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
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 183,042: 37,754 67,376 13,609 106,574 80,526 157,937 161,511: 25,105 21,531
Old : 157,956: 42,579 65,788 4,543 89,063 69,706 136,185 140,037: 21,771 17,919
Other: 25,086: 3,071 9,484 1,170 17,511 10,820 21,752 21,474: 3,334 3,612
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,659: -532 -1,321 -453 1,353 794 368 -980: -2,027 -679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 36.8 7.4 58.2 44.0 86.3 88.2: 13.7 11.8
Old : 100.0: 27.0 41.6 2.9 56.4 44.1 86.2 88.7: 13.8 11.3
Other: 100.0: 12.2 37.8 4.7 69.8 43.1 86.7 85.6: 13.3 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 86 83 46 52 58 156 175:
Old : 250: 89 81 28 48 53 146 155:
Other: 98: 19 28 15 21 41 49 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 30.5 44.0 38.1 30.4 29.7 43.7 36.9
Old : 33.1 31.3 45.1 39.5 33.0 30.4 44.8 38.6
Other: 60.9 42.1 72.0 54.6 60.7 39.9 68.8 52.4
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 592,919: 80,354 161,481 33,313 386,856 269,356 500,523 464,150: 92,396 128,769
Old : 531,280: 77,238 155,996 29,020 339,538 239,192 445,796 424,208: 85,484 107,072
Other: 61,639: 7,034 9,403 375 47,318 30,164 54,727 39,942: 6,912 21,697
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,710: 1,805 -8,279 -1,712 -770 5,616 -677 -4,375: -1,033 2,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 27.2 5.6 65.2 45.4 84.4 78.3: 15.6 21.7
Old : 100.0: 14.5 29.4 5.5 63.9 45.0 83.9 79.8: 16.1 20.2
Other: 100.0: 11.4 15.3 0.6 76.8 48.9 88.8 64.8: 11.2 35.2
: : :
:# Traders : Number of Traders in Each Category :
All : 653: 145 163 91 229 241 425 460:
Old : 642: 146 160 82 220 227 410 436:
Other: 328: 42 59 3 70 182 113 243:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 16.7 27.3 22.3 16.6 16.1 27.0 21.5
Old : 17.7 18.2 28.1 24.0 17.5 17.6 27.7 23.3
Other: 47.4 11.3 55.4 20.0 47.4 11.2 55.4 19.9
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,165: 1,381 815 26 1,978 4,630 3,385 5,471: 3,780 1,694
Old : 7,010: 1,323 815 26 1,956 4,529 3,305 5,370: 3,705 1,640
Other: 155: 58 0 0 22 101 80 101: 75 54
: : :
: : Changes in Commitments from: December 21, 2004 :
: 436: 331 73 10 -176 236 165 319: 271 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.4 0.4 27.6 64.6 47.2 76.4: 52.8 23.6
Old : 100.0: 18.9 11.6 0.4 27.9 64.6 47.1 76.6: 52.9 23.4
Other: 100.0: 37.4 0.0 0.0 14.2 65.2 51.6 65.2: 48.4 34.8
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 5 1 14 11 28 16:
Old : 35: 13 5 1 14 11 28 16:
Other: 8: 2 0 0 2 6 4 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 : 19.2 49.9 29.3 65.7 13.1 48.2 21.8 61.4
Old : 19.3 49.7 29.3 65.8 13.3 48.3 21.8 61.8
Other: 51.6 63.9 51.6 65.2 43.9 56.8 43.9 57.4
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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 236,272: 36,521 67,090 16,287 144,920 100,484 197,728 183,861: 38,544 52,411
Old : 220,436: 36,159 69,469 10,985 138,726 92,090 185,870 172,544: 34,566 47,892
Other: 15,836: 5,607 2,866 57 6,194 8,394 11,858 11,317: 3,978 4,519
: : :
: : Changes in Commitments from: December 21, 2004 :
: -6,418: -1,041 -3,477 -1,518 3,318 1,216 759 -3,779: -7,177 -2,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 28.4 6.9 61.3 42.5 83.7 77.8: 16.3 22.2
Old : 100.0: 16.4 31.5 5.0 62.9 41.8 84.3 78.3: 15.7 21.7
Other: 100.0: 35.4 18.1 0.4 39.1 53.0 74.9 71.5: 25.1 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 88 125 76 92 109 235 264:
Old : 349: 85 126 64 89 102 218 253:
Other: 114: 31 22 3 22 48 55 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 18.0 39.5 25.6 26.5 16.1 35.0 21.0
Old : 30.6 18.1 41.6 25.4 28.0 17.7 37.9 22.9
Other: 39.6 38.2 51.0 46.7 39.3 37.3 50.8 45.7
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 149,081: 20,699 34,895 17,696 86,979 75,816 125,374 128,407: 23,707 20,674
Old : 134,690: 22,097 35,637 11,389 80,446 67,914 113,932 114,940: 20,758 19,750
Other: 14,391: 2,279 2,935 2,630 6,533 7,902 11,442 13,467: 2,949 924
: : :
: : Changes in Commitments from: December 21, 2004 :
: -473: 4,877 -9,201 629 -6,172 7,047 -666 -1,525: 193 1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 23.4 11.9 58.3 50.9 84.1 86.1: 15.9 13.9
Old : 100.0: 16.4 26.5 8.5 59.7 50.4 84.6 85.3: 15.4 14.7
Other: 100.0: 15.8 20.4 18.3 45.4 54.9 79.5 93.6: 20.5 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 35 31 28 50 45 102 99:
Old : 136: 38 33 24 49 44 98 95:
Other: 38: 7 11 10 17 9 32 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 32.1 31.7 40.6 15.7 24.8 24.7 33.0
Old : 22.0 32.2 31.9 41.3 19.4 27.9 29.0 36.9
Other: 35.5 54.6 52.0 75.9 25.4 43.8 36.2 53.7
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 602,846: 160,159 95,122 26,520 328,180 375,187 514,859 496,829: 87,987 106,017
Old : 602,846: 160,159 95,122 26,520 328,180 375,187 514,859 496,829: 87,987 106,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -46,450: -24,397 -3,960 -1,974 -7,538 -37,289 -33,909 -43,223: -12,541 -3,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 15.8 4.4 54.4 62.2 85.4 82.4: 14.6 17.6
Old : 100.0: 26.6 15.8 4.4 54.4 62.2 85.4 82.4: 14.6 17.6
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 : 182: 40 38 17 56 80 108 125:
Old : 182: 40 38 17 56 80 108 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 18.3 39.3 31.2 21.0 17.5 29.5 27.2
Old : 26.7 18.3 39.3 31.2 21.0 17.5 29.5 27.2
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 144,477: 8,532 26,662 23,153 86,088 69,968 117,773 119,783: 26,704 24,694
Old : 131,278: 12,048 26,729 15,927 78,451 65,576 106,426 108,232: 24,852 23,046
Other: 13,199: 1,257 4,706 2,453 7,637 4,392 11,347 11,551: 1,852 1,648
: : :
: : Changes in Commitments from: December 21, 2004 :
: -476: 1,834 -1,418 -158 -268 1,446 1,408 -130: -1,884 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 18.5 16.0 59.6 48.4 81.5 82.9: 18.5 17.1
Old : 100.0: 9.2 20.4 12.1 59.8 50.0 81.1 82.4: 18.9 17.6
Other: 100.0: 9.5 35.7 18.6 57.9 33.3 86.0 87.5: 14.0 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 23 47 42 50 50 108 120:
Old : 150: 28 46 40 50 49 106 118:
Other: 51: 11 12 8 24 9 42 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 23.0 35.6 32.2 22.0 14.5 29.7 22.4
Old : 24.7 22.6 34.8 31.8 22.3 16.1 30.5 24.9
Other: 44.4 56.8 60.2 72.6 41.9 43.1 51.2 54.7
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,426: 1,358 1,331 103 888 1,678 2,349 3,112: 2,077 1,314
Old : 4,424: 1,358 1,331 101 888 1,678 2,347 3,110: 2,077 1,314
Other: 2: 0 0 2 0 0 2 2: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -64: 159 134 2 -261 -190 -100 -54: 36 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 30.1 2.3 20.1 37.9 53.1 70.3: 46.9 29.7
Old : 100.0: 30.7 30.1 2.3 20.1 37.9 53.1 70.3: 46.9 29.7
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 : 27: 7 9 3 4 7 14 16:
Old : 27: 7 9 3 4 7 14 16:
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 : 34.7 43.9 46.1 58.6 34.7 43.9 46.1 58.6
Old : 34.7 43.9 46.1 58.6 34.7 43.9 46.1 58.6
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 248,617: 62,456 70,027 1,400 159,101 128,534 222,957 199,961: 25,660 48,656
Old : 248,617: 62,456 70,027 1,400 159,101 128,534 222,957 199,961: 25,660 48,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,240: 3,880 5,258 -2,371 4 -2,611 1,513 276: -273 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 28.2 0.6 64.0 51.7 89.7 80.4: 10.3 19.6
Old : 100.0: 25.1 28.2 0.6 64.0 51.7 89.7 80.4: 10.3 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 : 152: 18 49 5 44 66 65 117:
Old : 152: 18 49 5 44 66 65 117:
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 : 34.5 14.0 47.9 22.5 30.6 13.6 43.0 21.0
Old : 34.5 14.0 47.9 22.5 30.6 13.6 43.0 21.0
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,611,687: 395,758 348,175 19,059 1,045,916 965,333 1,460,733 1,332,567: 150,954 279,120
Old : 1,611,687: 395,758 348,175 19,059 1,045,916 965,333 1,460,733 1,332,567: 150,954 279,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 9,726: 23,427 5,434 -2,884 11,276 7,087 31,819 9,637: -22,093 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 21.6 1.2 64.9 59.9 90.6 82.7: 9.4 17.3
Old : 100.0: 24.6 21.6 1.2 64.9 59.9 90.6 82.7: 9.4 17.3
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 : 353: 53 101 28 91 170 162 281:
Old : 353: 53 101 28 91 170 162 281:
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 : 47.0 17.6 58.0 26.5 46.6 15.8 55.8 23.0
Old : 47.0 17.6 58.0 26.5 46.6 15.8 55.8 23.0
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,154,246: 322,838 206,128 43,306 712,896 739,723 1,079,040 989,157: 75,206 165,089
Old : 1,154,246: 322,838 206,128 43,306 712,896 739,723 1,079,040 989,157: 75,206 165,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -35,141: -10,602 -12,328 -6,182 -3,600 -6,096 -20,384 -24,606: -14,757 -10,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 17.9 3.8 61.8 64.1 93.5 85.7: 6.5 14.3
Old : 100.0: 28.0 17.9 3.8 61.8 64.1 93.5 85.7: 6.5 14.3
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 : 288: 46 86 16 73 130 126 225:
Old : 288: 46 86 16 73 130 126 225:
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 : 26.4 19.2 44.2 29.4 24.4 18.6 40.8 27.7
Old : 26.4 19.2 44.2 29.4 24.4 18.6 40.8 27.7
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 471,762: 182,569 43,796 54,237 208,147 357,458 444,953 455,491: 26,809 16,271
Old : 471,762: 182,569 43,796 54,237 208,147 357,458 444,953 455,491: 26,809 16,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 3,165: 3,192 5,537 -2,182 2,193 -514 3,203 2,841: -38 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 9.3 11.5 44.1 75.8 94.3 96.6: 5.7 3.4
Old : 100.0: 38.7 9.3 11.5 44.1 75.8 94.3 96.6: 5.7 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 : 152: 52 20 27 64 59 125 98:
Old : 152: 52 20 27 64 59 125 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 34.6 37.3 47.0 19.1 34.0 29.8 45.4
Old : 23.6 34.6 37.3 47.0 19.1 34.0 29.8 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - 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 AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,296: 19,620 9,541 31 25,133 32,690 44,784 42,262: 4,512 7,034
Old : 49,296: 19,620 9,541 31 25,133 32,690 44,784 42,262: 4,512 7,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,070: 1,914 229 -2 283 770 2,195 997: -1,125 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 19.4 0.1 51.0 66.3 90.8 85.7: 9.2 14.3
Old : 100.0: 39.8 19.4 0.1 51.0 66.3 90.8 85.7: 9.2 14.3
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 : 80: 32 18 1 21 12 54 30:
Old : 80: 32 18 1 21 12 54 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 64.9 58.3 75.2 36.9 64.9 58.3 74.6
Old : 36.9 64.9 58.3 75.2 36.9 64.9 58.3 74.6
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
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,701: 8,476 10,811 226 19,437 15,773 28,139 26,810: 7,562 8,891
Old : 35,701: 8,476 10,811 226 19,437 15,773 28,139 26,810: 7,562 8,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -5,247: 766 1,977 -203 1,884 1,847 2,447 3,621: -7,694 -8,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 30.3 0.6 54.4 44.2 78.8 75.1: 21.2 24.9
Old : 100.0: 23.7 30.3 0.6 54.4 44.2 78.8 75.1: 21.2 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 22 22 2 22 11 44 35:
Old : 74: 22 22 2 22 11 44 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 : 37.0 49.0 50.9 58.3 36.9 49.0 50.4 58.3
Old : 37.0 49.0 50.9 58.3 36.9 49.0 50.4 58.3
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 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,307: 2,031 6,400 1,006 32,906 27,529 35,943 34,935: 364 1,372
