WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 207,629: 31,972 72,617 21,056 119,722 84,730 172,750 178,403: 34,879 29,226
Old : 169,918: 39,863 70,717 7,401 94,601 69,131 141,865 147,249: 28,053 22,669
Other: 37,711: 3,709 13,500 2,055 25,121 15,599 30,885 31,154: 6,826 6,557
: : :
: : Changes in Commitments from: January 18, 2005 :
: 3,335: -4,796 -4,556 2,094 3,675 4,371 973 1,909: 2,362 1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 35.0 10.1 57.7 40.8 83.2 85.9: 16.8 14.1
Old : 100.0: 23.5 41.6 4.4 55.7 40.7 83.5 86.7: 16.5 13.3
Other: 100.0: 9.8 35.8 5.4 66.6 41.4 81.9 82.6: 18.1 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 73 86 50 48 50 145 170:
Old : 227: 80 82 29 37 47 126 151:
Other: 99: 23 34 20 26 33 64 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 27.1 46.8 34.2 32.6 26.2 46.4 33.3
Old : 36.4 28.1 48.9 36.4 36.4 28.1 48.9 36.4
Other: 57.6 32.7 64.2 43.0 56.4 29.0 59.8 39.0
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 204,294: 36,768 77,173 18,962 116,047 80,359 171,777 176,494: 32,517 27,800
Old : 168,544: 45,235 75,403 5,472 91,738 65,370 142,445 146,245: 26,099 22,299
Other: 35,750: 3,351 13,588 1,672 24,309 14,989 29,332 30,249: 6,418 5,501
: : :
: : Changes in Commitments from: January 11, 2005 :
: 11,311: -245 10,747 2,570 6,533 -2,434 8,858 10,883: 2,453 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 37.8 9.3 56.8 39.3 84.1 86.4: 15.9 13.6
Old : 100.0: 26.8 44.7 3.2 54.4 38.8 84.5 86.8: 15.5 13.2
Other: 100.0: 9.4 38.0 4.7 68.0 41.9 82.0 84.6: 18.0 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 91 105 57 50 63 170 207:
Old : 281: 102 101 38 40 58 154 187:
Other: 110: 22 36 18 29 43 64 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 24.3 46.5 31.4 32.2 23.8 46.1 30.2
Old : 36.5 24.9 49.3 32.7 36.5 24.9 49.3 32.6
Other: 56.2 37.1 64.4 47.3 56.0 34.3 60.7 44.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 644,934: 73,589 186,076 41,383 402,070 244,588 517,042 472,047: 127,892 172,887
Old : 561,920: 71,318 179,643 34,059 339,982 209,312 445,359 423,014: 116,561 138,906
Other: 83,014: 8,910 13,072 685 62,088 35,276 71,683 49,033: 11,331 33,981
: : :
: : Changes in Commitments from: January 18, 2005 :
: 13,377: -6,616 -8,133 10,768 -18,168 -21,200 -14,016 -18,565: 27,393 31,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 28.9 6.4 62.3 37.9 80.2 73.2: 19.8 26.8
Old : 100.0: 12.7 32.0 6.1 60.5 37.2 79.3 75.3: 20.7 24.7
Other: 100.0: 10.7 15.7 0.8 74.8 42.5 86.4 59.1: 13.6 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 111 137 79 164 148 321 328:
Old : 460: 117 130 67 157 131 308 299:
Other: 227: 33 48 10 57 118 96 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 13.4 29.2 18.9 17.9 12.1 28.6 16.8
Old : 18.6 14.4 29.6 20.2 18.6 13.2 29.3 18.2
Other: 48.5 11.2 57.3 19.4 48.5 10.9 57.3 19.0
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 631,557: 80,205 194,209 30,615 420,238 265,788 531,058 490,612: 100,499 140,945
Old : 551,560: 76,137 187,964 24,722 358,163 225,309 459,022 437,995: 92,538 113,565
Other: 79,997: 9,273 11,450 688 62,075 40,479 72,036 52,617: 7,961 27,380
: : :
: : Changes in Commitments from: January 11, 2005 :
: 18,484: -4,300 42,768 2,067 16,783 -29,019 14,550 15,816: 3,934 2,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 30.8 4.8 66.5 42.1 84.1 77.7: 15.9 22.3
Old : 100.0: 13.8 34.1 4.5 64.9 40.8 83.2 79.4: 16.8 20.6
Other: 100.0: 11.6 14.3 0.9 77.6 50.6 90.0 65.8: 10.0 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 673: 150 185 104 244 227 455 469:
Old : 661: 149 186 88 233 207 436 436:
Other: 339: 49 66 10 80 178 134 249:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 13.8 29.1 18.7 17.9 13.0 28.9 17.4
Old : 18.9 14.2 30.1 19.7 18.9 13.7 29.8 18.7
Other: 47.1 14.2 56.4 22.4 47.1 13.9 56.4 22.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,522: 3,234 388 75 1,254 5,695 4,563 6,158: 3,959 2,364
Old : 8,018: 3,189 403 52 1,159 5,504 4,400 5,959: 3,618 2,059
Other: 504: 68 8 0 95 191 163 199: 341 305
: : :
: : Changes in Commitments from: January 18, 2005 :
: 560: 563 160 -32 149 537 680 665: -120 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 4.6 0.9 14.7 66.8 53.5 72.3: 46.5 27.7
Old : 100.0: 39.8 5.0 0.6 14.5 68.6 54.9 74.3: 45.1 25.7
Other: 100.0: 13.5 1.6 0.0 18.8 37.9 32.3 39.5: 67.7 60.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 17 4 3 9 15 27 21:
Old : 36: 17 4 3 9 15 27 21:
Other: 11: 3 2 0 2 5 5 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 40.1 39.7 54.9 25.0 36.7 32.6 47.3
Old : 29.3 41.5 41.0 56.9 26.5 37.9 34.5 49.4
Other: 31.9 34.7 32.3 39.5 31.9 34.3 31.9 39.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 7,962: 2,671 228 107 1,105 5,158 3,883 5,493: 4,079 2,469
Old : 7,580: 2,625 273 55 1,045 5,048 3,725 5,376: 3,855 2,204
Other: 382: 93 2 5 60 110 158 117: 224 265
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,038: 788 -372 58 -299 586 547 272: 491 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 2.9 1.3 13.9 64.8 48.8 69.0: 51.2 31.0
Old : 100.0: 34.6 3.6 0.7 13.8 66.6 49.1 70.9: 50.9 29.1
Other: 100.0: 24.3 0.5 1.3 15.7 28.8 41.4 30.6: 58.6 69.4
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 19 3 4 8 14 29 19:
Old : 36: 19 3 4 8 14 29 19:
Other: 10: 4 1 1 2 4 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 : 23.8 45.1 33.3 58.8 18.5 41.0 26.1 49.6
Old : 24.2 46.1 34.2 60.3 19.4 41.9 27.5 51.5
Other: 38.7 28.8 41.4 30.6 37.4 28.3 39.5 28.8
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 253,102: 27,221 99,935 19,999 151,859 71,612 199,079 191,546: 54,023 61,556
Old : 232,341: 26,643 103,679 12,975 144,377 60,248 183,995 176,902: 48,346 55,439
Other: 20,761: 7,444 3,122 158 7,482 11,364 15,084 14,644: 5,677 6,117
: : :
: : Changes in Commitments from: January 18, 2005 :
: 5,400: -234 -1,834 3,571 -6,488 -6,163 -3,151 -4,426: 8,551 9,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 39.5 7.9 60.0 28.3 78.7 75.7: 21.3 24.3
Old : 100.0: 11.5 44.6 5.6 62.1 25.9 79.2 76.1: 20.8 23.9
Other: 100.0: 35.9 15.0 0.8 36.0 54.7 72.7 70.5: 27.3 29.5
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 69 109 71 77 87 195 231:
Old : 293: 68 114 55 75 77 177 217:
Other: 118: 37 24 5 22 45 63 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 16.7 39.1 23.3 28.1 15.3 38.4 21.0
Old : 29.8 17.6 41.3 24.0 29.7 17.2 40.8 23.5
Other: 33.9 43.0 46.2 49.7 33.8 41.8 46.1 48.1
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 247,702: 27,455 101,769 16,428 158,347 77,775 202,230 195,972: 45,472 51,730
Old : 227,360: 26,489 105,063 9,930 150,833 65,734 187,252 180,727: 40,108 46,633
Other: 20,342: 7,371 3,111 93 7,514 12,041 14,978 15,245: 5,364 5,097
: : :
: : Changes in Commitments from: January 11, 2005 :
: 14,107: -1,144 21,632 638 6,881 -10,801 6,375 11,469: 7,732 2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 41.1 6.6 63.9 31.4 81.6 79.1: 18.4 20.9
Old : 100.0: 11.7 46.2 4.4 66.3 28.9 82.4 79.5: 17.6 20.5
Other: 100.0: 36.2 15.3 0.5 36.9 59.2 73.6 74.9: 26.4 25.1
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 75 164 78 96 114 232 307:
Old : 385: 78 166 55 94 102 210 288:
Other: 131: 36 28 4 25 53 64 82:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 16.1 42.3 22.8 29.0 15.4 39.5 21.1
Old : 31.6 17.2 44.7 23.6 31.1 17.1 44.0 23.4
Other: 34.2 44.4 47.3 51.5 34.1 43.6 47.2 50.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 163,297: 22,403 50,841 18,986 99,880 70,566 141,269 140,393: 22,028 22,904
Old : 145,112: 22,057 51,841 11,648 92,668 60,461 126,373 123,950: 18,739 21,162
Other: 18,185: 4,238 2,892 3,446 7,212 10,105 14,896 16,443: 3,289 1,742
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,840: 1,391 -2,155 1,033 -3,221 -554 -797 -1,676: -1,043 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 31.1 11.6 61.2 43.2 86.5 86.0: 13.5 14.0
Old : 100.0: 15.2 35.7 8.0 63.9 41.7 87.1 85.4: 12.9 14.6
Other: 100.0: 23.3 15.9 18.9 39.7 55.6 81.9 90.4: 18.1 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 33 46 28 53 41 103 111:
Old : 156: 40 50 25 52 40 102 107:
Other: 44: 12 10 10 20 10 37 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 27.3 35.9 35.8 19.6 20.9 29.4 27.9
Old : 24.0 28.2 37.7 36.0 23.2 25.1 36.1 32.9
Other: 33.5 54.5 50.9 71.4 25.0 46.7 38.5 55.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 165,137: 21,012 52,996 17,953 103,101 71,120 142,066 142,069: 23,071 23,068
Old : 148,386: 21,785 53,863 10,921 95,807 61,823 128,513 126,607: 19,873 21,779
Other: 16,751: 3,231 3,137 3,028 7,294 9,297 13,553 15,462: 3,198 1,289
: : :
: : Changes in Commitments from: January 11, 2005 :
: 12,179: 275 10,554 1,782 8,149 -2,208 10,206 10,128: 1,973 2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 32.1 10.9 62.4 43.1 86.0 86.0: 14.0 14.0
Old : 100.0: 14.7 36.3 7.4 64.6 41.7 86.6 85.3: 13.4 14.7
Other: 100.0: 19.3 18.7 18.1 43.5 55.5 80.9 92.3: 19.1 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 30 51 29 52 40 104 112:
Old : 156: 38 52 27 51 39 103 109:
Other: 44: 11 10 11 20 11 37 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 27.2 34.5 35.9 18.2 21.0 29.3 28.3
Old : 23.2 27.4 36.0 36.1 22.0 24.8 34.8 32.9
Other: 35.2 53.1 51.5 71.9 25.3 47.2 38.2 56.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 719,351: 187,206 156,913 11,043 372,803 376,880 571,052 544,836: 148,299 174,515
Old : 719,351: 187,206 156,913 11,043 372,803 376,880 571,052 544,836: 148,299 174,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 39,829: -2,328 35,175 3,660 5,646 -48,763 6,978 -9,928: 32,851 49,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 21.8 1.5 51.8 52.4 79.4 75.7: 20.6 24.3
Old : 100.0: 26.0 21.8 1.5 51.8 52.4 79.4 75.7: 20.6 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 40 33 17 53 75 102 117:
Old : 166: 40 33 17 53 75 102 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 16.2 34.0 27.1 17.6 15.8 25.6 23.7
Old : 23.5 16.2 34.0 27.1 17.6 15.8 25.6 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 679,522: 189,534 121,738 7,383 367,157 425,643 564,074 554,764: 115,448 124,758
Old : 679,522: 189,534 121,738 7,383 367,157 425,643 564,074 554,764: 115,448 124,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 33,877: 3,246 9,178 1,219 25,715 22,387 30,180 32,784: 3,697 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 17.9 1.1 54.0 62.6 83.0 81.6: 17.0 18.4
Old : 100.0: 27.9 17.9 1.1 54.0 62.6 83.0 81.6: 17.0 18.4
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 : 214: 50 47 18 69 91 132 144:
Old : 214: 50 47 18 69 91 132 144:
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 18.1 35.7 29.2 20.1 17.5 28.1 26.1
Old : 25.6 18.1 35.7 29.2 20.1 17.5 28.1 26.1
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 156,537: 9,151 41,560 26,965 91,856 61,749 127,972 130,274: 28,565 26,263
Old : 139,820: 12,437 40,055 18,565 82,257 56,305 113,259 114,925: 26,561 24,895
Other: 16,717: 1,986 6,777 3,128 9,599 5,444 14,713 15,349: 2,004 1,368
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,456: 1,902 1,559 164 -7,147 -6,876 -5,081 -5,153: 1,625 1,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 26.5 17.2 58.7 39.4 81.8 83.2: 18.2 16.8
Old : 100.0: 8.9 28.6 13.3 58.8 40.3 81.0 82.2: 19.0 17.8
Other: 100.0: 11.9 40.5 18.7 57.4 32.6 88.0 91.8: 12.0 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 17 58 52 52 48 114 135:
Old : 163: 28 54 46 50 46 108 131:
Other: 63: 15 16 13 27 12 52 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 19.9 37.8 27.8 22.4 9.3 29.5 15.8
Old : 25.8 19.3 37.2 27.3 23.2 11.3 31.2 18.0
Other: 40.7 51.8 57.2 69.1 37.4 43.6 47.1 55.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 159,993: 7,249 40,001 26,801 99,003 68,625 133,053 135,427: 26,940 24,566
Old : 144,407: 10,781 39,055 18,574 90,248 62,983 119,603 120,612: 24,804 23,795
Other: 15,586: 1,494 5,972 3,201 8,755 5,642 13,450 14,815: 2,136 771
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,802: -6,841 13,196 2,338 14,991 -6,586 10,488 8,948: 314 1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 25.0 16.8 61.9 42.9 83.2 84.6: 16.8 15.4
Old : 100.0: 7.5 27.0 12.9 62.5 43.6 82.8 83.5: 17.2 16.5
Other: 100.0: 9.6 38.3 20.5 56.2 36.2 86.3 95.1: 13.7 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 22 52 47 54 47 113 129:
Old : 161: 30 50 43 52 45 109 125:
Other: 60: 11 17 12 28 13 49 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 22.6 40.8 30.9 25.0 11.4 31.9 18.0
Old : 28.4 22.0 40.4 30.4 26.4 12.3 34.0 19.7
Other: 39.5 52.8 55.5 67.7 35.1 40.1 44.1 51.4
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,231: 1,606 1,518 63 1,100 1,215 2,769 2,796: 1,462 1,435
Old : 4,225: 1,606 1,522 57 1,100 1,212 2,763 2,791: 1,462 1,434
Other: 6: 4 0 2 0 3 6 5: 0 1
: : :
: : Changes in Commitments from: January 18, 2005 :
: 88: -25 -35 -26 -5 53 -56 -8: 144 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 35.9 1.5 26.0 28.7 65.4 66.1: 34.6 33.9
Old : 100.0: 38.0 36.0 1.3 26.0 28.7 65.4 66.1: 34.6 33.9
Other: 100.0: 66.7 0.0 33.3 0.0 50.0 100.0 83.3: 0.0 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 12 9 3 8 8 23 17:
Old : 32: 12 9 2 8 8 22 17:
Other: 4: 1 0 2 0 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 41.1 46.4 53.3 31.6 40.4 42.6 51.3
Old : 35.4 41.1 46.5 53.3 31.6 40.4 42.7 51.4
