WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 241,758: 31,412 71,375 37,805 134,268 100,713 203,486 209,893: 38,272 31,865
Old : 194,869: 38,476 69,432 19,699 106,055 80,977 164,230 170,108: 30,640 24,761
Other: 46,889: 4,251 13,258 6,792 28,214 19,736 39,256 39,785: 7,632 7,103
: : :
: : Changes in Commitments from: January 18, 2005 :
: 5,652: -4,503 -4,924 2,174 5,119 6,156 2,790 3,406: 2,861 2,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 29.5 15.6 55.5 41.7 84.2 86.8: 15.8 13.2
Old : 100.0: 19.7 35.6 10.1 54.4 41.6 84.3 87.3: 15.7 12.7
Other: 100.0: 9.1 28.3 14.5 60.2 42.1 83.7 84.9: 16.3 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 79 93 75 58 58 176 194:
Old : 243: 90 83 60 52 56 161 182:
Other: 110: 18 45 35 29 37 76 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 27.0 42.8 33.2 29.7 25.0 41.7 31.1
Old : 34.1 28.5 45.9 35.8 33.8 27.3 45.2 34.6
Other: 49.6 29.1 57.0 38.8 46.7 24.2 49.4 32.7
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 778,220: 64,750 190,490 111,582 451,211 278,466 627,544 580,538: 150,676 197,682
Old : 675,341: 59,634 185,055 96,283 382,755 235,808 538,673 517,146: 136,668 158,195
Other: 102,878: 10,399 10,717 10,016 68,456 42,659 88,871 63,392: 14,008 39,486
: : :
: : Changes in Commitments from: January 18, 2005 :
: 8,397: -11,046 -8,900 10,138 -22,636 -25,926 -23,543 -24,687: 31,940 33,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 24.5 14.3 58.0 35.8 80.6 74.6: 19.4 25.4
Old : 100.0: 8.8 27.4 14.3 56.7 34.9 79.8 76.6: 20.2 23.4
Other: 100.0: 10.1 10.4 9.7 66.5 41.5 86.4 61.6: 13.6 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 119 160 132 198 169 398 387:
Old : 505: 114 163 123 192 157 384 367:
Other: 245: 51 40 39 74 123 136 191:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 13.0 24.4 18.1 15.1 10.1 24.0 13.8
Old : 15.7 13.2 25.1 18.5 15.7 10.7 24.7 14.9
Other: 39.7 13.9 48.1 21.2 39.3 11.6 46.8 18.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,562: 3,267 420 481 1,471 6,048 5,219 6,949: 4,343 2,613
Old : 8,957: 3,240 419 406 1,376 5,857 5,022 6,681: 3,935 2,277
Other: 605: 40 15 62 95 191 197 268: 407 337
: : :
: : Changes in Commitments from: January 18, 2005 :
: 681: 513 174 47 224 534 784 756: -103 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 4.4 5.0 15.4 63.2 54.6 72.7: 45.4 27.3
Old : 100.0: 36.2 4.7 4.5 15.4 65.4 56.1 74.6: 43.9 25.4
Other: 100.0: 6.7 2.5 10.3 15.7 31.6 32.7 44.3: 67.3 55.7
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 17 6 5 10 15 30 23:
Old : 38: 17 6 5 10 15 30 23:
Other: 11: 2 3 4 2 5 7 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 : 26.3 38.0 36.0 51.4 22.2 33.2 29.1 42.6
Old : 27.0 39.6 37.4 53.5 23.7 34.4 31.0 44.7
Other: 28.7 31.3 32.7 42.9 22.0 28.6 22.0 33.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 337,307: 26,804 75,281 76,860 167,377 110,283 271,040 262,424: 66,267 74,883
Old : 312,553: 26,752 78,562 67,402 158,672 98,674 252,826 244,638: 59,727 67,915
Other: 24,754: 6,638 3,305 2,872 8,705 11,609 18,214 17,785: 6,539 6,968
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,970: -2,044 -3,671 1,941 -11,942 -11,238 -12,044 -12,967: 10,074 10,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 22.3 22.8 49.6 32.7 80.4 77.8: 19.6 22.2
Old : 100.0: 8.6 25.1 21.6 50.8 31.6 80.9 78.3: 19.1 21.7
Other: 100.0: 26.8 13.4 11.6 35.2 46.9 73.6 71.9: 26.4 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 89 126 117 94 99 256 276:
Old : 333: 91 126 108 93 92 245 266:
Other: 130: 36 34 19 26 47 76 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 19.0 37.3 25.8 19.3 9.5 26.9 13.5
Old : 28.5 17.8 38.7 25.0 20.1 8.2 28.4 12.8
Other: 30.5 42.6 41.4 48.9 25.9 35.3 36.2 40.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 180,483: 16,756 50,736 29,802 110,159 76,222 156,717 156,760: 23,766 23,724
Old : 161,903: 16,388 51,700 22,106 102,935 66,117 141,430 139,923: 20,474 21,981
Other: 18,580: 4,265 2,933 3,799 7,223 10,105 15,288 16,837: 3,292 1,743
: : :
: : Changes in Commitments from: January 18, 2005 :
: -2,576: 1,944 -2,234 289 -3,781 -90 -1,548 -2,035: -1,028 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 28.1 16.5 61.0 42.2 86.8 86.9: 13.2 13.1
Old : 100.0: 10.1 31.9 13.7 63.6 40.8 87.4 86.4: 12.6 13.6