Old : 36,307: 2,031 6,400 1,006 32,906 27,529 35,943 34,935: 364 1,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -705: -295 -614 0 -577 -96 -872 -710: 167 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 17.6 2.8 90.6 75.8 99.0 96.2: 1.0 3.8
Old : 100.0: 5.6 17.6 2.8 90.6 75.8 99.0 96.2: 1.0 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 : 52.6 51.9 79.6 72.3 52.6 51.4 79.5 71.8
Old : 52.6 51.9 79.6 72.3 52.6 51.4 79.5 71.8
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
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,126: 681 1,580 0 12,433 11,090 13,114 12,670: 12 456
Old : 13,126: 681 1,580 0 12,433 11,090 13,114 12,670: 12 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -386: 296 -76 0 -669 -122 -373 -198: -13 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 12.0 0.0 94.7 84.5 99.9 96.5: 0.1 3.5
Old : 100.0: 5.2 12.0 0.0 94.7 84.5 99.9 96.5: 0.1 3.5
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 : 26: 2 7 0 8 10 10 17:
Old : 26: 2 7 0 8 10 10 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 : 82.6 74.7 97.2 86.1 82.6 71.8 96.8 83.2
Old : 82.6 74.7 97.2 86.1 82.6 71.8 96.8 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
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 : 20,806: 1,686 1,937 1,066 15,969 14,041 18,721 17,044: 2,085 3,762
Old : 20,806: 1,686 1,937 1,066 15,969 14,041 18,721 17,044: 2,085 3,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -3,324: -2,520 -219 -79 -707 -2,522 -3,306 -2,820: -18 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.3 5.1 76.8 67.5 90.0 81.9: 10.0 18.1
Old : 100.0: 8.1 9.3 5.1 76.8 67.5 90.0 81.9: 10.0 18.1
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 : 76: 15 10 12 30 32 51 48:
Old : 76: 15 10 12 30 32 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 30.7 67.3 47.2 55.9 30.3 64.3 45.9
Old : 55.9 30.7 67.3 47.2 55.9 30.3 64.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,130: 4,206 2,156 1,145 16,676 16,563 22,027 19,864: 2,103 4,266
Old : 24,130: 4,206 2,156 1,145 16,676 16,563 22,027 19,864: 2,103 4,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 719: 184 187 78 749 821 1,011 1,086: -292 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.9 4.7 69.1 68.6 91.3 82.3: 8.7 17.7
Old : 100.0: 17.4 8.9 4.7 69.1 68.6 91.3 82.3: 8.7 17.7
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 : 86: 22 9 15 33 42 60 61:
Old : 86: 22 9 15 33 42 60 61:
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 : 47.7 30.6 61.4 46.4 47.7 30.2 57.4 45.3
Old : 47.7 30.6 61.4 46.4 47.7 30.2 57.4 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 40,000 POUNDS) :
: : :
All : 105,414: 28,157 7,804 17,456 39,031 43,762 84,644 69,022: 20,770 36,392
Old : 104,907: 28,191 7,804 17,422 38,853 43,646 84,466 68,872: 20,441 36,035
Other: 507: 0 34 0 178 116 178 150: 329 357
: : :
: : Changes in Commitments from: December 28, 2004 :
: 9,322: 3,787 612 2,779 943 2,216 7,509 5,607: 1,813 3,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.4 16.6 37.0 41.5 80.3 65.5: 19.7 34.5
Old : 100.0: 26.9 7.4 16.6 37.0 41.6 80.5 65.7: 19.5 34.3
Other: 100.0: 0.0 6.7 0.0 35.1 22.9 35.1 29.6: 64.9 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 59 33 46 25 36 121 89:
Old : 151: 59 33 46 24 36 120 89:
Other: 8: 0 1 0 5 3 5 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 23.7 34.5 31.9 24.2 22.8 34.0 29.9
Old : 24.4 23.9 34.7 32.1 24.4 23.1 34.2 30.2
Other: 34.9 29.6 35.1 29.6 32.5 27.2 32.7 27.2
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 96,092: 24,370 7,192 14,677 38,088 41,546 77,135 63,415: 18,957 32,677
Old : 95,673: 24,418 7,117 14,629 37,947 41,462 76,994 63,208: 18,679 32,465
Other: 419: 0 123 0 141 84 141 207: 278 212
: : :
: : Changes in Commitments from: December 21, 2004 :
: 2,775: 138 650 883 719 137 1,740 1,670: 1,035 1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 7.5 15.3 39.6 43.2 80.3 66.0: 19.7 34.0
Old : 100.0: 25.5 7.4 15.3 39.7 43.3 80.5 66.1: 19.5 33.9
Other: 100.0: 0.0 29.4 0.0 33.7 20.0 33.7 49.4: 66.3 50.6
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 51 34 45 24 35 111 89:
Old : 144: 51 34 45 24 35 111 89:
Other: 8: 0 2 0 4 3 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 24.8 35.6 32.6 26.2 23.4 35.6 30.9
Old : 26.3 24.9 35.7 32.8 26.3 23.7 35.7 31.2
Other: 33.7 49.2 33.7 49.4 30.8 46.5 30.8 46.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
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 40,000 POUNDS) :
: : :
All : 1,980: 439 543 108 874 351 1,421 1,002: 559 978
Old : 1,980: 439 543 108 874 351 1,421 1,002: 559 978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 27: -112 121 -42 149 39 -5 118: 32 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 27.4 5.5 44.1 17.7 71.8 50.6: 28.2 49.4
Old : 100.0: 22.2 27.4 5.5 44.1 17.7 71.8 50.6: 28.2 49.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 13 2 7 3 14 16:
Old : 26: 5 13 2 7 3 14 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 : 46.7 27.4 64.1 40.8 46.5 24.3 57.2 32.6
Old : 46.7 27.4 64.1 40.8 46.5 24.3 57.2 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,953: 551 422 150 725 312 1,426 884: 527 1,069
Old : 1,953: 551 422 150 725 312 1,426 884: 527 1,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 44: -126 19 37 158 65 69 121: -25 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 21.6 7.7 37.1 16.0 73.0 45.3: 27.0 54.7
Old : 100.0: 28.2 21.6 7.7 37.1 16.0 73.0 45.3: 27.0 54.7
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 : 23: 6 11 1 5 2 11 14:
Old : 23: 6 11 1 5 2 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 29.2 67.7 39.3 45.8 23.0 57.6 29.3
Old : 48.6 29.2 67.7 39.3 45.8 23.0 57.6 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 40,000 POUNDS) :
: : :
All : 136,358: 36,088 15,084 18,419 66,592 74,233 121,099 107,736: 15,259 28,622
Old : 136,358: 36,088 15,084 18,419 66,592 74,233 121,099 107,736: 15,259 28,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 2,462: -2,909 -354 2,234 2,855 3,289 2,180 5,169: 282 -2,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 11.1 13.5 48.8 54.4 88.8 79.0: 11.2 21.0
Old : 100.0: 26.5 11.1 13.5 48.8 54.4 88.8 79.0: 11.2 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 51 37 38 40 95 110 154:
Old : 195: 51 37 38 40 95 110 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 15.8 44.0 26.3 22.1 10.8 35.1 18.7
Old : 25.2 15.8 44.0 26.3 22.1 10.8 35.1 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 133,896: 38,997 15,438 16,185 63,737 70,944 118,919 102,567: 14,977 31,329
Old : 133,896: 38,997 15,438 16,185 63,737 70,944 118,919 102,567: 14,977 31,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 6,463: 4,615 -582 197 1,117 5,103 5,929 4,718: 534 1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 11.5 12.1 47.6 53.0 88.8 76.6: 11.2 23.4
Old : 100.0: 29.1 11.5 12.1 47.6 53.0 88.8 76.6: 11.2 23.4
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 : 199: 53 38 36 40 95 109 156:
Old : 199: 53 38 36 40 95 109 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 15.8 43.6 25.5 22.1 11.2 35.5 19.0
Old : 25.1 15.8 43.6 25.5 22.1 11.2 35.5 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 110,000 BOARD FEET) :
: : :
All : 3,628: 1,238 625 138 507 1,801 1,883 2,564: 1,745 1,064
Old : 3,628: 1,238 625 138 507 1,801 1,883 2,564: 1,745 1,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -247: 424 -67 -71 -301 245 52 107: -299 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 17.2 3.8 14.0 49.6 51.9 70.7: 48.1 29.3
Old : 100.0: 34.1 17.2 3.8 14.0 49.6 51.9 70.7: 48.1 29.3
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 : 40: 19 4 7 9 14 30 24:
Old : 40: 19 4 7 9 14 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 45.5 28.9 56.9 17.3 45.5 27.3 56.5
Old : 18.3 45.5 28.9 56.9 17.3 45.5 27.3 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,875: 814 692 209 808 1,556 1,831 2,457: 2,044 1,418
Old : 3,875: 814 692 209 808 1,556 1,831 2,457: 2,044 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 303: 267 -92 -23 -86 269 158 154: 145 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 17.9 5.4 20.9 40.2 47.3 63.4: 52.7 36.6
Old : 100.0: 21.0 17.9 5.4 20.9 40.2 47.3 63.4: 52.7 36.6
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 : 35: 12 9 9 6 12 24 24:
Old : 35: 12 9 9 6 12 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 39.0 29.3 49.6 17.9 39.0 28.3 48.9
Old : 18.5 39.0 29.3 49.6 17.9 39.0 28.3 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 50,000 POUNDS) :
: : :
All : 16,972: 4,590 3,075 1,556 6,750 3,433 12,896 8,064: 4,076 8,908
Old : 16,972: 4,590 3,075 1,556 6,750 3,433 12,896 8,064: 4,076 8,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 945: 922 374 91 229 572 1,242 1,037: -297 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.1 9.2 39.8 20.2 76.0 47.5: 24.0 52.5
Old : 100.0: 27.0 18.1 9.2 39.8 20.2 76.0 47.5: 24.0 52.5
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 : 91: 21 22 14 29 29 59 58:
Old : 91: 21 22 14 29 29 59 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 14.2 36.2 21.9 22.6 11.7 33.1 16.9
Old : 22.7 14.2 36.2 21.9 22.6 11.7 33.1 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 16,027: 3,668 2,701 1,465 6,521 2,861 11,654 7,027: 4,373 9,000
Old : 16,027: 3,668 2,701 1,465 6,521 2,861 11,654 7,027: 4,373 9,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 428: 443 142 -146 -29 -27 268 -31: 160 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 16.9 9.1 40.7 17.9 72.7 43.8: 27.3 56.2
Old : 100.0: 22.9 16.9 9.1 40.7 17.9 72.7 43.8: 27.3 56.2
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 : 87: 19 23 13 27 28 54 57:
Old : 87: 19 23 13 27 28 54 57:
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 : 23.8 12.9 36.1 19.8 23.6 10.9 33.1 15.8
Old : 23.8 12.9 36.1 19.8 23.6 10.9 33.1 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 CANADIAN DOLLARS) :
: : :
All : 71,055: 20,448 10,786 341 20,814 47,151 41,603 58,278: 29,452 12,777
Old : 71,055: 20,448 10,786 341 20,814 47,151 41,603 58,278: 29,452 12,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 4,884: 1,233 -2,295 -25 3,215 5,926 4,423 3,606: 461 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 15.2 0.5 29.3 66.4 58.6 82.0: 41.4 18.0
Old : 100.0: 28.8 15.2 0.5 29.3 66.4 58.6 82.0: 41.4 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 19 9 1 19 16 38 26:
Old : 55: 19 9 1 19 16 38 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 : 20.3 46.0 32.7 62.4 19.6 46.0 30.9 62.0
Old : 20.3 46.0 32.7 62.4 19.6 46.0 30.9 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 66,171: 19,215 13,081 366 17,599 41,225 37,180 54,672: 28,991 11,499
Old : 66,171: 19,215 13,081 366 17,599 41,225 37,180 54,672: 28,991 11,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 719: -1,207 -1,065 0 2,326 3,219 1,119 2,154: -400 -1,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 19.8 0.6 26.6 62.3 56.2 82.6: 43.8 17.4
Old : 100.0: 29.0 19.8 0.6 26.6 62.3 56.2 82.6: 43.8 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 15 8 2 19 17 34 27:
Old : 51: 15 8 2 19 17 34 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 45.2 33.3 63.1 20.7 45.2 32.0 62.3
Old : 20.8 45.2 33.3 63.1 20.7 45.2 32.0 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 125,000 SWISS FRANCS) :
: : :
All : 50,988: 19,388 7,893 2 12,266 33,078 31,656 40,973: 19,332 10,015
Old : 50,988: 19,388 7,893 2 12,266 33,078 31,656 40,973: 19,332 10,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -9,294: -14,340 -846 2 4,311 -11,497 -10,027 -12,341: 733 3,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 15.5 0.0 24.1 64.9 62.1 80.4: 37.9 19.6
Old : 100.0: 38.0 15.5 0.0 24.1 64.9 62.1 80.4: 37.9 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 : 32: 14 3 1 12 6 26 10:
Old : 32: 14 3 1 12 6 26 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 63.3 34.0 79.6 20.4 63.3 34.0 79.5
