WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 236,106: 35,915 76,299 35,631 129,149 94,558 200,696 206,488: 35,411 29,619
Old : 192,566: 43,710 74,499 18,411 101,997 75,928 164,118 168,839: 28,448 23,728
Other: 43,540: 3,646 13,240 5,780 27,152 18,630 36,578 37,649: 6,962 5,891
: : :
: : Changes in Commitments from: January 11, 2005 :
: 9,815: -281 10,735 1,871 5,707 -3,132 7,297 9,474: 2,518 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 32.3 15.1 54.7 40.0 85.0 87.5: 15.0 12.5
Old : 100.0: 22.7 38.7 9.6 53.0 39.4 85.2 87.7: 14.8 12.3
Other: 100.0: 8.4 30.4 13.3 62.4 42.8 84.0 86.5: 16.0 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 104 112 84 61 70 205 235:
Old : 301: 112 107 69 56 66 191 220:
Other: 121: 25 40 33 32 47 79 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 24.7 42.9 31.2 29.2 22.7 41.2 28.2
Old : 33.5 25.4 45.8 32.6 33.5 24.3 44.7 31.0
Other: 49.2 33.2 58.8 42.6 46.6 28.7 50.5 37.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 769,823: 75,796 199,390 101,444 473,847 304,392 651,087 605,226: 118,736 164,597
Old : 672,147: 70,022 192,991 88,379 405,160 258,325 563,561 539,695: 108,587 132,453
Other: 97,675: 10,337 10,962 8,502 68,687 46,067 87,526 65,531: 10,149 32,144
: : :
: : Changes in Commitments from: January 11, 2005 :
: 22,737: 1,804 44,993 -1,728 20,977 -26,791 21,053 16,473: 1,685 6,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 25.9 13.2 61.6 39.5 84.6 78.6: 15.4 21.4
Old : 100.0: 10.4 28.7 13.1 60.3 38.4 83.8 80.3: 16.2 19.7
Other: 100.0: 10.6 11.2 8.7 70.3 47.2 89.6 67.1: 10.4 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 743: 173 212 175 295 257 572 549:
Old : 728: 169 213 161 286 242 551 524:
Other: 361: 61 65 45 99 185 177 278:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 13.4 24.1 18.1 14.9 10.5 23.9 14.4
Old : 15.8 13.4 25.2 18.4 15.8 10.7 24.8 15.1
Other: 39.3 15.2 47.7 22.0 39.0 12.5 46.9 19.2
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,881: 2,753 246 434 1,248 5,513 4,435 6,193: 4,446 2,688
Old : 8,428: 2,722 268 346 1,188 5,403 4,256 6,017: 4,172 2,411
Other: 453: 66 13 53 60 110 179 176: 274 277
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,115: 951 -345 0 -338 666 613 321: 502 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 2.8 4.9 14.0 62.1 49.9 69.7: 50.1 30.3
Old : 100.0: 32.3 3.2 4.1 14.1 64.1 50.5 71.4: 49.5 28.6
Other: 100.0: 14.6 2.8 11.8 13.2 24.3 39.6 38.9: 60.4 61.1
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 21 4 7 9 14 32 23:
Old : 39: 21 4 7 9 14 32 23:
Other: 11: 4 2 5 2 4 8 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 42.8 30.2 55.1 16.5 37.5 23.4 45.4
Old : 22.1 44.0 31.1 56.8 17.4 38.5 24.7 47.1
Other: 32.8 32.0 39.6 38.7 27.1 25.1 27.4 26.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 339,277: 28,848 78,952 74,918 179,319 121,520 283,085 275,391: 56,193 63,887
Old : 315,707: 28,342 82,244 66,086 171,063 109,235 265,491 257,565: 50,216 58,142
Other: 23,570: 6,906 3,107 2,433 8,255 12,285 17,594 17,825: 5,977 5,745
: : :
: : Changes in Commitments from: January 11, 2005 :
: 26,906: 290 23,063 4,796 14,292 -4,594 19,378 23,265: 7,527 3,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 23.3 22.1 52.9 35.8 83.4 81.2: 16.6 18.8
Old : 100.0: 9.0 26.1 20.9 54.2 34.6 84.1 81.6: 15.9 18.4
Other: 100.0: 29.3 13.2 10.3 35.0 52.1 74.6 75.6: 25.4 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 108 181 143 121 130 322 371:
Old : 448: 109 183 124 120 121 305 355:
Other: 148: 42 35 20 29 56 81 101:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 20.5 38.6 27.3 19.3 9.5 26.9 13.6
Old : 28.7 20.0 40.0 27.2 20.0 8.6 28.2 13.3
Other: 30.1 42.8 41.6 49.9 26.8 37.9 37.7 44.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 183,059: 14,812 52,969 29,513 113,940 76,312 158,265 158,794: 24,794 24,265
Old : 165,906: 15,553 53,792 22,123 106,634 67,015 144,311 142,931: 21,595 22,975
Other: 17,153: 3,268 3,185 3,381 7,306 9,297 13,954 15,863: 3,199 1,290
: : :
: : Changes in Commitments from: January 11, 2005 :
: 13,639: -1,343 10,326 3,155 9,661 -2,090 11,474 11,392: 2,165 2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 28.9 16.1 62.2 41.7 86.5 86.7: 13.5 13.3
