WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 192,983: 37,013 66,426 16,392 109,514 82,793 162,919 165,611: 30,064 27,372
Old : 161,416: 44,173 64,273 5,113 86,611 69,249 135,897 138,635: 25,519 22,781
Other: 31,567: 3,034 12,347 1,085 22,903 13,544 27,022 26,976: 4,545 4,591
: : :
: : Changes in Commitments from: January 4, 2005 :
: -2,018: -1,048 -10,483 1,103 -1,478 5,927 -1,423 -3,453: -595 1,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 34.4 8.5 56.7 42.9 84.4 85.8: 15.6 14.2
Old : 100.0: 27.4 39.8 3.2 53.7 42.9 84.2 85.9: 15.8 14.1
Other: 100.0: 9.6 39.1 3.4 72.6 42.9 85.6 85.5: 14.4 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 96 91 54 50 64 169 191:
Old : 269: 100 89 33 43 58 156 167:
Other: 105: 16 37 18 23 44 54 86:
:----------------------------------------------------------------------------------------------------
: 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 26.8 45.1 34.1 30.7 26.0 44.7 32.4
Old : 33.8 27.9 46.7 35.7 33.8 27.7 46.5 35.4
Other: 63.1 36.9 72.4 48.0 61.6 33.0 66.7 43.6
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 195,001: 38,061 76,909 15,289 110,992 76,866 164,342 169,064: 30,659 25,937
Old : 167,547: 44,267 75,016 4,893 91,989 65,917 141,149 145,826: 26,398 21,721
Other: 27,454: 3,357 11,456 833 19,003 10,949 23,193 23,238: 4,261 4,216
: : :
: : Changes in Commitments from: December 28, 2004 :
: 11,959: 307 9,533 1,680 4,418 -3,660 6,405 7,553: 5,554 4,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 39.4 7.8 56.9 39.4 84.3 86.7: 15.7 13.3
Old : 100.0: 26.4 44.8 2.9 54.9 39.3 84.2 87.0: 15.8 13.0
Other: 100.0: 12.2 41.7 3.0 69.2 39.9 84.5 84.6: 15.5 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 90 94 46 54 60 165 188:
Old : 269: 95 93 31 50 54 153 170:
Other: 105: 22 29 17 21 43 53 81:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 27.2 43.9 34.2 29.4 27.0 43.9 33.4
Old : 32.1 28.0 45.3 35.4 32.1 27.8 45.1 35.2
Other: 59.6 39.1 69.7 52.1 59.4 38.9 66.8 51.6
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 613,073: 84,505 151,441 28,548 403,455 294,807 516,508 474,796: 96,565 138,277
Old : 537,457: 81,507 145,425 23,373 343,413 255,262 448,293 424,060: 89,164 113,397
Other: 75,616: 7,516 10,534 657 60,042 39,545 68,215 50,736: 7,401 24,880
: : :
: : Changes in Commitments from: January 4, 2005 :
: 8,556: 2,940 -22,559 -320 3,483 24,941 6,103 2,062: 2,453 6,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 24.7 4.7 65.8 48.1 84.2 77.4: 15.8 22.6
Old : 100.0: 15.2 27.1 4.3 63.9 47.5 83.4 78.9: 16.6 21.1
Other: 100.0: 9.9 13.9 0.9 79.4 52.3 90.2 67.1: 9.8 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 669: 167 151 101 248 244 468 455:
Old : 654: 167 147 88 238 227 453 422:
Other: 345: 48 59 8 78 192 129 256:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 17.2 28.5 22.5 17.4 15.4 28.2 20.4
Old : 18.0 18.1 29.1 24.2 18.0 16.4 28.7 22.0
Other: 49.2 13.8 58.3 22.1 49.2 13.4 58.2 21.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 604,517: 81,565 174,000 28,868 399,972 269,866 510,405 472,734: 94,112 131,783
Old : 539,192: 77,950 169,509 24,453 349,826 236,794 452,229 430,756: 86,963 108,436
Other: 65,325: 7,497 8,373 533 50,146 33,072 58,176 41,978: 7,149 23,347
: : :
: : Changes in Commitments from: December 28, 2004 :
: 11,598: 1,211 12,519 -4,445 13,116 510 9,882 8,584: 1,716 3,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 28.8 4.8 66.2 44.6 84.4 78.2: 15.6 21.8
Old : 100.0: 14.5 31.4 4.5 64.9 43.9 83.9 79.9: 16.1 20.1
Other: 100.0: 11.5 12.8 0.8 76.8 50.6 89.1 64.3: 10.9 35.7
: : :
:# Traders : Number of Traders in Each Category :
All : 659: 156 160 95 233 239 437 458:
Old : 649: 158 157 82 224 223 422 430:
Other: 326: 45 54 4 65 186 111 243:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 16.0 27.3 21.6 16.4 15.2 27.0 20.4
Old : 17.7 17.1 28.2 23.1 17.5 16.5 27.8 22.0
Other: 47.3 11.7 55.2 19.2 47.3 11.7 55.2 19.2
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 6,924: 1,883 600 49 1,404 4,572 3,336 5,221: 3,588 1,703
Old : 6,679: 1,814 603 46 1,382 4,456 3,242 5,105: 3,437 1,574
Other: 245: 72 0 0 22 116 94 116: 151 129
: : :
: : Changes in Commitments from: January 4, 2005 :
: 79: 476 -76 23 -454 121 45 68: 34 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 8.7 0.7 20.3 66.0 48.2 75.4: 51.8 24.6
Old : 100.0: 27.2 9.0 0.7 20.7 66.7 48.5 76.4: 51.5 23.6
Other: 100.0: 29.4 0.0 0.0 9.0 47.3 38.4 47.3: 61.6 52.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 16 5 2 10 11 27 17:
Old : 35: 16 5 2 10 11 27 17:
Other: 10: 4 0 0 2 6 6 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 : 22.1 50.1 31.9 64.1 16.9 46.2 25.3 57.6
Old : 22.6 50.3 32.8 64.7 17.5 46.7 26.1 58.1
Other: 36.3 46.1 38.4 47.3 32.2 42.0 33.5 42.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,845: 1,407 676 26 1,858 4,451 3,291 5,153: 3,554 1,692
Old : 6,683: 1,346 676 26 1,836 4,350 3,208 5,052: 3,475 1,631
Other: 162: 61 0 0 22 101 83 101: 79 61
: : :
: : Changes in Commitments from: December 28, 2004 :
: -320: 26 -139 0 -120 -179 -94 -318: -226 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.9 0.4 27.1 65.0 48.1 75.3: 51.9 24.7
Old : 100.0: 20.1 10.1 0.4 27.5 65.1 48.0 75.6: 52.0 24.4
Other: 100.0: 37.7 0.0 0.0 13.6 62.3 51.2 62.3: 48.8 37.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 5 1 13 11 28 16:
Old : 35: 14 5 1 13 11 28 16:
Other: 9: 3 0 0 2 6 5 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 50.6 30.2 65.2 13.6 49.0 21.5 60.2
Old : 20.8 50.5 30.6 65.3 13.8 49.2 21.8 60.6
Other: 50.0 61.1 51.2 62.3 43.8 54.3 43.8 54.9
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 233,595: 28,599 80,137 15,790 151,466 88,576 195,855 184,503: 37,740 49,092
Old : 214,153: 27,119 83,522 9,858 144,089 76,837 181,066 170,217: 33,087 43,936
Other: 19,442: 7,315 2,450 97 7,377 11,739 14,789 14,286: 4,653 5,156
: : :
: : Changes in Commitments from: January 4, 2005 :
: -79: -1,536 4,932 -624 4,254 -584 2,094 3,724: -2,173 -3,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 34.3 6.8 64.8 37.9 83.8 79.0: 16.2 21.0
Old : 100.0: 12.7 39.0 4.6 67.3 35.9 84.5 79.5: 15.5 20.5
Other: 100.0: 37.6 12.6 0.5 37.9 60.4 76.1 73.5: 23.9 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 89 134 80 97 115 242 282:
Old : 366: 86 137 60 94 105 220 266:
Other: 127: 39 20 4 24 54 66 75:
:----------------------------------------------------------------------------------------------------
: 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 : 30.7 17.4 42.3 23.8 29.3 16.0 39.2 21.5
Old : 32.2 18.0 44.8 24.2 31.2 17.9 43.8 23.9
Other: 34.2 45.2 47.6 53.3 34.1 44.4 47.5 52.5
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 233,674: 30,135 75,205 16,414 147,212 89,160 193,761 180,779: 39,913 52,895
Old : 216,416: 29,468 77,905 10,485 140,866 80,011 180,819 168,401: 35,597 48,015
Other: 17,258: 6,529 3,162 67 6,346 9,149 12,942 12,378: 4,316 4,880
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,598: -6,386 8,115 127 2,292 -11,324 -3,967 -3,082: 1,369 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 32.2 7.0 63.0 38.2 82.9 77.4: 17.1 22.6
Old : 100.0: 13.6 36.0 4.8 65.1 37.0 83.6 77.8: 16.4 22.2
Other: 100.0: 37.8 18.3 0.4 36.8 53.0 75.0 71.7: 25.0 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 83 129 74 93 114 229 277:
Old : 355: 79 130 56 88 104 206 260:
Other: 118: 34 22 2 23 50 58 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 17.1 41.7 23.6 27.8 15.4 37.2 20.3
Old : 32.6 17.1 44.2 23.7 30.3 17.1 41.5 22.4
Other: 36.0 37.6 48.9 46.0 35.9 36.6 48.8 45.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 152,958: 20,737 42,442 16,171 94,952 73,328 131,860 131,941: 21,098 21,017
Old : 137,520: 21,385 42,795 10,046 88,024 64,616 119,455 117,457: 18,065 20,063
Other: 15,438: 2,581 2,876 2,896 6,928 8,712 12,405 14,484: 3,033 954
: : :
: : Changes in Commitments from: January 4, 2005 :
: 5,919: 1,124 3,632 -1,065 5,601 2,876 5,660 5,443: 259 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 27.7 10.6 62.1 47.9 86.2 86.3: 13.8 13.7
Old : 100.0: 15.6 31.1 7.3 64.0 47.0 86.9 85.4: 13.1 14.6
Other: 100.0: 16.7 18.6 18.8 44.9 56.4 80.4 93.8: 19.6 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 38 37 28 51 43 100 106:
Old : 143: 41 41 23 50 42 97 101:
Other: 42: 10 11 9 19 9 35 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 : 23.4 31.5 34.0 39.7 19.1 25.5 29.6 33.2
Old : 24.7 31.3 36.3 40.1 23.5 28.7 35.1 37.4
Other: 35.8 55.6 52.1 75.2 25.7 48.3 37.1 56.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 147,039: 19,613 38,810 17,236 89,351 70,452 126,200 126,498: 20,839 20,541
Old : 132,221: 20,708 39,383 10,620 82,644 62,413 113,972 112,416: 18,249 19,805
Other: 14,818: 2,515 3,037 3,006 6,707 8,039 12,228 14,082: 2,590 736
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,042: -1,086 3,915 -460 2,372 -5,364 826 -1,909: -2,868 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 26.4 11.7 60.8 47.9 85.8 86.0: 14.2 14.0
Old : 100.0: 15.7 29.8 8.0 62.5 47.2 86.2 85.0: 13.8 15.0
Other: 100.0: 17.0 20.5 20.3 45.3 54.3 82.5 95.0: 17.5 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 32 41 29 51 41 99 106:
Old : 142: 36 43 24 50 40 95 101:
Other: 43: 12 11 9 17 10 34 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 30.9 32.9 38.9 17.7 24.5 27.8 32.3
Old : 23.5 30.7 34.4 39.3 21.7 27.6 32.6 36.2
Other: 36.6 54.3 49.9 76.2 22.5 42.9 33.8 52.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 645,645: 186,288 112,560 6,164 341,442 403,256 533,894 521,980: 111,751 123,665
Old : 645,645: 186,288 112,560 6,164 341,442 403,256 533,894 521,980: 111,751 123,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 39,915: 9,629 1,924 1,821 18,288 31,315 29,738 35,060: 10,177 4,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 17.4 1.0 52.9 62.5 82.7 80.8: 17.3 19.2
Old : 100.0: 28.9 17.4 1.0 52.9 62.5 82.7 80.8: 17.3 19.2
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 : 193: 44 44 15 59 82 115 130:
Old : 193: 44 44 15 59 82 115 130:
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 : 25.6 19.4 35.6 31.5 18.8 18.6 26.7 28.1
Old : 25.6 19.4 35.6 31.5 18.8 18.6 26.7 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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 605,730: 176,659 110,636 4,343 323,154 371,941 504,156 486,920: 101,574 118,810
Old : 605,730: 176,659 110,636 4,343 323,154 371,941 504,156 486,920: 101,574 118,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 2,884: 16,500 15,514 -22,177 -5,026 -3,246 -10,703 -9,909: 13,587 12,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 18.3 0.7 53.3 61.4 83.2 80.4: 16.8 19.6
Old : 100.0: 29.2 18.3 0.7 53.3 61.4 83.2 80.4: 16.8 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 41 39 16 57 82 110 126:
Old : 183: 41 39 16 57 82 110 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 18.7 37.3 31.0 20.0 18.0 27.7 28.1
Old : 26.7 18.7 37.3 31.0 20.0 18.0 27.7 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 149,191: 14,090 26,805 24,463 84,012 75,211 122,565 126,479: 26,626 22,712
Old : 135,153: 17,713 26,246 16,694 75,636 70,404 110,043 113,344: 25,110 21,809
Other: 14,038: 1,206 5,388 2,940 8,376 4,807 12,522 13,135: 1,516 903
: : :
: : Changes in Commitments from: January 4, 2005 :
: -2,893: 5,699 -6,512 -1,714 -9,533 7,119 -5,548 -1,107: 2,655 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 18.0 16.4 56.3 50.4 82.2 84.8: 17.8 15.2
Old : 100.0: 13.1 19.4 12.4 56.0 52.1 81.4 83.9: 18.6 16.1
Other: 100.0: 8.6 38.4 20.9 59.7 34.2 89.2 93.6: 10.8 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 30 49 46 51 50 119 124:
Old : 162: 41 46 42 50 50 117 121:
Other: 60: 11 18 11 27 11 48 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 : 26.1 26.0 37.1 35.3 24.6 17.1 30.6 25.3
Old : 26.0 25.5 35.5 34.9 25.1 19.3 31.6 28.4
Other: 46.8 55.4 63.1 69.6 43.6 41.1 52.7 52.2
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 152,084: 8,391 33,317 26,177 93,545 68,092 128,113 127,586: 23,971 24,498
Old : 138,146: 12,023 33,026 18,368 85,405 63,402 115,796 114,796: 22,350 23,350
Other: 13,938: 1,091 5,014 3,086 8,140 4,690 12,317 12,790: 1,621 1,148
: : :
: : Changes in Commitments from: December 28, 2004 :
: 7,607: -141 6,655 3,024 7,457 -1,876 10,340 7,803: -2,733 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 21.9 17.2 61.5 44.8 84.2 83.9: 15.8 16.1
Old : 100.0: 8.7 23.9 13.3 61.8 45.9 83.8 83.1: 16.2 16.9
Other: 100.0: 7.8 36.0 22.1 58.4 33.6 88.4 91.8: 11.6 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 20 51 47 52 51 111 131:
Old : 158: 28 52 45 52 50 110 128:
Other: 57: 11 16 12 26 10 47 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 21.7 38.4 30.4 24.6 13.2 32.5 20.1
Old : 26.7 21.2 37.7 29.8 25.4 14.3 34.0 22.5
Other: 44.1 54.3 62.0 71.6 42.0 40.8 50.9 51.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 4,034: 1,627 1,512 47 973 1,114 2,647 2,673: 1,387 1,361
Old : 4,031: 1,627 1,513 44 973 1,113 2,644 2,670: 1,387 1,361
Other: 3: 1 0 2 0 1 3 3: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -386: 95 37 -104 -130 -345 -139 -412: -247 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 37.5 1.2 24.1 27.6 65.6 66.3: 34.4 33.7
Old : 100.0: 40.4 37.5 1.1 24.1 27.6 65.6 66.2: 34.4 33.8
Other: 100.0: 33.3 0.0 66.7 0.0 33.3 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 10 10 3 6 7 19 17:
Old : 30: 10 10 2 6 7 18 17:
Other: 4: 1 0 2 0 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 42.9 51.9 54.1 37.5 42.2 51.0 53.3
Old : 37.5 42.9 51.9 54.1 37.5 42.2 51.0 53.3
Other: 100.0 100.0 100.0 100.0 33.3 33.3 33.3 33.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,420: 1,532 1,475 151 1,103 1,459 2,786 3,085: 1,634 1,335
Old : 4,418: 1,532 1,475 149 1,103 1,459 2,784 3,083: 1,634 1,335
Other: 2: 0 0 2 0 0 2 2: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6: 174 144 48 215 -219 437 -27: -443 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 33.4 3.4 25.0 33.0 63.0 69.8: 37.0 30.2
Old : 100.0: 34.7 33.4 3.4 25.0 33.0 63.0 69.8: 37.0 30.2
Other: 100.0: 0.0 0.0 100.0 0.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 10 3 6 8 18 18:
Old : 31: 9 10 3 6 8 18 18:
Other: 2: 0 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 41.9 49.4 52.8 35.2 41.9 49.4 52.8
Old : 35.2 41.9 49.4 52.8 35.2 41.9 49.4 52.8
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 272,173: 73,179 87,651 374 173,308 130,624 246,861 218,649: 25,312 53,524
Old : 272,173: 73,179 87,651 374 173,308 130,624 246,861 218,649: 25,312 53,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,739: 5,376 3,308 -151 16,639 12,873 21,864 16,030: -2,125 3,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 32.2 0.1 63.7 48.0 90.7 80.3: 9.3 19.7
Old : 100.0: 26.9 32.2 0.1 63.7 48.0 90.7 80.3: 9.3 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 : 167: 22 57 2 48 67 71 125:
Old : 167: 22 57 2 48 67 71 125:
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 : 30.1 14.9 44.9 22.5 30.0 14.9 43.8 22.1
Old : 30.1 14.9 44.9 22.5 30.0 14.9 43.8 22.1
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 252,434: 67,803 84,343 525 156,669 117,751 224,997 202,619: 27,437 49,815
Old : 252,434: 67,803 84,343 525 156,669 117,751 224,997 202,619: 27,437 49,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,817: 5,347 14,316 -875 -2,432 -10,783 2,040 2,658: 1,777 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 33.4 0.2 62.1 46.6 89.1 80.3: 10.9 19.7
Old : 100.0: 26.9 33.4 0.2 62.1 46.6 89.1 80.3: 10.9 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 19 55 4 48 66 69 123:
Old : 163: 19 55 4 48 66 69 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 12.7 45.4 21.0 30.9 12.7 43.4 20.8
Old : 31.2 12.7 45.4 21.0 30.9 12.7 43.4 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 1,683,691: 402,963 408,100 27,121 1,078,515 916,098 1,508,599 1,351,319: 175,092 332,372
Old : 1,683,691: 402,963 408,100 27,121 1,078,515 916,098 1,508,599 1,351,319: 175,092 332,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 7,213: -467 36,655 -9,777 -301 -24,520 -10,545 2,358: 17,758 4,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 24.2 1.6 64.1 54.4 89.6 80.3: 10.4 19.7
Old : 100.0: 23.9 24.2 1.6 64.1 54.4 89.6 80.3: 10.4 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 : 382: 54 112 35 106 177 180 304:
Old : 382: 54 112 35 106 177 180 304:
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 : 44.8 14.3 56.7 23.2 44.3 12.9 52.4 19.8
Old : 44.8 14.3 56.7 23.2 44.3 12.9 52.4 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,676,478: 403,430 371,445 36,898 1,078,816 940,618 1,519,144 1,348,961: 157,334 327,517
Old : 1,676,478: 403,430 371,445 36,898 1,078,816 940,618 1,519,144 1,348,961: 157,334 327,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 64,791: 7,672 23,270 17,839 32,900 -24,715 58,411 16,394: 6,380 48,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 22.2 2.2 64.4 56.1 90.6 80.5: 9.4 19.5
Old : 100.0: 24.1 22.2 2.2 64.4 56.1 90.6 80.5: 9.4 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 47 106 35 94 174 166 291:
Old : 360: 47 106 35 94 174 166 291:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 14.8 57.1 23.1 45.2 13.0 54.7 20.0
Old : 45.6 14.8 57.1 23.1 45.2 13.0 54.7 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 1,166,477: 318,122 238,648 11,455 761,409 746,521 1,090,986 996,624: 75,491 169,853
Old : 1,166,477: 318,122 238,648 11,455 761,409 746,521 1,090,986 996,624: 75,491 169,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,475: -1,701 -10,007 1,425 41,531 31,161 41,255 22,579: -21,780 -3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 20.5 1.0 65.3 64.0 93.5 85.4: 6.5 14.6
Old : 100.0: 27.3 20.5 1.0 65.3 64.0 93.5 85.4: 6.5 14.6
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 : 299: 53 89 25 79 128 146 229:
Old : 299: 53 89 25 79 128 146 229:
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 : 27.5 18.4 45.6 27.3 24.7 17.7 41.1 26.0
Old : 27.5 18.4 45.6 27.3 24.7 17.7 41.1 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,147,002: 319,823 248,655 10,030 719,878 715,360 1,049,731 974,045: 97,271 172,957
Old : 1,147,002: 319,823 248,655 10,030 719,878 715,360 1,049,731 974,045: 97,271 172,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -7,244: -3,015 42,527 -33,276 6,982 -24,363 -29,309 -15,112: 22,065 7,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 21.7 0.9 62.8 62.4 91.5 84.9: 8.5 15.1
Old : 100.0: 27.9 21.7 0.9 62.8 62.4 91.5 84.9: 8.5 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 52 84 16 73 131 132 224:
Old : 294: 52 84 16 73 131 132 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 18.2 45.0 27.4 25.5 17.6 41.9 26.6
Old : 26.8 18.2 45.0 27.4 25.5 17.6 41.9 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 352,991: 119,588 42,800 42,026 169,987 250,004 331,601 334,830: 21,390 18,161
Old : 352,991: 119,588 42,800 42,026 169,987 250,004 331,601 334,830: 21,390 18,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 14,040: 740 5,060 5,453 11,264 -88 17,457 10,425: -3,417 3,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 12.1 11.9 48.2 70.8 93.9 94.9: 6.1 5.1
Old : 100.0: 33.9 12.1 11.9 48.2 70.8 93.9 94.9: 6.1 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 : 134: 37 21 25 54 58 103 93:
Old : 134: 37 21 25 54 58 103 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 : 29.0 31.3 43.6 46.0 25.7 29.3 37.4 42.1
Old : 29.0 31.3 43.6 46.0 25.7 29.3 37.4 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 338,951: 118,848 37,740 36,573 158,723 250,092 314,144 324,405: 24,807 14,546
Old : 338,951: 118,848 37,740 36,573 158,723 250,092 314,144 324,405: 24,807 14,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -132,811: -63,721 -6,056 -17,664 -49,424 -107,366 -130,809 -131,086: -2,002 -1,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 11.1 10.8 46.8 73.8 92.7 95.7: 7.3 4.3
Old : 100.0: 35.1 11.1 10.8 46.8 73.8 92.7 95.7: 7.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 35 18 24 58 53 105 84:
Old : 126: 35 18 24 58 53 105 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 34.6 42.1 50.3 21.3 33.8 33.4 47.2
Old : 28.3 34.6 42.1 50.3 21.3 33.8 33.4 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 47,667: 17,169 9,607 103 25,254 32,568 42,526 42,278: 5,141 5,389
Old : 47,667: 17,169 9,607 103 25,254 32,568 42,526 42,278: 5,141 5,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,913: -2,494 586 56 550 -348 -1,888 294: -25 -2,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 20.2 0.2 53.0 68.3 89.2 88.7: 10.8 11.3
Old : 100.0: 36.0 20.2 0.2 53.0 68.3 89.2 88.7: 10.8 11.3
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 : 93: 35 23 3 27 12 65 35:
Old : 93: 35 23 3 27 12 65 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 : 38.3 66.3 55.1 77.8 38.3 66.3 55.1 77.0
Old : 38.3 66.3 55.1 77.8 38.3 66.3 55.1 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 49,580: 19,663 9,021 47 24,704 32,916 44,414 41,984: 5,166 7,596
Old : 49,580: 19,663 9,021 47 24,704 32,916 44,414 41,984: 5,166 7,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 284: 43 -520 16 -429 226 -370 -278: 654 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 18.2 0.1 49.8 66.4 89.6 84.7: 10.4 15.3
Old : 100.0: 39.7 18.2 0.1 49.8 66.4 89.6 84.7: 10.4 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 35 18 2 23 13 60 31:
Old : 86: 35 18 2 23 13 60 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 65.2 57.3 75.5 38.1 65.2 57.3 74.9
Old : 38.1 65.2 57.3 75.5 38.1 65.2 57.3 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 55,712: 11,034 17,967 264 35,562 28,570 46,860 46,801: 8,852 8,911
Old : 55,712: 11,034 17,967 264 35,562 28,570 46,860 46,801: 8,852 8,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 8,610: 2,367 4,086 67 8,806 5,300 11,240 9,453: -2,630 -843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 32.2 0.5 63.8 51.3 84.1 84.0: 15.9 16.0
Old : 100.0: 19.8 32.2 0.5 63.8 51.3 84.1 84.0: 15.9 16.0
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 : 87: 28 24 2 22 16 51 41:
Old : 87: 28 24 2 22 16 51 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 : 41.9 62.9 58.8 70.6 41.8 62.9 58.8 70.3
Old : 41.9 62.9 58.8 70.6 41.8 62.9 58.8 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 47,102: 8,667 13,881 197 26,756 23,270 35,620 37,348: 11,482 9,754
Old : 47,102: 8,667 13,881 197 26,756 23,270 35,620 37,348: 11,482 9,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 11,401: 191 3,070 -29 7,319 7,497 7,481 10,538: 3,920 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 29.5 0.4 56.8 49.4 75.6 79.3: 24.4 20.7
Old : 100.0: 18.4 29.5 0.4 56.8 49.4 75.6 79.3: 24.4 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 26 19 2 19 12 46 32:
Old : 73: 26 19 2 19 12 46 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 55.6 51.4 63.8 38.0 55.6 51.4 63.6
Old : 38.0 55.6 51.4 63.8 38.0 55.6 51.4 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 35,875: 1,696 6,395 1,006 32,843 27,086 35,545 34,487: 330 1,388
Old : 35,875: 1,696 6,395 1,006 32,843 27,086 35,545 34,487: 330 1,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -380: 148 -69 0 -520 -331 -372 -400: -8 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 17.8 2.8 91.5 75.5 99.1 96.1: 0.9 3.9
Old : 100.0: 4.7 17.8 2.8 91.5 75.5 99.1 96.1: 0.9 3.9
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 : 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 : 52.4 51.8 79.0 72.0 52.4 51.2 78.9 71.4
Old : 52.4 51.8 79.0 72.0 52.4 51.2 78.9 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,255: 1,548 6,464 1,006 33,363 27,417 35,917 34,887: 338 1,368
Old : 36,255: 1,548 6,464 1,006 33,363 27,417 35,917 34,887: 338 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -52: -483 64 0 457 -112 -26 -48: -26 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 17.8 2.8 92.0 75.6 99.1 96.2: 0.9 3.8
Old : 100.0: 4.3 17.8 2.8 92.0 75.6 99.1 96.2: 0.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 21 2 17 15 23 36:
Old : 53: 4 21 2 17 15 23 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 51.7 80.4 72.1 53.6 51.1 80.3 71.6
Old : 53.6 51.7 80.4 72.1 53.6 51.1 80.3 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 13,266: 0 1,554 0 13,254 11,252 13,254 12,806: 12 460
Old : 13,266: 0 1,554 0 13,254 11,252 13,254 12,806: 12 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -333: -500 -135 0 176 -190 -324 -325: -9 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.7 0.0 99.9 84.8 99.9 96.5: 0.1 3.5
Old : 100.0: 0.0 11.7 0.0 99.9 84.8 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 : 24: 0 7 0 8 10 8 17:
Old : 24: 0 7 0 8 10 8 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 : 83.8 74.8 99.9 85.6 83.8 72.0 97.0 82.8
Old : 83.8 74.8 99.9 85.6 83.8 72.0 97.0 82.8
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 22,746: 2,122 2,401 892 17,115 15,651 20,129 18,944: 2,617 3,802
Old : 22,746: 2,122 2,401 892 17,115 15,651 20,129 18,944: 2,617 3,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,940: 436 464 -174 1,146 1,610 1,408 1,900: 532 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 10.6 3.9 75.2 68.8 88.5 83.3: 11.5 16.7
Old : 100.0: 9.3 10.6 3.9 75.2 68.8 88.5 83.3: 11.5 16.7
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 : 77: 18 7 10 29 33 51 46:
Old : 77: 18 7 10 29 33 51 46:
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 : 53.9 34.0 64.2 51.0 53.9 33.6 61.4 49.1
Old : 53.9 34.0 64.2 51.0 53.9 33.6 61.4 49.1
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 103,554: 30,498 6,214 15,565 37,828 47,131 83,891 68,910: 19,663 34,644
Old : 102,803: 30,651 6,214 15,405 37,553 46,983 83,609 68,602: 19,194 34,201
Other: 751: 7 160 0 275 148 282 308: 469 443
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,860: 2,341 -1,590 -1,891 -1,203 3,369 -753 -112: -1,107 -1,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 6.0 15.0 36.5 45.5 81.0 66.5: 19.0 33.5
Old : 100.0: 29.8 6.0 15.0 36.5 45.7 81.3 66.7: 18.7 33.3
Other: 100.0: 0.9 21.3 0.0 36.6 19.7 37.5 41.0: 62.5 59.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 64 22 47 22 35 119 89:
Old : 151: 64 22 47 21 35 118 89:
Other: 9: 1 1 0 4 4 5 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 : 24.4 26.7 35.0 35.4 24.4 25.9 34.3 33.2
Old : 24.6 26.8 35.3 35.7 24.6 26.3 34.6 33.6
Other: 36.6 40.5 37.5 41.0 34.2 38.6 35.2 38.6
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 1,995: 512 606 91 785 369 1,388 1,066: 607 929
Old : 1,995: 512 606 91 785 369 1,388 1,066: 607 929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 15: 73 63 -17 -89 18 -33 64: 48 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 30.4 4.6 39.3 18.5 69.6 53.4: 30.4 46.6
Old : 100.0: 25.7 30.4 4.6 39.3 18.5 69.6 53.4: 30.4 46.6
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 : 31: 7 16 2 7 3 16 19:
Old : 31: 7 16 2 7 3 16 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 : 43.7 26.8 58.2 40.4 43.7 24.0 54.9 32.8
Old : 43.7 26.8 58.2 40.4 43.7 24.0 54.9 32.8
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, 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 143,587: 41,027 15,033 20,035 64,110 72,390 125,172 107,458: 18,415 36,129
Old : 143,587: 41,027 15,033 20,035 64,110 72,390 125,172 107,458: 18,415 36,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 7,229: 4,939 -51 1,616 -2,482 -1,843 4,073 -278: 3,156 7,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 10.5 14.0 44.6 50.4 87.2 74.8: 12.8 25.2
Old : 100.0: 28.6 10.5 14.0 44.6 50.4 87.2 74.8: 12.8 25.2
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 : 198: 58 30 36 45 91 120 147:
Old : 198: 58 30 36 45 91 120 147:
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 : 23.4 13.6 40.1 23.1 20.6 10.2 34.3 18.2
Old : 23.4 13.6 40.1 23.1 20.6 10.2 34.3 18.2
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 3,717: 1,411 620 110 573 1,939 2,094 2,669: 1,623 1,048
Old : 3,717: 1,411 620 110 573 1,939 2,094 2,669: 1,623 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 89: 173 -5 -28 66 138 211 105: -122 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 16.7 3.0 15.4 52.2 56.3 71.8: 43.7 28.2
Old : 100.0: 38.0 16.7 3.0 15.4 52.2 56.3 71.8: 43.7 28.2
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 : 44: 17 6 5 13 17 33 25:
Old : 44: 17 6 5 13 17 33 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 : 22.4 44.6 33.3 54.6 21.5 44.6 32.1 54.2
Old : 22.4 44.6 33.3 54.6 21.5 44.6 32.1 54.2
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 18,118: 5,424 2,859 1,663 7,019 3,572 14,106 8,094: 4,012 10,024
Old : 18,118: 5,424 2,859 1,663 7,019 3,572 14,106 8,094: 4,012 10,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,146: 834 -216 107 269 139 1,210 30: -64 1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 15.8 9.2 38.7 19.7 77.9 44.7: 22.1 55.3
Old : 100.0: 29.9 15.8 9.2 38.7 19.7 77.9 44.7: 22.1 55.3
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 : 90: 25 17 15 28 31 62 56:
Old : 90: 25 17 15 28 31 62 56:
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 : 24.0 12.8 38.1 19.2 21.8 11.6 33.1 16.4
Old : 24.0 12.8 38.1 19.2 21.8 11.6 33.1 16.4
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 69,850: 19,317 9,424 408 22,579 47,479 42,304 57,311: 27,546 12,539
Old : 69,850: 19,317 9,424 408 22,579 47,479 42,304 57,311: 27,546 12,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,205: -1,131 -1,362 67 1,765 328 701 -967: -1,906 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 13.5 0.6 32.3 68.0 60.6 82.0: 39.4 18.0
Old : 100.0: 27.7 13.5 0.6 32.3 68.0 60.6 82.0: 39.4 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 : 57: 18 11 3 20 16 39 29:
Old : 57: 18 11 3 20 16 39 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 : 18.3 48.0 31.0 63.0 16.9 48.0 28.0 62.7
Old : 18.3 48.0 31.0 63.0 16.9 48.0 28.0 62.7
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 53,634: 11,883 11,823 35 25,813 29,654 37,731 41,512: 15,903 12,122
Old : 53,634: 11,883 11,823 35 25,813 29,654 37,731 41,512: 15,903 12,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,646: -7,505 3,930 33 13,547 -3,424 6,075 539: -3,429 2,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 22.0 0.1 48.1 55.3 70.3 77.4: 29.7 22.6
Old : 100.0: 22.2 22.0 0.1 48.1 55.3 70.3 77.4: 29.7 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 : 32: 12 5 3 11 7 23 15:
Old : 32: 12 5 3 11 7 23 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 : 33.6 57.1 51.5 71.5 33.6 57.1 51.5 71.4
Old : 33.6 57.1 51.5 71.5 33.6 57.1 51.5 71.4
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 69,157: 38,533 6,397 688 17,211 54,463 56,432 61,548: 12,725 7,609
Old : 69,157: 38,533 6,397 688 17,211 54,463 56,432 61,548: 12,725 7,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -5,711: -4,248 -3,473 77 -4,156 -2,798 -8,327 -6,194: 2,616 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 9.2 1.0 24.9 78.8 81.6 89.0: 18.4 11.0
Old : 100.0: 55.7 9.2 1.0 24.9 78.8 81.6 89.0: 18.4 11.0
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 : 83: 42 12 3 13 17 56 32:
Old : 83: 42 12 3 13 17 56 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 : 34.3 58.5 49.1 74.3 34.3 57.5 49.1 73.4
Old : 34.3 58.5 49.1 74.3 34.3 57.5 49.1 73.4
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 66,467: 22,756 1,364 13 22,216 51,666 44,985 53,043: 21,482 13,424
Old : 66,467: 22,756 1,364 13 22,216 51,666 44,985 53,043: 21,482 13,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -9,532: -1,702 -10,571 0 -5,061 243 -6,763 -10,328: -2,769 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 2.1 0.0 33.4 77.7 67.7 79.8: 32.3 20.2
Old : 100.0: 34.2 2.1 0.0 33.4 77.7 67.7 79.8: 32.3 20.2
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 : 39: 18 2 1 13 11 31 14:
Old : 39: 18 2 1 13 11 31 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 : 29.2 54.7 42.8 75.1 29.2 54.7 40.8 71.8
Old : 29.2 54.7 42.8 75.1 29.2 54.7 40.8 71.8
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 161,868: 35,208 11,463 198 92,180 130,683 127,586 142,344: 34,282 19,524
Old : 161,868: 35,208 11,463 198 92,180 130,683 127,586 142,344: 34,282 19,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 5,998: 1,236 211 73 3,691 3,980 5,000 4,264: 998 1,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.1 0.1 56.9 80.7 78.8 87.9: 21.2 12.1
Old : 100.0: 21.8 7.1 0.1 56.9 80.7 78.8 87.9: 21.2 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 : 69: 31 11 3 19 19 51 32:
Old : 69: 31 11 3 19 19 51 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 : 43.1 61.5 55.6 74.2 35.8 51.9 44.7 61.9
Old : 43.1 61.5 55.6 74.2 35.8 51.9 44.7 61.9
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 143,785: 33,414 17,233 570 38,897 68,858 72,881 86,661: 70,904 57,124