Other: 100.0: 23.0 15.8 20.4 38.9 54.4 82.3 90.6: 17.7 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 31 52 36 54 47 107 124:
Old : 159: 37 56 33 53 46 106 120:
Other: 44: 9 13 13 20 10 37 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 26.0 36.9 34.2 20.3 19.2 30.0 25.5
Old : 26.2 26.2 38.7 34.1 24.5 22.8 36.2 29.9
Other: 32.9 53.3 50.8 69.9 25.0 45.7 39.8 54.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 846,211: 175,090 151,217 83,594 425,394 413,576 684,079 648,387: 162,132 197,824
Old : 846,211: 175,090 151,217 83,594 425,394 413,576 684,079 648,387: 162,132 197,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 30,113: -6,371 30,622 -651 1,583 -52,556 -5,440 -22,585: 35,553 52,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 17.9 9.9 50.3 48.9 80.8 76.6: 19.2 23.4
Old : 100.0: 20.7 17.9 9.9 50.3 48.9 80.8 76.6: 19.2 23.4
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 : 172: 36 42 42 66 79 129 136:
Old : 172: 36 42 42 66 79 129 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 14.2 30.1 24.4 14.9 13.0 21.7 19.8
Old : 20.9 14.2 30.1 24.4 14.9 13.0 21.7 19.8
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 173,477: 8,645 39,449 36,706 97,985 69,348 143,336 145,503: 30,141 27,975
Old : 156,094: 11,912 37,457 28,237 87,870 63,826 128,019 129,520: 28,076 26,574
Other: 17,383: 1,528 6,787 3,674 10,115 5,521 15,318 15,982: 2,065 1,401
: : :
: : Changes in Commitments from: January 18, 2005 :
: -5,054: 1,617 1,215 -92 -7,970 -7,701 -6,444 -6,578: 1,391 1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 22.7 21.2 56.5 40.0 82.6 83.9: 17.4 16.1
Old : 100.0: 7.6 24.0 18.1 56.3 40.9 82.0 83.0: 18.0 17.0
Other: 100.0: 8.8 39.0 21.1 58.2 31.8 88.1 91.9: 11.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 22 57 56 55 57 120 148:
Old : 170: 34 53 54 54 55 119 144:
Other: 63: 12 19 20 27 12 52 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 19.3 36.7 26.4 21.8 9.2 28.3 15.1
Old : 25.4 18.7 35.8 26.2 22.3 10.3 29.5 16.5
Other: 42.0 49.8 57.9 66.5 38.4 41.8 47.7 52.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,818: 1,606 1,407 353 1,239 1,484 3,198 3,244: 1,621 1,574
Old : 4,797: 1,606 1,409 333 1,239 1,481 3,179 3,224: 1,618 1,573
Other: 22: 3 1 16 0 3 19 20: 3 1
: : :
: : Changes in Commitments from: January 18, 2005 :
: 150: -25 -27 -8 30 86 -3 51: 153 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 29.2 7.3 25.7 30.8 66.4 67.3: 33.6 32.7
Old : 100.0: 33.5 29.4 6.9 25.8 30.9 66.3 67.2: 33.7 32.8
Other: 100.0: 14.0 5.0 74.2 0.0 13.9 88.1 93.1: 11.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 9 3 12 9 27 18:
Old : 34: 13 8 3 12 9 27 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 : 31.2 37.4 41.6 53.1 24.2 35.9 33.8 45.8
Old : 31.3 37.3 41.4 53.0 24.3 36.0 34.0 46.0
Other: 88.1 93.1 88.1 93.1 14.0 18.9 14.0 18.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 312,683: 80,008 80,054 1,023 182,049 136,803 263,080 217,880: 49,603 94,803
Old : 312,683: 80,008 80,054 1,023 182,049 136,803 263,080 217,880: 49,603 94,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 16,405: 376 -8,530 -435 -3,790 -11,531 -3,849 -20,496: 20,255 36,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 25.6 0.3 58.2 43.8 84.1 69.7: 15.9 30.3
Old : 100.0: 25.6 25.6 0.3 58.2 43.8 84.1 69.7: 15.9 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 14 32 2 37 43 53 75:
Old : 108: 14 32 2 37 43 53 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 16.6 45.8 24.7 31.7 16.6 44.7 24.2
Old : 32.1 16.6 45.8 24.7 31.7 16.6 44.7 24.2
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,060,643: 281,062 312,443 234,545 1,248,641 978,271 1,764,249 1,525,259: 296,394 535,384
Old : 2,060,643: 281,062 312,443 234,545 1,248,641 978,271 1,764,249 1,525,259: 296,394 535,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -82,716: -121,253 -32,526 -48,129 -23,950 -182,661 -193,332 -263,315: 110,616 180,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.2 11.4 60.6 47.5 85.6 74.0: 14.4 26.0
Old : 100.0: 13.6 15.2 11.4 60.6 47.5 85.6 74.0: 14.4 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 45 67 66 106 135 191 228:
Old : 263: 45 67 66 106 135 191 228:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 11.0 42.8 18.7 28.6 8.8 35.9 13.8