Old : 20.4 63.3 34.0 79.6 20.4 63.3 34.0 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 60,282: 33,728 8,739 0 7,955 44,575 41,683 53,314: 18,599 6,968
Old : 60,282: 33,728 8,739 0 7,955 44,575 41,683 53,314: 18,599 6,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 3,448: 3,623 -9,814 0 -1,311 12,961 2,312 3,147: 1,136 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 14.5 0.0 13.2 73.9 69.1 88.4: 30.9 11.6
Old : 100.0: 56.0 14.5 0.0 13.2 73.9 69.1 88.4: 30.9 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 21 3 0 8 9 29 12:
Old : 38: 21 3 0 8 9 29 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 67.9 39.2 83.8 25.2 67.8 39.2 82.8
Old : 25.2 67.9 39.2 83.8 25.2 67.8 39.2 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 500,000 MEXICAN PESOS) :
: : :
All : 74,868: 42,781 9,870 611 21,367 57,261 64,759 67,742: 10,109 7,126
Old : 74,868: 42,781 9,870 611 21,367 57,261 64,759 67,742: 10,109 7,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -10,737: -11,339 3,817 -55 527 -15,431 -10,867 -11,669: 130 932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 13.2 0.8 28.5 76.5 86.5 90.5: 13.5 9.5
Old : 100.0: 57.1 13.2 0.8 28.5 76.5 86.5 90.5: 13.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 43 11 3 16 15 62 27:
Old : 83: 43 11 3 16 15 62 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 59.0 49.6 73.7 34.0 58.1 49.6 72.8
Old : 34.0 59.0 49.6 73.7 34.0 58.1 49.6 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 85,605: 54,120 6,053 666 20,840 72,692 75,626 79,411: 9,979 6,194
Old : 85,605: 54,120 6,053 666 20,840 72,692 75,626 79,411: 9,979 6,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -96: -2,976 -24 666 2,716 -719 406 -77: -502 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 7.1 0.8 24.3 84.9 88.3 92.8: 11.7 7.2
Old : 100.0: 63.2 7.1 0.8 24.3 84.9 88.3 92.8: 11.7 7.2
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 : 88: 47 12 2 15 17 64 30:
Old : 88: 47 12 2 15 17 64 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 59.8 49.9 78.1 34.1 59.1 49.9 77.0
Old : 34.1 59.8 49.9 78.1 34.1 59.1 49.9 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 62,500 POUNDS STERLING) :
: : :
All : 75,999: 24,458 11,935 13 27,277 51,423 51,748 63,371: 24,251 12,628
Old : 75,999: 24,458 11,935 13 27,277 51,423 51,748 63,371: 24,251 12,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,645: -8,673 -1,045 13 7,692 -2,152 -968 -3,184: -677 1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 15.7 0.0 35.9 67.7 68.1 83.4: 31.9 16.6
Old : 100.0: 32.2 15.7 0.0 35.9 67.7 68.1 83.4: 31.9 16.6
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 : 48: 22 6 1 12 13 34 20:
Old : 48: 22 6 1 12 13 34 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 55.6 39.2 77.1 26.6 55.6 38.3 74.1
Old : 26.6 55.6 39.2 77.1 26.6 55.6 38.3 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 77,644: 33,131 12,980 0 19,585 53,575 52,716 66,555: 24,928 11,089
Old : 77,644: 33,131 12,980 0 19,585 53,575 52,716 66,555: 24,928 11,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -3,438: -4,361 10,270 0 1,996 -12,873 -2,365 -2,603: -1,073 -835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 16.7 0.0 25.2 69.0 67.9 85.7: 32.1 14.3
Old : 100.0: 42.7 16.7 0.0 25.2 69.0 67.9 85.7: 32.1 14.3
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 : 52: 23 10 0 9 13 32 23:
Old : 52: 23 10 0 9 13 32 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 55.8 37.2 77.9 23.9 55.8 37.2 76.5
Old : 23.9 55.8 37.2 77.9 23.9 55.8 37.2 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 12,500,000 JAPANESE YEN) :
: : :
All : 155,870: 33,972 11,252 125 88,489 126,703 122,586 138,080: 33,284 17,790
Old : 155,870: 33,972 11,252 125 88,489 126,703 122,586 138,080: 33,284 17,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 5,382: -5,268 -235 -52 14,201 2,521 8,881 2,234: -3,499 3,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.2 0.1 56.8 81.3 78.6 88.6: 21.4 11.4
Old : 100.0: 21.8 7.2 0.1 56.8 81.3 78.6 88.6: 21.4 11.4
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 : 71: 30 13 2 21 18 51 33:
Old : 71: 30 13 2 21 18 51 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 64.6 54.8 75.6 33.8 53.4 42.7 61.5
Old : 41.6 64.6 54.8 75.6 33.8 53.4 42.7 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 150,488: 39,240 11,487 177 74,288 124,182 113,705 135,846: 36,783 14,642
Old : 150,488: 39,240 11,487 177 74,288 124,182 113,705 135,846: 36,783 14,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 4,783: 5,867 -1,310 -19 -3,004 8,484 2,844 7,155: 1,939 -2,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 7.6 0.1 49.4 82.5 75.6 90.3: 24.4 9.7
Old : 100.0: 26.1 7.6 0.1 49.4 82.5 75.6 90.3: 24.4 9.7
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 : 68: 26 14 2 16 20 42 36:
Old : 68: 26 14 2 16 20 42 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 65.6 53.0 77.3 31.9 56.0 41.2 64.2
Old : 41.7 65.6 53.0 77.3 31.9 56.0 41.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 125,000 EUROS) :
: : :
All : 141,191: 35,806 24,735 1,315 37,380 63,543 74,501 89,593: 66,690 51,598
Old : 141,191: 35,806 24,735 1,315 37,380 63,543 74,501 89,593: 66,690 51,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,496: -8,720 -2,977 -32 -5,245 -2,456 -13,997 -5,465: 7,501 -1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 17.5 0.9 26.5 45.0 52.8 63.5: 47.2 36.5
Old : 100.0: 25.4 17.5 0.9 26.5 45.0 52.8 63.5: 47.2 36.5
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 : 93: 36 21 6 28 20 67 44:
Old : 93: 36 21 6 28 20 67 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 30.5 21.2 46.2 13.1 30.0 20.9 43.0
Old : 13.1 30.5 21.2 46.2 13.1 30.0 20.9 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 147,687: 44,526 27,712 1,347 42,625 65,999 88,498 95,058: 59,189 52,629
Old : 147,687: 44,526 27,712 1,347 42,625 65,999 88,498 95,058: 59,189 52,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 537: 5,059 -23,919 350 -6,011 19,325 -602 -4,244: 1,139 4,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 18.8 0.9 28.9 44.7 59.9 64.4: 40.1 35.6
Old : 100.0: 30.1 18.8 0.9 28.9 44.7 59.9 64.4: 40.1 35.6
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 : 94: 33 25 6 28 18 66 45:
Old : 94: 33 25 6 28 18 66 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 31.1 26.8 47.1 17.1 30.8 25.9 44.8
Old : 17.5 31.1 26.8 47.1 17.1 30.8 25.9 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 $3,000,000 FACE VALUE) :
: : :
All : 44,005: 9,405 0 575 32,159 39,754 42,139 40,329: 1,866 3,676
Old : 44,005: 9,405 0 575 32,159 39,754 42,139 40,329: 1,866 3,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,348: -781 0 475 3,945 2,872 3,639 3,347: -291 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 0.0 1.3 73.1 90.3 95.8 91.6: 4.2 8.4
Old : 100.0: 21.4 0.0 1.3 73.1 90.3 95.8 91.6: 4.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 0 1 19 25 22 26:
Old : 38: 3 0 1 19 25 22 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 : 50.9 40.0 72.6 57.1 49.1 31.0 61.0 45.4
Old : 50.9 40.0 72.6 57.1 49.1 31.0 61.0 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 40,657: 10,186 0 100 28,214 36,882 38,500 36,982: 2,157 3,675
Old : 40,657: 10,186 0 100 28,214 36,882 38,500 36,982: 2,157 3,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,135: 1,286 -354 0 -92 1,172 1,194 818: -59 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 0.2 69.4 90.7 94.7 91.0: 5.3 9.0
Old : 100.0: 25.1 0.0 0.2 69.4 90.7 94.7 91.0: 5.3 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 0 1 15 25 18 26:
Old : 34: 3 0 1 15 25 18 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 : 50.3 34.7 73.9 53.6 47.6 27.3 60.2 42.7
Old : 50.3 34.7 73.9 53.6 47.6 27.3 60.2 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 $1,000,000 FACE VALUE) :
: : :
All : 6,781,109: 601,088 1,054,903 874,987 4,862,607 4,159,113 6,338,682 6,089,003: 442,427 692,106
Old : 6,781,109: 601,088 1,054,903 874,987 4,862,607 4,159,113 6,338,682 6,089,003: 442,427 692,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 154,166: 7,460 103,822 -79,085 178,683 89,524 107,058 114,261: 47,108 39,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.6 12.9 71.7 61.3 93.5 89.8: 6.5 10.2
Old : 100.0: 8.9 15.6 12.9 71.7 61.3 93.5 89.8: 6.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 67 104 117 170 195 306 363:
Old : 395: 67 104 117 170 195 306 363:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 13.9 48.1 22.8 27.8 12.3 41.4 18.7
Old : 30.4 13.9 48.1 22.8 27.8 12.3 41.4 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 6,626,943: 593,628 951,081 954,072 4,683,924 4,069,589 6,231,624 5,974,742: 395,319 652,201
Old : 6,626,943: 593,628 951,081 954,072 4,683,924 4,069,589 6,231,624 5,974,742: 395,319 652,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 85,380: 26,121 47,213 7,481 94,499 56,750 128,101 111,444: -42,721 -26,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.4 14.4 70.7 61.4 94.0 90.2: 6.0 9.8
Old : 100.0: 9.0 14.4 14.4 70.7 61.4 94.0 90.2: 6.0 9.8
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 : 390: 65 98 115 170 195 303 361:
Old : 390: 65 98 115 170 195 303 361:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 13.6 47.5 22.5 27.7 12.0 40.4 19.1
Old : 30.3 13.6 47.5 22.5 27.7 12.0 40.4 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 680,110: 60,758 59,268 3,900 456,255 505,042 520,913 568,210: 159,197 111,900
Old : 680,110: 60,758 59,268 3,900 456,255 505,042 520,913 568,210: 159,197 111,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 12,899: 4,431 -723 1,349 2,371 1,377 8,151 2,003: 4,748 10,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.7 0.6 67.1 74.3 76.6 83.5: 23.4 16.5
Old : 100.0: 8.9 8.7 0.6 67.1 74.3 76.6 83.5: 23.4 16.5
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 : 185: 34 35 11 88 66 129 105:
Old : 185: 34 35 11 88 66 129 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 31.4 30.3 45.7 20.0 31.4 29.3 45.6
Old : 20.8 31.4 30.3 45.7 20.0 31.4 29.3 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 667,211: 56,327 59,991 2,551 453,884 503,665 512,762 566,207: 154,449 101,004
Old : 667,211: 56,327 59,991 2,551 453,884 503,665 512,762 566,207: 154,449 101,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -4,170: -634 -480 384 -1,354 1,127 -1,604 1,031: -2,566 -5,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.0 0.4 68.0 75.5 76.9 84.9: 23.1 15.1
Old : 100.0: 8.4 9.0 0.4 68.0 75.5 76.9 84.9: 23.1 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 : 177: 32 29 10 87 64 127 95:
Old : 177: 32 29 10 87 64 127 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 32.6 30.3 46.7 20.3 32.5 29.3 46.6
Old : 21.2 32.6 30.3 46.7 20.3 32.5 29.3 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 800,333: 205,452 95,155 13,268 302,339 620,759 521,059 729,182: 279,274 71,151
Old : 800,333: 205,452 95,155 13,268 302,339 620,759 521,059 729,182: 279,274 71,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 72,511: 16,865 16,639 6,066 1,781 34,473 24,712 57,178: 47,799 15,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 11.9 1.7 37.8 77.6 65.1 91.1: 34.9 8.9
Old : 100.0: 25.7 11.9 1.7 37.8 77.6 65.1 91.1: 34.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 90 65 21 66 68 167 143:
Old : 259: 90 65 21 66 68 167 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 40.0 29.2 56.0 19.2 36.6 27.7 51.1
Old : 19.2 40.0 29.2 56.0 19.2 36.6 27.7 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 727,822: 188,587 78,516 7,202 300,558 586,286 496,347 672,004: 231,475 55,818
Old : 727,822: 188,587 78,516 7,202 300,558 586,286 496,347 672,004: 231,475 55,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 13,628: -13,176 -9,030 1,512 20,864 31,468 9,200 23,950: 4,428 -10,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 10.8 1.0 41.3 80.6 68.2 92.3: 31.8 7.7