Other: 100.0 83.3 100.0 83.3 66.7 50.0 66.7 50.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 4,143: 1,631 1,553 89 1,105 1,162 2,825 2,804: 1,318 1,339
Old : 4,140: 1,631 1,554 86 1,105 1,161 2,822 2,801: 1,318 1,339
Other: 3: 1 0 2 0 1 3 3: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 109: 4 41 42 132 48 178 131: -69 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 37.5 2.1 26.7 28.0 68.2 67.7: 31.8 32.3
Old : 100.0: 39.4 37.5 2.1 26.7 28.0 68.2 67.7: 31.8 32.3
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 : 31: 10 10 3 8 7 21 17:
Old : 31: 10 10 3 8 7 21 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 : 36.0 42.3 50.3 53.6 36.0 41.5 47.8 52.1
Old : 36.0 42.3 50.3 53.6 36.0 41.5 47.8 52.1
Other: 100.0 100.0 100.0 100.0 33.3 33.3 33.3 33.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 311,966: 80,008 80,034 700 182,049 136,803 262,757 217,537: 49,209 94,429
Old : 311,966: 80,008 80,034 700 182,049 136,803 262,757 217,537: 49,209 94,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 16,363: 376 -8,680 -374 -3,790 -11,531 -3,788 -20,585: 20,151 36,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 25.7 0.2 58.4 43.9 84.2 69.7: 15.8 30.3
Old : 100.0: 25.6 25.7 0.2 58.4 43.9 84.2 69.7: 15.8 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 14 32 1 37 43 52 75:
Old : 108: 14 32 1 37 43 52 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 16.6 45.9 24.7 31.8 16.6 44.8 24.3
Old : 32.2 16.6 45.9 24.7 31.8 16.6 44.8 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 295,603: 79,632 88,714 1,074 185,839 148,334 266,545 238,122: 29,058 57,481
Old : 295,603: 79,632 88,714 1,074 185,839 148,334 266,545 238,122: 29,058 57,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 23,430: 6,453 1,063 700 12,531 17,710 19,684 19,473: 3,746 3,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 30.0 0.4 62.9 50.2 90.2 80.6: 9.8 19.4
Old : 100.0: 26.9 30.0 0.4 62.9 50.2 90.2 80.6: 9.8 19.4
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 : 175: 26 56 3 49 70 77 127:
Old : 175: 26 56 3 49 70 77 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 17.6 44.9 25.9 29.9 17.5 43.8 25.0
Old : 30.3 17.6 44.9 25.9 29.9 17.5 43.8 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,643,461: 276,629 330,215 34,437 1,068,279 790,416 1,379,345 1,155,068: 264,116 488,393
Old : 1,643,461: 276,629 330,215 34,437 1,068,279 790,416 1,379,345 1,155,068: 264,116 488,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -24,687: -138,339 -51,207 5,545 15,078 -140,353 -117,716 -186,015: 93,029 161,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 20.1 2.1 65.0 48.1 83.9 70.3: 16.1 29.7
Old : 100.0: 16.8 20.1 2.1 65.0 48.1 83.9 70.3: 16.1 29.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 45 64 33 77 124 141 202:
Old : 254: 45 64 33 77 124 141 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 12.4 49.1 21.3 36.6 11.1 44.8 17.7
Old : 39.5 12.4 49.1 21.3 36.6 11.1 44.8 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 1,668,148: 414,968 381,422 28,892 1,053,201 930,769 1,497,061 1,341,083: 171,087 327,065
Old : 1,668,148: 414,968 381,422 28,892 1,053,201 930,769 1,497,061 1,341,083: 171,087 327,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -15,543: 12,005 -26,678 1,771 -25,314 14,671 -11,538 -10,236: -4,005 -5,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 22.9 1.7 63.1 55.8 89.7 80.4: 10.3 19.6
Old : 100.0: 24.9 22.9 1.7 63.1 55.8 89.7 80.4: 10.3 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 59 114 41 105 177 189 308:
Old : 382: 59 114 41 105 177 189 308:
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 : 44.9 14.4 56.0 22.8 44.4 12.9 52.0 18.9
Old : 44.9 14.4 56.0 22.8 44.4 12.9 52.0 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,159,390: 282,440 174,527 11,958 739,415 686,840 1,033,813 873,325: 125,577 286,065
Old : 1,159,390: 282,440 174,527 11,958 739,415 686,840 1,033,813 873,325: 125,577 286,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -8,589: -45,664 -47,450 -263 -17,357 -82,049 -63,284 -129,762: 54,695 121,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.1 1.0 63.8 59.2 89.2 75.3: 10.8 24.7
Old : 100.0: 24.4 15.1 1.0 63.8 59.2 89.2 75.3: 10.8 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 37 41 20 62 88 109 139:
Old : 187: 37 41 20 62 88 109 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 19.9 44.7 30.3 23.7 18.8 39.2 27.4
Old : 27.6 19.9 44.7 30.3 23.7 18.8 39.2 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 1,167,979: 328,104 221,977 12,221 756,772 768,889 1,097,097 1,003,087: 70,882 164,892
Old : 1,167,979: 328,104 221,977 12,221 756,772 768,889 1,097,097 1,003,087: 70,882 164,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,502: 9,982 -16,671 766 -4,637 22,368 6,111 6,463: -4,609 -4,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 19.0 1.0 64.8 65.8 93.9 85.9: 6.1 14.1
Old : 100.0: 28.1 19.0 1.0 64.8 65.8 93.9 85.9: 6.1 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 : 307: 56 88 22 78 134 144 235:
Old : 307: 56 88 22 78 134 144 235:
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 19.2 42.6 29.7 22.0 18.4 37.8 27.2
Old : 26.0 19.2 42.6 29.7 22.0 18.4 37.8 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 442,101: 158,856 55,829 49,874 203,849 312,315 412,579 418,018: 29,522 24,083
Old : 442,101: 158,856 55,829 49,874 203,849 312,315 412,579 418,018: 29,522 24,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 70,745: 30,179 13,759 -907 30,104 48,514 59,376 61,366: 11,369 9,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 12.6 11.3 46.1 70.6 93.3 94.6: 6.7 5.4
Old : 100.0: 35.9 12.6 11.3 46.1 70.6 93.3 94.6: 6.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 36 14 21 48 48 90 78:
Old : 112: 36 14 21 48 48 90 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 37.7 49.9 52.1 27.2 36.9 39.8 48.8
Old : 35.4 37.7 49.9 52.1 27.2 36.9 39.8 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 371,356: 128,677 42,070 50,781 173,745 263,801 353,203 356,652: 18,153 14,704
Old : 371,356: 128,677 42,070 50,781 173,745 263,801 353,203 356,652: 18,153 14,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 18,365: 9,089 -730 8,755 3,758 13,797 21,602 21,822: -3,237 -3,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 11.3 13.7 46.8 71.0 95.1 96.0: 4.9 4.0
Old : 100.0: 34.7 11.3 13.7 46.8 71.0 95.1 96.0: 4.9 4.0
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 : 131: 39 20 27 53 56 103 92:
Old : 131: 39 20 27 53 56 103 92:
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 : 30.7 34.1 45.5 49.4 26.9 32.9 38.0 45.8
Old : 30.7 34.1 45.5 49.4 26.9 32.9 38.0 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 48,169: 13,479 9,905 10 22,613 31,301 36,102 41,216: 12,067 6,953
Old : 48,169: 13,479 9,905 10 22,613 31,301 36,102 41,216: 12,067 6,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,587: -1,412 1,216 -59 -2,758 -935 -4,229 222: 5,816 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 20.6 0.0 46.9 65.0 74.9 85.6: 25.1 14.4
Old : 100.0: 28.0 20.6 0.0 46.9 65.0 74.9 85.6: 25.1 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 25 15 1 20 11 46 26:
Old : 68: 25 15 1 20 11 46 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 64.7 45.3 74.9 31.5 64.2 45.3 74.3
Old : 31.5 64.7 45.3 74.9 31.5 64.2 45.3 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 46,582: 14,891 8,689 69 25,371 32,236 40,331 40,994: 6,251 5,588
Old : 46,582: 14,891 8,689 69 25,371 32,236 40,331 40,994: 6,251 5,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,085: -2,278 -918 -34 117 -332 -2,195 -1,284: 1,110 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 18.7 0.1 54.5 69.2 86.6 88.0: 13.4 12.0
Old : 100.0: 32.0 18.7 0.1 54.5 69.2 86.6 88.0: 13.4 12.0
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: 32 18 2 26 12 60 30:
Old : 84: 32 18 2 26 12 60 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 : 37.4 67.3 54.5 78.9 37.4 67.3 54.5 78.4
Old : 37.4 67.3 54.5 78.9 37.4 67.3 54.5 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 67,194: 9,570 25,452 278 46,228 25,197 56,076 50,927: 11,118 16,267
Old : 67,194: 9,570 25,452 278 46,228 25,197 56,076 50,927: 11,118 16,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 8,052: -3,864 4,315 97 8,411 -3,792 4,644 620: 3,408 7,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 37.9 0.4 68.8 37.5 83.5 75.8: 16.5 24.2
Old : 100.0: 14.2 37.9 0.4 68.8 37.5 83.5 75.8: 16.5 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 19 21 3 21 11 40 35:
Old : 68: 19 21 3 21 11 40 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 50.3 63.2 57.6 47.3 50.3 63.1 57.1
Old : 47.4 50.3 63.2 57.6 47.3 50.3 63.1 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 59,142: 13,434 21,137 181 37,817 28,989 51,432 50,307: 7,710 8,835
Old : 59,142: 13,434 21,137 181 37,817 28,989 51,432 50,307: 7,710 8,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,430: 2,400 3,170 -83 2,255 419 4,572 3,506: -1,142 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 35.7 0.3 63.9 49.0 87.0 85.1: 13.0 14.9
Old : 100.0: 22.7 35.7 0.3 63.9 49.0 87.0 85.1: 13.0 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 : 90: 27 28 1 24 16 52 44:
Old : 90: 27 28 1 24 16 52 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 : 38.2 62.4 59.1 69.8 38.0 62.4 58.9 69.1
Old : 38.2 62.4 59.1 69.8 38.0 62.4 58.9 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 39,125: 7,850 10,239 1,014 29,977 26,480 38,841 37,733: 284 1,392
Old : 39,125: 7,850 10,239 1,014 29,977 26,480 38,841 37,733: 284 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -772: 5,958 -98 0 -6,803 -759 -845 -857: 73 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 26.2 2.6 76.6 67.7 99.3 96.4: 0.7 3.6
Old : 100.0: 20.1 26.2 2.6 76.6 67.7 99.3 96.4: 0.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 21 3 17 15 26 36:
Old : 55: 6 21 3 17 15 26 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 47.8 76.6 72.4 52.3 47.4 76.5 71.9
Old : 52.3 47.8 76.6 72.4 52.3 47.4 76.5 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 39,897: 1,892 10,337 1,014 36,780 27,239 39,686 38,590: 211 1,307
Old : 39,897: 1,892 10,337 1,014 36,780 27,239 39,686 38,590: 211 1,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 4,022: 196 3,942 8 3,937 153 4,141 4,103: -119 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 25.9 2.5 92.2 68.3 99.5 96.7: 0.5 3.3
Old : 100.0: 4.7 25.9 2.5 92.2 68.3 99.5 96.7: 0.5 3.3
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 : 55: 4 22 3 17 16 24 38:
Old : 55: 4 22 3 17 16 24 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 : 52.1 47.2 79.9 71.5 52.1 46.8 79.8 71.0
Old : 52.1 47.2 79.9 71.5 52.1 46.8 79.8 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,214: 5,718 1,587 0 8,480 12,167 14,198 13,754: 16 460
Old : 14,214: 5,718 1,587 0 8,480 12,167 14,198 13,754: 16 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 751: 5,718 -160 0 -4,971 915 747 755: 4 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 11.2 0.0 59.7 85.6 99.9 96.8: 0.1 3.2
Old : 100.0: 40.2 11.2 0.0 59.7 85.6 99.9 96.8: 0.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 6 0 7 10 9 16:
Old : 24: 2 6 0 7 10 9 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 75.5 99.5 87.0 84.4 72.8 97.2 84.3
Old : 84.4 75.5 99.5 87.0 84.4 72.8 97.2 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 13,463: 0 1,747 0 13,451 11,252 13,451 12,999: 12 464
Old : 13,463: 0 1,747 0 13,451 11,252 13,451 12,999: 12 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 197: 0 193 0 197 0 197 193: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.0 0.0 99.9 83.6 99.9 96.6: 0.1 3.4
Old : 100.0: 0.0 13.0 0.0 99.9 83.6 99.9 96.6: 0.1 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 : 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 : 84.0 73.7 99.9 84.9 84.0 70.9 97.1 82.1
Old : 84.0 73.7 99.9 84.9 84.0 70.9 97.1 82.1
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,080: 2,815 2,990 1,134 17,295 15,393 21,244 19,517: 4,836 6,563
Old : 26,080: 2,815 2,990 1,134 17,295 15,393 21,244 19,517: 4,836 6,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,467: -110 219 35 -579 -1,275 -654 -1,021: 2,121 2,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.5 4.3 66.3 59.0 81.5 74.8: 18.5 25.2
Old : 100.0: 10.8 11.5 4.3 66.3 59.0 81.5 74.8: 18.5 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 : 53: 14 6 10 25 21 43 33:
Old : 53: 14 6 10 25 21 43 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 : 49.7 35.7 60.5 53.1 49.7 35.4 57.2 51.3
Old : 49.7 35.7 60.5 53.1 49.7 35.4 57.2 51.3
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 18, 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 : 24,613: 2,925 2,771 1,099 17,874 16,668 21,898 20,538: 2,715 4,075
Old : 24,613: 2,925 2,771 1,099 17,874 16,668 21,898 20,538: 2,715 4,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,867: 803 370 207 759 1,017 1,769 1,594: 98 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.3 4.5 72.6 67.7 89.0 83.4: 11.0 16.6
Old : 100.0: 11.9 11.3 4.5 72.6 67.7 89.0 83.4: 11.0 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 : 83: 24 7 13 32 33 60 49:
Old : 83: 24 7 13 32 33 60 49:
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 34.6 60.4 51.7 51.8 34.2 58.7 49.9
Old : 51.8 34.6 60.4 51.7 51.8 34.2 58.7 49.9
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 25, 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 : 100,333: 26,129 5,861 16,898 37,276 43,420 80,303 66,179: 20,030 34,154
