WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 222,294
COMMITMENTS
32,409 73,898 24,551 125,142 86,648 182,102 185,097 40,192 37,197
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 14,665)
437 1,281 3,495 5,420 1,918 9,352 6,694 5,313 7,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 33.2 11.0 56.3 39.0 81.9 83.3 18.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
70 82 51 47 48 139 164
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
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 649,713
COMMITMENTS
72,550 186,587 33,355 404,328 244,356 510,233 464,298 139,480 185,415
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 4,779)
-1,039 511 -8,028 2,258 -232 -6,809 -7,749 11,588 12,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 28.7 5.1 62.2 37.6 78.5 71.5 21.5 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467)
102 139 79 169 150 315 335
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
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,935
COMMITMENTS
3,657 499 155 1,158 5,836 4,970 6,490 3,965 2,445
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 413)
423 111 80 -96 141 407 332 6 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 5.6 1.7 13.0 65.3 55.6 72.6 44.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 5 4 8 15 28 23
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
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,530
COMMITMENTS
31,256 107,015 22,219 161,571 76,931 215,046 206,165 54,484 63,365
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 16,428)
4,035 7,080 2,220 9,712 5,319 15,967 14,619 461 1,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 39.7 8.2 59.9 28.5 79.8 76.5 20.2 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
70 127 84 75 77 206 239
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 176,861
COMMITMENTS
22,457 57,439 19,638 111,251 73,921 153,346 150,998 23,515 25,863
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 13,564)
54 6,598 652 11,371 3,355 12,077 10,605 1,487 2,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 32.5 11.1 62.9 41.8 86.7 85.4 13.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
27 53 32 54 43 104 120
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 754,773
COMMITMENTS
151,403 168,968 21,164 418,351 397,153 590,918 587,285 163,855 167,488
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 35,422)
-35,803 12,055 10,121 45,548 20,273 19,866 42,449 15,556 -7,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 22.4 2.8 55.4 52.6 78.3 77.8 21.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
38 41 20 54 75 107 125
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 164,356
COMMITMENTS
10,304 43,835 28,008 97,604 64,087 135,916 135,930 28,440 28,426
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 7,819)
1,153 2,275 1,043 5,748 2,338 7,944 5,656 -125 2,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 26.7 17.0 59.4 39.0 82.7 82.7 17.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
19 57 50 50 48 111 133
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
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,233
COMMITMENTS
1,798 2,005 411 1,651 1,029 3,860 3,445 1,373 1,788
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,002)
192 487 348 551 -186 1,091 649 -89 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 38.3 7.9 31.5 19.7 73.8 65.8 26.2 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 13 6 11 7 28 22
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 308,462
COMMITMENTS
87,641 80,483 0 167,129 131,755 254,770 212,238 53,692 96,224
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -3,504)
7,633 449 -700 -14,920 -5,048 -7,987 -5,299 4,483 1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 26.1 0.0 54.2 42.7 82.6 68.8 17.4 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
13 35 0 41 42 54 77
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,749,409
COMMITMENTS
261,427 316,883 50,765 1122142 830,638 1434334 1198286 315,075 551,123
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 105,948)
-15,202 -13,332 16,328 53,863 40,222 54,989 43,218 50,959 62,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 18.1 2.9 64.1 47.5 82.0 68.5 18.0 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
43 64 38 72 123 137 203
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,220,394
COMMITMENTS
254,711 190,320 13,968 810,650 712,524 1079329 916,812 141,065 303,582
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 61,004)
-27,729 15,793 2,010 71,235 25,684 45,516 43,487 15,488 17,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 15.6 1.1 66.4 58.4 88.4 75.1 11.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
32 49 20 61 91 104 149
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 490,328
COMMITMENTS
186,415 48,525 47,890 188,962 349,417 423,267 445,832 67,061 44,496
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 48,227)
27,559 -7,304 -1,984 -14,887 37,102 10,688 27,814 37,539 20,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 9.9 9.8 38.5 71.3 86.3 90.9 13.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
37 14 20 49 50 92 78
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,494
COMMITMENTS
12,528 8,634 0 21,698 31,362 34,226 39,996 13,268 7,498
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -675)
-951 -1,271 -10 -915 61 -1,876 -1,220 1,201 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 18.2 0.0 45.7 66.0 72.1 84.2 27.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
24 10 0 21 10 45 20
