WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 207,629
COMMITMENTS
31,972 72,617 21,056 119,722 84,730 172,750 178,403 34,879 29,226
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 3,335)
-4,796 -4,556 2,094 3,675 4,371 973 1,909 2,362 1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 35.0 10.1 57.7 40.8 83.2 85.9 16.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
73 86 50 48 50 145 170
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 204,294
COMMITMENTS
36,768 77,173 18,962 116,047 80,359 171,777 176,494 32,517 27,800
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 11,311)
-245 10,747 2,570 6,533 -2,434 8,858 10,883 2,453 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 37.8 9.3 56.8 39.3 84.1 86.4 15.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
91 105 57 50 63 170 207
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 644,934
COMMITMENTS
73,589 186,076 41,383 402,070 244,588 517,042 472,047 127,892 172,887
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 13,377)
-6,616 -8,133 10,768 -18,168 -21,200 -14,016 -18,565 27,393 31,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 28.9 6.4 62.3 37.9 80.2 73.2 19.8 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470)
111 137 79 164 148 321 328
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 631,557
COMMITMENTS
80,205 194,209 30,615 420,238 265,788 531,058 490,612 100,499 140,945
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 18,484)
-4,300 42,768 2,067 16,783 -29,019 14,550 15,816 3,934 2,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 30.8 4.8 66.5 42.1 84.1 77.7 15.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
150 185 104 244 227 455 469
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,522
COMMITMENTS
3,234 388 75 1,254 5,695 4,563 6,158 3,959 2,364
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 560)
563 160 -32 149 537 680 665 -120 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 4.6 0.9 14.7 66.8 53.5 72.3 46.5 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 4 3 9 15 27 21
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,962
COMMITMENTS
2,671 228 107 1,105 5,158 3,883 5,493 4,079 2,469
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,038)
788 -372 58 -299 586 547 272 491 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 2.9 1.3 13.9 64.8 48.8 69.0 51.2 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
19 3 4 8 14 29 19
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 253,102
COMMITMENTS
27,221 99,935 19,999 151,859 71,612 199,079 191,546 54,023 61,556
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 5,400)
-234 -1,834 3,571 -6,488 -6,163 -3,151 -4,426 8,551 9,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 39.5 7.9 60.0 28.3 78.7 75.7 21.3 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
69 109 71 77 87 195 231
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,702
COMMITMENTS
27,455 101,769 16,428 158,347 77,775 202,230 195,972 45,472 51,730
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 14,107)
-1,144 21,632 638 6,881 -10,801 6,375 11,469 7,732 2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 41.1 6.6 63.9 31.4 81.6 79.1 18.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
75 164 78 96 114 232 307
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 163,297
COMMITMENTS
22,403 50,841 18,986 99,880 70,566 141,269 140,393 22,028 22,904
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,840)
1,391 -2,155 1,033 -3,221 -554 -797 -1,676 -1,043 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 31.1 11.6 61.2 43.2 86.5 86.0 13.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
33 46 28 53 41 103 111
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 165,137
COMMITMENTS
21,012 52,996 17,953 103,101 71,120 142,066 142,069 23,071 23,068
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 12,179)
275 10,554 1,782 8,149 -2,208 10,206 10,128 1,973 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 32.1 10.9 62.4 43.1 86.0 86.0 14.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
30 51 29 52 40 104 112
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 719,351
COMMITMENTS
187,206 156,913 11,043 372,803 376,880 571,052 544,836 148,299 174,515
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 39,829)
-2,328 35,175 3,660 5,646 -48,763 6,978 -9,928 32,851 49,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 21.8 1.5 51.8 52.4 79.4 75.7 20.6 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
40 33 17 53 75 102 117
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 679,522
COMMITMENTS
189,534 121,738 7,383 367,157 425,643 564,074 554,764 115,448 124,758
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 33,877)
3,246 9,178 1,219 25,715 22,387 30,180 32,784 3,697 1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 17.9 1.1 54.0 62.6 83.0 81.6 17.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
50 47 18 69 91 132 144
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 156,537
COMMITMENTS
9,151 41,560 26,965 91,856 61,749 127,972 130,274 28,565 26,263
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -3,456)
1,902 1,559 164 -7,147 -6,876 -5,081 -5,153 1,625 1,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 26.5 17.2 58.7 39.4 81.8 83.2 18.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
17 58 52 52 48 114 135
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 159,993
COMMITMENTS
7,249 40,001 26,801 99,003 68,625 133,053 135,427 26,940 24,566
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,802)
-6,841 13,196 2,338 14,991 -6,586 10,488 8,948 314 1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 25.0 16.8 61.9 42.9 83.2 84.6 16.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
22 52 47 54 47 113 129
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,231
COMMITMENTS
1,606 1,518 63 1,100 1,215 2,769 2,796 1,462 1,435
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 88)
-25 -35 -26 -5 53 -56 -8 144 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 35.9 1.5 26.0 28.7 65.4 66.1 34.6 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 9 3 8 8 23 17
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,143
COMMITMENTS
1,631 1,553 89 1,105 1,162 2,825 2,804 1,318 1,339
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 109)
4 41 42 132 48 178 131 -69 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 37.5 2.1 26.7 28.0 68.2 67.7 31.8 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 10 3 8 7 21 17
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 311,966
COMMITMENTS
80,008 80,034 700 182,049 136,803 262,757 217,537 49,209 94,429
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 16,363)
376 -8,680 -374 -3,790 -11,531 -3,788 -20,585 20,151 36,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 25.7 0.2 58.4 43.9 84.2 69.7 15.8 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