Old : 143,785: 33,414 17,233 570 38,897 68,858 72,881 86,661: 70,904 57,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,594: -2,392 -7,502 -745 1,517 5,315 -1,620 -2,932: 4,214 5,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 12.0 0.4 27.1 47.9 50.7 60.3: 49.3 39.7
Old : 100.0: 23.2 12.0 0.4 27.1 47.9 50.7 60.3: 49.3 39.7
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 : 82: 31 15 6 28 20 61 39:
Old : 82: 31 15 6 28 20 61 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 : 13.8 29.4 22.1 45.2 13.7 28.7 21.1 41.8
Old : 13.8 29.4 22.1 45.2 13.7 28.7 21.1 41.8
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 46,994: 10,210 700 100 33,837 41,867 44,147 42,667: 2,847 4,327
Old : 46,994: 10,210 700 100 33,837 41,867 44,147 42,667: 2,847 4,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,989: 805 700 -475 1,678 2,113 2,008 2,338: 981 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 1.5 0.2 72.0 89.1 93.9 90.8: 6.1 9.2
Old : 100.0: 21.7 1.5 0.2 72.0 89.1 93.9 90.8: 6.1 9.2
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 : 38: 3 1 1 19 28 22 30:
Old : 38: 3 1 1 19 28 22 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 : 44.3 36.0 69.8 52.7 43.5 29.5 60.8 44.9
Old : 44.3 36.0 69.8 52.7 43.5 29.5 60.8 44.9
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 7,163,292: 575,363 1,194,866 907,565 5,198,633 4,311,945 6,681,561 6,414,376: 481,731 748,916
Old : 7,163,292: 575,363 1,194,866 907,565 5,198,633 4,311,945 6,681,561 6,414,376: 481,731 748,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 382,183: -25,725 139,963 32,578 336,026 152,832 342,879 325,373: 39,304 56,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 16.7 12.7 72.6 60.2 93.3 89.5: 6.7 10.5
Old : 100.0: 8.0 16.7 12.7 72.6 60.2 93.3 89.5: 6.7 10.5
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 : 402: 67 101 117 176 200 315 365:
Old : 402: 67 101 117 176 200 315 365:
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 : 29.8 13.4 48.0 22.2 27.2 11.9 40.9 18.2
Old : 29.8 13.4 48.0 22.2 27.2 11.9 40.9 18.2
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 685,610: 63,469 57,917 7,627 457,383 509,892 528,479 575,436: 157,131 110,174
Old : 685,610: 63,469 57,917 7,627 457,383 509,892 528,479 575,436: 157,131 110,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 5,500: 2,711 -1,351 3,727 1,128 4,850 7,566 7,226: -2,066 -1,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 8.4 1.1 66.7 74.4 77.1 83.9: 22.9 16.1
Old : 100.0: 9.3 8.4 1.1 66.7 74.4 77.1 83.9: 22.9 16.1
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 : 184: 34 33 17 89 66 137 102:
Old : 184: 34 33 17 89 66 137 102:
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 31.3 29.8 45.4 19.6 31.2 28.8 45.3
Old : 20.4 31.3 29.8 45.4 19.6 31.2 28.8 45.3
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 819,971: 207,777 112,588 11,586 322,800 622,509 542,163 746,683: 277,808 73,288
Old : 819,971: 207,777 112,588 11,586 322,800 622,509 542,163 746,683: 277,808 73,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,638: 2,325 17,433 -1,682 20,461 1,750 21,104 17,501: -1,466 2,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 13.7 1.4 39.4 75.9 66.1 91.1: 33.9 8.9
Old : 100.0: 25.3 13.7 1.4 39.4 75.9 66.1 91.1: 33.9 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 : 276: 92 75 20 66 72 168 157:
Old : 276: 92 75 20 66 72 168 157:
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 : 19.1 38.0 29.7 52.0 18.6 34.7 27.8 46.6
Old : 19.1 38.0 29.7 52.0 18.6 34.7 27.8 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 13,071: 1,927 0 0 8,413 12,023 10,340 12,023: 2,731 1,048
Old : 13,071: 1,927 0 0 8,413 12,023 10,340 12,023: 2,731 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -159: 125 -140 0 7 133 132 -7: -291 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.0 0.0 64.4 92.0 79.1 92.0: 20.9 8.0
Old : 100.0: 14.7 0.0 0.0 64.4 92.0 79.1 92.0: 20.9 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 : 48: 7 0 0 25 18 32 18:
Old : 48: 7 0 0 25 18 32 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 44.1 44.0 69.7 25.9 44.1 44.0 69.5
Old : 25.9 44.1 44.0 69.7 25.9 44.1 44.0 69.5
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 25,780: 1,081 3,759 362 22,072 18,113 23,515 22,234: 2,265 3,546
Old : 25,780: 1,081 3,759 362 22,072 18,113 23,515 22,234: 2,265 3,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,191: -911 -366 73 3,118 2,535 2,280 2,242: -89 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 14.6 1.4 85.6 70.3 91.2 86.2: 8.8 13.8
Old : 100.0: 4.2 14.6 1.4 85.6 70.3 91.2 86.2: 8.8 13.8
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 : 47: 3 6 2 23 20 28 26:
Old : 47: 3 6 2 23 20 28 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 : 49.9 40.1 68.0 64.0 49.9 36.4 65.6 59.1
Old : 49.9 40.1 68.0 64.0 49.9 36.4 65.6 59.1
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 72,140: 12,819 14,275 151 31,984 49,244 44,954 63,670: 27,186 8,470
Old : 72,140: 12,819 14,275 151 31,984 49,244 44,954 63,670: 27,186 8,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 8,520: -1,208 3,688 11 4,758 4,644 3,561 8,343: 4,959 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 19.8 0.2 44.3 68.3 62.3 88.3: 37.7 11.7
Old : 100.0: 17.8 19.8 0.2 44.3 68.3 62.3 88.3: 37.7 11.7
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 : 142: 33 37 2 50 36 83 75:
Old : 142: 33 37 2 50 36 83 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 42.1 26.1 55.7 16.4 37.5 23.3 49.3
Old : 17.0 42.1 26.1 55.7 16.4 37.5 23.3 49.3
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 325,593: 121,594 66,107 4,687 162,184 138,555 288,465 209,349: 37,128 116,244
Old : 325,593: 121,594 66,107 4,687 162,184 138,555 288,465 209,349: 37,128 116,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,396: -4,746 -7,744 -2,988 22,504 -1,862 14,770 -12,594: 4,626 31,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 20.3 1.4 49.8 42.6 88.6 64.3: 11.4 35.7
Old : 100.0: 37.3 20.3 1.4 49.8 42.6 88.6 64.3: 11.4 35.7
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 : 237: 91 68 10 49 42 144 116:
Old : 237: 91 68 10 49 42 144 116:
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 : 35.8 23.0 49.4 33.2 31.8 19.9 45.0 26.8
Old : 35.8 23.0 49.4 33.2 31.8 19.9 45.0 26.8
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 62,685: 26,494 517 70 14,661 52,728 41,225 53,315: 21,460 9,370
Old : 62,685: 26,494 517 70 14,661 52,728 41,225 53,315: 21,460 9,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -4,074: -5,789 -1,153 -96 3,774 -2,763 -2,111 -4,012: -1,963 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 0.8 0.1 23.4 84.1 65.8 85.1: 34.2 14.9
Old : 100.0: 42.3 0.8 0.1 23.4 84.1 65.8 85.1: 34.2 14.9
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 : 39: 19 2 1 10 14 30 16:
Old : 39: 19 2 1 10 14 30 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 : 27.9 51.1 42.8 75.4 27.6 50.9 42.5 74.6
Old : 27.9 51.1 42.8 75.4 27.6 50.9 42.5 74.6
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 21,605: 2,080 7,412 95 15,632 11,299 17,807 18,806: 3,798 2,799
Old : 21,605: 2,080 7,412 95 15,632 11,299 17,807 18,806: 3,798 2,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,191: 267 1,761 -16 1,099 -46 1,350 1,699: -159 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 34.3 0.4 72.4 52.3 82.4 87.0: 17.6 13.0
Old : 100.0: 9.6 34.3 0.4 72.4 52.3 82.4 87.0: 17.6 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 : 84: 10 18 3 40 21 51 41:
Old : 84: 10 18 3 40 21 51 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 : 24.8 37.4 38.2 50.9 24.6 37.4 38.0 50.9
Old : 24.8 37.4 38.2 50.9 24.6 37.4 38.0 50.9
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 135,007: 20,739 17,458 1,184 104,826 103,712 126,749 122,354: 8,258 12,653
Old : 135,007: 20,739 17,458 1,184 104,826 103,712 126,749 122,354: 8,258 12,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 26,479: 7,457 4,138 -177 23,521 18,526 30,801 22,487: -4,322 3,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.9 0.9 77.6 76.8 93.9 90.6: 6.1 9.4
Old : 100.0: 15.4 12.9 0.9 77.6 76.8 93.9 90.6: 6.1 9.4
