,088 35,276 71,683 49,033: 11,331 33,981
: : :
: : Changes in Commitments from: January 18, 2005 :
: 13,377: -6,616 -8,133 10,768 -18,168 -21,200 -14,016 -18,565: 27,393 31,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 28.9 6.4 62.3 37.9 80.2 73.2: 19.8 26.8
Old : 100.0: 12.7 32.0 6.1 60.5 37.2 79.3 75.3: 20.7 24.7
Other: 100.0: 10.7 15.7 0.8 74.8 42.5 86.4 59.1: 13.6 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 111 137 79 164 148 321 328:
Old : 460: 117 130 67 157 131 308 299:
Other: 227: 33 48 10 57 118 96 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 13.4 29.2 18.9 17.9 12.1 28.6 16.8
Old : 18.6 14.4 29.6 20.2 18.6 13.2 29.3 18.2
Other: 48.5 11.2 57.3 19.4 48.5 10.9 57.3 19.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,522: 3,234 388 75 1,254 5,695 4,563 6,158: 3,959 2,364
Old : 8,018: 3,189 403 52 1,159 5,504 4,400 5,959: 3,618 2,059
Other: 504: 68 8 0 95 191 163 199: 341 305
: : :
: : Changes in Commitments from: January 18, 2005 :
: 560: 563 160 -32 149 537 680 665: -120 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 4.6 0.9 14.7 66.8 53.5 72.3: 46.5 27.7
Old : 100.0: 39.8 5.0 0.6 14.5 68.6 54.9 74.3: 45.1 25.7
Other: 100.0: 13.5 1.6 0.0 18.8 37.9 32.3 39.5: 67.7 60.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 17 4 3 9 15 27 21:
Old : 36: 17 4 3 9 15 27 21:
Other: 11: 3 2 0 2 5 5 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 40.1 39.7 54.9 25.0 36.7 32.6 47.3
Old : 29.3 41.5 41.0 56.9 26.5 37.9 34.5 49.4
Other: 31.9 34.7 32.3 39.5 31.9 34.3 31.9 39.1
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 253,102: 27,221 99,935 19,999 151,859 71,612 199,079 191,546: 54,023 61,556
Old : 232,341: 26,643 103,679 12,975 144,377 60,248 183,995 176,902: 48,346 55,439
Other: 20,761: 7,444 3,122 158 7,482 11,364 15,084 14,644: 5,677 6,117
: : :
: : Changes in Commitments from: January 18, 2005 :
: 5,400: -234 -1,834 3,571 -6,488 -6,163 -3,151 -4,426: 8,551 9,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 39.5 7.9 60.0 28.3 78.7 75.7: 21.3 24.3
Old : 100.0: 11.5 44.6 5.6 62.1 25.9 79.2 76.1: 20.8 23.9
Other: 100.0: 35.9 15.0 0.8 36.0 54.7 72.7 70.5: 27.3 29.5
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 69 109 71 77 87 195 231:
Old : 293: 68 114 55 75 77 177 217:
Other: 118: 37 24 5 22 45 63 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 16.7 39.1 23.3 28.1 15.3 38.4 21.0
Old : 29.8 17.6 41.3 24.0 29.7 17.2 40.8 23.5
Other: 33.9 43.0 46.2 49.7 33.8 41.8 46.1 48.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 163,297: 22,403 50,841 18,986 99,880 70,566 141,269 140,393: 22,028 22,904
Old : 145,112: 22,057 51,841 11,648 92,668 60,461 126,373 123,950: 18,739 21,162
Other: 18,185: 4,238 2,892 3,446 7,212 10,105 14,896 16,443: 3,289 1,742
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,840: 1,391 -2,155 1,033 -3,221 -554 -797 -1,676: -1,043 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 31.1 11.6 61.2 43.2 86.5 86.0: 13.5 14.0
Old : 100.0: 15.2 35.7 8.0 63.9 41.7 87.1 85.4: 12.9 14.6
Other: 100.0: 23.3 15.9 18.9 39.7 55.6 81.9 90.4: 18.1 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 33 46 28 53 41 103 111:
Old : 156: 40 50 25 52 40 102 107:
Other: 44: 12 10 10 20 10 37 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 : 22.7 27.3 35.9 35.8 19.6 20.9 29.4 27.9
Old : 24.0 28.2 37.7 36.0 23.2 25.1 36.1 32.9
Other: 33.5 54.5 50.9 71.4 25.0 46.7 38.5 55.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 719,351: 187,206 156,913 11,043 372,803 376,880 571,052 544,836: 148,299 174,515
Old : 719,351: 187,206 156,913 11,043 372,803 376,880 571,052 544,836: 148,299 174,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 39,829: -2,328 35,175 3,660 5,646 -48,763 6,978 -9,928: 32,851 49,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 21.8 1.5 51.8 52.4 79.4 75.7: 20.6 24.3
Old : 100.0: 26.0 21.8 1.5 51.8 52.4 79.4 75.7: 20.6 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 40 33 17 53 75 102 117:
Old : 166: 40 33 17 53 75 102 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 16.2 34.0 27.1 17.6 15.8 25.6 23.7
Old : 23.5 16.2 34.0 27.1 17.6 15.8 25.6 23.7
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 25, 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 : 156,537: 9,151 41,560 26,965 91,856 61,749 127,972 130,274: 28,565 26,263
Old : 139,820: 12,437 40,055 18,565 82,257 56,305 113,259 114,925: 26,561 24,895
Other: 16,717: 1,986 6,777 3,128 9,599 5,444 14,713 15,349: 2,004 1,368
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,456: 1,902 1,559 164 -7,147 -6,876 -5,081 -5,153: 1,625 1,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 26.5 17.2 58.7 39.4 81.8 83.2: 18.2 16.8
Old : 100.0: 8.9 28.6 13.3 58.8 40.3 81.0 82.2: 19.0 17.8
Other: 100.0: 11.9 40.5 18.7 57.4 32.6 88.0 91.8: 12.0 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 17 58 52 52 48 114 135:
Old : 163: 28 54 46 50 46 108 131:
Other: 63: 15 16 13 27 12 52 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 19.9 37.8 27.8 22.4 9.3 29.5 15.8
Old : 25.8 19.3 37.2 27.3 23.2 11.3 31.2 18.0
Other: 40.7 51.8 57.2 69.1 37.4 43.6 47.1 55.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 4,231: 1,606 1,518 63 1,100 1,215 2,769 2,796: 1,462 1,435
Old : 4,225: 1,606 1,522 57 1,100 1,212 2,763 2,791: 1,462 1,434
Other: 6: 4 0 2 0 3 6 5: 0 1
: : :
: : Changes in Commitments from: January 18, 2005 :
: 88: -25 -35 -26 -5 53 -56 -8: 144 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 35.9 1.5 26.0 28.7 65.4 66.1: 34.6 33.9
Old : 100.0: 38.0 36.0 1.3 26.0 28.7 65.4 66.1: 34.6 33.9
Other: 100.0: 66.7 0.0 33.3 0.0 50.0 100.0 83.3: 0.0 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 12 9 3 8 8 23 17:
Old : 32: 12 9 2 8 8 22 17:
Other: 4: 1 0 2 0 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 41.1 46.4 53.3 31.6 40.4 42.6 51.3
Old : 35.4 41.1 46.5 53.3 31.6 40.4 42.7 51.4
Other: 100.0 83.3 100.0 83.3 66.7 50.0 66.7 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 311,966: 80,008 80,034 700 182,049 136,803 262,757 217,537: 49,209 94,429
Old : 311,966: 80,008 80,034 700 182,049 136,803 262,757 217,537: 49,209 94,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 16,363: 376 -8,680 -374 -3,790 -11,531 -3,788 -20,585: 20,151 36,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 25.7 0.2 58.4 43.9 84.2 69.7: 15.8 30.3
Old : 100.0: 25.6 25.7 0.2 58.4 43.9 84.2 69.7: 15.8 30.3
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 : 108: 14 32 1 37 43 52 75:
Old : 108: 14 32 1 37 43 52 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 16.6 45.9 24.7 31.8 16.6 44.8 24.3
Old : 32.2 16.6 45.9 24.7 31.8 16.6 44.8 24.3
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 25, 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 : 1,643,461: 276,629 330,215 34,437 1,068,279 790,416 1,379,345 1,155,068: 264,116 488,393
Old : 1,643,461: 276,629 330,215 34,437 1,068,279 790,416 1,379,345 1,155,068: 264,116 488,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -24,687: -138,339 -51,207 5,545 15,078 -140,353 -117,716 -186,015: 93,029 161,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 20.1 2.1 65.0 48.1 83.9 70.3: 16.1 29.7
Old : 100.0: 16.8 20.1 2.1 65.0 48.1 83.9 70.3: 16.1 29.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 45 64 33 77 124 141 202:
Old : 254: 45 64 33 77 124 141 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 12.4 49.1 21.3 36.6 11.1 44.8 17.7
Old : 39.5 12.4 49.1 21.3 36.6 11.1 44.8 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 1,159,390: 282,440 174,527 11,958 739,415 686,840 1,033,813 873,325: 125,577 286,065
Old : 1,159,390: 282,440 174,527 11,958 739,415 686,840 1,033,813 873,325: 125,577 286,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -8,589: -45,664 -47,450 -263 -17,357 -82,049 -63,284 -129,762: 54,695 121,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.1 1.0 63.8 59.2 89.2 75.3: 10.8 24.7