14 32 1 37 43 52 75
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 295,603
COMMITMENTS
79,632 88,714 1,074 185,839 148,334 266,545 238,122 29,058 57,481
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 23,430)
6,453 1,063 700 12,531 17,710 19,684 19,473 3,746 3,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 30.0 0.4 62.9 50.2 90.2 80.6 9.8 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
26 56 3 49 70 77 127
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,643,461
COMMITMENTS
276,629 330,215 34,437 1068279 790,416 1379345 1155068 264,116 488,393
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -24,687)
-138,339 -51,207 5,545 15,078 -140,353 -117,716 -186,015 93,029 161,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 20.1 2.1 65.0 48.1 83.9 70.3 16.1 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
45 64 33 77 124 141 202
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,668,148
COMMITMENTS
414,968 381,422 28,892 1053201 930,769 1497061 1341083 171,087 327,065
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -15,543)
12,005 -26,678 1,771 -25,314 14,671 -11,538 -10,236 -4,005 -5,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 22.9 1.7 63.1 55.8 89.7 80.4 10.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
59 114 41 105 177 189 308
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,159,390
COMMITMENTS
282,440 174,527 11,958 739,415 686,840 1033813 873,325 125,577 286,065
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -8,589)
-45,664 -47,450 -263 -17,357 -82,049 -63,284 -129,762 54,695 121,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 15.1 1.0 63.8 59.2 89.2 75.3 10.8 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
37 41 20 62 88 109 139
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,167,979
COMMITMENTS
328,104 221,977 12,221 756,772 768,889 1097097 1003087 70,882 164,892
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,502)
9,982 -16,671 766 -4,637 22,368 6,111 6,463 -4,609 -4,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 19.0 1.0 64.8 65.8 93.9 85.9 6.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
56 88 22 78 134 144 235
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 442,101
COMMITMENTS
158,856 55,829 49,874 203,849 312,315 412,579 418,018 29,522 24,083
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 70,745)
30,179 13,759 -907 30,104 48,514 59,376 61,366 11,369 9,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 12.6 11.3 46.1 70.6 93.3 94.6 6.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
36 14 21 48 48 90 78
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 371,356
COMMITMENTS
128,677 42,070 50,781 173,745 263,801 353,203 356,652 18,153 14,704
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 18,365)
9,089 -730 8,755 3,758 13,797 21,602 21,822 -3,237 -3,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 11.3 13.7 46.8 71.0 95.1 96.0 4.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
39 20 27 53 56 103 92
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,169
COMMITMENTS
13,479 9,905 10 22,613 31,301 36,102 41,216 12,067 6,953
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,587)
-1,412 1,216 -59 -2,758 -935 -4,229 222 5,816 1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 20.6 0.0 46.9 65.0 74.9 85.6 25.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
25 15 1 20 11 46 26
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,582
COMMITMENTS
14,891 8,689 69 25,371 32,236 40,331 40,994 6,251 5,588
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,085)
-2,278 -918 -34 117 -332 -2,195 -1,284 1,110 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 18.7 0.1 54.5 69.2 86.6 88.0 13.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
32 18 2 26 12 60 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 67,194
COMMITMENTS
9,570 25,452 278 46,228 25,197 56,076 50,927 11,118 16,267
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 8,052)
-3,864 4,315 97 8,411 -3,792 4,644 620 3,408 7,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 37.9 0.4 68.8 37.5 83.5 75.8 16.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
19 21 3 21 11 40 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 59,142
COMMITMENTS
13,434 21,137 181 37,817 28,989 51,432 50,307 7,710 8,835
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,430)
2,400 3,170 -83 2,255 419 4,572 3,506 -1,142 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 35.7 0.3 63.9 49.0 87.0 85.1 13.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
27 28 1 24 16 52 44
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,125
COMMITMENTS
7,850 10,239 1,014 29,977 26,480 38,841 37,733 284 1,392
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -772)
5,958 -98 0 -6,803 -759 -845 -857 73 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 26.2 2.6 76.6 67.7 99.3 96.4 0.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 21 3 17 15 26 36
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,897
COMMITMENTS
1,892 10,337 1,014 36,780 27,239 39,686 38,590 211 1,307
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,022)
196 3,942 8 3,937 153 4,141 4,103 -119 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 25.9 2.5 92.2 68.3 99.5 96.7 0.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 22 3 17 16 24 38
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,214
COMMITMENTS
5,718 1,587 0 8,480 12,167 14,198 13,754 16 460
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 751)
5,718 -160 0 -4,971 915 747 755 4 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 11.2 0.0 59.7 85.6 99.9 96.8 0.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 0 7 10 9 16
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,463
COMMITMENTS
0 1,747 0 13,451 11,252 13,451 12,999 12 464
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 197)
0 193 0 197 0 197 193 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.0 0.0 99.9 83.6 99.9 96.6 0.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 8 10 8 17
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,080
COMMITMENTS
2,815 2,990 1,134 17,295 15,393 21,244 19,517 4,836 6,563
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,467)
-110 219 35 -579 -1,275 -654 -1,021 2,121 2,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 11.5 4.3 66.3 59.0 81.5 74.8 18.5 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 6 10 25 21 43 33
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,613
COMMITMENTS
2,925 2,771 1,099 17,874 16,668 21,898 20,538 2,715 4,075
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,867)
803 370 207 759 1,017 1,769 1,594 98 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 11.3 4.5 72.6 67.7 89.0 83.4 11.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