Old : 33.4 11.0 42.8 18.7 28.6 8.8 35.9 13.8
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,383,840: 282,717 191,228 123,492 830,102 757,643 1,236,312 1,072,363: 147,529 311,477
Old : 1,383,840: 282,717 191,228 123,492 830,102 757,643 1,236,312 1,072,363: 147,529 311,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -19,235: -54,548 -43,773 -10,161 -26,905 -102,620 -91,614 -156,555: 72,379 137,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.8 8.9 60.0 54.7 89.3 77.5: 10.7 22.5
Old : 100.0: 20.4 13.8 8.9 60.0 54.7 89.3 77.5: 10.7 22.5
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 : 192: 29 53 46 76 99 135 168:
Old : 192: 29 53 46 76 99 135 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 16.8 40.8 25.9 20.1 15.8 33.4 23.0
Old : 25.5 16.8 40.8 25.9 20.1 15.8 33.4 23.0
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 584,246: 153,789 55,855 165,466 232,793 335,480 552,048 556,800: 32,198 27,446
Old : 584,246: 153,789 55,855 165,466 232,793 335,480 552,048 556,800: 32,198 27,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 78,626: 27,999 13,928 6,184 31,663 46,923 65,847 67,036: 12,780 11,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.6 28.3 39.8 57.4 94.5 95.3: 5.5 4.7
Old : 100.0: 26.3 9.6 28.3 39.8 57.4 94.5 95.3: 5.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 36 20 31 56 57 102 99:
Old : 122: 36 20 31 56 57 102 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 33.6 52.7 48.1 21.4 28.0 30.6 37.0
Old : 33.9 33.6 52.7 48.1 21.4 28.0 30.6 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 49,578: 13,489 9,986 563 22,938 31,558 36,991 42,107: 12,588 7,471
Old : 49,578: 13,489 9,986 563 22,938 31,558 36,991 42,107: 12,588 7,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,243: -1,450 1,214 -265 -2,909 -1,093 -4,625 -145: 5,868 1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 20.1 1.1 46.3 63.7 74.6 84.9: 25.4 15.1
Old : 100.0: 27.2 20.1 1.1 46.3 63.7 74.6 84.9: 25.4 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 26 14 6 22 11 53 26:
Old : 68: 26 14 6 22 11 53 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 63.1 44.0 73.0 30.6 62.4 44.0 72.2
Old : 30.6 63.1 44.0 73.0 30.6 62.4 44.0 72.2
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 70,585: 8,744 25,551 1,837 48,195 26,382 58,776 53,770: 11,809 16,814
Old : 70,585: 8,744 25,551 1,837 48,195 26,382 58,776 53,770: 11,809 16,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 3,691: -422 4,292 -3,923 4,365 -4,231 20 -3,862: 3,671 7,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 36.2 2.6 68.3 37.4 83.3 76.2: 16.7 23.8
Old : 100.0: 12.4 36.2 2.6 68.3 37.4 83.3 76.2: 16.7 23.8
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 : 71: 22 21 12 21 15 45 46:
Old : 71: 22 21 12 21 15 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 48.2 62.7 55.2 46.8 48.0 61.8 54.5
Old : 47.7 48.2 62.7 55.2 46.8 48.0 61.8 54.5
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 39,125: 7,850 10,239 1,014 29,977 26,480 38,841 37,733: 284 1,392
Old : 39,125: 7,850 10,239 1,014 29,977 26,480 38,841 37,733: 284 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -772: 5,958 -98 0 -6,803 -759 -845 -857: 73 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 26.2 2.6 76.6 67.7 99.3 96.4: 0.7 3.6
Old : 100.0: 20.1 26.2 2.6 76.6 67.7 99.3 96.4: 0.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 21 3 17 15 26 36:
Old : 55: 6 21 3 17 15 26 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 47.8 76.6 72.4 52.3 47.4 76.5 71.9
Old : 52.3 47.8 76.6 72.4 52.3 47.4 76.5 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,214: 5,718 1,587 0 8,480 12,167 14,198 13,754: 16 460
Old : 14,214: 5,718 1,587 0 8,480 12,167 14,198 13,754: 16 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 751: 5,718 -160 0 -4,971 915 747 755: 4 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 11.2 0.0 59.7 85.6 99.9 96.8: 0.1 3.2
Old : 100.0: 40.2 11.2 0.0 59.7 85.6 99.9 96.8: 0.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 6 0 7 10 9 16:
Old : 24: 2 6 0 7 10 9 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 75.5 99.5 87.0 84.4 72.8 97.2 84.3
Old : 84.4 75.5 99.5 87.0 84.4 72.8 97.2 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2005