Old : 100.0: 25.9 10.8 1.0 41.3 80.6 68.2 92.3: 31.8 7.7
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 : 247: 79 66 16 67 64 156 136:
Old : 247: 79 66 16 67 64 156 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 41.9 31.8 60.0 21.2 37.8 30.0 54.9
Old : 21.3 41.9 31.8 60.0 21.2 37.8 30.0 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,230: 1,802 140 0 8,406 11,890 10,208 12,030: 3,022 1,200
Old : 13,230: 1,802 140 0 8,406 11,890 10,208 12,030: 3,022 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 108: 56 -116 0 -337 286 -281 170: 389 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 1.1 0.0 63.5 89.9 77.2 90.9: 22.8 9.1
Old : 100.0: 13.6 1.1 0.0 63.5 89.9 77.2 90.9: 22.8 9.1
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 : 46: 6 1 0 24 17 30 18:
Old : 46: 6 1 0 24 17 30 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 43.7 44.2 69.0 25.9 43.7 44.2 68.8
Old : 25.9 43.7 44.2 69.0 25.9 43.7 44.2 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,122: 1,746 256 0 8,743 11,604 10,489 11,860: 2,633 1,262
Old : 13,122: 1,746 256 0 8,743 11,604 10,489 11,860: 2,633 1,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 24: 126 146 0 -145 -467 -19 -321: 43 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 2.0 0.0 66.6 88.4 79.9 90.4: 20.1 9.6
Old : 100.0: 13.3 2.0 0.0 66.6 88.4 79.9 90.4: 20.1 9.6
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 : 46: 6 2 0 23 16 29 18:
Old : 46: 6 2 0 23 16 29 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 45.5 44.5 68.9 27.0 45.5 44.5 68.5
Old : 27.0 45.5 44.5 68.9 27.0 45.5 44.5 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 23,589: 1,992 4,125 289 18,954 15,578 21,235 19,992: 2,354 3,597
Old : 23,589: 1,992 4,125 289 18,954 15,578 21,235 19,992: 2,354 3,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,459: -797 460 148 2,600 -119 1,951 489: -492 970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 17.5 1.2 80.4 66.0 90.0 84.8: 10.0 15.2
Old : 100.0: 8.4 17.5 1.2 80.4 66.0 90.0 84.8: 10.0 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 7 7 3 25 17 35 24:
Old : 51: 7 7 3 25 17 35 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 39.4 61.1 62.5 47.8 37.1 60.5 59.8
Old : 47.8 39.4 61.1 62.5 47.8 37.1 60.5 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 22,130: 2,789 3,665 141 16,354 15,697 19,284 19,503: 2,846 2,627
Old : 22,130: 2,789 3,665 141 16,354 15,697 19,284 19,503: 2,846 2,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,192: 729 -435 45 145 1,043 919 653: 273 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.6 0.6 73.9 70.9 87.1 88.1: 12.9 11.9
Old : 100.0: 12.6 16.6 0.6 73.9 70.9 87.1 88.1: 12.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 8 5 2 25 19 35 24:
Old : 51: 8 5 2 25 19 35 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 42.0 52.8 64.4 38.0 40.2 51.5 62.6
Old : 38.1 42.0 52.8 64.4 38.0 40.2 51.5 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 63,620: 14,027 10,587 140 27,226 44,600 41,393 55,327: 22,227 8,293
Old : 63,620: 14,027 10,587 140 27,226 44,600 41,393 55,327: 22,227 8,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,395: 775 -2,510 1 -4,953 716 -4,177 -1,793: 2,782 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 16.6 0.2 42.8 70.1 65.1 87.0: 34.9 13.0
Old : 100.0: 22.0 16.6 0.2 42.8 70.1 65.1 87.0: 34.9 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 30 34 1 43 31 73 66:
Old : 127: 30 34 1 43 31 73 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 45.5 28.6 57.9 18.2 43.8 27.7 55.9
Old : 18.4 45.5 28.6 57.9 18.2 43.8 27.7 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 65,015: 13,252 13,097 139 32,179 43,884 45,570 57,120: 19,445 7,895
Old : 65,015: 13,252 13,097 139 32,179 43,884 45,570 57,120: 19,445 7,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,793: -1,811 847 -152 1,565 -1,274 -398 -579: -1,395 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 20.1 0.2 49.5 67.5 70.1 87.9: 29.9 12.1
Old : 100.0: 20.4 20.1 0.2 49.5 67.5 70.1 87.9: 29.9 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 24 32 1 49 32 73 65:
Old : 127: 24 32 1 49 32 73 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 45.9 33.1 60.2 21.5 44.3 32.6 58.4
Old : 22.0 45.9 33.1 60.2 21.5 44.3 32.6 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 306,197: 126,340 73,851 7,675 139,680 140,417 273,695 221,943: 32,502 84,254
Old : 306,197: 126,340 73,851 7,675 139,680 140,417 273,695 221,943: 32,502 84,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 40,299: -7,281 35,344 4,613 36,145 -13,774 33,477 26,183: 6,822 14,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 24.1 2.5 45.6 45.9 89.4 72.5: 10.6 27.5
Old : 100.0: 41.3 24.1 2.5 45.6 45.9 89.4 72.5: 10.6 27.5
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 : 235: 90 69 11 42 45 139 118:
Old : 235: 90 69 11 42 45 139 118:
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 : 37.2 24.8 52.1 37.1 34.3 23.5 46.7 33.3
Old : 37.2 24.8 52.1 37.1 34.3 23.5 46.7 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 265,898: 133,621 38,507 3,062 103,535 154,191 240,218 195,760: 25,680 70,138
Old : 265,898: 133,621 38,507 3,062 103,535 154,191 240,218 195,760: 25,680 70,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 19,828: 4,933 4,706 1,801 12,442 11,108 19,176 17,615: 652 2,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 14.5 1.2 38.9 58.0 90.3 73.6: 9.7 26.4
Old : 100.0: 50.3 14.5 1.2 38.9 58.0 90.3 73.6: 9.7 26.4
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 : 221: 89 60 8 41 40 135 103:
Old : 221: 89 60 8 41 40 135 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 30.3 44.9 44.5 26.9 29.5 40.4 40.2
Old : 28.2 30.3 44.9 44.5 26.9 29.5 40.4 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 AUSTRALIAN DOLLARS) :
: : :
All : 66,759: 32,283 1,670 166 10,887 55,491 43,336 57,327: 23,423 9,432
Old : 66,759: 32,283 1,670 166 10,887 55,491 43,336 57,327: 23,423 9,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 5,782: 1,953 1,597 91 2,459 3,871 4,503 5,559: 1,279 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 2.5 0.2 16.3 83.1 64.9 85.9: 35.1 14.1
Old : 100.0: 48.4 2.5 0.2 16.3 83.1 64.9 85.9: 35.1 14.1
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 : 42: 20 2 1 9 16 29 19:
Old : 42: 20 2 1 9 16 29 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 52.6 39.1 73.2 24.7 52.4 39.1 73.0
Old : 24.7 52.6 39.1 73.2 24.7 52.4 39.1 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 60,977: 30,330 73 75 8,428 51,620 38,833 51,768: 22,144 9,209
Old : 60,977: 30,330 73 75 8,428 51,620 38,833 51,768: 22,144 9,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,694: 1,261 8 -8 -528 2,926 725 2,926: 969 -1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 0.1 0.1 13.8 84.7 63.7 84.9: 36.3 15.1
Old : 100.0: 49.7 0.1 0.1 13.8 84.7 63.7 84.9: 36.3 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 : 36: 18 1 1 7 15 26 16:
Old : 36: 18 1 1 7 15 26 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 : 26.3 54.2 42.0 75.1 26.3 54.0 42.0 74.7
Old : 26.3 54.2 42.0 75.1 26.3 54.0 42.0 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 20,414: 1,813 5,651 111 14,533 11,345 16,457 17,107: 3,957 3,307
Old : 20,414: 1,813 5,651 111 14,533 11,345 16,457 17,107: 3,957 3,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -155: 2 265 90 -300 -723 -208 -368: 53 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 27.7 0.5 71.2 55.6 80.6 83.8: 19.4 16.2
Old : 100.0: 8.9 27.7 0.5 71.2 55.6 80.6 83.8: 19.4 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 7 20 3 37 20 46 41:
Old : 80: 7 20 3 37 20 46 41:
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 : 27.1 33.6 40.2 45.8 26.9 33.6 40.0 45.8
Old : 27.1 33.6 40.2 45.8 26.9 33.6 40.0 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 20,569: 1,811 5,386 21 14,833 12,068 16,665 17,475: 3,904 3,094
Old : 20,569: 1,811 5,386 21 14,833 12,068 16,665 17,475: 3,904 3,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -521: 7 -204 0 -277 64 -270 -140: -251 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 26.2 0.1 72.1 58.7 81.0 85.0: 19.0 15.0
Old : 100.0: 8.8 26.2 0.1 72.1 58.7 81.0 85.0: 19.0 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 7 18 1 39 21 47 39:
Old : 82: 7 18 1 39 21 47 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 34.1 38.6 46.8 24.7 34.1 37.8 46.8
Old : 25.5 34.1 38.6 46.8 24.7 34.1 37.8 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 108,528: 13,282 13,320 1,361 81,305 85,186 95,948 99,867: 12,580 8,661
Old : 108,528: 13,282 13,320 1,361 81,305 85,186 95,948 99,867: 12,580 8,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 7,147: -5,074 -4,841 793 9,487 7,402 5,206 3,354: 1,941 3,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.3 1.3 74.9 78.5 88.4 92.0: 11.6 8.0
Old : 100.0: 12.2 12.3 1.3 74.9 78.5 88.4 92.0: 11.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 23 30 8 37 36 65 70:
Old : 113: 23 30 8 37 36 65 70:
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 : 38.6 43.3 55.4 56.2 36.7 43.3 50.6 55.6
Old : 38.6 43.3 55.4 56.2 36.7 43.3 50.6 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 101,381: 18,356 18,161 568 71,818 77,784 90,742 96,513: 10,639 4,868
Old : 101,381: 18,356 18,161 568 71,818 77,784 90,742 96,513: 10,639 4,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -3,264: 1,118 -2,918 10 -558 2,732 570 -176: -3,834 -3,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 17.9 0.6 70.8 76.7 89.5 95.2: 10.5 4.8
Old : 100.0: 18.1 17.9 0.6 70.8 76.7 89.5 95.2: 10.5 4.8
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 : 111: 24 28 6 38 37 65 68:
Old : 111: 24 28 6 38 37 65 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 41.3 53.1 55.4 36.1 40.1 50.9 52.8
Old : 36.9 41.3 53.1 55.4 36.1 40.1 50.9 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,220: 12,841 8,879 87 9,474 17,516 22,402 26,482: 9,818 5,738
Old : 32,220: 12,841 8,879 87 9,474 17,516 22,402 26,482: 9,818 5,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,622: 524 -96 0 314 1,784 838 1,688: 2,784 1,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 27.6 0.3 29.4 54.4 69.5 82.2: 30.5 17.8
Old : 100.0: 39.9 27.6 0.3 29.4 54.4 69.5 82.2: 30.5 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 37 19 2 26 23 64 43:
Old : 100: 37 19 2 26 23 64 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 30.4 23.9 47.5 13.8 29.7 23.1 44.5
Old : 14.1 30.4 23.9 47.5 13.8 29.7 23.1 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 28,598: 12,317 8,975 87 9,160 15,732 21,564 24,794: 7,034 3,804
Old : 28,598: 12,317 8,975 87 9,160 15,732 21,564 24,794: 7,034 3,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 595: 1,218 703 -7 117 628 1,328 1,324: -733 -729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 31.4 0.3 32.0 55.0 75.4 86.7: 24.6 13.3
Old : 100.0: 43.1 31.4 0.3 32.0 55.0 75.4 86.7: 24.6 13.3
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 : 101: 38 22 2 23 21 62 44:
Old : 101: 38 22 2 23 21 62 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 32.3 26.0 46.9 14.7 32.3 25.0 46.5
Old : 15.1 32.3 26.0 46.9 14.7 32.3 25.0 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 8,193: 3,468 451 0 2,174 1,583 5,642 2,034: 2,551 6,159
Old : 8,193: 3,468 451 0 2,174 1,583 5,642 2,034: 2,551 6,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,011: 434 -432 0 407 1,293 841 861: 170 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 5.5 0.0 26.5 19.3 68.9 24.8: 31.1 75.2
Old : 100.0: 42.3 5.5 0.0 26.5 19.3 68.9 24.8: 31.1 75.2
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 : 20: 7 2 0 4 8 11 10:
Old : 20: 7 2 0 4 8 11 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 12.9 64.0 22.0 52.8 12.9 62.7 22.0