24 7 13 32 33 60 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,333
COMMITMENTS
26,129 5,861 16,898 37,276 43,420 80,303 66,179 20,030 34,154
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -3,582)
-4,899 -106 1,249 928 -4,111 -2,722 -2,968 -860 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 5.8 16.8 37.2 43.3 80.0 66.0 20.0 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
54 26 41 24 33 113 84
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,915
COMMITMENTS
31,028 5,967 15,649 36,348 47,531 83,025 69,147 20,890 34,768
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 361)
530 -247 84 -1,480 400 -866 237 1,227 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 5.7 15.1 35.0 45.7 79.9 66.5 20.1 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
65 21 47 22 32 123 87
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,003
COMMITMENTS
439 541 93 844 438 1,376 1,072 627 931
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -19)
64 78 3 -77 35 -10 116 -9 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 27.0 4.6 42.1 21.9 68.7 53.5 31.3 46.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 13 4 7 3 16 16
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,022
COMMITMENTS
375 463 90 921 403 1,386 956 636 1,066
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 27)
-137 -143 -1 136 34 -2 -110 29 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 22.9 4.5 45.5 19.9 68.5 47.3 31.5 52.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 12 3 7 3 14 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 145,413
COMMITMENTS
40,369 16,252 22,221 64,227 70,677 126,817 109,150 18,596 36,263
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,507)
-3,310 18 1,632 2,774 5 1,096 1,655 411 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 11.2 15.3 44.2 48.6 87.2 75.1 12.8 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
52 34 38 59 101 130 161
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 143,906
COMMITMENTS
43,679 16,234 20,589 61,453 70,672 125,721 107,495 18,185 36,411
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 319)
2,652 1,201 554 -2,657 -1,718 549 37 -230 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 11.3 14.3 42.7 49.1 87.4 74.7 12.6 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
57 30 37 48 101 125 156
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,904
COMMITMENTS
1,513 312 58 502 2,419 2,073 2,789 1,831 1,115
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 383)
251 -346 3 21 522 275 179 108 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 8.0 1.5 12.9 62.0 53.1 71.4 46.9 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 5 5 12 21 34 29
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,521
COMMITMENTS
1,262 658 55 481 1,897 1,798 2,610 1,723 911
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -196)
-149 38 -55 -92 -42 -296 -59 100 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 18.7 1.6 13.7 53.9 51.1 74.1 48.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 6 5 12 17 30 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 19,949
COMMITMENTS
6,463 3,223 2,101 7,495 3,628 16,059 8,952 3,890 10,997
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,072)
484 431 116 582 35 1,182 582 -110 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 16.2 10.5 37.6 18.2 80.5 44.9 19.5 55.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
29 16 18 33 39 72 67
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 18,877
COMMITMENTS
5,979 2,792 1,985 6,913 3,593 14,877 8,370 4,000 10,507
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 759)
555 -67 322 -106 21 771 276 -12 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 14.8 10.5 36.6 19.0 78.8 44.3 21.2 55.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
26 17 18 27 39 66 65
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 78,850
COMMITMENTS
17,352 14,699 453 33,085 47,224 50,890 62,376 27,960 16,474
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,465)
-2,421 426 50 3,823 -2,059 1,452 -1,583 13 3,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 18.6 0.6 42.0 59.9 64.5 79.1 35.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
22 11 4 20 17 42 32
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 77,385
COMMITMENTS
19,773 14,273 403 29,262 49,283 49,438 63,959 27,947 13,426
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,535)
456 4,849 -5 6,683 1,804 7,134 6,648 401 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 18.4 0.5 37.8 63.7 63.9 82.7 36.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 12 4 22 16 41 32
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 51,069
COMMITMENTS
8,043 13,224 27 29,808 22,892 37,878 36,143 13,191 14,926
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,082)
-3,174 907 12 2,502 -4,384 -660 -3,465 -422 2,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 25.9 0.1 58.4 44.8 74.2 70.8 25.8 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 8 2 13 6 23 16
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,151
COMMITMENTS
11,217 12,317 15 27,306 27,276 38,538 39,608 13,613 12,543
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,483)
-666 494 -20 1,493 -2,378 807 -1,904 -2,290 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 23.6 0.0 52.4 52.3 73.9 75.9 26.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 5 2 13 6 26 13
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 69,088
COMMITMENTS
42,968 8,088 799 17,953 56,114 61,720 65,001 7,368 4,087
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -3,330)
-4,934 2,966 299 3,661 -5,699 -974 -2,434 -2,356 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.2 11.7 1.2 26.0 81.2 89.3 94.1 10.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
40 12 3 15 16 58 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 72,418
COMMITMENTS
47,902 5,122 500 14,292 61,813 62,694 67,435 9,724 4,983
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,261)
9,369 -1,275 -188 -2,919 7,350 6,262 5,887 -3,001 -2,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.1 7.1 0.7 19.7 85.4 86.6 93.1 13.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
48 8 1 14 18 63 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 63,971
COMMITMENTS
18,616 2,626 47 23,465 45,528 42,128 48,201 21,843 15,770
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -537)
-2,391 334 34 1,902 -1,974 -455 -1,606 -82 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 4.1 0.1 36.7 71.2 65.9 75.3 34.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 6 2 13 12 29 19
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 64,508
COMMITMENTS
21,007 2,292 13 21,563 47,502 42,583 49,807 21,925 14,701
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,959)