Old : 99,361: 26,328 5,868 16,692 36,834 43,256 79,854 65,816: 19,507 33,545
Other: 972: 7 199 0 442 164 449 363: 523 609
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,582: -4,899 -106 1,249 928 -4,111 -2,722 -2,968: -860 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 5.8 16.8 37.2 43.3 80.0 66.0: 20.0 34.0
Old : 100.0: 26.5 5.9 16.8 37.1 43.5 80.4 66.2: 19.6 33.8
Other: 100.0: 0.7 20.5 0.0 45.5 16.9 46.2 37.3: 53.8 62.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 54 26 41 24 33 113 84:
Old : 144: 54 26 40 23 33 112 83:
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 : 24.0 23.4 34.9 33.6 24.0 22.8 33.7 31.0
Old : 24.2 23.6 35.2 33.9 24.2 23.3 34.0 31.6
Other: 45.5 36.9 46.2 37.3 43.6 35.5 44.3 35.5
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 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 : 103,915: 31,028 5,967 15,649 36,348 47,531 83,025 69,147: 20,890 34,768
Old : 103,057: 31,181 5,967 15,489 36,016 47,377 82,686 68,833: 20,371 34,224
Other: 858: 7 160 0 332 154 339 314: 519 544
: : :
: : Changes in Commitments from: January 11, 2005 :
: 361: 530 -247 84 -1,480 400 -866 237: 1,227 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.7 15.1 35.0 45.7 79.9 66.5: 20.1 33.5
Old : 100.0: 30.3 5.8 15.0 34.9 46.0 80.2 66.8: 19.8 33.2
Other: 100.0: 0.8 18.6 0.0 38.7 17.9 39.5 36.6: 60.5 63.4
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 65 21 47 22 32 123 87:
Old : 152: 65 21 47 21 32 122 87:
Other: 9: 1 1 0 5 3 6 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 : 22.9 26.4 33.6 36.3 22.9 25.8 32.5 34.0
Old : 23.1 26.6 33.9 36.6 23.1 26.2 32.7 34.5
Other: 38.1 36.6 39.5 36.6 36.0 34.5 37.4 34.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,003: 439 541 93 844 438 1,376 1,072: 627 931
Old : 2,003: 439 541 93 844 438 1,376 1,072: 627 931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -19: 64 78 3 -77 35 -10 116: -9 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 27.0 4.6 42.1 21.9 68.7 53.5: 31.3 46.5
Old : 100.0: 21.9 27.0 4.6 42.1 21.9 68.7 53.5: 31.3 46.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 13 4 7 3 16 16:
Old : 26: 5 13 4 7 3 16 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 : 48.3 30.5 59.0 44.2 48.3 26.5 58.0 37.6
Old : 48.3 30.5 59.0 44.2 48.3 26.5 58.0 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 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 : 2,022: 375 463 90 921 403 1,386 956: 636 1,066
Old : 2,022: 375 463 90 921 403 1,386 956: 636 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 27: -137 -143 -1 136 34 -2 -110: 29 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 22.9 4.5 45.5 19.9 68.5 47.3: 31.5 52.7
Old : 100.0: 18.5 22.9 4.5 45.5 19.9 68.5 47.3: 31.5 52.7
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 : 25: 4 12 3 7 3 14 16:
Old : 25: 4 12 3 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 : 49.9 28.4 62.0 38.8 49.3 25.1 57.9 31.8
Old : 49.9 28.4 62.0 38.8 49.3 25.1 57.9 31.8
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 25, 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 : 145,413: 40,369 16,252 22,221 64,227 70,677 126,817 109,150: 18,596 36,263
Old : 145,413: 40,369 16,252 22,221 64,227 70,677 126,817 109,150: 18,596 36,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,507: -3,310 18 1,632 2,774 5 1,096 1,655: 411 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.2 15.3 44.2 48.6 87.2 75.1: 12.8 24.9
Old : 100.0: 27.8 11.2 15.3 44.2 48.6 87.2 75.1: 12.8 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 52 34 38 59 101 130 161:
Old : 205: 52 34 38 59 101 130 161:
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 : 23.7 11.8 40.6 21.8 20.5 10.4 34.0 17.8
Old : 23.7 11.8 40.6 21.8 20.5 10.4 34.0 17.8
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 18, 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 : 143,906: 43,679 16,234 20,589 61,453 70,672 125,721 107,495: 18,185 36,411
Old : 143,906: 43,679 16,234 20,589 61,453 70,672 125,721 107,495: 18,185 36,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 319: 2,652 1,201 554 -2,657 -1,718 549 37: -230 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.3 14.3 42.7 49.1 87.4 74.7: 12.6 25.3
Old : 100.0: 30.4 11.3 14.3 42.7 49.1 87.4 74.7: 12.6 25.3
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 : 206: 57 30 37 48 101 125 156:
Old : 206: 57 30 37 48 101 125 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 12.1 39.9 22.1 20.0 10.3 33.6 17.3
Old : 23.1 12.1 39.9 22.1 20.0 10.3 33.6 17.3
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 25, 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 : 3,904: 1,513 312 58 502 2,419 2,073 2,789: 1,831 1,115
Old : 3,904: 1,513 312 58 502 2,419 2,073 2,789: 1,831 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 383: 251 -346 3 21 522 275 179: 108 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 8.0 1.5 12.9 62.0 53.1 71.4: 46.9 28.6
Old : 100.0: 38.8 8.0 1.5 12.9 62.0 53.1 71.4: 46.9 28.6
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 : 49: 20 5 5 12 21 34 29:
Old : 49: 20 5 5 12 21 34 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 : 20.3 42.4 29.8 51.7 19.4 42.4 28.5 51.7
Old : 20.3 42.4 29.8 51.7 19.4 42.4 28.5 51.7
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 18, 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 : 3,521: 1,262 658 55 481 1,897 1,798 2,610: 1,723 911
Old : 3,521: 1,262 658 55 481 1,897 1,798 2,610: 1,723 911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -196: -149 38 -55 -92 -42 -296 -59: 100 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 18.7 1.6 13.7 53.9 51.1 74.1: 48.9 25.9
Old : 100.0: 35.8 18.7 1.6 13.7 53.9 51.1 74.1: 48.9 25.9
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 : 43: 16 6 5 12 17 30 26:
Old : 43: 16 6 5 12 17 30 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 : 21.8 47.8 31.7 59.4 21.3 47.8 31.1 59.4
Old : 21.8 47.8 31.7 59.4 21.3 47.8 31.1 59.4
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 25, 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 : 19,949: 6,463 3,223 2,101 7,495 3,628 16,059 8,952: 3,890 10,997
Old : 19,949: 6,463 3,223 2,101 7,495 3,628 16,059 8,952: 3,890 10,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,072: 484 431 116 582 35 1,182 582: -110 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 16.2 10.5 37.6 18.2 80.5 44.9: 19.5 55.1
Old : 100.0: 32.4 16.2 10.5 37.6 18.2 80.5 44.9: 19.5 55.1
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 : 105: 29 16 18 33 39 72 67:
Old : 105: 29 16 18 33 39 72 67:
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 13.8 37.5 19.4 21.1 11.5 33.1 16.4
Old : 24.7 13.8 37.5 19.4 21.1 11.5 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 18, 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 : 18,877: 5,979 2,792 1,985 6,913 3,593 14,877 8,370: 4,000 10,507
Old : 18,877: 5,979 2,792 1,985 6,913 3,593 14,877 8,370: 4,000 10,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 759: 555 -67 322 -106 21 771 276: -12 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 14.8 10.5 36.6 19.0 78.8 44.3: 21.2 55.7
Old : 100.0: 31.7 14.8 10.5 36.6 19.0 78.8 44.3: 21.2 55.7
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 : 102: 26 17 18 27 39 66 65:
Old : 102: 26 17 18 27 39 66 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 13.0 38.3 18.0 22.2 11.0 33.3 15.7
Old : 25.5 13.0 38.3 18.0 22.2 11.0 33.3 15.7
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 78,850: 17,352 14,699 453 33,085 47,224 50,890 62,376: 27,960 16,474
Old : 78,850: 17,352 14,699 453 33,085 47,224 50,890 62,376: 27,960 16,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,465: -2,421 426 50 3,823 -2,059 1,452 -1,583: 13 3,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 18.6 0.6 42.0 59.9 64.5 79.1: 35.5 20.9
Old : 100.0: 22.0 18.6 0.6 42.0 59.9 64.5 79.1: 35.5 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 : 62: 22 11 4 20 17 42 32:
Old : 62: 22 11 4 20 17 42 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 : 22.3 40.1 35.5 55.6 20.4 40.1 32.0 55.5
Old : 22.3 40.1 35.5 55.6 20.4 40.1 32.0 55.5
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 18, 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 : 77,385: 19,773 14,273 403 29,262 49,283 49,438 63,959: 27,947 13,426
Old : 77,385: 19,773 14,273 403 29,262 49,283 49,438 63,959: 27,947 13,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 7,535: 456 4,849 -5 6,683 1,804 7,134 6,648: 401 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 18.4 0.5 37.8 63.7 63.9 82.7: 36.1 17.3
Old : 100.0: 25.6 18.4 0.5 37.8 63.7 63.9 82.7: 36.1 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 19 12 4 22 16 41 32:
Old : 61: 19 12 4 22 16 41 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 : 19.1 46.6 31.7 61.8 17.8 46.6 30.2 61.5
Old : 19.1 46.6 31.7 61.8 17.8 46.6 30.2 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 51,069: 8,043 13,224 27 29,808 22,892 37,878 36,143: 13,191 14,926
Old : 51,069: 8,043 13,224 27 29,808 22,892 37,878 36,143: 13,191 14,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,082: -3,174 907 12 2,502 -4,384 -660 -3,465: -422 2,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 25.9 0.1 58.4 44.8 74.2 70.8: 25.8 29.2
Old : 100.0: 15.7 25.9 0.1 58.4 44.8 74.2 70.8: 25.8 29.2
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: 10 8 2 13 6 23 16:
Old : 33: 10 8 2 13 6 23 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 : 42.8 46.1 59.3 61.4 42.8 46.0 59.2 61.2
Old : 42.8 46.1 59.3 61.4 42.8 46.0 59.2 61.2
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 18, 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 : 52,151: 11,217 12,317 15 27,306 27,276 38,538 39,608: 13,613 12,543
Old : 52,151: 11,217 12,317 15 27,306 27,276 38,538 39,608: 13,613 12,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,483: -666 494 -20 1,493 -2,378 807 -1,904: -2,290 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 23.6 0.0 52.4 52.3 73.9 75.9: 26.1 24.1
Old : 100.0: 21.5 23.6 0.0 52.4 52.3 73.9 75.9: 26.1 24.1
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 : 33: 13 5 2 13 6 26 13:
Old : 33: 13 5 2 13 6 26 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 : 37.0 55.6 52.8 70.7 37.0 55.6 52.8 70.6
Old : 37.0 55.6 52.8 70.7 37.0 55.6 52.8 70.6
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 25, 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 : 69,088: 42,968 8,088 799 17,953 56,114 61,720 65,001: 7,368 4,087
Old : 69,088: 42,968 8,088 799 17,953 56,114 61,720 65,001: 7,368 4,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,330: -4,934 2,966 299 3,661 -5,699 -974 -2,434: -2,356 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 11.7 1.2 26.0 81.2 89.3 94.1: 10.7 5.9
Old : 100.0: 62.2 11.7 1.2 26.0 81.2 89.3 94.1: 10.7 5.9
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 : 82: 40 12 3 15 16 58 29:
Old : 82: 40 12 3 15 16 58 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 : 35.3 52.9 53.6 74.0 35.3 52.7 53.6 73.7
Old : 35.3 52.9 53.6 74.0 35.3 52.7 53.6 73.7
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 18, 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 : 72,418: 47,902 5,122 500 14,292 61,813 62,694 67,435: 9,724 4,983
Old : 72,418: 47,902 5,122 500 14,292 61,813 62,694 67,435: 9,724 4,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,261: 9,369 -1,275 -188 -2,919 7,350 6,262 5,887: -3,001 -2,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 7.1 0.7 19.7 85.4 86.6 93.1: 13.4 6.9
Old : 100.0: 66.1 7.1 0.7 19.7 85.4 86.6 93.1: 13.4 6.9
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 : 87: 48 8 1 14 18 63 27:
Old : 87: 48 8 1 14 18 63 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 : 36.4 56.9 51.9 75.8 36.4 56.0 51.9 74.9
Old : 36.4 56.9 51.9 75.8 36.4 56.0 51.9 74.9
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 25, 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 : 63,971: 18,616 2,626 47 23,465 45,528 42,128 48,201: 21,843 15,770
Old : 63,971: 18,616 2,626 47 23,465 45,528 42,128 48,201: 21,843 15,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -537: -2,391 334 34 1,902 -1,974 -455 -1,606: -82 1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 4.1 0.1 36.7 71.2 65.9 75.3: 34.1 24.7
Old : 100.0: 29.1 4.1 0.1 36.7 71.2 65.9 75.3: 34.1 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 6 2 13 12 29 19:
Old : 41: 15 6 2 13 12 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 : 26.6 47.1 38.8 68.0 25.6 45.1 37.4 64.7
Old : 26.6 47.1 38.8 68.0 25.6 45.1 37.4 64.7
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 18, 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 : 64,508: 21,007 2,292 13 21,563 47,502 42,583 49,807: 21,925 14,701
Old : 64,508: 21,007 2,292 13 21,563 47,502 42,583 49,807: 21,925 14,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,959: -1,749 928 0 -653 -4,164 -2,402 -3,236: 443 1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 3.6 0.0 33.4 73.6 66.0 77.2: 34.0 22.8
Old : 100.0: 32.6 3.6 0.0 33.4 73.6 66.0 77.2: 34.0 22.8
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 : 43: 20 5 1 11 12 31 18:
Old : 43: 20 5 1 11 12 31 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 : 25.3 50.3 37.1 71.3 25.0 50.3 35.5 68.1