Old : 100.0: 9.4 32.4 13.3 64.3 40.4 87.0 86.2: 13.0 13.8
Other: 100.0: 19.0 18.6 19.7 42.6 54.2 81.4 92.5: 18.6 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 29 56 36 53 46 108 124:
Old : 159: 36 57 34 52 45 107 121:
Other: 45: 9 13 14 20 11 38 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 25.7 35.8 34.3 19.5 19.0 30.1 25.7
Old : 25.5 25.6 37.5 34.0 23.7 22.3 35.1 29.6
Other: 34.5 51.9 50.4 70.2 24.8 46.1 37.5 55.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 816,098: 181,462 120,595 84,246 423,812 466,132 689,519 670,973: 126,579 145,125
Old : 816,098: 181,462 120,595 84,246 423,812 466,132 689,519 670,973: 126,579 145,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 44,155: 4,705 12,003 5,962 29,169 23,489 39,835 41,455: 4,319 2,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 14.8 10.3 51.9 57.1 84.5 82.2: 15.5 17.8
Old : 100.0: 22.2 14.8 10.3 51.9 57.1 84.5 82.2: 15.5 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 45 64 51 84 103 167 180:
Old : 231: 45 64 51 84 103 167 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 15.5 30.3 25.5 16.2 14.2 22.9 21.2
Old : 21.7 15.5 30.3 25.5 16.2 14.2 22.9 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 178,531: 7,028 38,234 36,798 105,955 77,049 149,781 152,080: 28,750 26,451
Old : 162,452: 10,580 37,073 28,468 96,848 71,277 135,896 136,818: 26,556 25,633
Other: 16,079: 1,282 5,994 3,495 9,107 5,772 13,885 15,262: 2,195 817
: : :
: : Changes in Commitments from: January 11, 2005 :
: 12,944: -6,706 13,620 2,901 17,177 -5,425 13,372 11,097: -427 1,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 21.4 20.6 59.3 43.2 83.9 85.2: 16.1 14.8
Old : 100.0: 6.5 22.8 17.5 59.6 43.9 83.7 84.2: 16.3 15.8
Other: 100.0: 8.0 37.3 21.7 56.6 35.9 86.4 94.9: 13.6 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 29 49 53 58 56 122 143:
Old : 169: 38 47 51 57 54 121 139:
Other: 61: 7 22 16 28 13 50 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 21.9 39.4 29.3 24.2 11.5 30.4 17.4
Old : 27.7 21.4 38.7 29.1 25.4 12.3 32.1 18.9
Other: 40.3 51.2 55.8 65.6 35.2 38.7 44.0 49.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,669: 1,631 1,434 361 1,209 1,398 3,201 3,193: 1,468 1,476
Old : 4,651: 1,631 1,435 344 1,209 1,397 3,185 3,176: 1,467 1,475
Other: 18: 2 1 15 0 1 17 17: 1 1
: : :
: : Changes in Commitments from: January 11, 2005 :
: 121: 4 32 51 124 70 180 154: -59 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 30.7 7.7 25.9 29.9 68.6 68.4: 31.4 31.6
Old : 100.0: 35.1 30.9 7.4 26.0 30.0 68.5 68.3: 31.5 31.7
Other: 100.0: 9.5 6.0 85.0 0.0 5.7 94.5 96.7: 5.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 10 3 12 8 25 18:
Old : 33: 10 10 3 12 8 25 18:
Other: 4: 2 1 3 0 1 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 38.4 45.9 52.1 29.0 37.6 39.6 48.1
Old : 32.1 38.6 45.8 52.0 29.1 37.7 39.7 48.3
Other: 94.5 96.7 94.5 96.7 9.5 11.7 9.5 11.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 296,278: 79,632 88,583 1,458 185,839 148,334 266,929 238,375: 29,348 57,902
Old : 296,278: 79,632 88,583 1,458 185,839 148,334 266,929 238,375: 29,348 57,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 24,067: 6,453 932 1,084 12,531 17,710 20,068 19,726: 3,999 4,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 29.9 0.5 62.7 50.1 90.1 80.5: 9.9 19.5
Old : 100.0: 26.9 29.9 0.5 62.7 50.1 90.1 80.5: 9.9 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 26 56 4 49 70 78 127:
Old : 175: 26 56 4 49 70 78 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 17.6 44.8 25.9 29.8 17.4 43.7 24.9
Old : 30.2 17.6 44.8 25.9 29.8 17.4 43.7 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,143,359: 402,315 344,968 282,674 1,272,592 1,160,932 1,957,581 1,788,574: 185,778 354,785
Old : 2,143,359: 402,315 344,968 282,674 1,272,592 1,160,932 1,957,581 1,788,574: 185,778 354,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -22,636: 2,792 -32,284 9,326 -29,593 9,829 -17,475 -13,130: -5,161 -9,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 16.1 13.2 59.4 54.2 91.3 83.4: 8.7 16.6
Old : 100.0: 18.8 16.1 13.2 59.4 54.2 91.3 83.4: 8.7 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 76 110 99 149 200 275 360:
Old : 406: 76 110 99 149 200 275 360:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 12.0 47.3 20.2 32.5 9.6 39.3 14.5
Old : 36.7 12.0 47.3 20.2 32.5 9.6 39.3 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,403,075: 337,266 235,001 133,654 857,007 860,263 1,327,926 1,228,918: 75,149 174,158
Old : 1,403,075: 337,266 235,001 133,654 857,007 860,263 1,327,926 1,228,918: 75,149 174,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 11,575: 7,096 -14,239 2,233 7,889 29,837 17,219 17,832: -5,643 -6,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 16.7 9.5 61.1 61.3 94.6 87.6: 5.4 12.4
Old : 100.0: 24.0 16.7 9.5 61.1 61.3 94.6 87.6: 5.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 61 92 64 100 147 193 271:
Old : 319: 61 92 64 100 147 193 271:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 16.2 38.4 25.4 17.9 15.3 31.1 22.7
Old : 23.4 16.2 38.4 25.4 17.9 15.3 31.1 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 505,620: 125,790 41,926 159,282 201,130 288,556 486,202 489,765: 19,418 15,855
Old : 505,620: 125,790 41,926 159,282 201,130 288,556 486,202 489,765: 19,418 15,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 27,677: 15,466 4,120 10,598 5,000 16,407 31,064 31,126: -3,387 -3,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 8.3 31.5 39.8 57.1 96.2 96.9: 3.8 3.1
Old : 100.0: 24.9 8.3 31.5 39.8 57.1 96.2 96.9: 3.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 48 28 41 64 63 127 117:
Old : 153: 48 28 41 64 63 127 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 31.5 48.2 46.0 18.6 24.2 27.4 33.6
Old : 32.9 31.5 48.2 46.0 18.6 24.2 27.4 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 48,335: 14,939 8,772 829 25,848 32,651 41,615 42,252: 6,720 6,083
Old : 48,335: 14,939 8,772 829 25,848 32,651 41,615 42,252: 6,720 6,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,090: -2,296 -997 10 123 -295 -2,163 -1,281: 1,073 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 18.1 1.7 53.5 67.6 86.1 87.4: 13.9 12.6
Old : 100.0: 30.9 18.1 1.7 53.5 67.6 86.1 87.4: 13.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 35 17 12 29 14 71 36:
Old : 87: 35 17 12 29 14 71 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 65.1 52.5 76.4 36.0 64.8 52.5 75.7
Old : 36.0 65.1 52.5 76.4 36.0 64.8 52.5 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 66,893: 9,166 21,259 5,759 43,830 30,613 58,756 57,632: 8,138 9,261
Old : 66,893: 9,166 21,259 5,759 43,830 30,613 58,756 57,632: 8,138 9,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 4,463: 1,515 3,318 733 3,440 434 5,688 4,485: -1,225 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 31.8 8.6 65.5 45.8 87.8 86.2: 12.2 13.8
Old : 100.0: 13.7 31.8 8.6 65.5 45.8 87.8 86.2: 12.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 29 37 21 24 20 65 66:
Old : 101: 29 37 21 24 20 65 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 56.7 60.8 66.4 41.7 55.3 57.5 61.2
Old : 42.3 56.7 60.8 66.4 41.7 55.3 57.5 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 39,897: 1,892 10,337 1,014 36,780 27,239 39,686 38,590: 211 1,307
Old : 39,897: 1,892 10,337 1,014 36,780 27,239 39,686 38,590: 211 1,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 4,022: 196 3,942 8 3,937 153 4,141 4,103: -119 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 25.9 2.5 92.2 68.3 99.5 96.7: 0.5 3.3
Old : 100.0: 4.7 25.9 2.5 92.2 68.3 99.5 96.7: 0.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 22 3 17 16 24 38:
Old : 55: 4 22 3 17 16 24 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 47.2 79.9 71.5 52.1 46.8 79.8 71.0
Old : 52.1 47.2 79.9 71.5 52.1 46.8 79.8 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,463: 0 1,747 0 13,451 11,252 13,451 12,999: 12 464
Old : 13,463: 0 1,747 0 13,451 11,252 13,451 12,999: 12 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 197: 0 193 0 197 0 197 193: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.0 0.0 99.9 83.6 99.9 96.6: 0.1 3.4
Old : 100.0: 0.0 13.0 0.0 99.9 83.6 99.9 96.6: 0.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 7 0 8 10 8 17:
Old : 24: 0 7 0 8 10 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.0 73.7 99.9 84.9 84.0 70.9 97.1 82.1
Old : 84.0 73.7 99.9 84.9 84.0 70.9 97.1 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2005