-1,749 928 0 -653 -4,164 -2,402 -3,236 443 1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 3.6 0.0 33.4 73.6 66.0 77.2 34.0 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 5 1 11 12 31 18
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 162,182
COMMITMENTS
33,608 32,684 123 90,835 111,336 124,566 144,143 37,616 18,039
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -8,927)
-6,264 691 122 2,551 -8,799 -3,591 -7,986 -5,336 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 20.2 0.1 56.0 68.6 76.8 88.9 23.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
28 12 2 21 18 50 31
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 171,109
COMMITMENTS
39,872 31,993 1 88,284 120,135 128,157 152,129 42,952 18,980
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 9,241)
4,664 20,530 -197 -3,896 -10,548 571 9,785 8,670 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 18.7 0.0 51.6 70.2 74.9 88.9 25.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
27 12 1 21 19 49 31
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 131,203
COMMITMENTS
25,401 24,633 574 56,009 61,407 81,984 86,614 49,219 44,589
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -458)
-2,979 6,166 -315 11,596 -893 8,302 4,958 -8,760 -5,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 18.8 0.4 42.7 46.8 62.5 66.0 37.5 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
32 24 8 31 20 65 50
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 131,661
COMMITMENTS
28,380 18,467 889 44,413 62,300 73,682 81,656 57,979 50,005
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -12,124)
-5,034 1,234 319 5,516 -6,558 801 -5,005 -12,925 -7,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 14.0 0.7 33.7 47.3 56.0 62.0 44.0 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
31 20 7 29 19 61 45
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 34,546
COMMITMENTS
8,261 0 100 22,853 28,611 31,214 28,711 3,332 5,835
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -15,921)
-1,867 -700 0 -6,418 -16,812 -8,285 -17,512 -7,636 1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 0.0 0.3 66.2 82.8 90.4 83.1 9.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 11 20 14 21
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 50,467
COMMITMENTS
10,128 700 100 29,271 45,423 39,499 46,223 10,968 4,244
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,473)
-82 0 0 -4,566 3,556 -4,648 3,556 8,121 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 1.4 0.2 58.0 90.0 78.3 91.6 21.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 17 26 20 28
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,326,266
COMMITMENTS
631,152 934,779 762,344 5114933 4272606 6508429 5969729 817,837 1356537
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 109,963)
61,586 -261,733 -123,939 -187,681 -101,683 -250,034 -487,355 359,997 597,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 12.8 10.4 69.8 58.3 88.8 81.5 11.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
36 65 69 119 125 199 218
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,216,303
COMMITMENTS
569,566 1196512 886,283 5302614 4374289 6758463 6457084 457,840 759,219
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 53,011)
-5,797 1,646 -21,282 103,981 62,344 76,902 42,708 -23,891 10,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 16.6 12.3 73.5 60.6 93.7 89.5 6.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
63 113 119 172 191 309 364
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 677,594
COMMITMENTS
71,996 76,502 10,005 456,545 494,499 538,546 581,006 139,048 96,588
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 697)
2,304 20,394 721 297 -17,255 3,322 3,860 -2,625 -3,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 11.3 1.5 67.4 73.0 79.5 85.7 20.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
38 33 18 88 65 140 102
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 676,897
COMMITMENTS
69,692 56,108 9,284 456,248 511,754 535,224 577,146 141,673 99,751
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -8,713)
6,223 -1,809 1,657 -1,135 1,862 6,745 1,710 -15,458 -10,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 8.3 1.4 67.4 75.6 79.1 85.3 20.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
38 28 19 89 67 140 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 849,678
COMMITMENTS
171,832 113,841 9,622 350,095 630,364 531,549 753,827 318,129 95,851
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 6,355)
-16,569 -9,919 -814 835 -2,145 -16,548 -12,878 22,903 19,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 13.4 1.1 41.2 74.2 62.6 88.7 37.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
33 37 13 50 53 94 92
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 843,323
COMMITMENTS
188,401 123,760 10,436 349,260 632,509 548,097 766,705 295,226 76,618
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 23,352)
-19,376 11,172 -1,150 26,460 10,000 5,934 20,022 17,418 3,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 14.7 1.2 41.4 75.0 65.0 90.9 35.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
85 81 19 71 71 169 158
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,021
COMMITMENTS
1,390 0 0 6,410 11,629 7,800 11,629 5,221 1,392
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 64)
-665 0 0 -1,735 -482 -2,400 -482 2,464 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 0.0 0.0 49.2 89.3 59.9 89.3 40.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 13 13 15 13
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,957
COMMITMENTS
2,055 0 0 8,145 12,111 10,200 12,111 2,757 846
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -114)
128 0 0 -268 88 -140 88 26 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 0.0 0.0 62.9 93.5 78.7 93.5 21.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 0 0 23 18 31 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 26,760
COMMITMENTS
625 5,242 100 22,989 16,118 23,714 21,460 3,046 5,300
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,494)
-1,117 889 -242 2,408 -1,532 1,049 -885 445 2,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 19.6 0.4 85.9 60.2 88.6 80.2 11.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 6 1 19 16 21 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,266
COMMITMENTS
1,742 4,353 342 20,581 17,650 22,665 22,345 2,601 2,921
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -514)
661 594 -20 -1,491 -463 -850 111 336 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 17.2 1.4 81.5 69.9 89.7 88.4 10.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 7 2 24 22 29 30
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,455
COMMITMENTS
6,908 15,306 166 32,111 49,339 39,185 64,811 37,270 11,644
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,845)
-1,332 664 -152 -1,518 -1,721 -3,002 -1,209 4,847 3,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 20.0 0.2 42.0 64.5 51.3 84.8 48.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 21 2 34 26 49 49