Old : 25.3 50.3 37.1 71.3 25.0 50.3 35.5 68.1
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 25, 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 : 162,182: 33,608 32,684 123 90,835 111,336 124,566 144,143: 37,616 18,039
Old : 162,182: 33,608 32,684 123 90,835 111,336 124,566 144,143: 37,616 18,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -8,927: -6,264 691 122 2,551 -8,799 -3,591 -7,986: -5,336 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 20.2 0.1 56.0 68.6 76.8 88.9: 23.2 11.1
Old : 100.0: 20.7 20.2 0.1 56.0 68.6 76.8 88.9: 23.2 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 : 70: 28 12 2 21 18 50 31:
Old : 70: 28 12 2 21 18 50 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 : 42.1 57.4 54.2 70.2 34.3 49.4 43.4 59.7
Old : 42.1 57.4 54.2 70.2 34.3 49.4 43.4 59.7
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 18, 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 : 171,109: 39,872 31,993 1 88,284 120,135 128,157 152,129: 42,952 18,980
Old : 171,109: 39,872 31,993 1 88,284 120,135 128,157 152,129: 42,952 18,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 9,241: 4,664 20,530 -197 -3,896 -10,548 571 9,785: 8,670 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 18.7 0.0 51.6 70.2 74.9 88.9: 25.1 11.1
Old : 100.0: 23.3 18.7 0.0 51.6 70.2 74.9 88.9: 25.1 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 : 68: 27 12 1 21 19 49 31:
Old : 68: 27 12 1 21 19 49 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 57.1 50.8 71.3 30.8 50.1 41.3 61.5
Old : 38.1 57.1 50.8 71.3 30.8 50.1 41.3 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 25, 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 : 131,203: 25,401 24,633 574 56,009 61,407 81,984 86,614: 49,219 44,589
Old : 131,203: 25,401 24,633 574 56,009 61,407 81,984 86,614: 49,219 44,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -458: -2,979 6,166 -315 11,596 -893 8,302 4,958: -8,760 -5,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 18.8 0.4 42.7 46.8 62.5 66.0: 37.5 34.0
Old : 100.0: 19.4 18.8 0.4 42.7 46.8 62.5 66.0: 37.5 34.0
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 : 94: 32 24 8 31 20 65 50:
Old : 94: 32 24 8 31 20 65 50:
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 30.9 34.3 43.0 24.7 28.4 33.6 39.3
Old : 24.7 30.9 34.3 43.0 24.7 28.4 33.6 39.3
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 18, 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 : 131,661: 28,380 18,467 889 44,413 62,300 73,682 81,656: 57,979 50,005
Old : 131,661: 28,380 18,467 889 44,413 62,300 73,682 81,656: 57,979 50,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -12,124: -5,034 1,234 319 5,516 -6,558 801 -5,005: -12,925 -7,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.0 0.7 33.7 47.3 56.0 62.0: 44.0 38.0
Old : 100.0: 21.6 14.0 0.7 33.7 47.3 56.0 62.0: 44.0 38.0
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 : 85: 31 20 7 29 19 61 45:
Old : 85: 31 20 7 29 19 61 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 32.4 26.0 45.2 17.6 31.0 25.5 41.7
Old : 17.7 32.4 26.0 45.2 17.6 31.0 25.5 41.7
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 25, 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 : 34,546: 8,261 0 100 22,853 28,611 31,214 28,711: 3,332 5,835
Old : 34,546: 8,261 0 100 22,853 28,611 31,214 28,711: 3,332 5,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -15,921: -1,867 -700 0 -6,418 -16,812 -8,285 -17,512: -7,636 1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 0.3 66.2 82.8 90.4 83.1: 9.6 16.9
Old : 100.0: 23.9 0.0 0.3 66.2 82.8 90.4 83.1: 9.6 16.9
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: 3 0 1 11 20 14 21:
Old : 25: 3 0 1 11 20 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 39.1 77.5 59.4 48.4 39.1 70.2 57.4
Old : 52.9 39.1 77.5 59.4 48.4 39.1 70.2 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 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 : 50,467: 10,128 700 100 29,271 45,423 39,499 46,223: 10,968 4,244
Old : 50,467: 10,128 700 100 29,271 45,423 39,499 46,223: 10,968 4,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,473: -82 0 0 -4,566 3,556 -4,648 3,556: 8,121 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.4 0.2 58.0 90.0 78.3 91.6: 21.7 8.4
Old : 100.0: 20.1 1.4 0.2 58.0 90.0 78.3 91.6: 21.7 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 : 35: 3 1 1 17 26 20 28:
Old : 35: 3 1 1 17 26 20 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 35.9 60.0 55.0 35.2 32.4 49.3 50.3
Old : 39.3 35.9 60.0 55.0 35.2 32.4 49.3 50.3
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 25, 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 : 7,326,266: 631,152 934,779 762,344 5,114,933 4,272,606 6,508,429 5,969,729: 817,837 1,356,537
Old : 7,326,266: 631,152 934,779 762,344 5,114,933 4,272,606 6,508,429 5,969,729: 817,837 1,356,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 109,963: 61,586 -261,733 -123,939 -187,681 -101,683 -250,034 -487,355: 359,997 597,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 12.8 10.4 69.8 58.3 88.8 81.5: 11.2 18.5
Old : 100.0: 8.6 12.8 10.4 69.8 58.3 88.8 81.5: 11.2 18.5
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 : 236: 36 65 69 119 125 199 218:
Old : 236: 36 65 69 119 125 199 218:
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 14.7 47.5 24.6 27.4 12.7 40.3 18.8
Old : 29.8 14.7 47.5 24.6 27.4 12.7 40.3 18.8
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 18, 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 : 7,216,303: 569,566 1,196,512 886,283 5,302,614 4,374,289 6,758,463 6,457,084: 457,840 759,219
Old : 7,216,303: 569,566 1,196,512 886,283 5,302,614 4,374,289 6,758,463 6,457,084: 457,840 759,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 53,011: -5,797 1,646 -21,282 103,981 62,344 76,902 42,708: -23,891 10,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 16.6 12.3 73.5 60.6 93.7 89.5: 6.3 10.5
Old : 100.0: 7.9 16.6 12.3 73.5 60.6 93.7 89.5: 6.3 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 : 396: 63 113 119 172 191 309 364:
Old : 396: 63 113 119 172 191 309 364:
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 : 30.0 13.9 48.0 23.6 27.4 12.2 40.6 18.7
Old : 30.0 13.9 48.0 23.6 27.4 12.2 40.6 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 25, 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 : 677,594: 71,996 76,502 10,005 456,545 494,499 538,546 581,006: 139,048 96,588
Old : 677,594: 71,996 76,502 10,005 456,545 494,499 538,546 581,006: 139,048 96,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 697: 2,304 20,394 721 297 -17,255 3,322 3,860: -2,625 -3,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.3 1.5 67.4 73.0 79.5 85.7: 20.5 14.3
Old : 100.0: 10.6 11.3 1.5 67.4 73.0 79.5 85.7: 20.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 38 33 18 88 65 140 102:
Old : 187: 38 33 18 88 65 140 102:
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 : 20.3 32.0 29.7 46.4 19.6 32.0 28.6 46.2
Old : 20.3 32.0 29.7 46.4 19.6 32.0 28.6 46.2
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 18, 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 : 676,897: 69,692 56,108 9,284 456,248 511,754 535,224 577,146: 141,673 99,751
Old : 676,897: 69,692 56,108 9,284 456,248 511,754 535,224 577,146: 141,673 99,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -8,713: 6,223 -1,809 1,657 -1,135 1,862 6,745 1,710: -15,458 -10,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.3 1.4 67.4 75.6 79.1 85.3: 20.9 14.7
Old : 100.0: 10.3 8.3 1.4 67.4 75.6 79.1 85.3: 20.9 14.7
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 : 184: 38 28 19 89 67 140 101:
Old : 184: 38 28 19 89 67 140 101:
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 : 20.4 32.1 29.9 46.3 19.7 32.0 28.9 46.2
Old : 20.4 32.1 29.9 46.3 19.7 32.0 28.9 46.2
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 25, 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 : 849,678: 171,832 113,841 9,622 350,095 630,364 531,549 753,827: 318,129 95,851
Old : 849,678: 171,832 113,841 9,622 350,095 630,364 531,549 753,827: 318,129 95,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 6,355: -16,569 -9,919 -814 835 -2,145 -16,548 -12,878: 22,903 19,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 13.4 1.1 41.2 74.2 62.6 88.7: 37.4 11.3
Old : 100.0: 20.2 13.4 1.1 41.2 74.2 62.6 88.7: 37.4 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 : 149: 33 37 13 50 53 94 92:
Old : 149: 33 37 13 50 53 94 92:
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 : 18.8 34.3 28.6 48.0 16.7 32.5 25.2 44.0
Old : 18.8 34.3 28.6 48.0 16.7 32.5 25.2 44.0
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 18, 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 : 843,323: 188,401 123,760 10,436 349,260 632,509 548,097 766,705: 295,226 76,618
Old : 843,323: 188,401 123,760 10,436 349,260 632,509 548,097 766,705: 295,226 76,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 23,352: -19,376 11,172 -1,150 26,460 10,000 5,934 20,022: 17,418 3,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.7 1.2 41.4 75.0 65.0 90.9: 35.0 9.1
Old : 100.0: 22.3 14.7 1.2 41.4 75.0 65.0 90.9: 35.0 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 : 276: 85 81 19 71 71 169 158:
Old : 276: 85 81 19 71 71 169 158:
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 : 18.1 35.8 29.3 49.5 17.4 33.0 27.1 44.7
Old : 18.1 35.8 29.3 49.5 17.4 33.0 27.1 44.7
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 25, 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 : 13,021: 1,390 0 0 6,410 11,629 7,800 11,629: 5,221 1,392
Old : 13,021: 1,390 0 0 6,410 11,629 7,800 11,629: 5,221 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 64: -665 0 0 -1,735 -482 -2,400 -482: 2,464 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 0.0 49.2 89.3 59.9 89.3: 40.1 10.7
Old : 100.0: 10.7 0.0 0.0 49.2 89.3 59.9 89.3: 40.1 10.7
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 : 28: 2 0 0 13 13 15 13:
Old : 28: 2 0 0 13 13 15 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 : 26.3 44.2 43.3 72.5 26.3 44.2 43.3 72.5
Old : 26.3 44.2 43.3 72.5 26.3 44.2 43.3 72.5
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 18, 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 : 12,957: 2,055 0 0 8,145 12,111 10,200 12,111: 2,757 846
Old : 12,957: 2,055 0 0 8,145 12,111 10,200 12,111: 2,757 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -114: 128 0 0 -268 88 -140 88: 26 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 0.0 62.9 93.5 78.7 93.5: 21.3 6.5
Old : 100.0: 15.9 0.0 0.0 62.9 93.5 78.7 93.5: 21.3 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 : 48: 8 0 0 23 18 31 18:
Old : 48: 8 0 0 23 18 31 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 : 26.2 44.5 44.4 72.4 26.2 44.5 44.4 72.4
Old : 26.2 44.5 44.4 72.4 26.2 44.5 44.4 72.4
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 25, 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 : 26,760: 625 5,242 100 22,989 16,118 23,714 21,460: 3,046 5,300
Old : 26,760: 625 5,242 100 22,989 16,118 23,714 21,460: 3,046 5,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,494: -1,117 889 -242 2,408 -1,532 1,049 -885: 445 2,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 19.6 0.4 85.9 60.2 88.6 80.2: 11.4 19.8
Old : 100.0: 2.3 19.6 0.4 85.9 60.2 88.6 80.2: 11.4 19.8
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 : 35: 1 6 1 19 16 21 22:
Old : 35: 1 6 1 19 16 21 22:
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 : 52.0 42.0 71.3 60.6 50.1 37.4 64.8 51.9
Old : 52.0 42.0 71.3 60.6 50.1 37.4 64.8 51.9
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 18, 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 : 25,266: 1,742 4,353 342 20,581 17,650 22,665 22,345: 2,601 2,921
Old : 25,266: 1,742 4,353 342 20,581 17,650 22,665 22,345: 2,601 2,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -514: 661 594 -20 -1,491 -463 -850 111: 336 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 17.2 1.4 81.5 69.9 89.7 88.4: 10.3 11.6
Old : 100.0: 6.9 17.2 1.4 81.5 69.9 89.7 88.4: 10.3 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 : 51: 4 7 2 24 22 29 30:
Old : 51: 4 7 2 24 22 29 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 : 51.5 41.6 67.3 62.9 48.7 37.6 61.7 55.5
Old : 51.5 41.6 67.3 62.9 48.7 37.6 61.7 55.5
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 25, 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 : 76,455: 6,908 15,306 166 32,111 49,339 39,185 64,811: 37,270 11,644
Old : 76,455: 6,908 15,306 166 32,111 49,339 39,185 64,811: 37,270 11,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,845: -1,332 664 -152 -1,518 -1,721 -3,002 -1,209: 4,847 3,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 20.0 0.2 42.0 64.5 51.3 84.8: 48.7 15.2
Old : 100.0: 9.0 20.0 0.2 42.0 64.5 51.3 84.8: 48.7 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 : 85: 15 21 2 34 26 49 49:
Old : 85: 15 21 2 34 26 49 49:
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 : 16.4 41.7 25.0 57.5 15.9 36.3 22.8 51.5
Old : 16.4 41.7 25.0 57.5 15.9 36.3 22.8 51.5
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 18, 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 : 74,610: 8,240 14,642 318 33,629 51,060 42,187 66,020: 32,423 8,590