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 AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,997
COMMITMENTS
10,773 24,497 358 46,738 25,846 57,869 50,701 20,128 27,296
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 10,803)
1,203 -955 80 510 649 1,793 -226 9,010 11,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 31.4 0.5 59.9 33.1 74.2 65.0 25.8 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 21 3 20 10 38 33
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,945
COMMITMENTS
8,106 10,265 1,014 31,506 28,219 40,626 39,498 319 1,447
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,820)
256 26 0 1,529 1,739 1,785 1,765 35 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 25.1 2.5 76.9 68.9 99.2 96.5 0.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 20 3 18 17 26 37
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 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,134
COMMITMENTS
5,689 1,665 0 8,360 12,254 14,049 13,919 85 215
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -80)
-29 78 0 -120 87 -149 165 69 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 11.8 0.0 59.1 86.7 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 0 6 11 8 17
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
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,596
COMMITMENTS
3,634 2,946 967 16,505 15,776 21,106 19,689 5,490 6,907
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 516)
819 -44 -167 -790 383 -138 172 654 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 11.1 3.6 62.1 59.3 79.4 74.0 20.6 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 7 10 21 19 38 32
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 102,802
COMMITMENTS
24,901 7,442 19,490 38,724 42,593 83,115 69,525 19,687 33,277
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,469)
-1,228 1,581 2,592 1,448 -827 2,812 3,346 -343 -877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 7.2 19.0 37.7 41.4 80.8 67.6 19.2 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
52 33 52 26 39 120 101
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,321
COMMITMENTS
497 452 257 789 523 1,543 1,232 778 1,089
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 318)
58 -89 164 -55 85 167 160 151 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 19.5 11.1 34.0 22.5 66.5 53.1 33.5 46.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 10 3 7 4 15 16
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,527
COMMITMENTS
41,616 16,137 19,647 67,551 75,300 128,814 111,084 20,713 38,443
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 4,114)
1,247 -115 -2,574 3,324 4,623 1,997 1,934 2,117 2,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 10.8 13.1 45.2 50.4 86.1 74.3 13.9 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
54 32 48 63 103 145 169
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,352
COMMITMENTS
1,697 368 107 549 2,698 2,353 3,173 1,999 1,179
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 448)
184 56 49 47 279 280 384 168 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 8.5 2.5 12.6 62.0 54.1 72.9 45.9 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
22 6 6 12 19 37 29
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 19,302
COMMITMENTS
6,358 2,950 2,128 6,996 3,897 15,482 8,975 3,820 10,327
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -647)
-105 -273 27 -499 269 -577 23 -70 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 15.3 11.0 36.2 20.2 80.2 46.5 19.8 53.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 14 18 27 34 66 60
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 77,006
COMMITMENTS
12,127 10,858 396 37,013 50,419 49,536 61,673 27,470 15,333
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,844)
-5,225 -3,841 -57 3,928 3,195 -1,354 -703 -490 -1,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 14.1 0.5 48.1 65.5 64.3 80.1 35.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 8 2 22 18 40 28
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 51,859
COMMITMENTS
6,322 13,722 437 34,468 23,345 41,227 37,504 10,632 14,355
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 790)
-1,721 498 410 4,660 453 3,349 1,361 -2,559 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 26.5 0.8 66.5 45.0 79.5 72.3 20.5 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 10 2 13 6 21 17
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,368
COMMITMENTS
53,672 6,438 686 15,846 68,417 70,204 75,541 9,164 3,827
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 10,280)
10,704 -1,650 -113 -2,107 12,303 8,484 10,540 1,796 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.6 8.1 0.9 20.0 86.2 88.5 95.2 11.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
46 9 2 12 21 60 31
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 65,926
COMMITMENTS
19,591 2,898 494 24,406 49,927 44,491 53,319 21,435 12,607
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,955)
975 272 447 941 4,399 2,363 5,118 -408 -3,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 4.4 0.7 37.0 75.7 67.5 80.9 32.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 8 3 12 12 30 21
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 167,125
COMMITMENTS
31,214 30,815 2 98,634 122,710 129,850 153,527 37,275 13,598
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 4,943)
-2,394 -1,869 -121 7,799 11,374 5,284 9,384 -341 -4,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 18.4 0.0 59.0 73.4 77.7 91.9 22.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
27 10 2 21 21 49 32