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 74,610
COMMITMENTS
8,240 14,642 318 33,629 51,060 42,187 66,020 32,423 8,590
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,470)
-4,579 367 167 1,645 1,816 -2,767 2,350 5,237 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 19.6 0.4 45.1 68.4 56.5 88.5 43.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
26 37 3 51 37 78 76
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 352,719
COMMITMENTS
117,011 78,546 3,258 192,873 140,497 313,142 222,301 39,577 130,418
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 10,852)
-4,165 13,240 -1,279 10,545 -9,862 5,101 2,099 5,751 8,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 22.3 0.9 54.7 39.8 88.8 63.0 11.2 37.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
80 55 11 46 36 130 98
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 341,867
COMMITMENTS
121,176 65,306 4,537 182,328 150,359 308,041 220,202 33,826 121,665
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 16,274)
-418 -801 -150 20,144 11,804 19,576 10,853 -3,302 5,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 19.1 1.3 53.3 44.0 90.1 64.4 9.9 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
87 65 12 50 42 141 115
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 71,814
COMMITMENTS
31,905 1,002 12 16,991 59,467 48,908 60,481 22,906 11,333
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 6,733)
4,156 468 -3 1,572 5,334 5,725 5,799 1,008 934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 1.4 0.0 23.7 82.8 68.1 84.2 31.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 3 1 12 16 29 19
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,081
COMMITMENTS
27,749 534 15 15,419 54,133 43,183 54,682 21,898 10,399
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,396)
1,255 17 -55 758 1,405 1,958 1,367 438 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 0.8 0.0 23.7 83.2 66.4 84.0 33.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 2 1 10 14 28 16
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 23,758
COMMITMENTS
1,038 8,557 0 15,895 10,449 16,933 19,006 6,825 4,752
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,208)
-1,001 387 -106 -580 -840 -1,687 -559 2,895 1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 36.0 0.0 66.9 44.0 71.3 80.0 28.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 11 0 26 17 29 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 22,550
COMMITMENTS
2,039 8,170 106 16,475 11,289 18,620 19,565 3,930 2,985
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 945)
-41 758 11 843 -10 813 759 132 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 36.2 0.5 73.1 50.1 82.6 86.8 17.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
9 20 3 41 22 52 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 159,560
COMMITMENTS
30,381 23,330 1,053 115,635 118,839 147,069 143,222 12,491 16,338
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 17,038)
7,644 5,836 -100 12,379 10,337 19,923 16,073 -2,885 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 14.6 0.7 72.5 74.5 92.2 89.8 7.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
13 26 4 29 37 45 64
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 142,522
COMMITMENTS
22,737 17,494 1,153 103,256 108,502 127,146 127,149 15,376 15,373
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,515)
1,998 36 -31 -1,570 4,790 397 4,795 7,118 2,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 12.3 0.8 72.4 76.1 89.2 89.2 10.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
21 31 5 38 37 62 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,231
COMMITMENTS
9,448 5,790 132 10,345 21,244 19,925 27,166 13,306 6,065
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 659)
-3,957 -862 42 21 1,420 -3,894 600 4,553 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 17.4 0.4 31.1 63.9 60.0 81.7 40.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 14 2 18 21 38 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,572
COMMITMENTS
13,405 6,652 90 10,324 19,824 23,819 26,566 8,753 6,006
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,264)
372 -547 8 1,155 907 1,535 368 -271 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 20.4 0.3 31.7 60.9 73.1 81.6 26.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
42 19 2 26 25 69 45
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 122,244
COMMITMENTS
351 6,551 2,732 57,472 77,641 60,555 86,924 61,689 35,320
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -4,196)
52 667 0 -3,470 -5,597 -3,418 -4,930 -778 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 5.4 2.2 47.0 63.5 49.5 71.1 50.5 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 15 3 15 22 20 39
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 126,440
COMMITMENTS
299 5,884 2,732 60,942 83,238 63,973 91,854 62,467 34,586
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,661)
100 -502 -150 4,588 5,166 4,538 4,514 6,123 6,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 4.7 2.2 48.2 65.8 50.6 72.6 49.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 12 3 15 24 20 38
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 96,891
COMMITMENTS
40,809 10,583 6,161 18,862 70,949 65,832 87,693 31,059 9,198
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -2,071)
-1,479 941 -92 -1,758 -3,280 -3,329 -2,431 1,258 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 10.9 6.4 19.5 73.2 67.9 90.5 32.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
89 19 29 21 38 118 80
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 98,962
COMMITMENTS
42,288 9,642 6,253 20,620 74,229 69,161 90,124 29,801 8,838
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 773)
118 590 21 1,197 295 1,336 906 -563 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 9.7 6.3 20.8 75.0 69.9 91.1 30.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
96 16 30 22 36 125 77
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 87,458
COMMITMENTS
27,127 7,247 13,112 33,376 59,393 73,615 79,752 13,843 7,706
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 6,210)
3,710 1,411 2,508 -764 1,959 5,454 5,878 756 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 8.3 15.0 38.2 67.9 84.2 91.2 15.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
55 36 26 36 37 110 86
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 81,248
COMMITMENTS
23,417 5,836 10,604 34,140 57,434 68,161 73,874 13,087 7,374
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -11)
229 720 58 -675 -1,651 -388 -873 377 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 7.2 13.1 42.0 70.7 83.9 90.9 16.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
50 32 22 37 40 103 82
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 273,430