Old : 74,610: 8,240 14,642 318 33,629 51,060 42,187 66,020: 32,423 8,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,470: -4,579 367 167 1,645 1,816 -2,767 2,350: 5,237 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 19.6 0.4 45.1 68.4 56.5 88.5: 43.5 11.5
Old : 100.0: 11.0 19.6 0.4 45.1 68.4 56.5 88.5: 43.5 11.5
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 : 137: 26 37 3 51 37 78 76:
Old : 137: 26 37 3 51 37 78 76:
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 : 16.4 42.0 25.5 56.4 15.8 37.0 22.2 50.3
Old : 16.4 42.0 25.5 56.4 15.8 37.0 22.2 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 352,719: 117,011 78,546 3,258 192,873 140,497 313,142 222,301: 39,577 130,418
Old : 352,719: 117,011 78,546 3,258 192,873 140,497 313,142 222,301: 39,577 130,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 10,852: -4,165 13,240 -1,279 10,545 -9,862 5,101 2,099: 5,751 8,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 22.3 0.9 54.7 39.8 88.8 63.0: 11.2 37.0
Old : 100.0: 33.2 22.3 0.9 54.7 39.8 88.8 63.0: 11.2 37.0
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 : 204: 80 55 11 46 36 130 98:
Old : 204: 80 55 11 46 36 130 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 24.5 49.2 37.2 26.3 20.9 42.3 28.9
Old : 32.7 24.5 49.2 37.2 26.3 20.9 42.3 28.9
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 18, 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 : 341,867: 121,176 65,306 4,537 182,328 150,359 308,041 220,202: 33,826 121,665
Old : 341,867: 121,176 65,306 4,537 182,328 150,359 308,041 220,202: 33,826 121,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 16,274: -418 -801 -150 20,144 11,804 19,576 10,853: -3,302 5,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 19.1 1.3 53.3 44.0 90.1 64.4: 9.9 35.6
Old : 100.0: 35.4 19.1 1.3 53.3 44.0 90.1 64.4: 9.9 35.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 87 65 12 50 42 141 115:
Old : 233: 87 65 12 50 42 141 115:
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 : 34.2 23.4 50.6 33.1 29.9 21.1 46.3 28.6
Old : 34.2 23.4 50.6 33.1 29.9 21.1 46.3 28.6
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 71,814: 31,905 1,002 12 16,991 59,467 48,908 60,481: 22,906 11,333
Old : 71,814: 31,905 1,002 12 16,991 59,467 48,908 60,481: 22,906 11,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 6,733: 4,156 468 -3 1,572 5,334 5,725 5,799: 1,008 934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 1.4 0.0 23.7 82.8 68.1 84.2: 31.9 15.8
Old : 100.0: 44.4 1.4 0.0 23.7 82.8 68.1 84.2: 31.9 15.8
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 : 40: 16 3 1 12 16 29 19:
Old : 40: 16 3 1 12 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 : 31.9 52.4 45.9 75.5 31.6 52.3 45.6 74.8
Old : 31.9 52.4 45.9 75.5 31.6 52.3 45.6 74.8
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 18, 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 : 65,081: 27,749 534 15 15,419 54,133 43,183 54,682: 21,898 10,399
Old : 65,081: 27,749 534 15 15,419 54,133 43,183 54,682: 21,898 10,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,396: 1,255 17 -55 758 1,405 1,958 1,367: 438 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 0.8 0.0 23.7 83.2 66.4 84.0: 33.6 16.0
Old : 100.0: 42.6 0.8 0.0 23.7 83.2 66.4 84.0: 33.6 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 : 37: 17 2 1 10 14 28 16:
Old : 37: 17 2 1 10 14 28 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 : 31.5 52.6 46.1 76.7 31.2 52.4 45.7 76.3
Old : 31.5 52.6 46.1 76.7 31.2 52.4 45.7 76.3
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 25, 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 : 23,758: 1,038 8,557 0 15,895 10,449 16,933 19,006: 6,825 4,752
Old : 23,758: 1,038 8,557 0 15,895 10,449 16,933 19,006: 6,825 4,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,208: -1,001 387 -106 -580 -840 -1,687 -559: 2,895 1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 36.0 0.0 66.9 44.0 71.3 80.0: 28.7 20.0
Old : 100.0: 4.4 36.0 0.0 66.9 44.0 71.3 80.0: 28.7 20.0
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 : 51: 3 11 0 26 17 29 28:
Old : 51: 3 11 0 26 17 29 28:
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 : 28.0 43.3 41.2 53.7 21.9 38.6 33.7 48.0
Old : 28.0 43.3 41.2 53.7 21.9 38.6 33.7 48.0
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 18, 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 : 22,550: 2,039 8,170 106 16,475 11,289 18,620 19,565: 3,930 2,985
Old : 22,550: 2,039 8,170 106 16,475 11,289 18,620 19,565: 3,930 2,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 945: -41 758 11 843 -10 813 759: 132 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 36.2 0.5 73.1 50.1 82.6 86.8: 17.4 13.2
Old : 100.0: 9.0 36.2 0.5 73.1 50.1 82.6 86.8: 17.4 13.2
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 : 85: 9 20 3 41 22 52 43:
Old : 85: 9 20 3 41 22 52 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 : 24.0 40.2 37.5 51.1 23.8 36.6 36.5 47.5
Old : 24.0 40.2 37.5 51.1 23.8 36.6 36.5 47.5
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 25, 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 : 159,560: 30,381 23,330 1,053 115,635 118,839 147,069 143,222: 12,491 16,338
Old : 159,560: 30,381 23,330 1,053 115,635 118,839 147,069 143,222: 12,491 16,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 17,038: 7,644 5,836 -100 12,379 10,337 19,923 16,073: -2,885 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.6 0.7 72.5 74.5 92.2 89.8: 7.8 10.2
Old : 100.0: 19.0 14.6 0.7 72.5 74.5 92.2 89.8: 7.8 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 : 92: 13 26 4 29 37 45 64:
Old : 92: 13 26 4 29 37 45 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 35.7 70.4 51.4 54.5 35.3 65.2 49.5
Old : 57.6 35.7 70.4 51.4 54.5 35.3 65.2 49.5
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 18, 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 : 142,522: 22,737 17,494 1,153 103,256 108,502 127,146 127,149: 15,376 15,373
Old : 142,522: 22,737 17,494 1,153 103,256 108,502 127,146 127,149: 15,376 15,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 7,515: 1,998 36 -31 -1,570 4,790 397 4,795: 7,118 2,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.3 0.8 72.4 76.1 89.2 89.2: 10.8 10.8
Old : 100.0: 16.0 12.3 0.8 72.4 76.1 89.2 89.2: 10.8 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 : 112: 21 31 5 38 37 62 70:
Old : 112: 21 31 5 38 37 62 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 : 45.3 38.3 60.2 54.6 42.7 36.5 53.9 49.0
Old : 45.3 38.3 60.2 54.6 42.7 36.5 53.9 49.0
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 25, 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 : 33,231: 9,448 5,790 132 10,345 21,244 19,925 27,166: 13,306 6,065
Old : 33,231: 9,448 5,790 132 10,345 21,244 19,925 27,166: 13,306 6,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 659: -3,957 -862 42 21 1,420 -3,894 600: 4,553 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 17.4 0.4 31.1 63.9 60.0 81.7: 40.0 18.3
Old : 100.0: 28.4 17.4 0.4 31.1 63.9 60.0 81.7: 40.0 18.3
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 : 66: 19 14 2 18 21 38 36:
Old : 66: 19 14 2 18 21 38 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 : 15.5 34.5 25.9 49.4 12.4 29.1 21.4 41.7
Old : 15.5 34.5 25.9 49.4 12.4 29.1 21.4 41.7
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 18, 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 : 32,572: 13,405 6,652 90 10,324 19,824 23,819 26,566: 8,753 6,006
Old : 32,572: 13,405 6,652 90 10,324 19,824 23,819 26,566: 8,753 6,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,264: 372 -547 8 1,155 907 1,535 368: -271 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 20.4 0.3 31.7 60.9 73.1 81.6: 26.9 18.4
Old : 100.0: 41.2 20.4 0.3 31.7 60.9 73.1 81.6: 26.9 18.4
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 : 108: 42 19 2 26 25 69 45:
Old : 108: 42 19 2 26 25 69 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 34.1 25.8 49.4 14.6 29.2 23.8 43.1
Old : 15.6 34.1 25.8 49.4 14.6 29.2 23.8 43.1
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 25, 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 : 122,244: 351 6,551 2,732 57,472 77,641 60,555 86,924: 61,689 35,320
Old : 122,244: 351 6,551 2,732 57,472 77,641 60,555 86,924: 61,689 35,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -4,196: 52 667 0 -3,470 -5,597 -3,418 -4,930: -778 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.4 2.2 47.0 63.5 49.5 71.1: 50.5 28.9
Old : 100.0: 0.3 5.4 2.2 47.0 63.5 49.5 71.1: 50.5 28.9
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 : 44: 3 15 3 15 22 20 39:
Old : 44: 3 15 3 15 22 20 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 : 42.3 54.1 47.1 61.2 5.8 20.3 6.6 23.9
Old : 42.3 54.1 47.1 61.2 5.8 20.3 6.6 23.9
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 18, 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 : 126,440: 299 5,884 2,732 60,942 83,238 63,973 91,854: 62,467 34,586
Old : 126,440: 299 5,884 2,732 60,942 83,238 63,973 91,854: 62,467 34,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,661: 100 -502 -150 4,588 5,166 4,538 4,514: 6,123 6,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.7 2.2 48.2 65.8 50.6 72.6: 49.4 27.4
Old : 100.0: 0.2 4.7 2.2 48.2 65.8 50.6 72.6: 49.4 27.4
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 : 44: 3 12 3 15 24 20 38:
Old : 44: 3 12 3 15 24 20 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 : 43.1 55.0 47.8 62.0 6.3 20.2 7.3 24.7
Old : 43.1 55.0 47.8 62.0 6.3 20.2 7.3 24.7
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 96,891: 40,809 10,583 6,161 18,862 70,949 65,832 87,693: 31,059 9,198
Old : 96,891: 40,809 10,583 6,161 18,862 70,949 65,832 87,693: 31,059 9,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -2,071: -1,479 941 -92 -1,758 -3,280 -3,329 -2,431: 1,258 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 10.9 6.4 19.5 73.2 67.9 90.5: 32.1 9.5
Old : 100.0: 42.1 10.9 6.4 19.5 73.2 67.9 90.5: 32.1 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 : 154: 89 19 29 21 38 118 80:
Old : 154: 89 19 29 21 38 118 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 31.8 27.0 48.6 16.4 31.1 24.4 47.2
Old : 17.9 31.8 27.0 48.6 16.4 31.1 24.4 47.2
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 18, 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 : 98,962: 42,288 9,642 6,253 20,620 74,229 69,161 90,124: 29,801 8,838
Old : 98,962: 42,288 9,642 6,253 20,620 74,229 69,161 90,124: 29,801 8,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 773: 118 590 21 1,197 295 1,336 906: -563 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 9.7 6.3 20.8 75.0 69.9 91.1: 30.1 8.9
Old : 100.0: 42.7 9.7 6.3 20.8 75.0 69.9 91.1: 30.1 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 : 158: 96 16 30 22 36 125 77:
Old : 158: 96 16 30 22 36 125 77:
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 34.3 27.1 50.3 15.7 30.0 22.5 45.7
Old : 18.4 34.3 27.1 50.3 15.7 30.0 22.5 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 87,458: 27,127 7,247 13,112 33,376 59,393 73,615 79,752: 13,843 7,706
Old : 87,458: 27,127 7,247 13,112 33,376 59,393 73,615 79,752: 13,843 7,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 6,210: 3,710 1,411 2,508 -764 1,959 5,454 5,878: 756 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 8.3 15.0 38.2 67.9 84.2 91.2: 15.8 8.8
Old : 100.0: 31.0 8.3 15.0 38.2 67.9 84.2 91.2: 15.8 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 : 143: 55 36 26 36 37 110 86:
Old : 143: 55 36 26 36 37 110 86:
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 : 24.4 47.4 37.1 61.6 21.3 43.0 32.7 53.5
Old : 24.4 47.4 37.1 61.6 21.3 43.0 32.7 53.5
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 18, 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 : 81,248: 23,417 5,836 10,604 34,140 57,434 68,161 73,874: 13,087 7,374
Old : 81,248: 23,417 5,836 10,604 34,140 57,434 68,161 73,874: 13,087 7,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -11: 229 720 58 -675 -1,651 -388 -873: 377 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 7.2 13.1 42.0 70.7 83.9 90.9: 16.1 9.1
Old : 100.0: 28.8 7.2 13.1 42.0 70.7 83.9 90.9: 16.1 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 : 134: 50 32 22 37 40 103 82:
Old : 134: 50 32 22 37 40 103 82:
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 46.7 37.7 60.6 21.8 43.7 33.3 53.5
Old : 25.2 46.7 37.7 60.6 21.8 43.7 33.3 53.5
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 273,430: 107,378 79,033 18,722 86,831 146,415 212,931 244,170: 60,499 29,260
Old : 273,430: 107,378 79,033 18,722 86,831 146,415 212,931 244,170: 60,499 29,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -2,200: -447 774 -1,316 -6,488 -9,844 -8,251 -10,386: 6,051 8,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 28.9 6.8 31.8 53.5 77.9 89.3: 22.1 10.7
Old : 100.0: 39.3 28.9 6.8 31.8 53.5 77.9 89.3: 22.1 10.7
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 : 213: 108 47 42 36 33 171 108:
Old : 213: 108 47 42 36 33 171 108:
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 29.9 34.1 48.6 23.8 27.5 30.1 42.3
Old : 26.1 29.9 34.1 48.6 23.8 27.5 30.1 42.3
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 18, 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 : 275,630: 107,825 78,259 20,038 93,319 156,259 221,182 254,556: 54,448 21,074