Old : 54.1 12.9 64.0 22.0 52.8 12.9 62.7 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 Y100,000,000 FACE VALUE) :
: : :
All : 111,240: 449 6,100 2,882 46,008 79,060 49,339 88,042: 61,901 23,198
Old : 111,240: 449 6,100 2,882 46,008 79,060 49,339 88,042: 61,901 23,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,328: 17 -493 308 -79 1,111 246 926: -1,574 -2,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.5 2.6 41.4 71.1 44.4 79.1: 55.6 20.9
Old : 100.0: 0.4 5.5 2.6 41.4 71.1 44.4 79.1: 55.6 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 14 4 13 24 19 40:
Old : 45: 3 14 4 13 24 19 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 58.7 42.4 67.8 5.1 29.9 5.8 35.2
Old : 38.8 58.7 42.4 67.8 5.1 29.9 5.8 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 112,568: 432 6,593 2,574 46,087 77,949 49,093 87,116: 63,475 25,452
Old : 112,568: 432 6,593 2,574 46,087 77,949 49,093 87,116: 63,475 25,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 820: -265 1 0 -41 1,202 -306 1,203: 1,126 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.9 2.3 40.9 69.2 43.6 77.4: 56.4 22.6
Old : 100.0: 0.4 5.9 2.3 40.9 69.2 43.6 77.4: 56.4 22.6
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 : 45: 3 14 3 13 23 18 39:
Old : 45: 3 14 3 13 23 18 39:
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 : 38.4 58.2 41.9 66.8 5.2 29.7 5.9 33.9
Old : 38.4 58.2 41.9 66.8 5.2 29.7 5.9 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
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 TROY OUNCES) :
: : :
All : 96,882: 43,147 4,797 4,887 18,843 77,637 66,877 87,321: 30,005 9,561
Old : 96,882: 43,147 4,797 4,887 18,843 77,637 66,877 87,321: 30,005 9,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,384: 829 185 -56 -2,197 -4,647 -1,424 -4,518: -960 2,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 5.0 5.0 19.4 80.1 69.0 90.1: 31.0 9.9
Old : 100.0: 44.5 5.0 5.0 19.4 80.1 69.0 90.1: 31.0 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 97 13 27 20 34 123 70:
Old : 153: 97 13 27 20 34 123 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 35.9 28.9 53.4 16.9 31.7 23.4 49.1
Old : 20.1 35.9 28.9 53.4 16.9 31.7 23.4 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 99,266: 42,318 4,612 4,943 21,040 82,284 68,301 91,839: 30,965 7,427
Old : 99,266: 42,318 4,612 4,943 21,040 82,284 68,301 91,839: 30,965 7,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 840: 101 59 49 -298 51 -148 159: 988 681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 4.6 5.0 21.2 82.9 68.8 92.5: 31.2 7.5
Old : 100.0: 42.6 4.6 5.0 21.2 82.9 68.8 92.5: 31.2 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 86 13 24 20 33 114 64:
Old : 141: 86 13 24 20 33 114 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 37.2 31.2 56.3 16.9 32.6 24.4 49.8
Old : 21.4 37.2 31.2 56.3 16.9 32.6 24.4 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - 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 25,000 POUNDS) :
: : :
All : 87,161: 26,545 6,281 11,211 35,911 62,023 73,667 79,515: 13,494 7,646
Old : 87,161: 26,545 6,281 11,211 35,911 62,023 73,667 79,515: 13,494 7,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,069: -6,736 -477 302 1,325 -6,163 -5,109 -6,338: -960 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 7.2 12.9 41.2 71.2 84.5 91.2: 15.5 8.8
Old : 100.0: 30.5 7.2 12.9 41.2 71.2 84.5 91.2: 15.5 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 56 28 23 34 39 102 79:
Old : 132: 56 28 23 34 39 102 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 43.9 37.3 58.1 22.5 40.1 33.0 51.7
Old : 26.0 43.9 37.3 58.1 22.5 40.1 33.0 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 93,230: 33,281 6,758 10,909 34,586 68,186 78,776 85,853: 14,454 7,377
Old : 93,230: 33,281 6,758 10,909 34,586 68,186 78,776 85,853: 14,454 7,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 7,056: 4,560 1,254 1,380 -399 3,493 5,541 6,127: 1,515 929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 7.2 11.7 37.1 73.1 84.5 92.1: 15.5 7.9
Old : 100.0: 35.7 7.2 11.7 37.1 73.1 84.5 92.1: 15.5 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 64 28 23 35 39 112 80:
Old : 142: 64 28 23 35 39 112 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 45.1 36.6 58.6 22.3 40.9 31.8 52.1
Old : 25.3 45.1 36.6 58.6 22.3 40.9 31.8 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
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 TROY OUNCES) :
: : :
All : 302,298: 140,471 67,228 16,838 89,301 195,043 246,610 279,109: 55,688 23,189
Old : 302,298: 140,471 67,228 16,838 89,301 195,043 246,610 279,109: 55,688 23,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -28,667: -29,043 -3,533 -2,287 3,794 -27,959 -27,536 -33,779: -1,131 5,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 22.2 5.6 29.5 64.5 81.6 92.3: 18.4 7.7
Old : 100.0: 46.5 22.2 5.6 29.5 64.5 81.6 92.3: 18.4 7.7
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 : 221: 118 46 38 35 39 176 104:
Old : 221: 118 46 38 35 39 176 104:
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 : 23.8 34.0 34.8 55.8 23.7 29.1 31.3 48.4
Old : 23.8 34.0 34.8 55.8 23.7 29.1 31.3 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 330,965: 169,514 70,761 19,125 85,507 223,002 274,146 312,888: 56,819 18,077
Old : 330,965: 169,514 70,761 19,125 85,507 223,002 274,146 312,888: 56,819 18,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 11,010: 7,118 -1,382 354 1,246 12,423 8,718 11,395: 2,292 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 21.4 5.8 25.8 67.4 82.8 94.5: 17.2 5.5
Old : 100.0: 51.2 21.4 5.8 25.8 67.4 82.8 94.5: 17.2 5.5
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 : 231: 129 41 34 35 42 187 99:
Old : 231: 129 41 34 35 42 187 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 33.7 36.1 55.9 25.9 29.1 33.2 47.6
Old : 25.9 33.7 36.1 55.9 25.9 29.1 33.2 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 116,541: 16,830 2,875 2,103 91,132 110,206 110,065 115,184: 6,476 1,357
Old : 80,380: 16,385 2,565 1,410 56,374 75,151 74,169 79,126: 6,211 1,254
Other: 36,161: 742 607 396 34,758 35,055 35,896 36,058: 265 103
: : :
: : Changes in Commitments from: December 21, 2004 :
: -3,176: -2,498 696 154 -392 -3,738 -2,736 -2,888: -440 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.5 1.8 78.2 94.6 94.4 98.8: 5.6 1.2
Old : 100.0: 20.4 3.2 1.8 70.1 93.5 92.3 98.4: 7.7 1.6
Other: 100.0: 2.1 1.7 1.1 96.1 96.9 99.3 99.7: 0.7 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 41 18 16 43 34 94 62:
Old : 112: 42 18 16 38 33 89 60:
Other: 37: 2 5 3 22 17 26 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 51.7 53.1 70.3 19.9 30.3 29.5 39.1
Old : 33.2 45.5 48.8 65.4 29.5 38.8 44.1 56.2
Other: 68.7 79.6 81.5 90.1 50.0 66.3 61.9 72.6
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 353,075: 91,292 51,285 27,806 173,679 245,268 292,777 324,359: 60,298 28,716
Old : 353,075: 91,292 51,285 27,806 173,679 245,268 292,777 324,359: 60,298 28,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 17,343: 9,249 -2,467 2,530 -2,490 17,034 9,289 17,097: 8,054 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 14.5 7.9 49.2 69.5 82.9 91.9: 17.1 8.1
Old : 100.0: 25.9 14.5 7.9 49.2 69.5 82.9 91.9: 17.1 8.1
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 : 174: 59 39 37 60 51 149 100:
Old : 174: 59 39 37 60 51 149 100:
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 : 16.8 36.6 27.5 52.4 16.0 29.1 25.2 43.6
Old : 16.8 36.6 27.5 52.4 16.0 29.1 25.2 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 110,637: 49,418 13,716 9,252 41,645 82,927 100,315 105,895: 10,322 4,742
Old : 108,830: 49,404 14,778 8,160 41,156 81,440 98,720 104,378: 10,110 4,452
Other: 1,807: 1,086 10 20 489 1,487 1,595 1,517: 212 290
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,095: -1,513 873 353 603 -870 -557 356: -538 -1,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 12.4 8.4 37.6 75.0 90.7 95.7: 9.3 4.3
Old : 100.0: 45.4 13.6 7.5 37.8 74.8 90.7 95.9: 9.3 4.1
Other: 100.0: 60.1 0.6 1.1 27.1 82.3 88.3 84.0: 11.7 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 146 56 52 88 107 265 196:
Old : 343: 144 62 51 86 107 262 196:
Other: 58: 10 1 4 20 35 30 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 24.3 28.3 36.7 17.1 19.9 28.0 31.9
Old : 17.4 24.3 28.8 36.9 17.4 20.0 28.4 32.2
Other: 55.9 38.7 76.5 54.1 53.4 38.7 71.0 52.0
VIX FUTURES - CBOE FUTURES EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,379: 4,589 1,424 244 2,606 7,099 7,439 8,767: 1,940 612
Old : 9,379: 4,589 1,424 244 2,606 7,099 7,439 8,767: 1,940 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 20: -11 43 1 78 16 68 60: -48 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 15.2 2.6 27.8 75.7 79.3 93.5: 20.7 6.5
Old : 100.0: 48.9 15.2 2.6 27.8 75.7 79.3 93.5: 20.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 5 3 5 6 21 12:
Old : 25: 13 5 3 5 6 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 83.8 68.6 91.9 49.2 71.1 56.2 73.2
Old : 56.6 83.8 68.6 91.9 49.2 71.1 56.2 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,359: 4,600 1,381 243 2,528 7,083 7,371 8,707: 1,988 652
Old : 9,359: 4,600 1,381 243 2,528 7,083 7,371 8,707: 1,988 652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 219: 83 246 28 490 343 601 617: -382 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 14.8 2.6 27.0 75.7 78.8 93.0: 21.2 7.0
Old : 100.0: 49.2 14.8 2.6 27.0 75.7 78.8 93.0: 21.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 14 4 3 5 6 22 11:
Old : 25: 14 4 3 5 6 22 11:
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 : 55.9 83.7 67.9 91.6 49.2 71.6 55.9 73.7
Old : 55.9 83.7 67.9 91.6 49.2 71.6 55.9 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - 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 : 72,296: 12,061 27,147 3,311 45,702 28,656 61,074 59,114: 11,222 13,182
Old : 58,848: 11,496 27,383 373 38,429 20,494 50,298 48,250: 8,550 10,598
Other: 13,448: 1,596 795 1,907 7,273 8,162 10,776 10,864: 2,672 2,584
: : :
: : Changes in Commitments from: December 28, 2004 :
: 4,712: -191 3,668 292 4,648 -513 4,749 3,447: -37 1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 37.5 4.6 63.2 39.6 84.5 81.8: 15.5 18.2
Old : 100.0: 19.5 46.5 0.6 65.3 34.8 85.5 82.0: 14.5 18.0
Other: 100.0: 11.9 5.9 14.2 54.1 60.7 80.1 80.8: 19.9 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 33 35 20 59 53 98 104:
Old : 148: 31 37 8 56 42 89 85:
Other: 70: 13 10 6 20 34 35 49:
:----------------------------------------------------------------------------------------------------
: 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 : 28.0 21.4 38.2 35.9 22.6 17.9 32.3 31.1
Old : 32.5 23.5 43.6 40.1 31.8 23.1 42.9 39.7
Other: 40.1 45.6 53.9 57.5 35.1 35.9 45.6 42.8
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 67,584: 12,252 23,479 3,019 41,054 29,169 56,325 55,667: 11,259 11,917
Old : 54,698: 11,524 23,793 334 33,938 21,464 45,796 45,591: 8,902 9,107
Other: 12,886: 1,665 623 1,748 7,116 7,705 10,529 10,076: 2,357 2,810
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,654: -217 -604 -672 800 696 -89 -580: -1,565 -1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 34.7 4.5 60.7 43.2 83.3 82.4: 16.7 17.6
Old : 100.0: 21.1 43.5 0.6 62.0 39.2 83.7 83.4: 16.3 16.6
Other: 100.0: 12.9 4.8 13.6 55.2 59.8 81.7 78.2: 18.3 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 31 31 18 53 54 91 100:
Old : 142: 30 35 8 51 44 84 84:
Other: 64: 12 10 5 16 32 31 45:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 23.6 37.4 38.2 21.3 19.4 31.1 32.1
Old : 31.5 25.6 43.2 41.8 30.4 25.2 41.9 41.3
Other: 41.7 47.5 59.2 59.8 36.3 37.7 48.6 44.7
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
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 : 35,159: 1,030 10,730 1,874 24,672 16,284 27,576 28,888: 7,583 6,271