COMMITMENTS
107,378 79,033 18,722 86,831 146,415 212,931 244,170 60,499 29,260
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -2,200)
-447 774 -1,316 -6,488 -9,844 -8,251 -10,386 6,051 8,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 28.9 6.8 31.8 53.5 77.9 89.3 22.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
108 47 42 36 33 171 108
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 275,630
COMMITMENTS
107,825 78,259 20,038 93,319 156,259 221,182 254,556 54,448 21,074
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 169)
-1,672 5,549 868 -1,114 -8,521 -1,918 -2,104 2,087 2,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 28.4 7.3 33.9 56.7 80.2 92.4 19.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
108 50 39 39 35 174 105
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,034
COMMITMENTS
4,617 632 290 2,370 7,594 7,277 8,516 1,757 518
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,372)
-107 -637 42 -1,043 -773 -1,108 -1,368 -264 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.1 7.0 3.2 26.2 84.1 80.6 94.3 19.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 4 4 5 6 22 11
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,406
COMMITMENTS
4,724 1,269 248 3,413 8,367 8,385 9,884 2,021 522
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 482)
-89 -145 3 1,138 1,258 1,052 1,116 -570 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 12.2 2.4 32.8 80.4 80.6 95.0 19.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 5 3 4 6 21 13
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 66,622
COMMITMENTS
9,154 18,575 3,983 38,342 27,207 51,479 49,765 15,143 16,857
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -2,456)
-2,730 284 -551 -1,150 -3,954 -4,431 -4,221 1,975 1,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 27.9 6.0 57.6 40.8 77.3 74.7 22.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
22 30 17 47 42 78 83
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 69,078
COMMITMENTS
11,884 18,291 4,534 39,492 31,161 55,910 53,986 13,168 15,092
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,136)
1,457 661 1,187 -1,931 -1,084 713 764 1,423 1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 26.5 6.6 57.2 45.1 80.9 78.2 19.1 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
34 31 20 62 57 104 103
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 40,736
COMMITMENTS
1,239 9,625 1,354 26,983 21,254 29,576 32,233 11,160 8,503
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 4,286)
259 -1,062 144 1,034 4,072 1,437 3,154 2,849 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 23.6 3.3 66.2 52.2 72.6 79.1 27.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 15 5 26 23 34 42
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,450
COMMITMENTS
980 10,687 1,210 25,949 17,182 28,139 29,079 8,311 7,371
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,297)
158 -53 138 453 401 749 486 548 811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 29.3 3.3 71.2 47.1 77.2 79.8 22.8 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 20 6 34 26 45 50
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 98,269
COMMITMENTS
30,012 20,857 6,610 44,422 61,929 81,044 89,396 17,225 8,873
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 3,538)
2,118 -4,023 -349 -2,519 5,059 -750 687 4,288 2,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 21.2 6.7 45.2 63.0 82.5 91.0 17.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
85 61 58 55 55 178 146
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 94,731
COMMITMENTS
27,894 24,880 6,959 46,941 56,870 81,794 88,709 12,937 6,022
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,675)
607 -687 -286 1,801 3,515 2,122 2,542 553 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 26.3 7.3 49.6 60.0 86.3 93.6 13.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
109 88 60 66 65 220 180
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,142
COMMITMENTS
9,487 1,758 3,871 16,400 27,178 29,758 32,807 4,384 1,335
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 715)
-502 214 490 772 -489 760 215 -45 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 5.1 11.3 48.0 79.6 87.2 96.1 12.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
42 10 19 30 16 80 42
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,427
COMMITMENTS
9,989 1,544 3,381 15,628 27,667 28,998 32,592 4,429 835
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 847)
-1,765 -544 824 2,005 924 1,064 1,204 -217 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 4.6 10.1 46.8 82.8 86.8 97.5 13.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
44 14 22 32 14 86 45
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 115,801
COMMITMENTS
19,546 13,359 2,731 86,756 98,446 109,033 114,536 6,768 1,265
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,139)
841 767 437 -2,214 -2,054 -936 -850 -203 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 11.5 2.4 74.9 85.0 94.2 98.9 5.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
47 32 12 47 34 100 77
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 116,940
COMMITMENTS
18,705 12,592 2,294 88,970 100,500 109,969 115,386 6,971 1,554
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -879)
2,808 796 -106 -4,336 -1,726 -1,634 -1,036 755 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 10.8 2.0 76.1 85.9 94.0 98.7 6.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
48 30 12 46 32 100 72
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 374,488
COMMITMENTS
87,156 41,824 35,668 171,882 251,944 294,706 329,436 79,782 45,052
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 24,030)
-73 -6,243 4,550 2,090 16,431 6,567 14,738 17,463 9,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 11.2 9.5 45.9 67.3 78.7 88.0 21.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
52 29 42 53 45 133 93
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 350,458
COMMITMENTS
87,229 48,067 31,118 169,792 235,513 288,139 314,698 62,319 35,760
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -3,263)
-1,338 -5,940 -131 -3,326 2,115 -4,795 -3,956 1,532 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 13.7 8.9 48.4 67.2 82.2 89.8 17.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
57 32 45 58 51 142 105
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 102,991
COMMITMENTS
42,710 11,319 10,552 38,820 76,122 92,082 97,993 10,909 4,998
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,898)
269 286 828 1,053 1,753 2,150 2,867 748 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 11.0 10.2 37.7 73.9 89.4 95.1 10.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
146 47 72 93 110 278 205
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 100,093
COMMITMENTS
42,441 11,033 9,724 37,767 74,369 89,932 95,126 10,161 4,967