Old : 275,630: 107,825 78,259 20,038 93,319 156,259 221,182 254,556: 54,448 21,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 169: -1,672 5,549 868 -1,114 -8,521 -1,918 -2,104: 2,087 2,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 28.4 7.3 33.9 56.7 80.2 92.4: 19.8 7.6
Old : 100.0: 39.1 28.4 7.3 33.9 56.7 80.2 92.4: 19.8 7.6
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 : 216: 108 50 39 39 35 174 105:
Old : 216: 108 50 39 39 35 174 105:
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 : 24.8 30.8 33.7 49.2 22.7 27.7 29.1 42.4
Old : 24.8 30.8 33.7 49.2 22.7 27.7 29.1 42.4
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 25, 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 : 9,034: 4,617 632 290 2,370 7,594 7,277 8,516: 1,757 518
Old : 9,034: 4,617 632 290 2,370 7,594 7,277 8,516: 1,757 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,372: -107 -637 42 -1,043 -773 -1,108 -1,368: -264 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 7.0 3.2 26.2 84.1 80.6 94.3: 19.4 5.7
Old : 100.0: 51.1 7.0 3.2 26.2 84.1 80.6 94.3: 19.4 5.7
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 : 24: 13 4 4 5 6 22 11:
Old : 24: 13 4 4 5 6 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 88.7 69.4 93.4 47.0 73.2 56.2 73.7
Old : 57.6 88.7 69.4 93.4 47.0 73.2 56.2 73.7
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 18, 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 : 10,406: 4,724 1,269 248 3,413 8,367 8,385 9,884: 2,021 522
Old : 10,406: 4,724 1,269 248 3,413 8,367 8,385 9,884: 2,021 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 482: -89 -145 3 1,138 1,258 1,052 1,116: -570 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 12.2 2.4 32.8 80.4 80.6 95.0: 19.4 5.0
Old : 100.0: 45.4 12.2 2.4 32.8 80.4 80.6 95.0: 19.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 15 5 3 4 6 21 13:
Old : 27: 15 5 3 4 6 21 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 : 58.4 86.8 70.0 92.4 41.5 63.5 48.6 65.7
Old : 58.4 86.8 70.0 92.4 41.5 63.5 48.6 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 66,622: 9,154 18,575 3,983 38,342 27,207 51,479 49,765: 15,143 16,857
Old : 50,107: 8,764 17,983 469 30,309 18,581 39,542 37,033: 10,565 13,074
Other: 16,515: 1,876 2,078 2,028 8,033 8,626 11,937 12,732: 4,578 3,783
: : :
: : Changes in Commitments from: January 18, 2005 :
: -2,456: -2,730 284 -551 -1,150 -3,954 -4,431 -4,221: 1,975 1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 27.9 6.0 57.6 40.8 77.3 74.7: 22.7 25.3
Old : 100.0: 17.5 35.9 0.9 60.5 37.1 78.9 73.9: 21.1 26.1
Other: 100.0: 11.4 12.6 12.3 48.6 52.2 72.3 77.1: 27.7 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 22 30 17 47 42 78 83:
Old : 111: 24 28 6 39 36 66 67:
Other: 59: 12 12 6 20 23 34 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 : 25.2 21.1 36.0 33.3 19.5 17.1 28.2 26.8
Old : 31.1 23.0 43.2 37.0 29.0 23.0 40.5 36.1
Other: 31.0 41.0 47.0 56.7 30.6 37.7 37.9 44.3
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 69,078: 11,884 18,291 4,534 39,492 31,161 55,910 53,986: 13,168 15,092
Old : 53,237: 11,957 18,083 1,334 30,423 22,205 43,714 41,622: 9,523 11,615
Other: 15,841: 1,695 1,976 1,432 9,069 8,956 12,196 12,364: 3,645 3,477
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,136: 1,457 661 1,187 -1,931 -1,084 713 764: 1,423 1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 26.5 6.6 57.2 45.1 80.9 78.2: 19.1 21.8
Old : 100.0: 22.5 34.0 2.5 57.1 41.7 82.1 78.2: 17.9 21.8
Other: 100.0: 10.7 12.5 9.0 57.3 56.5 77.0 78.1: 23.0 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 34 31 20 62 57 104 103:
Old : 147: 33 31 10 57 48 94 85:
Other: 75: 14 10 6 26 38 43 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 21.6 33.7 34.0 19.1 16.8 27.4 27.4
Old : 26.9 23.1 38.8 37.2 26.7 23.0 37.6 37.0
Other: 34.1 42.2 51.8 56.1 32.4 37.1 43.3 44.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 40,736: 1,239 9,625 1,354 26,983 21,254 29,576 32,233: 11,160 8,503
Old : 36,052: 1,991 9,495 530 23,916 18,603 26,437 28,628: 9,615 7,424
Other: 4,684: 72 954 0 3,067 2,651 3,139 3,605: 1,545 1,079
: : :
: : Changes in Commitments from: January 18, 2005 :
: 4,286: 259 -1,062 144 1,034 4,072 1,437 3,154: 2,849 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 23.6 3.3 66.2 52.2 72.6 79.1: 27.4 20.9
Old : 100.0: 5.5 26.3 1.5 66.3 51.6 73.3 79.4: 26.7 20.6
Other: 100.0: 1.5 20.4 0.0 65.5 56.6 67.0 77.0: 33.0 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 7 15 5 26 23 34 42:
Old : 53: 7 15 3 26 22 34 39:
Other: 24: 3 3 0 10 13 13 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 27.7 50.7 44.4 25.2 19.5 31.2 28.2
Old : 36.9 27.7 50.8 46.0 24.0 21.9 31.3 30.2
Other: 46.3 49.8 64.9 70.8 42.9 47.1 52.5 61.0
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, January 18, 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 : 36,450: 980 10,687 1,210 25,949 17,182 28,139 29,079: 8,311 7,371
Old : 32,630: 1,664 10,671 318 23,256 15,164 25,238 26,153: 7,392 6,477
Other: 3,820: 46 746 162 2,693 2,018 2,901 2,926: 919 894
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,297: 158 -53 138 453 401 749 486: 548 811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 29.3 3.3 71.2 47.1 77.2 79.8: 22.8 20.2
Old : 100.0: 5.1 32.7 1.0 71.3 46.5 77.3 80.2: 22.7 19.8
Other: 100.0: 1.2 19.5 4.2 70.5 52.8 75.9 76.6: 24.1 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 8 20 6 34 26 45 50:
Old : 69: 10 19 4 33 24 44 46:
Other: 30: 4 4 2 13 15 19 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 27.7 50.4 43.3 27.7 20.2 33.8 29.8
Old : 39.8 29.9 51.3 46.0 27.0 22.4 34.6 33.1
Other: 51.8 45.6 67.4 66.2 44.9 43.5 56.0 56.1
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 98,269: 30,012 20,857 6,610 44,422 61,929 81,044 89,396: 17,225 8,873
Old : 90,243: 29,879 21,812 5,025 39,383 54,967 74,287 81,804: 15,956 8,439
Other: 8,026: 1,324 236 394 5,039 6,962 6,757 7,592: 1,269 434
: : :
: : Changes in Commitments from: January 18, 2005 :
: 3,538: 2,118 -4,023 -349 -2,519 5,059 -750 687: 4,288 2,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 21.2 6.7 45.2 63.0 82.5 91.0: 17.5 9.0
Old : 100.0: 33.1 24.2 5.6 43.6 60.9 82.3 90.6: 17.7 9.4
Other: 100.0: 16.5 2.9 4.9 62.8 86.7 84.2 94.6: 15.8 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 85 61 58 55 55 178 146:
Old : 225: 83 66 50 45 54 162 143:
Other: 77: 25 14 4 25 24 50 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 30.6 32.6 41.3 20.7 28.3 31.1 36.7
Old : 22.6 30.3 34.3 41.6 22.6 28.7 33.9 37.4
Other: 41.8 50.2 54.8 64.6 33.4 49.8 43.3 62.8
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 94,731: 27,894 24,880 6,959 46,941 56,870 81,794 88,709: 12,937 6,022
Old : 86,666: 27,899 25,852 5,074 41,538 50,044 74,511 80,970: 12,155 5,696
Other: 8,065: 1,383 416 497 5,403 6,826 7,283 7,739: 782 326
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,675: 607 -687 -286 1,801 3,515 2,122 2,542: 553 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 26.3 7.3 49.6 60.0 86.3 93.6: 13.7 6.4
Old : 100.0: 32.2 29.8 5.9 47.9 57.7 86.0 93.4: 14.0 6.6
Other: 100.0: 17.1 5.2 6.2 67.0 84.6 90.3 96.0: 9.7 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 109 88 60 66 65 220 180:
Old : 295: 109 88 52 55 64 202 177:
Other: 83: 24 14 9 28 24 60 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 28.5 33.2 37.8 21.4 25.9 31.3 34.2
Old : 23.4 28.0 35.1 37.3 23.4 26.1 34.1 34.1
Other: 41.7 50.1 56.4 63.3 33.7 49.7 44.2 62.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 34,142: 9,487 1,758 3,871 16,400 27,178 29,758 32,807: 4,384 1,335
Old : 34,116: 9,492 1,759 3,865 16,381 27,158 29,738 32,782: 4,378 1,334
Other: 26: 1 5 0 19 20 20 25: 6 1
: : :
: : Changes in Commitments from: January 18, 2005 :
: 715: -502 214 490 772 -489 760 215: -45 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 5.1 11.3 48.0 79.6 87.2 96.1: 12.8 3.9
Old : 100.0: 27.8 5.2 11.3 48.0 79.6 87.2 96.1: 12.8 3.9
Other: 100.0: 3.8 19.2 0.0 73.1 76.9 76.9 96.2: 23.1 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 42 10 19 30 16 80 42:
Old : 95: 43 11 19 30 16 80 42:
Other: 4: 1 1 0 1 1 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 : 33.8 59.0 43.6 76.1 17.1 38.3 24.7 54.7
Old : 33.7 59.0 43.6 76.2 17.1 38.4 24.7 54.8
Other: 76.9 96.2 76.9 96.2 76.9 96.2 76.9 96.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 33,427: 9,989 1,544 3,381 15,628 27,667 28,998 32,592: 4,429 835
Old : 33,401: 9,994 1,545 3,375 15,609 27,647 28,978 32,567: 4,423 834
Other: 26: 1 5 0 19 20 20 25: 6 1
: : :
: : Changes in Commitments from: January 11, 2005 :
: 847: -1,765 -544 824 2,005 924 1,064 1,204: -217 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 4.6 10.1 46.8 82.8 86.8 97.5: 13.2 2.5
Old : 100.0: 29.9 4.6 10.1 46.7 82.8 86.8 97.5: 13.2 2.5
Other: 100.0: 3.8 19.2 0.0 73.1 76.9 76.9 96.2: 23.1 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 44 14 22 32 14 86 45:
Old : 101: 45 15 22 32 14 86 45:
Other: 4: 1 1 0 1 1 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 : 33.3 61.5 43.3 79.2 16.4 40.9 24.5 58.1
Old : 33.2 61.6 43.3 79.2 16.5 41.0 24.5 58.2
Other: 76.9 96.2 76.9 96.2 76.9 96.2 76.9 96.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 115,801: 19,546 13,359 2,731 86,756 98,446 109,033 114,536: 6,768 1,265
Old : 73,510: 19,015 13,233 1,579 46,697 57,459 67,291 72,271: 6,219 1,239
Other: 42,291: 1,300 895 383 40,059 40,987 41,742 42,265: 549 26
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,139: 841 767 437 -2,214 -2,054 -936 -850: -203 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 11.5 2.4 74.9 85.0 94.2 98.9: 5.8 1.1
Old : 100.0: 25.9 18.0 2.1 63.5 78.2 91.5 98.3: 8.5 1.7
Other: 100.0: 3.1 2.1 0.9 94.7 96.9 98.7 99.9: 1.3 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 47 32 12 47 34 100 77:
Old : 135: 50 34 11 45 32 98 74:
Other: 44: 8 7 3 20 21 29 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 : 38.3 45.2 53.8 63.8 21.7 28.1 31.3 36.5
Old : 30.4 38.3 46.6 57.2 29.3 34.0 43.2 49.6
Other: 69.9 72.6 84.4 87.2 55.3 62.1 64.8 71.9
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 116,940: 18,705 12,592 2,294 88,970 100,500 109,969 115,386: 6,971 1,554
Old : 75,122: 18,248 12,228 1,426 49,004 60,103 68,678 73,757: 6,444 1,365
Other: 41,818: 1,038 945 287 39,966 40,397 41,291 41,629: 527 189
: : :
: : Changes in Commitments from: January 11, 2005 :
: -879: 2,808 796 -106 -4,336 -1,726 -1,634 -1,036: 755 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 10.8 2.0 76.1 85.9 94.0 98.7: 6.0 1.3
Old : 100.0: 24.3 16.3 1.9 65.2 80.0 91.4 98.2: 8.6 1.8
Other: 100.0: 2.5 2.3 0.7 95.6 96.6 98.7 99.5: 1.3 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 48 30 12 46 32 100 72:
Old : 132: 50 32 12 44 31 98 71:
Other: 39: 6 5 2 20 19 26 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 46.3 54.8 64.0 22.0 27.4 29.2 35.1
Old : 31.7 39.6 47.0 57.9 30.7 34.0 43.2 49.9
Other: 69.7 73.2 84.7 87.0 55.0 62.4 65.7 72.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 374,488: 87,156 41,824 35,668 171,882 251,944 294,706 329,436: 79,782 45,052
Old : 374,488: 87,156 41,824 35,668 171,882 251,944 294,706 329,436: 79,782 45,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 24,030: -73 -6,243 4,550 2,090 16,431 6,567 14,738: 17,463 9,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.2 9.5 45.9 67.3 78.7 88.0: 21.3 12.0
Old : 100.0: 23.3 11.2 9.5 45.9 67.3 78.7 88.0: 21.3 12.0
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 : 146: 52 29 42 53 45 133 93:
Old : 146: 52 29 42 53 45 133 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 : 15.4 32.2 26.4 49.7 13.9 25.2 23.9 40.4
Old : 15.4 32.2 26.4 49.7 13.9 25.2 23.9 40.4
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 18, 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 : 350,458: 87,229 48,067 31,118 169,792 235,513 288,139 314,698: 62,319 35,760
Old : 350,458: 87,229 48,067 31,118 169,792 235,513 288,139 314,698: 62,319 35,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -3,263: -1,338 -5,940 -131 -3,326 2,115 -4,795 -3,956: 1,532 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 13.7 8.9 48.4 67.2 82.2 89.8: 17.8 10.2
Old : 100.0: 24.9 13.7 8.9 48.4 67.2 82.2 89.8: 17.8 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 : 162: 57 32 45 58 51 142 105:
Old : 162: 57 32 45 58 51 142 105:
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 : 15.6 31.3 27.3 48.8 14.8 24.4 25.4 40.7
Old : 15.6 31.3 27.3 48.8 14.8 24.4 25.4 40.7
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 25, 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 : 102,991: 42,710 11,319 10,552 38,820 76,122 92,082 97,993: 10,909 4,998
Old : 100,537: 42,707 12,441 9,196 37,998 74,201 89,901 95,838: 10,636 4,699
Other: 2,454: 1,272 147 87 822 1,921 2,181 2,155: 273 299
: : :
: : Changes in Commitments from: January 18, 2005 :
: 2,898: 269 286 828 1,053 1,753 2,150 2,867: 748 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 11.0 10.2 37.7 73.9 89.4 95.1: 10.6 4.9
Old : 100.0: 42.5 12.4 9.1 37.8 73.8 89.4 95.3: 10.6 4.7
Other: 100.0: 51.8 6.0 3.5 33.5 78.3 88.9 87.8: 11.1 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 146 47 72 93 110 278 205:
Old : 337: 143 52 72 90 110 275 204:
Other: 71: 13 4 6 28 36 44 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 : 14.4 25.4 24.8 38.1 14.3 21.8 24.1 33.6
Old : 14.8 25.8 25.4 38.5 14.6 22.4 24.7 34.1