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 129,210
COMMITMENTS
25,980 24,055 530 57,821 64,246 84,331 88,831 44,879 40,379
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,993)
579 -578 -44 1,812 2,839 2,347 2,217 -4,340 -4,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 18.6 0.4 44.7 49.7 65.3 68.7 34.7 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
34 18 7 30 23 65 47
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 42,638
COMMITMENTS
11,396 0 189 28,449 36,663 40,034 36,852 2,604 5,786
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,092)
3,135 0 89 5,596 8,052 8,820 8,141 -728 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 0.0 0.4 66.7 86.0 93.9 86.4 6.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 2 14 23 19 25
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,573,472
COMMITMENTS
633,896 989,943 794,808 5295102 4371240 6723806 6155991 849,666 1417481
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 247,206)
2,744 55,164 32,464 180,169 98,634 215,377 186,262 31,829 60,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 13.1 10.5 69.9 57.7 88.8 81.3 11.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
43 63 66 117 121 197 216
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 668,608
COMMITMENTS
61,875 82,792 4,971 458,173 487,390 525,019 575,153 143,589 93,455
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -8,986)
-10,121 6,290 -5,034 1,628 -7,109 -13,527 -5,853 4,541 -3,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 12.4 0.7 68.5 72.9 78.5 86.0 21.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
39 35 17 90 62 141 102
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 812,013
COMMITMENTS
158,466 161,886 7,070 370,991 541,274 536,527 710,230 275,486 101,783
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -37,665)
-13,366 48,045 -2,552 20,896 -89,090 4,978 -43,597 -42,643 5,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 19.9 0.9 45.7 66.7 66.1 87.5 33.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
29 43 14 51 49 92 94
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,084
COMMITMENTS
1,399 0 0 5,783 11,710 7,182 11,710 5,902 1,374
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 63)
9 0 0 -627 81 -618 81 681 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 0.0 0.0 44.2 89.5 54.9 89.5 45.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 13 13 15 13
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 28,975
COMMITMENTS
2,171 5,360 204 23,238 17,843 25,613 23,407 3,362 5,568
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,215)
1,546 118 104 249 1,725 1,899 1,947 316 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 18.5 0.7 80.2 61.6 88.4 80.8 11.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 5 1 19 18 22 24
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,187
COMMITMENTS
7,326 15,740 352 31,982 49,513 39,660 65,605 35,527 9,582
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,268)
418 434 186 -129 174 475 794 -1,743 -2,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 20.9 0.5 42.5 65.9 52.7 87.3 47.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 20 2 33 28 48 50
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 369,383
COMMITMENTS
83,133 100,634 2,128 255,231 128,964 340,492 231,726 28,891 137,657
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 16,664)
-33,878 22,088 -1,130 62,358 -11,533 27,350 9,425 -10,686 7,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 27.2 0.6 69.1 34.9 92.2 62.7 7.8 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
56 60 7 46 33 104 98
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 79,897
COMMITMENTS
38,430 2,646 1,003 15,927 67,085 55,360 70,734 24,537 9,163
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,083)
6,525 1,644 991 -1,064 7,618 6,452 10,253 1,631 -2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.1 3.3 1.3 19.9 84.0 69.3 88.5 30.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 5 2 12 19 30 25
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 24,159
COMMITMENTS
1,004 8,824 0 16,643 10,851 17,647 19,675 6,512 4,484
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 401)
-34 267 0 748 402 714 669 -313 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 36.5 0.0 68.9 44.9 73.0 81.4 27.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 11 0 26 17 29 28
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 160,705
COMMITMENTS
31,382 22,772 1,114 114,067 119,407 146,563 143,293 14,142 17,412
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,145)
1,001 -558 61 -1,568 568 -506 71 1,651 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 14.2 0.7 71.0 74.3 91.2 89.2 8.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
15 23 5 28 39 47 63
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,449
COMMITMENTS
9,978 7,214 112 11,394 20,957 21,484 28,283 12,965 6,166
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,218)
530 1,424 -20 1,049 -287 1,559 1,117 -341 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 20.9 0.3 33.1 60.8 62.4 82.1 37.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 16 2 16 18 36 35
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 121,270
COMMITMENTS
594 6,331 2,838 61,170 75,832 64,602 85,001 56,668 36,269
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -974)
243 -220 106 3,698 -1,809 4,047 -1,923 -5,021 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 5.2 2.3 50.4 62.5 53.3 70.1 46.7 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 14 4 17 23 22 40