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 : 119: 26 33 5 36 39 65 74:
Old : 119: 26 33 5 36 39 65 74:
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 : 46.2 40.5 61.7 55.0 42.9 40.5 58.2 53.7
Old : 46.2 40.5 61.7 55.0 42.9 40.5 58.2 53.7
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 31,308: 13,033 7,199 82 9,169 18,917 22,284 26,198: 9,024 5,110
Old : 31,308: 13,033 7,199 82 9,169 18,917 22,284 26,198: 9,024 5,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -912: 192 -1,680 -5 -305 1,401 -118 -284: -794 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 23.0 0.3 29.3 60.4 71.2 83.7: 28.8 16.3
Old : 100.0: 41.6 23.0 0.3 29.3 60.4 71.2 83.7: 28.8 16.3
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 : 102: 41 17 2 26 24 68 42:
Old : 102: 41 17 2 26 24 68 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 : 15.5 32.0 25.2 49.0 14.8 29.6 24.2 44.4
Old : 15.5 32.0 25.2 49.0 14.8 29.6 24.2 44.4
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 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 11, 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 : 115,779: 199 6,386 2,882 56,354 78,072 59,435 87,340: 56,344 28,439
Old : 115,779: 199 6,386 2,882 56,354 78,072 59,435 87,340: 56,344 28,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 4,539: -250 286 0 10,346 -988 10,096 -702: -5,557 5,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.5 2.5 48.7 67.4 51.3 75.4: 48.7 24.6
Old : 100.0: 0.2 5.5 2.5 48.7 67.4 51.3 75.4: 48.7 24.6
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: 2 14 4 15 24 20 40:
Old : 45: 2 14 4 15 24 20 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 : 43.0 54.4 48.2 62.6 6.7 20.8 7.7 25.9
Old : 43.0 54.4 48.2 62.6 6.7 20.8 7.7 25.9
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, January 11, 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 : 98,189: 42,170 9,052 6,232 19,423 73,934 67,825 89,218: 30,364 8,971
Old : 98,189: 42,170 9,052 6,232 19,423 73,934 67,825 89,218: 30,364 8,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,307: -977 4,255 1,345 580 -3,703 948 1,897: 359 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 9.2 6.3 19.8 75.3 69.1 90.9: 30.9 9.1
Old : 100.0: 42.9 9.2 6.3 19.8 75.3 69.1 90.9: 30.9 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 : 159: 96 16 30 21 35 128 74:
Old : 159: 96 16 30 21 35 128 74:
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 33.9 27.1 50.9 15.7 30.1 22.3 46.8
Old : 18.4 33.9 27.1 50.9 15.7 30.1 22.3 46.8
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, January 11, 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 : 81,259: 23,188 5,116 10,546 34,815 59,085 68,549 74,747: 12,710 6,512
Old : 81,259: 23,188 5,116 10,546 34,815 59,085 68,549 74,747: 12,710 6,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -5,902: -3,357 -1,165 -665 -1,096 -2,938 -5,118 -4,768: -784 -1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.3 13.0 42.8 72.7 84.4 92.0: 15.6 8.0
Old : 100.0: 28.5 6.3 13.0 42.8 72.7 84.4 92.0: 15.6 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 : 133: 53 30 22 36 40 104 79:
Old : 133: 53 30 22 36 40 104 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 : 26.1 46.6 38.1 60.7 22.3 44.0 33.3 54.3
Old : 26.1 46.6 38.1 60.7 22.3 44.0 33.3 54.3
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, January 11, 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 : 275,461: 109,497 72,710 19,170 94,433 164,780 223,100 256,660: 52,361 18,801
Old : 275,461: 109,497 72,710 19,170 94,433 164,780 223,100 256,660: 52,361 18,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -26,837: -30,974 5,482 2,332 5,132 -30,263 -23,510 -22,449: -3,327 -4,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 26.4 7.0 34.3 59.8 81.0 93.2: 19.0 6.8
Old : 100.0: 39.8 26.4 7.0 34.3 59.8 81.0 93.2: 19.0 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 : 212: 108 47 39 38 34 171 101:
Old : 212: 108 47 39 38 34 171 101:
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 : 24.0 32.2 32.9 52.1 22.0 28.8 28.9 45.2
Old : 24.0 32.2 32.9 52.1 22.0 28.8 28.9 45.2
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 9,924: 4,813 1,414 245 2,275 7,109 7,333 8,768: 2,591 1,156
Old : 9,924: 4,813 1,414 245 2,275 7,109 7,333 8,768: 2,591 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 545: 224 -10 1 -331 10 -106 1: 651 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 14.2 2.5 22.9 71.6 73.9 88.4: 26.1 11.6
Old : 100.0: 48.5 14.2 2.5 22.9 71.6 73.9 88.4: 26.1 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 : 27: 14 5 3 5 7 22 13:
Old : 27: 14 5 3 5 7 22 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 : 52.2 78.6 61.7 86.5 46.3 69.8 54.0 72.0
Old : 52.2 78.6 61.7 86.5 46.3 69.8 54.0 72.0
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, 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 66,942: 10,427 17,630 3,347 41,423 32,245 55,197 53,222: 11,745 13,720
Old : 52,746: 10,231 17,430 789 33,019 23,656 44,039 41,875: 8,707 10,871
Other: 14,196: 1,465 1,469 1,289 8,404 8,589 11,158 11,347: 3,038 2,849
: : :
: : Changes in Commitments from: January 4, 2005 :
: -5,354: -1,634 -9,517 36 -4,279 3,589 -5,877 -5,892: 523 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 26.3 5.0 61.9 48.2 82.5 79.5: 17.5 20.5
Old : 100.0: 19.4 33.0 1.5 62.6 44.8 83.5 79.4: 16.5 20.6
Other: 100.0: 10.3 10.3 9.1 59.2 60.5 78.6 79.9: 21.4 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 30 33 17 62 55 97 101:
Old : 144: 28 33 7 57 46 87 84:
Other: 71: 12 10 6 23 36 38 50:
:----------------------------------------------------------------------------------------------------
: 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 23.5 35.9 36.6 20.6 19.1 29.8 29.7
Old : 29.1 26.2 40.8 40.9 28.5 25.8 39.9 39.2
Other: 35.1 40.2 52.1 55.2 34.2 33.3 44.0 42.4
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 35,153: 822 10,740 1,072 25,496 16,781 27,390 28,593: 7,763 6,560
Old : 32,619: 1,507 10,734 287 23,817 15,644 25,611 26,665: 7,008 5,954
Other: 2,534: 44 735 56 1,679 1,137 1,779 1,928: 755 606
: : :
: : Changes in Commitments from: January 4, 2005 :
: -6: -208 10 -802 824 497 -186 -295: 180 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 30.6 3.0 72.5 47.7 77.9 81.3: 22.1 18.7
Old : 100.0: 4.6 32.9 0.9 73.0 48.0 78.5 81.7: 21.5 18.3
Other: 100.0: 1.7 29.0 2.2 66.3 44.9 70.2 76.1: 29.8 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 8 20 5 34 23 43 47:
Old : 67: 8 20 3 33 21 42 43:
Other: 29: 4 4 2 10 14 16 18:
:----------------------------------------------------------------------------------------------------
: 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 : 42.5 33.2 53.7 49.1 24.2 20.8 31.3 30.4
Old : 44.4 34.9 55.2 51.9 24.4 22.5 32.6 32.8
Other: 49.5 53.7 64.3 69.1 38.6 50.7 51.1 57.7
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 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 : 92,056: 27,287 25,567 7,245 45,140 53,355 79,672 86,167: 12,384 5,889
Old : 83,773: 27,274 26,900 5,172 39,802 46,151 72,248 78,223: 11,525 5,550
Other: 8,283: 1,648 302 438 5,338 7,204 7,424 7,944: 859 339
: : :
: : Changes in Commitments from: January 4, 2005 :
: 9,351: 11,388 -11,610 2,833 -7,065 17,298 7,156 8,521: 2,195 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 27.8 7.9 49.0 58.0 86.5 93.6: 13.5 6.4
Old : 100.0: 32.6 32.1 6.2 47.5 55.1 86.2 93.4: 13.8 6.6
Other: 100.0: 19.9 3.6 5.3 64.4 87.0 89.6 95.9: 10.4 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 101 98 68 68 69 219 196:
Old : 299: 102 97 59 58 66 201 191:
Other: 82: 23 13 8 28 26 57 44:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 27.4 31.4 36.1 19.6 24.2 29.5 31.8
Old : 21.5 26.5 33.3 35.1 21.5 23.4 32.1 31.1
Other: 40.5 52.3 55.8 65.1 32.6 51.9 44.0 63.9
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 11, 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 : 32,580: 11,754 2,088 2,557 13,623 26,743 27,934 31,388: 4,646 1,192
Old : 32,555: 11,759 2,088 2,552 13,604 26,723 27,915 31,363: 4,640 1,192
Other: 25: 0 5 0 19 20 19 25: 6 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,965: -2,391 371 152 374 -2,295 -1,865 -1,772: -100 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 6.4 7.8 41.8 82.1 85.7 96.3: 14.3 3.7