Other: 51.5 40.0 67.8 54.2 45.6 39.9 60.6 50.9
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 100,093: 42,441 11,033 9,724 37,767 74,369 89,932 95,126: 10,161 4,967
Old : 97,781: 42,444 12,148 8,392 37,051 72,550 87,887 93,090: 9,894 4,691
Other: 2,312: 1,180 68 149 716 1,819 2,045 2,036: 267 276
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,332: 2,076 394 746 -1,513 -338 1,309 802: 23 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 11.0 9.7 37.7 74.3 89.8 95.0: 10.2 5.0
Old : 100.0: 43.4 12.4 8.6 37.9 74.2 89.9 95.2: 10.1 4.8
Other: 100.0: 51.0 2.9 6.4 31.0 78.7 88.5 88.1: 11.5 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 146 47 66 91 109 271 203:
Old : 334: 146 52 66 89 109 269 203:
Other: 63: 11 3 6 24 34 37 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 25.4 25.5 38.3 14.7 21.5 24.5 33.3
Old : 15.2 25.9 26.1 38.7 15.0 22.0 25.0 33.8
Other: 54.3 43.0 71.7 58.0 46.4 42.2 61.4 52.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 18,962: 4,976 9,972 2,134 8,759 5,190 15,869 17,296: 3,093 1,666
Old : 18,962: 4,976 9,972 2,134 8,759 5,190 15,869 17,296: 3,093 1,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,536: 679 -249 122 19 1,893 820 1,766: 716 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 52.6 11.3 46.2 27.4 83.7 91.2: 16.3 8.8
Old : 100.0: 26.2 52.6 11.3 46.2 27.4 83.7 91.2: 16.3 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 : 47: 12 24 7 6 5 22 33:
Old : 47: 12 24 7 6 5 22 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 : 68.7 38.2 77.8 61.8 57.8 34.4 62.8 55.2
Old : 68.7 38.2 77.8 61.8 57.8 34.4 62.8 55.2
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 18, 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 : 17,426: 4,297 10,221 2,012 8,740 3,297 15,049 15,530: 2,377 1,896
Old : 17,426: 4,297 10,221 2,012 8,740 3,297 15,049 15,530: 2,377 1,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -724: -611 143 -72 -185 -582 -868 -511: 144 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 58.7 11.5 50.2 18.9 86.4 89.1: 13.6 10.9
Old : 100.0: 24.7 58.7 11.5 50.2 18.9 86.4 89.1: 13.6 10.9
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 : 40: 5 24 3 5 6 11 33:
Old : 40: 5 24 3 5 6 11 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 : 81.5 41.1 85.2 61.6 67.3 35.4 70.1 53.2
Old : 81.5 41.1 85.2 61.6 67.3 35.4 70.1 53.2
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 25, 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 : 164,803: 18,087 24,406 13,024 108,879 100,957 139,990 138,387: 24,813 26,416
Old : 164,803: 18,087 24,406 13,024 108,879 100,957 139,990 138,387: 24,813 26,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 10,048: 5,333 -1,670 1,656 3,133 9,776 10,122 9,762: -74 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 14.8 7.9 66.1 61.3 84.9 84.0: 15.1 16.0
Old : 100.0: 11.0 14.8 7.9 66.1 61.3 84.9 84.0: 15.1 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 : 130: 25 27 33 59 73 108 111:
Old : 130: 25 27 33 59 73 108 111:
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 17.6 40.7 28.0 25.1 13.4 32.9 19.6
Old : 29.0 17.6 40.7 28.0 25.1 13.4 32.9 19.6
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 18, 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 : 154,755: 12,754 26,076 11,368 105,746 91,181 129,868 128,625: 24,887 26,130
Old : 154,755: 12,754 26,076 11,368 105,746 91,181 129,868 128,625: 24,887 26,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 4,264: 2,810 1,097 -725 1,502 1,232 3,587 1,604: 677 2,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 16.8 7.3 68.3 58.9 83.9 83.1: 16.1 16.9
Old : 100.0: 8.2 16.8 7.3 68.3 58.9 83.9 83.1: 16.1 16.9
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 : 131: 26 30 33 57 68 104 111:
Old : 131: 26 30 33 57 68 104 111:
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 : 29.6 15.7 40.9 25.9 26.6 11.1 34.6 18.5
Old : 29.6 15.7 40.9 25.9 26.6 11.1 34.6 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 405,574: 23,670 69,323 108,378 208,403 196,831 340,451 374,532: 65,123 31,042
Old : 405,574: 23,670 69,323 108,378 208,403 196,831 340,451 374,532: 65,123 31,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -4,679: 1,420 -8,417 1,743 -15,037 -2,339 -11,874 -9,013: 7,195 4,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 17.1 26.7 51.4 48.5 83.9 92.3: 16.1 7.7
Old : 100.0: 5.8 17.1 26.7 51.4 48.5 83.9 92.3: 16.1 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 : 201: 49 51 66 94 76 173 168:
Old : 201: 49 51 66 94 76 173 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 23.1 26.1 36.0 7.1 11.0 10.3 17.5
Old : 16.2 23.1 26.1 36.0 7.1 11.0 10.3 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 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 : 410,253: 22,250 77,740 106,635 223,440 199,170 352,325 383,545: 57,928 26,708
Old : 410,253: 22,250 77,740 106,635 223,440 199,170 352,325 383,545: 57,928 26,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 5,012: 1,237 1,845 849 5,224 5,184 7,310 7,878: -2,298 -2,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 18.9 26.0 54.5 48.5 85.9 93.5: 14.1 6.5
Old : 100.0: 5.4 18.9 26.0 54.5 48.5 85.9 93.5: 14.1 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 : 220: 45 64 73 102 83 189 185:
Old : 220: 45 64 73 102 83 189 185:
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 : 16.2 22.2 26.9 35.2 6.9 10.4 9.7 15.8
Old : 16.2 22.2 26.9 35.2 6.9 10.4 9.7 15.8
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 25, 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 : 70,114: 3,443 4,088 2,741 58,607 60,935 64,791 67,764: 5,323 2,350
Old : 70,114: 3,443 4,088 2,741 58,607 60,935 64,791 67,764: 5,323 2,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 844: 428 -620 620 -1,088 -288 -40 -288: 884 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.8 3.9 83.6 86.9 92.4 96.6: 7.6 3.4
Old : 100.0: 4.9 5.8 3.9 83.6 86.9 92.4 96.6: 7.6 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 : 33: 1 1 2 28 23 30 25:
Old : 33: 1 1 2 28 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 : 43.8 57.1 63.4 71.8 41.5 51.9 51.8 60.2
Old : 43.8 57.1 63.4 71.8 41.5 51.9 51.8 60.2
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 18, 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 : 69,270: 3,015 4,708 2,121 59,695 61,223 64,831 68,052: 4,439 1,218
Old : 69,270: 3,015 4,708 2,121 59,695 61,223 64,831 68,052: 4,439 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,063: 0 -1,712 0 711 3,631 711 1,919: 352 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.8 3.1 86.2 88.4 93.6 98.2: 6.4 1.8
Old : 100.0: 4.4 6.8 3.1 86.2 88.4 93.6 98.2: 6.4 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 : 36: 1 1 1 30 25 31 27:
Old : 36: 1 1 1 30 25 31 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 : 43.7 58.0 64.2 72.3 42.0 53.7 52.1 62.3
Old : 43.7 58.0 64.2 72.3 42.0 53.7 52.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 44,953: 1,906 2,464 1,604 38,078 35,508 41,588 39,576: 3,365 5,377
Old : 44,953: 1,906 2,464 1,604 38,078 35,508 41,588 39,576: 3,365 5,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -100: -3,360 0 1,176 958 -1,472 -1,226 -296: 1,126 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.5 3.6 84.7 79.0 92.5 88.0: 7.5 12.0
Old : 100.0: 4.2 5.5 3.6 84.7 79.0 92.5 88.0: 7.5 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 15 14 17 17:
Old : 22: 1 2 2 15 14 17 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 : 49.4 57.5 77.1 74.0 42.4 53.4 64.4 65.1
Old : 49.4 57.5 77.1 74.0 42.4 53.4 64.4 65.1
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 18, 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 : 45,053: 5,266 2,464 428 37,120 36,980 42,814 39,872: 2,239 5,181
Old : 45,053: 5,266 2,464 428 37,120 36,980 42,814 39,872: 2,239 5,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 302: 0 0 0 302 302 302 302: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 5.5 0.9 82.4 82.1 95.0 88.5: 5.0 11.5
Old : 100.0: 11.7 5.5 0.9 82.4 82.1 95.0 88.5: 5.0 11.5
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 : 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 : 51.3 62.5 82.4 77.9 45.8 61.2 73.4 73.1
Old : 51.3 62.5 82.4 77.9 45.8 61.2 73.4 73.1
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 25, 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 : 37,154: 2,563 3,203 2,022 27,731 29,529 32,316 34,754: 4,838 2,400
Old : 37,154: 2,563 3,203 2,022 27,731 29,529 32,316 34,754: 4,838 2,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 2,547: -1,218 -432 361 1,978 1,645 1,121 1,574: 1,426 973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.6 5.4 74.6 79.5 87.0 93.5: 13.0 6.5
Old : 100.0: 6.9 8.6 5.4 74.6 79.5 87.0 93.5: 13.0 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: 2 2 3 21 17 24 21:
Old : 25: 2 2 3 21 17 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 36.8 62.9 58.3 39.5 29.1 49.9 46.3
Old : 45.3 36.8 62.9 58.3 39.5 29.1 49.9 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 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 : 34,607: 3,781 3,635 1,661 25,753 27,884 31,195 33,180: 3,412 1,427
Old : 34,607: 3,781 3,635 1,661 25,753 27,884 31,195 33,180: 3,412 1,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,002: 517 1,336 617 2,050 1,162 3,184 3,115: -182 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.5 4.8 74.4 80.6 90.1 95.9: 9.9 4.1
Old : 100.0: 10.9 10.5 4.8 74.4 80.6 90.1 95.9: 9.9 4.1
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 : 26: 2 2 3 21 18 24 22:
Old : 26: 2 2 3 21 18 24 22:
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 : 42.1 38.8 65.2 61.0 36.3 31.0 52.9 49.2
Old : 42.1 38.8 65.2 61.0 36.3 31.0 52.9 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 60,427: 5,320 545 1,812 49,611 47,816 56,743 50,173: 3,684 10,254
Old : 60,427: 5,320 545 1,812 49,611 47,816 56,743 50,173: 3,684 10,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,348: 532 56 134 -575 -1,725 91 -1,535: 1,257 2,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.9 3.0 82.1 79.1 93.9 83.0: 6.1 17.0
Old : 100.0: 8.8 0.9 3.0 82.1 79.1 93.9 83.0: 6.1 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 21 17 23 19:
Old : 25: 1 1 2 21 17 23 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 : 47.1 58.9 70.7 70.5 41.0 49.4 56.9 56.7
Old : 47.1 58.9 70.7 70.5 41.0 49.4 56.9 56.7
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 18, 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 : 59,079: 4,788 489 1,678 50,186 49,541 56,652 51,708: 2,427 7,371
Old : 59,079: 4,788 489 1,678 50,186 49,541 56,652 51,708: 2,427 7,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,733: -58 205 360 1,878 1,503 2,180 2,068: -447 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.8 2.8 84.9 83.9 95.9 87.5: 4.1 12.5
Old : 100.0: 8.1 0.8 2.8 84.9 83.9 95.9 87.5: 4.1 12.5
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 : 27: 1 1 2 23 17 25 19:
Old : 27: 1 1 2 23 17 25 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 : 46.5 60.5 70.7 72.4 40.9 49.6 57.8 59.2
Old : 46.5 60.5 70.7 72.4 40.9 49.6 57.8 59.2
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 18, 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 : 26,739: 1,872 394 1,156 17,023 20,361 20,051 21,911: 6,688 4,828
Old : 26,739: 1,872 394 1,156 17,023 20,361 20,051 21,911: 6,688 4,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,623: 285 -174 -43 1,734 1,502 1,976 1,285: -353 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.5 4.3 63.7 76.1 75.0 81.9: 25.0 18.1
Old : 100.0: 7.0 1.5 4.3 63.7 76.1 75.0 81.9: 25.0 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 : 21: 1 1 2 13 14 15 16:
Old : 21: 1 1 2 13 14 15 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 : 47.7 40.7 65.1 63.0 44.2 37.3 52.4 56.2
Old : 47.7 40.7 65.1 63.0 44.2 37.3 52.4 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 29,571: 3,108 2,124 0 25,569 22,755 28,677 24,879: 894 4,692
Old : 29,571: 3,108 2,124 0 25,569 22,755 28,677 24,879: 894 4,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.2 0.0 86.5 77.0 97.0 84.1: 3.0 15.9
Old : 100.0: 10.5 7.2 0.0 86.5 77.0 97.0 84.1: 3.0 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 13 11 15 12:
Old : 24: 2 1 0 13 11 15 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 : 67.9 55.6 88.9 78.9 64.4 55.6 84.0 77.7
Old : 67.9 55.6 88.9 78.9 64.4 55.6 84.0 77.7
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 25, 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 : 931,510: 229,123 58,565 153,677 534,866 713,367 917,666 925,609: 13,844 5,901
Old : 931,510: 229,123 58,565 153,677 534,866 713,367 917,666 925,609: 13,844 5,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 24,714: 12,659 -8,746 9,210 5,064 24,871 26,933 25,335: -2,219 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.3 16.5 57.4 76.6 98.5 99.4: 1.5 0.6
Old : 100.0: 24.6 6.3 16.5 57.4 76.6 98.5 99.4: 1.5 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 : 127: 20 11 28 87 76 120 106:
Old : 127: 20 11 28 87 76 120 106:
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 : 31.3 23.0 43.7 36.6 25.4 18.1 31.1 27.9
Old : 31.3 23.0 43.7 36.6 25.4 18.1 31.1 27.9
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 18, 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 : 906,796: 216,464 67,311 144,467 529,802 688,496 890,733 900,274: 16,063 6,522