Old : 32,832: 1,962 10,698 847 23,034 15,613 25,843 27,158: 6,989 5,674
Other: 2,327: 41 1,005 54 1,638 671 1,733 1,730: 594 597
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,416: -323 971 36 1,999 688 1,712 1,695: -296 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 30.5 5.3 70.2 46.3 78.4 82.2: 21.6 17.8
Old : 100.0: 6.0 32.6 2.6 70.2 47.6 78.7 82.7: 21.3 17.3
Other: 100.0: 1.8 43.2 2.3 70.4 28.8 74.5 74.3: 25.5 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 10 23 9 36 22 49 52:
Old : 75: 12 21 7 35 20 48 48:
Other: 30: 4 5 2 12 12 18 17:
:----------------------------------------------------------------------------------------------------
: 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 : 38.3 33.0 49.9 49.5 19.4 20.1 27.0 29.9
Old : 40.5 34.8 51.0 52.4 19.6 21.7 28.0 32.1
Other: 49.7 56.7 63.9 68.6 42.1 51.2 54.4 59.0
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,743: 1,353 9,759 1,838 22,673 15,596 25,864 27,193: 7,879 6,550
Old : 31,933: 2,221 9,704 935 21,513 15,254 24,669 25,893: 7,264 6,040
Other: 1,810: 34 957 1 1,160 342 1,195 1,300: 615 510
: : :
: : Changes in Commitments from: December 21, 2004 :
: 654: 40 324 -309 1,335 959 1,066 974: -412 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 28.9 5.4 67.2 46.2 76.6 80.6: 23.4 19.4
Old : 100.0: 7.0 30.4 2.9 67.4 47.8 77.3 81.1: 22.7 18.9
Other: 100.0: 1.9 52.9 0.1 64.1 18.9 66.0 71.8: 34.0 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 10 21 7 36 22 49 48:
Old : 71: 12 19 5 35 19 48 43:
Other: 27: 3 4 1 10 11 14 15:
:----------------------------------------------------------------------------------------------------
: 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 : 37.6 32.9 47.4 48.9 18.8 22.5 27.0 31.3
Old : 38.4 34.7 48.3 51.5 18.5 23.6 27.7 33.0
Other: 50.2 62.0 62.9 69.2 50.2 61.9 62.9 68.8
COTTON NO. 2 - NEW YORK 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 50,000 POUNDS) :
: : :
All : 82,705: 15,899 37,177 4,412 52,205 36,057 72,516 77,646: 10,189 5,059
Old : 74,103: 15,519 37,936 2,768 46,421 28,831 64,708 69,535: 9,395 4,568
Other: 8,602: 1,643 504 381 5,784 7,226 7,808 8,111: 794 491
: : :
: : Changes in Commitments from: December 28, 2004 :
: -745: 2,433 -5,246 971 -4,137 4,507 -733 232: -12 -977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 45.0 5.3 63.1 43.6 87.7 93.9: 12.3 6.1
Old : 100.0: 20.9 51.2 3.7 62.6 38.9 87.3 93.8: 12.7 6.2
Other: 100.0: 19.1 5.9 4.4 67.2 84.0 90.8 94.3: 9.2 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 92 105 57 71 63 203 192:
Old : 290: 94 104 50 63 63 191 188:
Other: 81: 25 11 6 29 25 60 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 21.8 36.8 32.8 22.1 18.4 31.9 27.4
Old : 24.7 20.8 39.0 30.9 23.5 17.0 33.9 25.3
Other: 40.2 52.0 58.3 65.1 34.8 51.6 46.8 63.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK 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 15,000 POUNDS) :
: : :
All : 34,545: 14,145 1,717 2,405 13,249 29,038 29,799 33,160: 4,746 1,385
Old : 34,439: 14,191 1,677 2,359 13,149 29,018 29,699 33,054: 4,740 1,385
Other: 106: 0 86 0 100 20 100 106: 6 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 547: 530 -435 87 259 680 876 332: -329 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 5.0 7.0 38.4 84.1 86.3 96.0: 13.7 4.0
Old : 100.0: 41.2 4.9 6.8 38.2 84.3 86.2 96.0: 13.8 4.0
Other: 100.0: 0.0 81.1 0.0 94.3 18.9 94.3 100.0: 5.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 53 14 21 27 19 90 48:
Old : 107: 55 13 21 27 19 90 48:
Other: 4: 0 2 0 1 1 1 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 : 30.4 56.8 40.6 77.7 16.8 43.0 25.6 60.4
Old : 30.2 57.0 40.5 78.0 16.9 43.1 25.7 60.9
Other: 94.3 100.0 94.3 100.0 94.3 100.0 94.3 100.0
COCOA - NEW YORK 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 10 METRIC TONS) :
: : :
All : 118,137: 15,935 6,227 1,807 94,637 108,198 112,379 116,232: 5,758 1,905
Old : 79,957: 15,597 5,922 1,002 57,873 71,218 74,472 78,142: 5,485 1,815
Other: 38,180: 757 724 386 36,764 36,980 37,907 38,090: 273 90
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,596: -895 3,352 -296 3,505 -2,008 2,314 1,048: -718 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 5.3 1.5 80.1 91.6 95.1 98.4: 4.9 1.6
Old : 100.0: 19.5 7.4 1.3 72.4 89.1 93.1 97.7: 6.9 2.3
Other: 100.0: 2.0 1.9 1.0 96.3 96.9 99.3 99.8: 0.7 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 38 23 16 43 34 91 66:
Old : 114: 40 23 16 38 34 86 65:
Other: 38: 4 5 2 22 17 27 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 50.1 54.0 68.0 21.1 29.7 30.3 37.9
Old : 33.6 44.1 48.7 63.7 31.8 37.5 46.0 54.5
Other: 67.2 77.2 82.6 88.9 49.9 64.7 63.0 72.1
SUGAR NO. 11 - NEW YORK 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 112,000 POUNDS) :
: : :
All : 380,803: 112,848 54,449 33,097 169,629 264,034 315,574 351,580: 65,229 29,223
Old : 380,803: 112,848 54,449 33,097 169,629 264,034 315,574 351,580: 65,229 29,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 27,728: 21,556 3,164 5,291 -4,050 18,766 22,797 27,221: 4,931 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 14.3 8.7 44.5 69.3 82.9 92.3: 17.1 7.7
Old : 100.0: 29.6 14.3 8.7 44.5 69.3 82.9 92.3: 17.1 7.7
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 : 185: 63 42 40 61 57 157 109:
Old : 185: 63 42 40 61 57 157 109:
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 : 15.7 34.6 26.0 50.5 15.2 27.6 24.4 42.4
Old : 15.7 34.6 26.0 50.5 15.2 27.6 24.4 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - 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 37,500 POUNDS) :
: : :
All : 107,609: 46,750 11,205 9,904 41,031 82,121 97,685 103,230: 9,924 4,379
Old : 105,735: 46,724 12,222 8,857 40,480 80,568 96,061 101,647: 9,674 4,088
Other: 1,874: 1,053 10 20 551 1,553 1,624 1,583: 250 291
: : :
: : Changes in Commitments from: December 28, 2004 :
: -3,028: -2,668 -2,511 652 -614 -806 -2,630 -2,665: -398 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 10.4 9.2 38.1 76.3 90.8 95.9: 9.2 4.1
Old : 100.0: 44.2 11.6 8.4 38.3 76.2 90.9 96.1: 9.1 3.9
Other: 100.0: 56.2 0.5 1.1 29.4 82.9 86.7 84.5: 13.3 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 137 61 58 94 110 269 208:
Old : 347: 136 69 58 90 110 265 208:
Other: 60: 13 1 4 21 34 34 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 24.5 28.1 37.2 16.8 19.9 27.5 32.1
Old : 17.1 24.8 28.6 37.3 17.1 20.3 28.0 32.5
Other: 53.6 39.5 71.5 55.0 50.0 39.5 65.7 51.1
U.S. DOLLAR INDEX - NEW YORK 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
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 22,089: 5,667 14,532 2,029 12,268 2,155 19,964 18,716: 2,125 3,373
Old : 22,089: 5,667 14,532 2,029 12,268 2,155 19,964 18,716: 2,125 3,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -5,281: -693 -4,747 8 -4,635 -50 -5,320 -4,789: 39 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 65.8 9.2 55.5 9.8 90.4 84.7: 9.6 15.3
Old : 100.0: 25.7 65.8 9.2 55.5 9.8 90.4 84.7: 9.6 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 : 49: 8 28 2 5 8 14 38:
Old : 49: 8 28 2 5 8 14 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 40.9 88.2 60.6 66.9 38.6 78.8 53.8
Old : 71.6 40.9 88.2 60.6 66.9 38.6 78.8 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK 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 EURO 200,000) :
: : :
All : 23,325: 17,502 0 0 904 20,146 18,406 20,146: 4,919 3,179
Old : 23,325: 17,502 0 0 904 20,146 18,406 20,146: 4,919 3,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,754: -798 -1,145 0 134 -932 -664 -2,077: -1,090 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 0.0 0.0 3.9 86.4 78.9 86.4: 21.1 13.6
Old : 100.0: 75.0 0.0 0.0 3.9 86.4 78.9 86.4: 21.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 0 0 1 12 9 12:
Old : 21: 8 0 0 1 12 9 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 51.2 76.9 74.6 64.4 51.2 76.9 74.6
Old : 64.4 51.2 76.9 74.6 64.4 51.2 76.9 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 83,450: 13,466 42,423 3,441 56,342 31,550 73,249 77,414: 10,201 6,036
Old : 75,027: 12,948 43,056 2,039 50,686 24,515 65,673 69,610: 9,354 5,417
Other: 8,423: 1,663 512 257 5,656 7,035 7,576 7,804: 847 619
: : :
: : Changes in Commitments from: December 21, 2004 :
: 179: -440 1,685 -201 323 -1,117 -318 367: 497 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 50.8 4.1 67.5 37.8 87.8 92.8: 12.2 7.2
Old : 100.0: 17.3 57.4 2.7 67.6 32.7 87.5 92.8: 12.5 7.2
Other: 100.0: 19.7 6.1 3.1 67.1 83.5 89.9 92.7: 10.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 77 112 46 72 61 185 189:
Old : 278: 80 111 41 66 60 174 186:
Other: 72: 24 8 5 28 21 56 32:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 18.9 38.6 30.9 22.4 16.8 33.0 26.1
Old : 26.4 17.5 40.9 29.4 23.7 16.4 35.2 25.1
Other: 41.3 53.2 59.8 66.4 36.6 52.8 48.8 65.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 33,998: 13,615 2,152 2,318 12,990 28,358 28,923 32,828: 5,075 1,170
Old : 33,874: 13,719 2,152 2,214 12,872 28,338 28,805 32,704: 5,069 1,170
Other: 124: 0 104 0 118 20 118 124: 6 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -858: -344 61 -757 365 -104 -736 -800: -122 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 6.3 6.8 38.2 83.4 85.1 96.6: 14.9 3.4
Old : 100.0: 40.5 6.4 6.5 38.0 83.7 85.0 96.5: 15.0 3.5
Other: 100.0: 0.0 83.9 0.0 95.2 16.1 95.2 100.0: 4.8 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 56 13 20 27 18 88 49:
Old : 108: 57 13 20 27 18 88 49:
Other: 4: 0 2 0 1 1 1 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 : 30.8 55.2 39.9 76.7 16.7 43.6 25.4 60.3
Old : 30.5 55.4 39.7 76.9 16.7 43.7 25.5 60.8
Other: 95.2 100.0 95.2 100.0 95.2 100.0 95.2 100.0
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 27,370: 6,360 19,279 2,021 16,903 2,205 25,284 23,505: 2,086 3,865
Old : 27,370: 6,360 19,279 2,021 16,903 2,205 25,284 23,505: 2,086 3,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 3,325: 561 1,703 -26 2,685 718 3,220 2,395: 105 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 70.4 7.4 61.8 8.1 92.4 85.9: 7.6 14.1
Old : 100.0: 23.2 70.4 7.4 61.8 8.1 92.4 85.9: 7.6 14.1
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 : 51: 6 31 3 5 8 12 42:
Old : 51: 6 31 3 5 8 12 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 40.6 91.5 61.6 79.2 40.6 84.5 57.3
Old : 79.2 40.6 91.5 61.6 79.2 40.6 84.5 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 25,079: 18,300 1,145 0 770 21,078 19,070 22,223: 6,009 2,856
Old : 25,079: 18,300 1,145 0 770 21,078 19,070 22,223: 6,009 2,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 487: 219 11 0 -9 -295 210 -284: 277 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 4.6 0.0 3.1 84.0 76.0 88.6: 24.0 11.4
Old : 100.0: 73.0 4.6 0.0 3.1 84.0 76.0 88.6: 24.0 11.4
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 : 23: 8 1 0 1 13 9 14:
Old : 23: 8 1 0 1 13 9 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 48.1 74.1 70.6 61.6 48.1 74.1 70.6
Old : 61.6 48.1 74.1 70.6 61.6 48.1 74.1 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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 42,000 U.S. GALLONS) :
: : :
All : 149,494: 10,816 24,395 12,018 102,327 88,935 125,161 125,348: 24,333 24,146
Old : 149,494: 10,816 24,395 12,018 102,327 88,935 125,161 125,348: 24,333 24,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -9,638: -600 2,068 552 -9,916 -11,120 -9,964 -8,500: 326 -1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 16.3 8.0 68.4 59.5 83.7 83.8: 16.3 16.2
Old : 100.0: 7.2 16.3 8.0 68.4 59.5 83.7 83.8: 16.3 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 20 28 30 62 67 103 107:
Old : 128: 20 28 30 62 67 103 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 16.1 39.7 25.9 25.7 11.2 35.6 18.8
Old : 28.4 16.1 39.7 25.9 25.7 11.2 35.6 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 159,132: 11,416 22,327 11,466 112,243 100,055 135,125 133,848: 24,007 25,284