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,332)
2,076 394 746 -1,513 -338 1,309 802 23 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 11.0 9.7 37.7 74.3 89.8 95.0 10.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
146 47 66 91 109 271 203
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,962
COMMITMENTS
4,976 9,972 2,134 8,759 5,190 15,869 17,296 3,093 1,666
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,536)
679 -249 122 19 1,893 820 1,766 716 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 52.6 11.3 46.2 27.4 83.7 91.2 16.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 24 7 6 5 22 33
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,426
COMMITMENTS
4,297 10,221 2,012 8,740 3,297 15,049 15,530 2,377 1,896
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -724)
-611 143 -72 -185 -582 -868 -511 144 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 58.7 11.5 50.2 18.9 86.4 89.1 13.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 24 3 5 6 11 33
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 164,803
COMMITMENTS
18,087 24,406 13,024 108,879 100,957 139,990 138,387 24,813 26,416
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 10,048)
5,333 -1,670 1,656 3,133 9,776 10,122 9,762 -74 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 14.8 7.9 66.1 61.3 84.9 84.0 15.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
25 27 33 59 73 108 111
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 154,755
COMMITMENTS
12,754 26,076 11,368 105,746 91,181 129,868 128,625 24,887 26,130
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,264)
2,810 1,097 -725 1,502 1,232 3,587 1,604 677 2,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 16.8 7.3 68.3 58.9 83.9 83.1 16.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
26 30 33 57 68 104 111
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 405,574
COMMITMENTS
23,670 69,323 108,378 208,403 196,831 340,451 374,532 65,123 31,042
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -4,679)
1,420 -8,417 1,743 -15,037 -2,339 -11,874 -9,013 7,195 4,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 17.1 26.7 51.4 48.5 83.9 92.3 16.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
49 51 66 94 76 173 168
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 410,253
COMMITMENTS
22,250 77,740 106,635 223,440 199,170 352,325 383,545 57,928 26,708
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 5,012)
1,237 1,845 849 5,224 5,184 7,310 7,878 -2,298 -2,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 18.9 26.0 54.5 48.5 85.9 93.5 14.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
45 64 73 102 83 189 185
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,114
COMMITMENTS
3,443 4,088 2,741 58,607 60,935 64,791 67,764 5,323 2,350
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 844)
428 -620 620 -1,088 -288 -40 -288 884 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 5.8 3.9 83.6 86.9 92.4 96.6 7.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 28 23 30 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,270
COMMITMENTS
3,015 4,708 2,121 59,695 61,223 64,831 68,052 4,439 1,218
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,063)
0 -1,712 0 711 3,631 711 1,919 352 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 6.8 3.1 86.2 88.4 93.6 98.2 6.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 30 25 31 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,953
COMMITMENTS
1,906 2,464 1,604 38,078 35,508 41,588 39,576 3,365 5,377
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -100)
-3,360 0 1,176 958 -1,472 -1,226 -296 1,126 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 5.5 3.6 84.7 79.0 92.5 88.0 7.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 14 17 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,053
COMMITMENTS
5,266 2,464 428 37,120 36,980 42,814 39,872 2,239 5,181
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 302)
0 0 0 302 302 302 302 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 5.5 0.9 82.4 82.1 95.0 88.5 5.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 13 17 15
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,154
COMMITMENTS
2,563 3,203 2,022 27,731 29,529 32,316 34,754 4,838 2,400
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,547)
-1,218 -432 361 1,978 1,645 1,121 1,574 1,426 973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 8.6 5.4 74.6 79.5 87.0 93.5 13.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 21 17 24 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,607
COMMITMENTS
3,781 3,635 1,661 25,753 27,884 31,195 33,180 3,412 1,427
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,002)
517 1,336 617 2,050 1,162 3,184 3,115 -182 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 10.5 4.8 74.4 80.6 90.1 95.9 9.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 21 18 24 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,427
COMMITMENTS
5,320 545 1,812 49,611 47,816 56,743 50,173 3,684 10,254
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,348)
532 56 134 -575 -1,725 91 -1,535 1,257 2,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.9 3.0 82.1 79.1 93.9 83.0 6.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 21 17 23 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,079
COMMITMENTS
4,788 489 1,678 50,186 49,541 56,652 51,708 2,427 7,371
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,733)
-58 205 360 1,878 1,503 2,180 2,068 -447 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 0.8 2.8 84.9 83.9 95.9 87.5 4.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 23 17 25 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 26,739
COMMITMENTS
1,872 394 1,156 17,023 20,361 20,051 21,911 6,688 4,828
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,623)
285 -174 -43 1,734 1,502 1,976 1,285 -353 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 1.5 4.3 63.7 76.1 75.0 81.9 25.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 14 15 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,571
COMMITMENTS
3,108 2,124 0 25,569 22,755 28,677 24,879 894 4,692
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 7.2 0.0 86.5 77.0 97.0 84.1 3.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 13 11 15 12
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 931,510
COMMITMENTS
229,123 58,565 153,677 534,866 713,367 917,666 925,609 13,844 5,901
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 24,714)
12,659 -8,746 9,210 5,064 24,871 26,933 25,335 -2,219 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 6.3 16.5 57.4 76.6 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
20 11 28 87 76 120 106
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 906,796
COMMITMENTS
216,464 67,311 144,467 529,802 688,496 890,733 900,274 16,063 6,522