Old : 906,796: 216,464 67,311 144,467 529,802 688,496 890,733 900,274: 16,063 6,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 22,987: 16,569 6,223 1,832 4,747 14,729 23,148 22,784: -161 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 7.4 15.9 58.4 75.9 98.2 99.3: 1.8 0.7
Old : 100.0: 23.9 7.4 15.9 58.4 75.9 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 : 114: 15 14 26 78 72 108 99:
Old : 114: 15 14 26 78 72 108 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 23.2 45.0 36.8 27.5 19.3 33.4 28.7
Old : 32.9 23.2 45.0 36.8 27.5 19.3 33.4 28.7
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 25, 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 : 106,378: 38,448 35,022 20,377 41,968 49,613 100,793 105,012: 5,585 1,366
Old : 106,378: 38,448 35,022 20,377 41,968 49,613 100,793 105,012: 5,585 1,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 17,650: 13,734 12,032 40 2,186 6,192 15,960 18,264: 1,690 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 32.9 19.2 39.5 46.6 94.7 98.7: 5.3 1.3
Old : 100.0: 36.1 32.9 19.2 39.5 46.6 94.7 98.7: 5.3 1.3
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 : 42: 10 5 12 24 25 38 38:
Old : 42: 10 5 12 24 25 38 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 : 56.1 51.0 69.6 72.5 35.3 40.6 44.2 54.4
Old : 56.1 51.0 69.6 72.5 35.3 40.6 44.2 54.4
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 18, 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 : 88,728: 24,714 22,990 20,337 39,782 43,421 84,833 86,748: 3,895 1,980
Old : 88,728: 24,714 22,990 20,337 39,782 43,421 84,833 86,748: 3,895 1,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,119: 12,213 5,083 -2,123 -257 6,425 9,833 9,385: 286 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 25.9 22.9 44.8 48.9 95.6 97.8: 4.4 2.2
Old : 100.0: 27.9 25.9 22.9 44.8 48.9 95.6 97.8: 4.4 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 : 39: 8 5 10 22 23 34 34:
Old : 39: 8 5 10 22 23 34 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 : 53.8 47.1 68.6 70.7 27.6 34.1 39.3 47.3
Old : 53.8 47.1 68.6 70.7 27.6 34.1 39.3 47.3
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 25, 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 : 36,716: 4,736 3,370 5,475 26,366 27,692 36,577 36,537: 139 179
Old : 36,716: 4,736 3,370 5,475 26,366 27,692 36,577 36,537: 139 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 2,406: -760 1,540 560 2,617 317 2,417 2,417: -11 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.2 14.9 71.8 75.4 99.6 99.5: 0.4 0.5
Old : 100.0: 12.9 9.2 14.9 71.8 75.4 99.6 99.5: 0.4 0.5
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 : 35: 3 4 6 24 26 30 33:
Old : 35: 3 4 6 24 26 30 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 : 49.4 68.6 71.6 79.8 43.8 60.2 56.5 65.3
Old : 49.4 68.6 71.6 79.8 43.8 60.2 56.5 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 18, 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 : 34,310: 5,496 1,830 4,915 23,749 27,375 34,160 34,120: 150 190
Old : 34,310: 5,496 1,830 4,915 23,749 27,375 34,160 34,120: 150 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 237: 370 440 -260 136 556 246 736: -9 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 5.3 14.3 69.2 79.8 99.6 99.4: 0.4 0.6
Old : 100.0: 16.0 5.3 14.3 69.2 79.8 99.6 99.4: 0.4 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 : 35: 3 4 6 25 26 31 33:
Old : 35: 3 4 6 25 26 31 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 : 52.9 68.5 74.4 80.1 48.3 60.8 60.5 66.6
Old : 52.9 68.5 74.4 80.1 48.3 60.8 60.5 66.6
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 25, 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 : 20,711: 2,103 4,558 917 17,691 15,236 20,711 20,711: 0 0
Old : 20,711: 2,103 4,558 917 17,691 15,236 20,711 20,711: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 672: -20 200 56 636 416 672 672: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 22.0 4.4 85.4 73.6 100.0 100.0: 0.0 0.0
Old : 100.0: 10.2 22.0 4.4 85.4 73.6 100.0 100.0: 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 : 25: 3 2 2 16 15 19 19:
Old : 25: 3 2 2 16 15 19 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 : 76.7 60.9 88.9 80.8 73.9 58.5 80.5 74.9
Old : 76.7 60.9 88.9 80.8 73.9 58.5 80.5 74.9
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 18, 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 : 20,039: 2,123 4,358 861 17,055 14,820 20,039 20,039: 0 0
Old : 20,039: 2,123 4,358 861 17,055 14,820 20,039 20,039: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 432: 396 348 0 80 128 476 476: -44 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 21.7 4.3 85.1 74.0 100.0 100.0: 0.0 0.0
Old : 100.0: 10.6 21.7 4.3 85.1 74.0 100.0 100.0: 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 : 25: 2 3 2 16 14 19 18:
Old : 25: 2 3 2 16 14 19 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 : 76.5 61.9 88.3 81.8 73.9 59.4 80.2 75.7
Old : 76.5 61.9 88.3 81.8 73.9 59.4 80.2 75.7
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 25, 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: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Old : 7,536: 302 2,686 1,174 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 18, 2005 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 35.6 15.6 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 : 21: 1 3 3 11 10 14 14:
Old : 21: 1 3 3 11 10 14 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 : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
Old : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
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 18, 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: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Old : 7,536: 302 2,686 1,174 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 11, 2005 :
: 0: -242 -242 242 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 35.6 15.6 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 : 21: 1 3 3 11 10 14 14:
Old : 21: 1 3 3 11 10 14 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 : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
Old : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 713,890: 98,204 64,354 90,677 476,155 494,844 665,036 649,875: 48,854 64,015
Old : 713,890: 98,204 64,354 90,677 476,155 494,844 665,036 649,875: 48,854 64,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -4,923: 11,753 -6,172 5,236 -19,375 3,467 -2,386 2,531: -2,537 -7,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 9.0 12.7 66.7 69.3 93.2 91.0: 6.8 9.0
Old : 100.0: 13.8 9.0 12.7 66.7 69.3 93.2 91.0: 6.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 55 63 66 78 84 178 174:
Old : 216: 55 63 66 78 84 178 174:
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 : 22.2 24.5 34.6 36.1 14.7 15.1 22.1 21.1
Old : 22.2 24.5 34.6 36.1 14.7 15.1 22.1 21.1
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 18, 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 : 718,813: 86,451 70,526 85,441 495,530 491,377 667,422 647,344: 51,391 71,469
Old : 718,813: 86,451 70,526 85,441 495,530 491,377 667,422 647,344: 51,391 71,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 11,452: 6,888 -423 -4,703 7,307 13,211 9,492 8,085: 1,960 3,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 9.8 11.9 68.9 68.4 92.9 90.1: 7.1 9.9
Old : 100.0: 12.0 9.8 11.9 68.9 68.4 92.9 90.1: 7.1 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 : 212: 50 66 70 75 84 174 178:
Old : 212: 50 66 70 75 84 174 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 22.8 35.5 34.3 14.9 13.9 22.7 18.9
Old : 22.0 22.8 35.5 34.3 14.9 13.9 22.7 18.9
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,947: 7,605 2,012 173 2,522 9,674 10,300 11,859: 2,647 1,088
Old : 12,947: 7,605 2,012 173 2,522 9,674 10,300 11,859: 2,647 1,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 162: 62 -70 173 62 100 297 203: -135 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 15.5 1.3 19.5 74.7 79.6 91.6: 20.4 8.4
Old : 100.0: 58.7 15.5 1.3 19.5 74.7 79.6 91.6: 20.4 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 : 116: 65 15 3 10 23 78 41:
Old : 116: 65 15 3 10 23 78 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 : 23.5 41.5 36.8 59.8 23.5 41.5 36.8 59.8
Old : 23.5 41.5 36.8 59.8 23.5 41.5 36.8 59.8
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 18, 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 : 12,785: 7,543 2,082 0 2,460 9,574 10,003 11,656: 2,782 1,129
Old : 12,785: 7,543 2,082 0 2,460 9,574 10,003 11,656: 2,782 1,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 49: 126 -417 -91 -2 426 33 -82: 16 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 16.3 0.0 19.2 74.9 78.2 91.2: 21.8 8.8
Old : 100.0: 59.0 16.3 0.0 19.2 74.9 78.2 91.2: 21.8 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 : 113: 66 15 0 9 23 75 38:
Old : 113: 66 15 0 9 23 75 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 : 24.2 42.3 37.7 60.5 24.2 42.3 37.7 60.5
Old : 24.2 42.3 37.7 60.5 24.2 42.3 37.7 60.5
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 25, 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 : 7,330: 3,330 297 0 2,399 6,277 5,729 6,574: 1,601 756
Old : 7,330: 3,330 297 0 2,399 6,277 5,729 6,574: 1,601 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 721: 693 68 0 -79 629 614 697: 107 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 4.1 0.0 32.7 85.6 78.2 89.7: 21.8 10.3
Old : 100.0: 45.4 4.1 0.0 32.7 85.6 78.2 89.7: 21.8 10.3
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 : 48: 21 4 0 9 15 30 19:
Old : 48: 21 4 0 9 15 30 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 : 37.1 56.5 50.5 73.5 37.1 56.5 50.5 73.2
Old : 37.1 56.5 50.5 73.5 37.1 56.5 50.5 73.2
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 18, 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 : 6,609: 2,637 229 0 2,478 5,648 5,115 5,877: 1,494 732
Old : 6,609: 2,637 229 0 2,478 5,648 5,115 5,877: 1,494 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 166: 238 -320 0 -124 453 114 133: 52 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 3.5 0.0 37.5 85.5 77.4 88.9: 22.6 11.1
Old : 100.0: 39.9 3.5 0.0 37.5 85.5 77.4 88.9: 22.6 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 : 41: 15 3 0 9 15 24 18:
Old : 41: 15 3 0 9 15 24 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 : 38.1 62.2 52.7 76.6 38.1 62.2 52.7 76.6
Old : 38.1 62.2 52.7 76.6 38.1 62.2 52.7 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 168,126: 24,822 6,800 13,060 115,839 136,132 153,721 155,992: 14,405 12,134
Old : 168,126: 24,822 6,800 13,060 115,839 136,132 153,721 155,992: 14,405 12,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -255: 4,710 -1,579 923 -5,776 2,486 -143 1,830: -112 -2,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.0 7.8 68.9 81.0 91.4 92.8: 8.6 7.2
Old : 100.0: 14.8 4.0 7.8 68.9 81.0 91.4 92.8: 8.6 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 36 24 38 76 83 134 128:
Old : 158: 36 24 38 76 83 134 128:
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 : 29.6 18.4 40.9 29.7 26.1 14.4 34.3 23.6
Old : 29.6 18.4 40.9 29.7 26.1 14.4 34.3 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 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 : 168,381: 20,112 8,379 12,137 121,615 133,646 153,864 154,162: 14,517 14,219
Old : 168,381: 20,112 8,379 12,137 121,615 133,646 153,864 154,162: 14,517 14,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,634: 2,654 -1,013 -717 6,667 11,281 8,604 9,551: 2,030 1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 5.0 7.2 72.2 79.4 91.4 91.6: 8.6 8.4
Old : 100.0: 11.9 5.0 7.2 72.2 79.4 91.4 91.6: 8.6 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 : 153: 32 26 35 77 80 128 125:
Old : 153: 32 26 35 77 80 128 125:
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 : 32.4 18.6 43.8 29.9 27.9 14.5 35.2 23.5
Old : 32.4 18.6 43.8 29.9 27.9 14.5 35.2 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 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 : 18,879: 0 3,251 4,578 14,046 10,975 18,624 18,804: 255 75
Old : 18,879: 0 3,251 4,578 14,046 10,975 18,624 18,804: 255 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 89: 0 -234 -12 56 260 44 14: 45 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.2 24.2 74.4 58.1 98.6 99.6: 1.4 0.4
Old : 100.0: 0.0 17.2 24.2 74.4 58.1 98.6 99.6: 1.4 0.4
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: 0 5 2 15 13 17 18:
Old : 25: 0 5 2 15 13 17 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 : 66.1 76.6 88.3 88.2 45.0 48.2 56.2 56.8
Old : 66.1 76.6 88.3 88.2 45.0 48.2 56.2 56.8
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 18, 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 : 8,587: 450 2,106 402 7,660 5,929 8,512 8,437: 75 150
Old : 8,587: 450 2,106 402 7,660 5,929 8,512 8,437: 75 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -165: 0 75 0 -240 -390 -240 -315: 75 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 24.5 4.7 89.2 69.0 99.1 98.3: 0.9 1.7
Old : 100.0: 5.2 24.5 4.7 89.2 69.0 99.1 98.3: 0.9 1.7
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 : 21: 1 1 2 16 14 18 16:
Old : 21: 1 1 2 16 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 75.5 79.1 87.9 40.8 50.4 52.2 53.4
Old : 56.4 75.5 79.1 87.9 40.8 50.4 52.2 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2005