Old : 100.0: 24.4 15.1 1.0 63.8 59.2 89.2 75.3: 10.8 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 37 41 20 62 88 109 139:
Old : 187: 37 41 20 62 88 109 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 19.9 44.7 30.3 23.7 18.8 39.2 27.4
Old : 27.6 19.9 44.7 30.3 23.7 18.8 39.2 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 442,101: 158,856 55,829 49,874 203,849 312,315 412,579 418,018: 29,522 24,083
Old : 442,101: 158,856 55,829 49,874 203,849 312,315 412,579 418,018: 29,522 24,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 70,745: 30,179 13,759 -907 30,104 48,514 59,376 61,366: 11,369 9,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 12.6 11.3 46.1 70.6 93.3 94.6: 6.7 5.4
Old : 100.0: 35.9 12.6 11.3 46.1 70.6 93.3 94.6: 6.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 36 14 21 48 48 90 78:
Old : 112: 36 14 21 48 48 90 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 37.7 49.9 52.1 27.2 36.9 39.8 48.8
Old : 35.4 37.7 49.9 52.1 27.2 36.9 39.8 48.8
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 25, 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 : 48,169: 13,479 9,905 10 22,613 31,301 36,102 41,216: 12,067 6,953
Old : 48,169: 13,479 9,905 10 22,613 31,301 36,102 41,216: 12,067 6,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,587: -1,412 1,216 -59 -2,758 -935 -4,229 222: 5,816 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 20.6 0.0 46.9 65.0 74.9 85.6: 25.1 14.4
Old : 100.0: 28.0 20.6 0.0 46.9 65.0 74.9 85.6: 25.1 14.4
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 : 68: 25 15 1 20 11 46 26:
Old : 68: 25 15 1 20 11 46 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 64.7 45.3 74.9 31.5 64.2 45.3 74.3
Old : 31.5 64.7 45.3 74.9 31.5 64.2 45.3 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 67,194: 9,570 25,452 278 46,228 25,197 56,076 50,927: 11,118 16,267
Old : 67,194: 9,570 25,452 278 46,228 25,197 56,076 50,927: 11,118 16,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 8,052: -3,864 4,315 97 8,411 -3,792 4,644 620: 3,408 7,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 37.9 0.4 68.8 37.5 83.5 75.8: 16.5 24.2
Old : 100.0: 14.2 37.9 0.4 68.8 37.5 83.5 75.8: 16.5 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 19 21 3 21 11 40 35:
Old : 68: 19 21 3 21 11 40 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 50.3 63.2 57.6 47.3 50.3 63.1 57.1
Old : 47.4 50.3 63.2 57.6 47.3 50.3 63.1 57.1
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 25, 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 : 39,125: 7,850 10,239 1,014 29,977 26,480 38,841 37,733: 284 1,392
Old : 39,125: 7,850 10,239 1,014 29,977 26,480 38,841 37,733: 284 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -772: 5,958 -98 0 -6,803 -759 -845 -857: 73 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 26.2 2.6 76.6 67.7 99.3 96.4: 0.7 3.6
Old : 100.0: 20.1 26.2 2.6 76.6 67.7 99.3 96.4: 0.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 21 3 17 15 26 36:
Old : 55: 6 21 3 17 15 26 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 : 52.3 47.8 76.6 72.4 52.3 47.4 76.5 71.9
Old : 52.3 47.8 76.6 72.4 52.3 47.4 76.5 71.9
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,214: 5,718 1,587 0 8,480 12,167 14,198 13,754: 16 460
Old : 14,214: 5,718 1,587 0 8,480 12,167 14,198 13,754: 16 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 751: 5,718 -160 0 -4,971 915 747 755: 4 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 11.2 0.0 59.7 85.6 99.9 96.8: 0.1 3.2
Old : 100.0: 40.2 11.2 0.0 59.7 85.6 99.9 96.8: 0.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 6 0 7 10 9 16:
Old : 24: 2 6 0 7 10 9 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 75.5 99.5 87.0 84.4 72.8 97.2 84.3
Old : 84.4 75.5 99.5 87.0 84.4 72.8 97.2 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2005