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
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 95,173
COMMITMENTS
40,985 10,753 6,582 18,725 69,140 66,292 86,475 28,881 8,698
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,718)
176 170 421 -137 -1,809 460 -1,218 -2,178 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 11.3 6.9 19.7 72.6 69.7 90.9 30.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
93 19 28 21 32 123 73
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 88,810
COMMITMENTS
26,801 9,486 13,148 34,894 57,507 74,843 80,141 13,967 8,669
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,352)
-326 2,239 36 1,518 -1,886 1,228 389 124 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 10.7 14.8 39.3 64.8 84.3 90.2 15.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
52 38 28 37 36 110 87
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
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 253,116
COMMITMENTS
102,388 74,270 15,382 87,665 145,237 205,435 234,889 47,681 18,227
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -20,314)
-4,990 -4,763 -3,340 834 -1,178 -7,496 -9,281 -12,818 -11,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 29.3 6.1 34.6 57.4 81.2 92.8 18.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
100 53 31 35 37 152 106
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
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,356
COMMITMENTS
4,613 629 301 2,259 7,634 7,173 8,564 2,183 792
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 322)
-4 -3 11 -111 40 -104 48 426 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 6.7 3.2 24.1 81.6 76.7 91.5 23.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 3 4 6 6 23 11
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
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 74,049
COMMITMENTS
8,852 26,081 4,410 44,915 25,611 58,177 56,102 15,872 17,947
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 7,427)
-302 7,506 427 6,573 -1,596 6,698 6,337 729 1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 35.2 6.0 60.7 34.6 78.6 75.8 21.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
21 36 18 45 36 75 84
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 - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 39,806
COMMITMENTS
1,463 9,329 1,848 25,063 19,340 28,374 30,517 11,432 9,289
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -930)
224 -296 494 -1,920 -1,914 -1,202 -1,716 272 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 23.4 4.6 63.0 48.6 71.3 76.7 28.7 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 15 6 25 21 34 41
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 90,430
COMMITMENTS
18,624 28,115 5,604 50,152 46,039 74,380 79,758 16,050 10,672
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -7,839)
-11,388 7,258 -1,006 5,730 -15,890 -6,664 -9,638 -1,175 1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 31.1 6.2 55.5 50.9 82.3 88.2 17.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
62 74 51 58 51 156 144
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,098
COMMITMENTS
9,396 1,836 4,218 17,225 27,842 30,839 33,896 4,259 1,202
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 956)
-91 78 347 825 664 1,081 1,089 -125 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 5.2 12.0 49.1 79.3 87.9 96.6 12.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
45 10 19 30 17 83 42
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
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 115,044
COMMITMENTS
23,073 11,004 1,885 82,516 100,344 107,474 113,233 7,570 1,811
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -757)
3,527 -2,355 -846 -4,240 1,898 -1,559 -1,303 802 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 9.6 1.6 71.7 87.2 93.4 98.4 6.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
44 28 12 47 33 99 68
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 421,891
COMMITMENTS
115,232 36,592 39,017 179,996 303,913 334,245 379,522 87,646 42,369
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 47,403)
28,076 -5,232 3,349 8,114 51,969 39,539 50,086 7,864 -2,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 8.7 9.2 42.7 72.0 79.2 90.0 20.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
62 37 44 55 52 149 102
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
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 105,119
COMMITMENTS
42,677 12,422 11,028 39,673 75,680 93,378 99,130 11,741 5,989
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,128)
-33 1,103 476 853 -442 1,296 1,137 832 991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 11.8 10.5 37.7 72.0 88.8 94.3 11.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
137 51 68 92 106 271 202
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,411
COMMITMENTS
5,932 9,826 2,135 8,361 5,805 16,428 17,766 2,983 1,645
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 449)
956 -146 1 -398 615 559 470 -110 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 50.6 11.0 43.1 29.9 84.6 91.5 15.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 22 7 8 6 27 32
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 157,694
COMMITMENTS
19,855 24,285 11,982 100,451 97,782 132,288 134,049 25,406 23,645
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -7,109)
1,768 -121 -1,042 -8,428 -3,175 -7,702 -4,338 593 -2,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 15.4 7.6 63.7 62.0 83.9 85.0 16.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
26 28 33 55 68 106 107