Old : 159,132: 11,416 22,327 11,466 112,243 100,055 135,125 133,848: 24,007 25,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -10,803: -4,500 -5,765 -4,383 1,672 218 -7,211 -9,930: -3,592 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 14.0 7.2 70.5 62.9 84.9 84.1: 15.1 15.9
Old : 100.0: 7.2 14.0 7.2 70.5 62.9 84.9 84.1: 15.1 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 21 28 30 68 67 111 105:
Old : 129: 21 28 30 68 67 111 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 17.3 38.7 27.6 21.8 12.5 30.9 19.5
Old : 26.5 17.3 38.7 27.6 21.8 12.5 30.9 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 395,907: 21,781 69,414 103,663 212,115 193,458 337,559 366,535: 58,348 29,372
Old : 395,907: 21,781 69,414 103,663 212,115 193,458 337,559 366,535: 58,348 29,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 10,031: 1,835 5,805 -54 9,882 1,230 11,663 6,981: -1,632 3,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 17.5 26.2 53.6 48.9 85.3 92.6: 14.7 7.4
Old : 100.0: 5.5 17.5 26.2 53.6 48.9 85.3 92.6: 14.7 7.4
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 : 198: 45 54 60 94 74 170 161:
Old : 198: 45 54 60 94 74 170 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 24.6 29.5 38.4 6.4 11.2 9.5 16.6
Old : 18.6 24.6 29.5 38.4 6.4 11.2 9.5 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 385,876: 19,946 63,609 103,717 202,233 192,228 325,896 359,554: 59,980 26,322
Old : 385,876: 19,946 63,609 103,717 202,233 192,228 325,896 359,554: 59,980 26,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -10,821: -715 -144 653 -10,598 -11,724 -10,660 -11,215: -161 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 16.5 26.9 52.4 49.8 84.5 93.2: 15.5 6.8
Old : 100.0: 5.2 16.5 26.9 52.4 49.8 84.5 93.2: 15.5 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 45 50 57 92 71 168 154:
Old : 195: 45 50 57 92 71 168 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 25.3 30.3 38.8 6.3 10.8 9.5 16.2
Old : 19.6 25.3 30.3 38.8 6.3 10.8 9.5 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,474: 3,015 6,420 2,121 58,767 58,715 63,903 67,256: 4,571 1,218
Old : 68,474: 3,015 6,420 2,121 58,767 58,715 63,903 67,256: 4,571 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,096: 2,363 0 -651 -4,106 -1,228 -2,394 -1,879: 298 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.4 3.1 85.8 85.7 93.3 98.2: 6.7 1.8
Old : 100.0: 4.4 9.4 3.1 85.8 85.7 93.3 98.2: 6.7 1.8
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 : 33: 1 1 1 28 23 29 25:
Old : 33: 1 1 1 28 23 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 59.7 64.9 73.3 42.3 55.2 52.5 62.7
Old : 44.0 59.7 64.9 73.3 42.3 55.2 52.5 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,570: 652 6,420 2,772 62,873 59,943 66,297 69,135: 4,273 1,435
Old : 70,570: 652 6,420 2,772 62,873 59,943 66,297 69,135: 4,273 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 652: -56 0 56 652 596 652 652: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 9.1 3.9 89.1 84.9 93.9 98.0: 6.1 2.0
Old : 100.0: 0.9 9.1 3.9 89.1 84.9 93.9 98.0: 6.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 27 23 28 25:
Old : 33: 1 1 1 27 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 56.1 63.6 72.6 42.8 51.5 53.2 62.3
Old : 43.1 56.1 63.6 72.6 42.8 51.5 53.2 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,627: 5,266 2,464 428 36,694 36,126 42,388 39,018: 2,239 5,609
Old : 44,627: 5,266 2,464 428 36,694 36,126 42,388 39,018: 2,239 5,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,258: 578 -7,468 -1,712 -4,935 2,448 -6,069 -6,732: -189 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.5 1.0 82.2 81.0 95.0 87.4: 5.0 12.6
Old : 100.0: 11.8 5.5 1.0 82.2 81.0 95.0 87.4: 5.0 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 1 15 12 17 14:
Old : 21: 1 2 1 15 12 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 63.6 82.2 79.2 45.9 62.4 73.8 72.8
Old : 51.8 63.6 82.2 79.2 45.9 62.4 73.8 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,885: 4,688 9,932 2,140 41,629 33,678 48,457 45,750: 2,428 5,135
Old : 50,885: 4,688 9,932 2,140 41,629 33,678 48,457 45,750: 2,428 5,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -2,630: 2,996 0 -2,996 -2,962 0 -2,962 -2,996: 332 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 19.5 4.2 81.8 66.2 95.2 89.9: 4.8 10.1
Old : 100.0: 9.2 19.5 4.2 81.8 66.2 95.2 89.9: 4.8 10.1
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 : 22: 1 2 2 15 13 17 16:
Old : 22: 1 2 2 15 13 17 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 : 51.0 58.0 79.4 76.0 42.9 57.5 68.3 70.7
Old : 51.0 58.0 79.4 76.0 42.9 57.5 68.3 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,419: 879 955 1,424 32,002 33,598 34,305 35,977: 4,114 2,442
Old : 38,419: 879 955 1,424 32,002 33,598 34,305 35,977: 4,114 2,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -142: -13 483 655 -1,150 -1,218 -508 -80: 366 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.5 3.7 83.3 87.5 89.3 93.6: 10.7 6.4
Old : 100.0: 2.3 2.5 3.7 83.3 87.5 89.3 93.6: 10.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 2 11 13 13 16:
Old : 20: 1 2 2 11 13 13 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 : 71.0 56.7 84.0 79.8 35.2 32.4 42.5 45.3
Old : 71.0 56.7 84.0 79.8 35.2 32.4 42.5 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 30,047: 1,639 2,021 1,104 24,457 25,398 27,200 28,523: 2,847 1,524
Old : 30,047: 1,639 2,021 1,104 24,457 25,398 27,200 28,523: 2,847 1,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,066: -1,315 -1,377 -153 -4,288 -4,529 -5,756 -6,059: -310 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.7 3.7 81.4 84.5 90.5 94.9: 9.5 5.1
Old : 100.0: 5.5 6.7 3.7 81.4 84.5 90.5 94.9: 9.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 2 18 15 21 19:
Old : 25: 3 2 2 18 15 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 47.7 66.8 69.1 39.4 38.1 52.9 56.0
Old : 47.7 47.7 66.8 69.1 39.4 38.1 52.9 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,113: 2,954 3,398 1,257 28,745 29,927 32,956 34,582: 3,157 1,531
Old : 36,113: 2,954 3,398 1,257 28,745 29,927 32,956 34,582: 3,157 1,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 148: 5 0 -254 248 948 -1 694: 149 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.4 3.5 79.6 82.9 91.3 95.8: 8.7 4.2
Old : 100.0: 8.2 9.4 3.5 79.6 82.9 91.3 95.8: 8.7 4.2
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 : 27: 3 2 2 20 16 23 20:
Old : 27: 3 2 2 20 16 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 49.1 64.9 70.5 38.4 39.4 52.5 58.5
Old : 44.1 49.1 64.9 70.5 38.4 39.4 52.5 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,102: 1,736 284 866 44,563 43,013 47,165 44,163: 2,937 5,939
Old : 50,102: 1,736 284 866 44,563 43,013 47,165 44,163: 2,937 5,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,279: 186 124 -310 -2,310 -2,966 -2,434 -3,152: 155 873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.6 1.7 88.9 85.9 94.1 88.1: 5.9 11.9
Old : 100.0: 3.5 0.6 1.7 88.9 85.9 94.1 88.1: 5.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 22 18 24 20:
Old : 26: 1 1 2 22 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 60.9 71.0 74.3 41.5 48.6 58.4 60.2
Old : 47.1 60.9 71.0 74.3 41.5 48.6 58.4 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,381: 1,550 160 1,176 46,873 45,979 49,599 47,315: 2,782 5,066
Old : 52,381: 1,550 160 1,176 46,873 45,979 49,599 47,315: 2,782 5,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 701: 0 -124 124 1,005 639 1,129 639: -428 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.3 2.2 89.5 87.8 94.7 90.3: 5.3 9.7
Old : 100.0: 3.0 0.3 2.2 89.5 87.8 94.7 90.3: 5.3 9.7
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 : 27: 1 1 2 22 19 24 21:
Old : 27: 1 1 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 59.4 71.1 73.3 42.1 48.4 57.9 59.9
Old : 48.8 59.4 71.1 73.3 42.1 48.4 57.9 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 27,346: 4,712 3,488 0 21,792 19,732 26,504 23,220: 842 4,126
Old : 27,346: 4,712 3,488 0 21,792 19,732 26,504 23,220: 842 4,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.8 0.0 79.7 72.2 96.9 84.9: 3.1 15.1
Old : 100.0: 17.2 12.8 0.0 79.7 72.2 96.9 84.9: 3.1 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 : 25: 3 2 0 11 11 14 13:
Old : 25: 3 2 0 11 11 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 60.8 86.7 77.9 64.8 60.8 85.5 77.6
Old : 64.8 60.8 86.7 77.9 64.8 60.8 85.5 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 852,117: 186,172 59,260 127,924 524,746 659,923 838,842 847,107: 13,275 5,010
Old : 852,117: 186,172 59,260 127,924 524,746 659,923 838,842 847,107: 13,275 5,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -27,206: 14,014 5,912 -1,085 -41,141 -26,191 -28,212 -21,364: 1,006 -5,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.0 15.0 61.6 77.4 98.4 99.4: 1.6 0.6
Old : 100.0: 21.8 7.0 15.0 61.6 77.4 98.4 99.4: 1.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 14 12 24 72 68 99 93:
Old : 106: 14 12 24 72 68 99 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 24.4 46.0 38.5 26.6 20.0 33.3 30.0
Old : 33.5 24.4 46.0 38.5 26.6 20.0 33.3 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 879,323: 172,158 53,348 129,009 565,887 686,114 867,054 868,471: 12,269 10,852
Old : 879,323: 172,158 53,348 129,009 565,887 686,114 867,054 868,471: 12,269 10,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 14,721: -6,164 -5,623 6,133 11,754 14,106 11,723 14,616: 2,998 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 6.1 14.7 64.4 78.0 98.6 98.8: 1.4 1.2
Old : 100.0: 19.6 6.1 14.7 64.4 78.0 98.6 98.8: 1.4 1.2
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 : 124: 16 13 23 88 77 114 104:
Old : 124: 16 13 23 88 77 114 104:
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 : 31.1 23.6 43.2 38.5 23.7 19.7 30.4 29.8
Old : 31.1 23.6 43.2 38.5 23.7 19.7 30.4 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,421: 7,518 14,597 21,595 34,270 29,761 63,383 65,953: 4,038 1,468
Old : 67,421: 7,518 14,597 21,595 34,270 29,761 63,383 65,953: 4,038 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 6,367: -1,587 567 2,731 6,002 4,262 7,146 7,560: -779 -1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 21.7 32.0 50.8 44.1 94.0 97.8: 6.0 2.2
Old : 100.0: 11.2 21.7 32.0 50.8 44.1 94.0 97.8: 6.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 5 9 19 20 30 29:
Old : 33: 6 5 9 19 20 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 50.5 68.6 73.9 22.5 25.7 31.9 36.3
Old : 53.1 50.5 68.6 73.9 22.5 25.7 31.9 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,054: 9,105 14,030 18,864 28,268 25,499 56,237 58,393: 4,817 2,661
Old : 61,054: 9,105 14,030 18,864 28,268 25,499 56,237 58,393: 4,817 2,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -16,533: -7,226 -9,162 -1,221 -9,551 -7,394 -17,998 -17,777: 1,465 1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 23.0 30.9 46.3 41.8 92.1 95.6: 7.9 4.4
Old : 100.0: 14.9 23.0 30.9 46.3 41.8 92.1 95.6: 7.9 4.4
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 : 29: 6 4 8 18 17 28 25:
Old : 29: 6 4 8 18 17 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 51.0 68.2 72.4 22.0 27.4 31.3 36.6
Old : 52.4 51.0 68.2 72.4 22.0 27.4 31.3 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 32,910: 5,000 244 5,284 22,346 26,562 32,630 32,090: 280 820
Old : 32,910: 5,000 244 5,284 22,346 26,562 32,630 32,090: 280 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,408: 337 64 -197 -1,311 -1,174 -1,171 -1,307: -237 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.7 16.1 67.9 80.7 99.1 97.5: 0.9 2.5
Old : 100.0: 15.2 0.7 16.1 67.9 80.7 99.1 97.5: 0.9 2.5
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 : 31: 3 2 5 22 24 27 29:
Old : 31: 3 2 5 22 24 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 69.7 74.9 79.6 49.1 61.3 59.1 64.1
Old : 52.5 69.7 74.9 79.6 49.1 61.3 59.1 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 34,318: 4,663 180 5,481 23,657 27,736 33,801 33,397: 517 921
Old : 34,318: 4,663 180 5,481 23,657 27,736 33,801 33,397: 517 921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -39: -10 -30 360 -609 -1,029 -259 -699: 220 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.5 16.0 68.9 80.8 98.5 97.3: 1.5 2.7
Old : 100.0: 13.6 0.5 16.0 68.9 80.8 98.5 97.3: 1.5 2.7
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 : 33: 5 1 5 25 24 30 30:
Old : 33: 5 1 5 25 24 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 67.6 72.9 77.6 46.6 60.6 56.0 63.7
Old : 50.7 67.6 72.9 77.6 46.6 60.6 56.0 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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 0F 400 MEGAWATT HOURS) :
: : :
All : 19,414: 1,681 3,806 840 16,893 14,768 19,414 19,414: 0 0
Old : 19,414: 1,681 3,806 840 16,893 14,768 19,414 19,414: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,940: -276 -1,242 -230 -1,434 -468 -1,940 -1,940: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 19.6 4.3 87.0 76.1 100.0 100.0: 0.0 0.0
Old : 100.0: 8.7 19.6 4.3 87.0 76.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 1 15 12 17 15:
Old : 23: 1 3 1 15 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 61.7 91.0 81.4 76.5 59.1 82.8 76.2
Old : 79.1 61.7 91.0 81.4 76.5 59.1 82.8 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 21,354: 1,957 5,048 1,070 18,327 15,236 21,354 21,354: 0 0
Old : 21,354: 1,957 5,048 1,070 18,327 15,236 21,354 21,354: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -90: 0 0 0 82 82 82 82: -172 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 23.6 5.0 85.8 71.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.2 23.6 5.0 85.8 71.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 2 17 16 20 20:
Old : 27: 2 3 2 17 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 61.3 87.7 79.9 71.5 58.7 77.4 72.2
Old : 75.6 61.3 87.7 79.9 71.5 58.7 77.4 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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 0F 400 MEGAWATT HOURS) :
: : :
All : 6,860: 842 2,550 634 5,384 3,424 6,860 6,608: 0 252
Old : 6,860: 842 2,550 634 5,384 3,424 6,860 6,608: 0 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -794: -46 460 -460 -265 -1,046 -771 -1,046: -23 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 37.2 9.2 78.5 49.9 100.0 96.3: 0.0 3.7
Old : 100.0: 12.3 37.2 9.2 78.5 49.9 100.0 96.3: 0.0 3.7
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 : 20: 2 2 2 10 10 13 13:
Old : 20: 2 2 2 10 10 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 63.4 90.2 89.6 56.9 53.7 76.6 73.5
Old : 64.9 63.4 90.2 89.6 56.9 53.7 76.6 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,654: 888 2,090 1,094 5,649 4,470 7,631 7,654: 23 0
Old : 7,654: 888 2,090 1,094 5,649 4,470 7,631 7,654: 23 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 27.3 14.3 73.8 58.4 99.7 100.0: 0.3 0.0
Old : 100.0: 11.6 27.3 14.3 73.8 58.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 3 12 12 17 15:
Old : 24: 3 2 3 12 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 64.3 89.6 91.5 54.3 50.1 71.9 71.8
Old : 61.5 64.3 89.6 91.5 54.3 50.1 71.9 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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 1,000 BARRELS) :
: : :
All : 683,120: 74,567 67,020 74,091 479,579 465,979 628,237 607,090: 54,883 76,030
Old : 683,120: 74,567 67,020 74,091 479,579 465,979 628,237 607,090: 54,883 76,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 26,662: 4,580 2,052 385 10,441 10,620 15,406 13,057: 11,256 13,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 9.8 10.8 70.2 68.2 92.0 88.9: 8.0 11.1
Old : 100.0: 10.9 9.8 10.8 70.2 68.2 92.0 88.9: 8.0 11.1
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 : 204: 42 64 63 77 82 163 171:
Old : 204: 42 64 63 77 82 163 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 22.7 37.0 34.0 17.0 14.4 26.0 19.7
Old : 22.6 22.7 37.0 34.0 17.0 14.4 26.0 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 656,458: 69,987 64,968 73,706 469,138 455,359 612,831 594,033: 43,627 62,425
Old : 656,458: 69,987 64,968 73,706 469,138 455,359 612,831 594,033: 43,627 62,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -5,335: 182 -3,199 -658 4,181 3,797 3,705 -60: -9,040 -5,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 9.9 11.2 71.5 69.4 93.4 90.5: 6.6 9.5
Old : 100.0: 10.7 9.9 11.2 71.5 69.4 93.4 90.5: 6.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 42 60 65 79 81 168 168:
Old : 201: 42 60 65 79 81 168 168:
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 : 23.9 23.9 38.1 36.2 17.1 15.3 26.2 21.3
Old : 23.9 23.9 38.1 36.2 17.1 15.3 26.2 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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 TROY OUNCES) :
: : :
All : 12,598: 7,255 2,657 34 2,598 8,766 9,887 11,457: 2,711 1,141
Old : 12,598: 7,255 2,657 34 2,598 8,766 9,887 11,457: 2,711 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -38: 48 163 -57 19 -131 10 -25: -48 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 21.1 0.3 20.6 69.6 78.5 90.9: 21.5 9.1
Old : 100.0: 57.6 21.1 0.3 20.6 69.6 78.5 90.9: 21.5 9.1
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 : 113: 61 20 1 9 23 71 43:
Old : 113: 61 20 1 9 23 71 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 42.6 39.0 57.9 25.3 42.6 39.0 57.9
Old : 25.3 42.6 39.0 57.9 25.3 42.6 39.0 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,636: 7,207 2,494 91 2,579 8,897 9,877 11,482: 2,759 1,154
Old : 12,636: 7,207 2,494 91 2,579 8,897 9,877 11,482: 2,759 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 521: 346 384 -59 262 194 549 519: -28 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 19.7 0.7 20.4 70.4 78.2 90.9: 21.8 9.1
Old : 100.0: 57.0 19.7 0.7 20.4 70.4 78.2 90.9: 21.8 9.1
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 : 110: 63 15 3 10 22 74 40:
Old : 110: 63 15 3 10 22 74 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 42.4 38.6 57.8 25.3 42.4 38.6 57.8
Old : 25.3 42.4 38.6 57.8 25.3 42.4 38.6 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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 50 TROY OUNCES) :
: : :
All : 6,201: 2,293 167 80 2,404 5,183 4,777 5,430: 1,424 771
Old : 6,201: 2,293 167 80 2,404 5,183 4,777 5,430: 1,424 771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -126: -6 11 80 -18 87 56 178: -182 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 2.7 1.3 38.8 83.6 77.0 87.6: 23.0 12.4
Old : 100.0: 37.0 2.7 1.3 38.8 83.6 77.0 87.6: 23.0 12.4
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 : 40: 16 2 1 10 14 26 17:
Old : 40: 16 2 1 10 14 26 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 : 37.7 63.7 51.9 76.6 37.7 63.6 51.3 76.3
Old : 37.7 63.7 51.9 76.6 37.7 63.6 51.3 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 6,327: 2,299 156 0 2,422 5,096 4,721 5,252: 1,606 1,075
Old : 6,327: 2,299 156 0 2,422 5,096 4,721 5,252: 1,606 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -47: 628 -800 -292 -463 938 -127 -154: 80 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 2.5 0.0 38.3 80.5 74.6 83.0: 25.4 17.0
Old : 100.0: 36.3 2.5 0.0 38.3 80.5 74.6 83.0: 25.4 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 2 0 10 12 25 14:
Old : 36: 15 2 0 10 12 25 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 63.4 52.2 76.4 37.6 63.3 52.2 76.2
Old : 37.6 63.4 52.2 76.4 37.6 63.3 52.2 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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 42,000 U.S. GALLONS) :
: : :
All : 159,903: 16,442 13,687 12,883 119,856 119,422 149,181 145,992: 10,722 13,911
Old : 159,903: 16,442 13,687 12,883 119,856 119,422 149,181 145,992: 10,722 13,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -4,679: 972 513 846 -5,334 -3,767 -3,516 -2,408: -1,163 -2,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.6 8.1 75.0 74.7 93.3 91.3: 6.7 8.7
Old : 100.0: 10.3 8.6 8.1 75.0 74.7 93.3 91.3: 6.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 29 28 32 75 70 123 116:
Old : 146: 29 28 32 75 70 123 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 21.0 47.4 32.2 32.4 14.6 40.2 21.6
Old : 35.5 21.0 47.4 32.2 32.4 14.6 40.2 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 164,582: 15,470 13,174 12,037 125,190 123,189 152,697 148,400: 11,885 16,182
Old : 164,582: 15,470 13,174 12,037 125,190 123,189 152,697 148,400: 11,885 16,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 8,075: 812 2,071 755 5,767 3,659 7,334 6,485: 741 1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.0 7.3 76.1 74.8 92.8 90.2: 7.2 9.8
Old : 100.0: 9.4 8.0 7.3 76.1 74.8 92.8 90.2: 7.2 9.8
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 : 140: 25 25 28 73 72 117 113:
Old : 140: 25 25 28 73 72 117 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 21.2 46.3 32.6 31.2 14.6 38.5 21.5
Old : 34.8 21.2 46.3 32.6 31.2 14.6 38.5 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
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 1,000 BARRELS) :
: : :
All : 18,115: 0 3,805 4,320 13,615 9,990 17,935 18,115: 180 0
Old : 18,115: 0 3,805 4,320 13,615 9,990 17,935 18,115: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,093: -15 666 -766 -312 -993 -1,093 -1,093: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.0 23.8 75.2 55.1 99.0 100.0: 1.0 0.0
Old : 100.0: 0.0 21.0 23.8 75.2 55.1 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 5 2 14 13 16 18:
Old : 25: 0 5 2 14 13 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 77.2 89.5 88.3 46.5 49.3 57.3 58.4
Old : 68.3 77.2 89.5 88.3 46.5 49.3 57.3 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,208: 15 3,139 5,086 13,927 10,983 19,028 19,208: 180 0
Old : 19,208: 15 3,139 5,086 13,927 10,983 19,028 19,208: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 224: 0 -81 15 329 290 344 224: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 16.3 26.5 72.5 57.2 99.1 100.0: 0.9 0.0
Old : 100.0: 0.1 16.3 26.5 72.5 57.2 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 6 3 17 16 20 23:
Old : 28: 1 6 3 17 16 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 73.6 88.7 86.1 43.2 43.7 54.8 53.9
Old : 68.6 73.6 88.7 86.1 43.2 43.7 54.8 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
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 1,000 BARRELS) :
: : :
All : 8,677: 450 2,106 402 7,825 6,169 8,677 8,677: 0 0
Old : 8,677: 450 2,106 402 7,825 6,169 8,677 8,677: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -330: -100 -410 -45 -185 125 -330 -330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 24.3 4.6 90.2 71.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.2 24.3 4.6 90.2 71.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 15 14 17 16:
Old : 21: 1 1 2 15 14 17 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 : 60.3 74.0 81.9 89.9 43.9 50.3 52.2 53.7
Old : 60.3 74.0 81.9 89.9 43.9 50.3 52.2 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,007: 550 2,516 447 8,010 6,044 9,007 9,007: 0 0
Old : 9,007: 550 2,516 447 8,010 6,044 9,007 9,007: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 150: 0 150 0 150 0 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 27.9 5.0 88.9 67.1 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 27.9 5.0 88.9 67.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 16 14 18 16:
Old : 22: 1 1 2 16 14 18 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 : 58.4 75.3 80.3 91.1 42.6 50.1 50.8 53.4
Old : 58.4 75.3 80.3 91.1 42.6 50.1 50.8 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2005