Old : 100.0: 36.1 6.4 7.8 41.8 82.1 85.7 96.3: 14.3 3.7
Other: 100.0: 0.0 20.0 0.0 76.0 80.0 76.0 100.0: 24.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 45 13 18 30 14 79 44:
Old : 98: 46 13 18 30 14 79 44:
Other: 3: 0 1 0 1 1 1 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 : 30.8 59.4 42.2 78.7 18.3 42.3 27.7 61.3
Old : 30.7 59.5 42.1 78.7 18.3 42.4 27.7 61.4
Other: 76.0 100.0 76.0 100.0 76.0 100.0 76.0 100.0
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 11, 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 : 117,819: 15,897 11,796 2,400 93,306 102,226 111,603 116,422: 6,216 1,397
Old : 77,563: 15,497 11,206 1,638 54,703 63,620 71,838 76,464: 5,725 1,099
Other: 40,256: 862 1,052 300 38,603 38,606 39,765 39,958: 491 298
: : :
: : Changes in Commitments from: January 4, 2005 :
: -318: -38 5,569 593 -1,331 -5,972 -776 190: 458 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 10.0 2.0 79.2 86.8 94.7 98.8: 5.3 1.2
Old : 100.0: 20.0 14.4 2.1 70.5 82.0 92.6 98.6: 7.4 1.4
Other: 100.0: 2.1 2.6 0.7 95.9 95.9 98.8 99.3: 1.2 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 43 27 16 44 35 97 74:
Old : 126: 47 28 16 41 35 94 74:
Other: 40: 5 7 2 21 16 27 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 : 38.3 47.1 55.9 64.9 21.0 28.4 28.3 35.9
Old : 34.6 40.3 49.4 59.7 33.0 33.6 44.9 50.5
Other: 65.2 75.5 82.7 87.2 50.2 63.8 64.1 71.2
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 11, 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 : 353,721: 88,567 54,007 31,249 173,118 233,398 292,934 318,654: 60,787 35,067
Old : 353,721: 88,567 54,007 31,249 173,118 233,398 292,934 318,654: 60,787 35,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -27,082: -24,281 -442 -1,848 3,489 -30,636 -22,640 -32,926: -4,442 5,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 15.3 8.8 48.9 66.0 82.8 90.1: 17.2 9.9
Old : 100.0: 25.0 15.3 8.8 48.9 66.0 82.8 90.1: 17.2 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 : 174: 58 40 42 57 53 144 110:
Old : 174: 58 40 42 57 53 144 110:
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 : 15.9 30.6 27.9 47.3 15.2 23.3 26.0 38.8
Old : 15.9 30.6 27.9 47.3 15.2 23.3 26.0 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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 11, 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 : 98,761: 40,365 10,639 8,978 39,280 74,707 88,623 94,324: 10,138 4,437
Old : 96,514: 40,358 11,861 7,622 38,646 72,928 86,626 92,411: 9,888 4,103
Other: 2,247: 1,240 11 123 634 1,779 1,997 1,913: 250 334
: : :
: : Changes in Commitments from: January 4, 2005 :
: -8,848: -6,385 -566 -926 -1,751 -7,414 -9,062 -8,906: 214 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 10.8 9.1 39.8 75.6 89.7 95.5: 10.3 4.5
Old : 100.0: 41.8 12.3 7.9 40.0 75.6 89.8 95.7: 10.2 4.3
Other: 100.0: 55.2 0.5 5.5 28.2 79.2 88.9 85.1: 11.1 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 129 60 63 92 111 261 208:
Old : 332: 128 68 63 89 111 258 208:
Other: 62: 13 2 5 22 33 35 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 : 15.9 25.0 27.0 38.5 15.6 20.7 26.1 33.0
Old : 16.2 25.4 27.6 38.9 15.9 21.2 26.8 33.5
Other: 56.6 43.4 74.4 58.1 50.1 43.4 65.4 53.8
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 11, 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 : 18,150: 4,908 10,078 2,084 8,925 3,879 15,917 16,041: 2,233 2,109
Old : 18,150: 4,908 10,078 2,084 8,925 3,879 15,917 16,041: 2,233 2,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -3,939: -759 -4,454 55 -3,343 1,724 -4,047 -2,675: 108 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 55.5 11.5 49.2 21.4 87.7 88.4: 12.3 11.6
Old : 100.0: 27.0 55.5 11.5 49.2 21.4 87.7 88.4: 12.3 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 : 45: 8 25 4 7 5 16 34:
Old : 45: 8 25 4 7 5 16 34:
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 : 71.5 41.1 83.6 64.9 60.5 37.7 67.1 55.6
Old : 71.5 41.1 83.6 64.9 60.5 37.7 67.1 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 150,491: 9,944 24,979 12,093 104,244 89,949 126,281 127,021: 24,210 23,470
Old : 150,491: 9,944 24,979 12,093 104,244 89,949 126,281 127,021: 24,210 23,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 997: -872 584 75 1,917 1,014 1,120 1,673: -123 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 16.6 8.0 69.3 59.8 83.9 84.4: 16.1 15.6
Old : 100.0: 6.6 16.6 8.0 69.3 59.8 83.9 84.4: 16.1 15.6
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 : 128: 19 30 28 63 68 103 107:
Old : 128: 19 30 28 63 68 103 107:
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 : 29.5 16.6 40.8 26.0 26.5 10.8 35.0 18.2
Old : 29.5 16.6 40.8 26.0 26.5 10.8 35.0 18.2
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 405,241: 21,013 75,895 105,786 218,216 193,986 345,015 375,667: 60,226 29,574
Old : 405,241: 21,013 75,895 105,786 218,216 193,986 345,015 375,667: 60,226 29,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 9,334: -768 6,481 2,123 6,101 528 7,456 9,132: 1,878 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 18.7 26.1 53.8 47.9 85.1 92.7: 14.9 7.3
Old : 100.0: 5.2 18.7 26.1 53.8 47.9 85.1 92.7: 14.9 7.3
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 : 208: 45 58 64 97 79 177 173:
Old : 208: 45 58 64 97 79 177 173:
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 : 16.9 23.3 28.3 36.6 6.7 11.0 9.8 16.4
Old : 16.9 23.3 28.3 36.6 6.7 11.0 9.8 16.4
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 68,207: 3,015 6,420 2,121 58,984 57,592 64,120 66,133: 4,087 2,074
Old : 68,207: 3,015 6,420 2,121 58,984 57,592 64,120 66,133: 4,087 2,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -267: 0 0 0 217 -1,123 217 -1,123: -484 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.4 3.1 86.5 84.4 94.0 97.0: 6.0 3.0
Old : 100.0: 4.4 9.4 3.1 86.5 84.4 94.0 97.0: 6.0 3.0
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: 1 1 1 29 23 30 25:
Old : 34: 1 1 1 29 23 30 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 : 44.5 57.5 65.3 72.0 42.7 53.0 52.9 61.2
Old : 44.5 57.5 65.3 72.0 42.7 53.0 52.9 61.2
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 44,751: 5,266 2,464 428 36,818 36,678 42,512 39,570: 2,239 5,181
Old : 44,751: 5,266 2,464 428 36,818 36,678 42,512 39,570: 2,239 5,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 124: 0 0 0 124 552 124 552: 0 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.5 1.0 82.3 82.0 95.0 88.4: 5.0 11.6
Old : 100.0: 11.8 5.5 1.0 82.3 82.0 95.0 88.4: 5.0 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 : 22: 1 2 1 15 13 17 15:
Old : 22: 1 2 1 15 13 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 : 51.6 62.9 82.0 78.4 45.8 61.7 73.6 73.6
Old : 51.6 62.9 82.0 78.4 45.8 61.7 73.6 73.6
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 31,605: 3,264 2,299 1,044 23,703 26,722 28,011 30,065: 3,594 1,540
Old : 31,605: 3,264 2,299 1,044 23,703 26,722 28,011 30,065: 3,594 1,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,558: 1,625 278 -60 -754 1,324 811 1,542: 747 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.3 3.3 75.0 84.5 88.6 95.1: 11.4 4.9
Old : 100.0: 10.3 7.3 3.3 75.0 84.5 88.6 95.1: 11.4 4.9
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 : 25: 2 2 2 19 16 22 19:
Old : 25: 2 2 2 19 16 22 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 : 41.5 40.9 65.2 63.8 37.1 33.3 53.6 54.1
Old : 41.5 40.9 65.2 63.8 37.1 33.3 53.6 54.1
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 57,346: 4,846 284 1,318 48,308 48,038 54,472 49,640: 2,874 7,706
Old : 57,346: 4,846 284 1,318 48,308 48,038 54,472 49,640: 2,874 7,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 7,244: 3,110 0 452 3,745 5,025 7,307 5,477: -63 1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.5 2.3 84.2 83.8 95.0 86.6: 5.0 13.4
Old : 100.0: 8.5 0.5 2.3 84.2 83.8 95.0 86.6: 5.0 13.4
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: 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 : 44.6 59.3 70.3 71.4 38.1 47.4 55.3 57.3
Old : 44.6 59.3 70.3 71.4 38.1 47.4 55.3 57.3
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 25,116: 1,587 568 1,199 15,289 18,859 18,075 20,626: 7,041 4,490