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 22,987)
16,569 6,223 1,832 4,747 14,729 23,148 22,784 -161 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 7.4 15.9 58.4 75.9 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
15 14 26 78 72 108 99
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,378
COMMITMENTS
38,448 35,022 20,377 41,968 49,613 100,793 105,012 5,585 1,366
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 17,650)
13,734 12,032 40 2,186 6,192 15,960 18,264 1,690 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 32.9 19.2 39.5 46.6 94.7 98.7 5.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 5 12 24 25 38 38
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,728
COMMITMENTS
24,714 22,990 20,337 39,782 43,421 84,833 86,748 3,895 1,980
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,119)
12,213 5,083 -2,123 -257 6,425 9,833 9,385 286 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 25.9 22.9 44.8 48.9 95.6 97.8 4.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 5 10 22 23 34 34
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,716
COMMITMENTS
4,736 3,370 5,475 26,366 27,692 36,577 36,537 139 179
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,406)
-760 1,540 560 2,617 317 2,417 2,417 -11 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 9.2 14.9 71.8 75.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 6 24 26 30 33
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,310
COMMITMENTS
5,496 1,830 4,915 23,749 27,375 34,160 34,120 150 190
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 237)
370 440 -260 136 556 246 736 -9 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 5.3 14.3 69.2 79.8 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 6 25 26 31 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,711
COMMITMENTS
2,103 4,558 917 17,691 15,236 20,711 20,711 0 0
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 672)
-20 200 56 636 416 672 672 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 22.0 4.4 85.4 73.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 16 15 19 19
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,039
COMMITMENTS
2,123 4,358 861 17,055 14,820 20,039 20,039 0 0
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 432)
396 348 0 80 128 476 476 -44 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 21.7 4.3 85.1 74.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 2 16 14 19 18
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,536
COMMITMENTS
302 2,686 1,174 6,060 3,676 7,536 7,536 0 0
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 35.6 15.6 80.4 48.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 11 10 14 14
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,536
COMMITMENTS
302 2,686 1,174 6,060 3,676 7,536 7,536 0 0
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 0)
-242 -242 242 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 35.6 15.6 80.4 48.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 11 10 14 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 713,890
COMMITMENTS
98,204 64,354 90,677 476,155 494,844 665,036 649,875 48,854 64,015
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -4,923)
11,753 -6,172 5,236 -19,375 3,467 -2,386 2,531 -2,537 -7,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 9.0 12.7 66.7 69.3 93.2 91.0 6.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
55 63 66 78 84 178 174
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 718,813
COMMITMENTS
86,451 70,526 85,441 495,530 491,377 667,422 647,344 51,391 71,469
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 11,452)
6,888 -423 -4,703 7,307 13,211 9,492 8,085 1,960 3,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 9.8 11.9 68.9 68.4 92.9 90.1 7.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
50 66 70 75 84 174 178
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,947
COMMITMENTS
7,605 2,012 173 2,522 9,674 10,300 11,859 2,647 1,088
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 162)
62 -70 173 62 100 297 203 -135 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.7 15.5 1.3 19.5 74.7 79.6 91.6 20.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
65 15 3 10 23 78 41
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,785
COMMITMENTS
7,543 2,082 0 2,460 9,574 10,003 11,656 2,782 1,129
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 49)
126 -417 -91 -2 426 33 -82 16 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.0 16.3 0.0 19.2 74.9 78.2 91.2 21.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
66 15 0 9 23 75 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,330
COMMITMENTS
3,330 297 0 2,399 6,277 5,729 6,574 1,601 756
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 721)
693 68 0 -79 629 614 697 107 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 4.1 0.0 32.7 85.6 78.2 89.7 21.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 4 0 9 15 30 19
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,609
COMMITMENTS
2,637 229 0 2,478 5,648 5,115 5,877 1,494 732
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 166)
238 -320 0 -124 453 114 133 52 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 3.5 0.0 37.5 85.5 77.4 88.9 22.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 3 0 9 15 24 18
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 168,126
COMMITMENTS
24,822 6,800 13,060 115,839 136,132 153,721 155,992 14,405 12,134
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -255)
4,710 -1,579 923 -5,776 2,486 -143 1,830 -112 -2,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 4.0 7.8 68.9 81.0 91.4 92.8 8.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
36 24 38 76 83 134 128
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 168,381
COMMITMENTS
20,112 8,379 12,137 121,615 133,646 153,864 154,162 14,517 14,219
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,634)
2,654 -1,013 -717 6,667 11,281 8,604 9,551 2,030 1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 5.0 7.2 72.2 79.4 91.4 91.6 8.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
32 26 35 77 80 128 125
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,879
COMMITMENTS
0 3,251 4,578 14,046 10,975 18,624 18,804 255 75
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 89)
0 -234 -12 56 260 44 14 45 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.2 24.2 74.4 58.1 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 15 13 17 18
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,587
COMMITMENTS
450 2,106 402 7,660 5,929 8,512 8,437 75 150
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -165)
0 75 0 -240 -390 -240 -315 75 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 24.5 4.7 89.2 69.0 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 16 14 18 16
Updated February 4, 2005