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 391,909
COMMITMENTS
25,241 55,776 106,055 192,420 196,659 323,716 358,490 68,193 33,419
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -13,665)
1,571 -13,547 -2,323 -15,983 -172 -16,735 -16,042 3,070 2,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 14.2 27.1 49.1 50.2 82.6 91.5 17.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
40 50 61 86 69 159 151
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,927
COMMITMENTS
4,479 4,088 1,705 50,798 55,266 56,982 61,059 6,945 2,868
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -6,187)
1,036 0 -1,036 -7,809 -5,669 -7,809 -6,705 1,622 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 6.4 2.7 79.5 86.5 89.1 95.5 10.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 26 23 28 25
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,981
COMMITMENTS
1,906 2,464 1,604 37,994 35,676 41,504 39,744 3,477 5,237
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 28)
0 0 0 -84 168 -84 168 112 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 5.5 3.6 84.5 79.3 92.3 88.4 7.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 15 15 17 18
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,623
COMMITMENTS
2,319 4,237 2,066 27,718 27,237 32,103 33,540 4,520 3,083
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -531)
-244 1,034 44 -13 -2,292 -213 -1,214 -318 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 11.6 5.6 75.7 74.4 87.7 91.6 12.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 18 16 21 20
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,655
COMMITMENTS
6,828 321 1,588 45,167 47,422 53,583 49,331 5,072 9,324
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,772)
1,508 -224 -224 -4,444 -394 -3,160 -842 1,388 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 0.5 2.7 77.0 80.8 91.4 84.1 8.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 19 17 21 19
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
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 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 913,002
COMMITMENTS
238,184 64,614 155,182 502,630 685,978 895,996 905,774 17,006 7,228
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -18,508)
9,061 6,049 1,505 -32,236 -27,389 -21,670 -19,835 3,162 1,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 7.1 17.0 55.1 75.1 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
17 12 24 75 71 105 97
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,972
COMMITMENTS
19,201 28,537 27,055 49,641 42,326 95,897 97,918 4,075 2,054
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -6,406)
-19,247 -6,485 6,678 7,673 -7,287 -4,896 -7,094 -1,510 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 28.5 27.1 49.7 42.3 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 9 21 20 33 31
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,237
COMMITMENTS
4,084 4,670 5,385 25,171 25,043 34,640 35,098 597 139
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,479)
-652 1,300 -90 -1,195 -2,649 -1,937 -1,439 458 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 13.3 15.3 71.4 71.1 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 6 21 25 27 33
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,757
COMMITMENTS
2,195 4,558 917 17,645 15,240 20,757 20,715 0 42
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 46)
92 0 0 -46 4 46 4 0 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 22.0 4.4 85.0 73.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 17 15 20 19
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,622
COMMITMENTS
302 2,514 1,346 5,974 3,594 7,622 7,454 0 168
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 86)
0 -172 172 -86 -82 86 -82 0 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 33.0 17.7 78.4 47.2 100.0 97.8 0.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 11 11 14 15
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 734,197
COMMITMENTS
100,507 69,555 96,217 492,654 507,975 689,378 673,747 44,819 60,450
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 20,307)
2,303 5,201 5,540 16,499 13,131 24,342 23,872 -4,035 -3,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 9.5 13.1 67.1 69.2 93.9 91.8 6.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
51 74 74 81 86 189 186
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,444
COMMITMENTS
7,548 2,077 650 2,574 9,654 10,772 12,381 2,672 1,063
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 497)
-57 65 477 52 -20 472 522 25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.1 15.4 4.8 19.1 71.8 80.1 92.1 19.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
64 17 8 10 23 82 46
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,946
COMMITMENTS
4,185 272 0 2,126 6,706 6,311 6,978 1,635 968
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 616)
855 -25 0 -273 429 582 404 34 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.7 3.4 0.0 26.8 84.4 79.4 87.8 20.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
23 4 0 7 16 30 20
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,159
COMMITMENTS
27,061 6,088 12,475 108,567 132,978 148,103 151,541 14,056 10,618
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -5,967)
2,239 -712 -585 -7,272 -3,154 -5,618 -4,451 -349 -1,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 3.8 7.7 67.0 82.0 91.3 93.5 8.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
44 17 36 68 79 129 120
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
Updated February 11, 2005