Old : 25,116: 1,587 568 1,199 15,289 18,859 18,075 20,626: 7,041 4,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.3 4.8 60.9 75.1 72.0 82.1: 28.0 17.9
Old : 100.0: 6.3 2.3 4.8 60.9 75.1 72.0 82.1: 28.0 17.9
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 : 20: 1 1 2 12 13 14 15:
Old : 20: 1 1 2 12 13 14 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 : 46.7 43.4 62.8 67.1 42.9 39.7 53.4 59.8
Old : 46.7 43.4 62.8 67.1 42.9 39.7 53.4 59.8
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 11, 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 : 883,809: 199,895 61,088 142,635 525,055 673,767 867,585 877,490: 16,224 6,319
Old : 883,809: 199,895 61,088 142,635 525,055 673,767 867,585 877,490: 16,224 6,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 31,692: 13,723 1,828 14,711 309 13,844 28,743 30,383: 2,949 1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 6.9 16.1 59.4 76.2 98.2 99.3: 1.8 0.7
Old : 100.0: 22.6 6.9 16.1 59.4 76.2 98.2 99.3: 1.8 0.7
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 : 108: 15 12 25 73 69 101 95:
Old : 108: 15 12 25 73 69 101 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 : 33.0 23.6 45.0 36.8 26.4 19.2 32.5 28.5
Old : 33.0 23.6 45.0 36.8 26.4 19.2 32.5 28.5
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 78,609: 12,501 17,907 22,460 40,039 36,996 75,000 77,363: 3,609 1,246
Old : 78,609: 12,501 17,907 22,460 40,039 36,996 75,000 77,363: 3,609 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 11,188: 4,983 3,310 865 5,769 7,235 11,617 11,410: -429 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 22.8 28.6 50.9 47.1 95.4 98.4: 4.6 1.6
Old : 100.0: 15.9 22.8 28.6 50.9 47.1 95.4 98.4: 4.6 1.6
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: 7 7 12 22 22 35 35:
Old : 38: 7 7 12 22 22 35 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 : 48.9 46.7 64.3 68.6 23.3 23.6 32.7 37.7
Old : 48.9 46.7 64.3 68.6 23.3 23.6 32.7 37.7
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 34,073: 5,126 1,390 5,175 23,613 26,819 33,914 33,384: 159 689
Old : 34,073: 5,126 1,390 5,175 23,613 26,819 33,914 33,384: 159 689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,163: 126 1,146 -109 1,267 257 1,284 1,294: -121 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.1 15.2 69.3 78.7 99.5 98.0: 0.5 2.0
Old : 100.0: 15.0 4.1 15.2 69.3 78.7 99.5 98.0: 0.5 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 : 34: 3 3 6 25 26 31 32:
Old : 34: 3 3 6 25 26 31 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 : 51.1 68.9 73.9 80.4 47.4 60.3 59.7 65.3
Old : 51.1 68.9 73.9 80.4 47.4 60.3 59.7 65.3
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 19,607: 1,727 4,010 861 16,975 14,692 19,563 19,563: 44 44
Old : 19,607: 1,727 4,010 861 16,975 14,692 19,563 19,563: 44 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 193: 46 204 21 82 -76 149 149: 44 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 20.5 4.4 86.6 74.9 99.8 99.8: 0.2 0.2
Old : 100.0: 8.8 20.5 4.4 86.6 74.9 99.8 99.8: 0.2 0.2
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 : 25: 2 3 2 16 12 19 16:
Old : 25: 2 3 2 16 12 19 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 : 76.9 61.9 89.0 81.2 74.2 59.3 80.9 75.0
Old : 76.9 61.9 89.0 81.2 74.2 59.3 80.9 75.0
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 7,536: 544 2,928 932 6,060 3,676 7,536 7,536: 0 0
Old : 7,536: 544 2,928 932 6,060 3,676 7,536 7,536: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 676: -298 378 298 676 252 676 928: 0 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 38.9 12.4 80.4 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.2 38.9 12.4 80.4 48.8 100.0 100.0: 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 : 20: 2 2 3 10 10 13 14:
Old : 20: 2 2 3 10 10 13 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 : 68.1 66.1 91.1 89.9 60.7 56.5 74.7 75.3
Old : 68.1 66.1 91.1 89.9 60.7 56.5 74.7 75.3
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 707,361: 79,563 70,949 90,144 488,223 478,166 657,930 639,259: 49,431 68,102
Old : 707,361: 79,563 70,949 90,144 488,223 478,166 657,930 639,259: 49,431 68,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 24,241: 4,996 3,929 16,053 8,644 12,187 29,693 32,169: -5,452 -7,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 10.0 12.7 69.0 67.6 93.0 90.4: 7.0 9.6
Old : 100.0: 11.2 10.0 12.7 69.0 67.6 93.0 90.4: 7.0 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 : 217: 47 68 72 78 83 177 181:
Old : 217: 47 68 72 78 83 177 181:
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 : 21.7 21.7 35.8 33.0 15.5 13.3 23.6 18.1
Old : 21.7 21.7 35.8 33.0 15.5 13.3 23.6 18.1
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 12,736: 7,417 2,499 91 2,462 9,148 9,970 11,738: 2,766 998
Old : 12,736: 7,417 2,499 91 2,462 9,148 9,970 11,738: 2,766 998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 138: 162 -158 57 -136 382 83 281: 55 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 19.6 0.7 19.3 71.8 78.3 92.2: 21.7 7.8
Old : 100.0: 58.2 19.6 0.7 19.3 71.8 78.3 92.2: 21.7 7.8
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 : 117: 65 17 3 9 24 77 43:
Old : 117: 65 17 3 9 24 77 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 : 24.2 42.4 37.6 57.9 24.2 42.4 37.6 57.9
Old : 24.2 42.4 37.6 57.9 24.2 42.4 37.6 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, 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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 6,443: 2,399 549 0 2,602 5,195 5,001 5,744: 1,442 699
Old : 6,443: 2,399 549 0 2,602 5,195 5,001 5,744: 1,442 699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 242: 106 382 -80 198 12 224 314: 18 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 8.5 0.0 40.4 80.6 77.6 89.2: 22.4 10.8
Old : 100.0: 37.2 8.5 0.0 40.4 80.6 77.6 89.2: 22.4 10.8
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 : 42: 15 5 0 12 13 27 18:
Old : 42: 15 5 0 12 13 27 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 : 37.9 62.1 51.7 76.8 37.9 62.0 51.7 76.6
Old : 37.9 62.1 51.7 76.8 37.9 62.0 51.7 76.6
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 157,747: 17,458 9,392 12,854 114,948 122,365 145,260 144,611: 12,487 13,136
Old : 157,747: 17,458 9,392 12,854 114,948 122,365 145,260 144,611: 12,487 13,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -2,156: 1,016 -4,295 -29 -4,908 2,943 -3,921 -1,381: 1,765 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 6.0 8.1 72.9 77.6 92.1 91.7: 7.9 8.3
Old : 100.0: 11.1 6.0 8.1 72.9 77.6 92.1 91.7: 7.9 8.3
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 : 148: 29 29 35 74 74 123 121:
Old : 148: 29 29 35 74 74 123 121:
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 : 33.2 19.4 45.3 30.9 29.5 14.2 37.2 22.9
Old : 33.2 19.4 45.3 30.9 29.5 14.2 37.2 22.9
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
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 18,790: 0 3,485 4,590 13,990 10,715 18,580 18,790: 210 0
Old : 18,790: 0 3,485 4,590 13,990 10,715 18,580 18,790: 210 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 675: 0 -320 270 375 725 645 675: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.5 24.4 74.5 57.0 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 18.5 24.4 74.5 57.0 98.9 100.0: 1.1 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 : 67.6 77.5 89.8 89.1 46.8 48.9 56.9 57.7
Old : 67.6 77.5 89.8 89.1 46.8 48.9 56.9 57.7
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
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 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 : 8,752: 450 2,031 402 7,900 6,319 8,752 8,752: 0 0
Old : 8,752: 450 2,031 402 7,900 6,319 8,752 8,752: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 75: 0 -75 0 75 150 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 23.2 4.6 90.3 72.2 100.0 100.0: 0.0 0.0
Old : 100.0: 5.1 23.2 4.6 90.3 72.2 100.0 100.0: 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 : 59.8 74.0 81.2 89.7 44.3 49.0 51.2 52.4
Old : 59.8 74.0 81.2 89.7 44.3 49.0 51.2 52.4
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
Updated January 21, 2005