WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 206,793: 36,969 66,857 26,418 115,718 90,297 179,104 183,571: 27,689 23,222
Old : 178,174: 41,233 65,308 15,167 97,727 78,362 154,126 158,836: 24,048 19,337
Other: 28,619: 3,404 9,217 3,583 17,991 11,935 24,978 24,734: 3,641 3,885
: : :
: : Changes in Commitments from: December 21, 2004 :
: -2,161: -347 -1,438 -695 1,027 705 -15 -1,429: -2,146 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 32.3 12.8 56.0 43.7 86.6 88.8: 13.4 11.2
Old : 100.0: 23.1 36.7 8.5 54.8 44.0 86.5 89.1: 13.5 10.9
Other: 100.0: 11.9 32.2 12.5 62.9 41.7 87.3 86.4: 12.7 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 93 94 69 63 68 189 204:
Old : 270: 96 91 58 61 63 181 189:
Other: 108: 20 33 29 23 45 61 91:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 29.3 41.6 36.0 28.4 27.9 40.8 34.2
Old : 31.0 30.4 43.0 37.6 31.0 28.8 41.9 36.0
Other: 54.4 36.9 64.3 48.2 53.9 35.0 61.1 46.3
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 208,954: 37,316 68,295 27,113 114,691 89,591 179,119 185,000: 29,835 23,954
Old : 180,759: 41,792 66,574 15,576 96,915 78,445 154,283 160,596: 26,475 20,163
Other: 28,195: 3,632 9,830 3,428 17,776 11,146 24,836 24,404: 3,359 3,791
: : :
: : Changes in Commitments from: December 14, 2004 :
: 309: 1,173 -6,039 -193 421 7,335 1,401 1,102: -1,092 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 32.7 13.0 54.9 42.9 85.7 88.5: 14.3 11.5
Old : 100.0: 23.1 36.8 8.6 53.6 43.4 85.4 88.8: 14.6 11.2
Other: 100.0: 12.9 34.9 12.2 63.0 39.5 88.1 86.6: 11.9 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 94 100 73 65 66 198 207:
Old : 277: 97 97 63 63 61 189 193:
Other: 110: 21 34 26 23 45 59 92:
:----------------------------------------------------------------------------------------------------
: 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 28.8 40.7 35.6 28.0 27.3 39.9 33.7
Old : 30.4 30.0 41.7 37.2 30.3 28.3 40.8 35.4
Other: 54.8 35.6 64.6 47.2 54.3 33.9 61.5 45.5
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 713,077: 69,205 164,624 99,517 431,949 302,136 600,672 566,277: 112,405 146,800
Old : 637,967: 67,042 159,415 88,119 378,688 268,449 533,848 515,983: 104,119 121,984
Other: 75,110: 5,799 8,844 7,763 53,261 33,686 66,824 50,294: 8,286 24,815
: : :
: : Changes in Commitments from: December 21, 2004 :
: -7,362: -65 -8,206 -3,988 -2,111 2,743 -6,165 -9,451: -1,197 2,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 23.1 14.0 60.6 42.4 84.2 79.4: 15.8 20.6
Old : 100.0: 10.5 25.0 13.8 59.4 42.1 83.7 80.9: 16.3 19.1
Other: 100.0: 7.7 11.8 10.3 70.9 44.8 89.0 67.0: 11.0 33.0
: : :
:# Traders : Number of Traders in Each Category :
All : 717: 149 200 147 285 269 528 536:
Old : 704: 149 197 138 280 258 514 516:
Other: 343: 47 63 32 83 187 143 269:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 15.1 23.0 20.2 14.1 12.7 22.7 17.2
Old : 15.1 16.0 24.2 21.5 14.9 13.9 23.4 18.7
Other: 38.9 10.9 47.3 18.4 38.9 9.8 46.6 16.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 720,439: 69,271 172,831 103,505 434,060 299,393 606,836 575,728: 113,603 144,710
Old : 647,349: 69,138 168,540 90,909 381,742 266,851 541,789 526,300: 105,560 121,049
Other: 73,089: 5,432 9,590 7,296 52,319 32,541 65,047 49,428: 8,042 23,661
: : :
: : Changes in Commitments from: December 14, 2004 :
: 10,126: -703 -4,249 5,596 3,532 7,712 8,426 9,060: 1,700 1,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 24.0 14.4 60.2 41.6 84.2 79.9: 15.8 20.1
Old : 100.0: 10.7 26.0 14.0 59.0 41.2 83.7 81.3: 16.3 18.7
Other: 100.0: 7.4 13.1 10.0 71.6 44.5 89.0 67.6: 11.0 32.4
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 161 192 156 281 269 534 542:
Old : 710: 162 190 145 277 257 522 519:
Other: 344: 46 63 32 82 189 141 271:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 14.9 22.6 19.7 13.9 12.6 22.4 17.3
Old : 14.8 16.0 23.8 21.2 14.7 13.9 22.9 18.8
Other: 39.4 11.0 47.2 18.4 39.4 10.4 46.7 16.9
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,023: 1,269 809 396 2,236 4,876 3,901 6,081: 4,122 1,942
Old : 7,839: 1,236 808 371 2,214 4,775 3,821 5,954: 4,018 1,885
Other: 185: 36 4 23 22 101 80 127: 104 57
: : :
: : Changes in Commitments from: December 21, 2004 :
: 486: 267 91 71 -127 218 211 380: 275 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 10.1 4.9 27.9 60.8 48.6 75.8: 51.4 24.2
Old : 100.0: 15.8 10.3 4.7 28.2 60.9 48.7 76.0: 51.3 24.0
Other: 100.0: 19.3 1.9 12.4 11.9 54.7 43.6 69.0: 56.4 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 6 5 15 13 31 22:
Old : 37: 15 5 5 15 13 31 22:
Other: 10: 2 2 2 2 6 5 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 : 18.3 46.5 28.5 60.8 11.7 43.5 19.8 55.3
Old : 18.5 46.5 28.6 61.0 11.9 43.7 20.2 55.7
Other: 43.3 64.6 43.6 68.8 24.7 48.8 24.7 50.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,537: 1,002 718 325 2,363 4,658 3,690 5,701: 3,847 1,836
Old : 7,366: 1,000 720 299 2,341 4,578 3,640 5,596: 3,726 1,770
Other: 171: 4 1 24 22 80 50 105: 121 66
: : :
: : Changes in Commitments from: December 14, 2004 :
: 126: 3 -439 -61 -344 359 -402 -142: 528 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 9.5 4.3 31.3 61.8 49.0 75.6: 51.0 24.4
Old : 100.0: 13.6 9.8 4.1 31.8 62.2 49.4 76.0: 50.6 24.0
Other: 100.0: 2.6 0.5 14.0 12.9 46.7 29.5 61.2: 70.5 38.8
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 3 4 16 15 30 22:
Old : 36: 13 4 4 16 15 30 22:
Other: 8: 1 1 2 2 6 4 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 47.5 30.2 60.6 13.9 44.1 21.1 54.9
Old : 20.6 47.7 30.2 61.0 14.1 44.5 21.5 55.5
Other: 29.5 58.2 29.5 61.2 8.4 39.1 8.4 40.2
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 302,516: 37,018 45,507 62,099 155,421 132,715 254,538 240,320: 47,978 62,196
Old : 283,963: 36,320 46,764 55,704 148,354 124,294 240,378 226,762: 43,585 57,201
Other: 18,553: 4,859 2,904 2,233 7,068 8,421 14,160 13,558: 4,393 4,995
: : :
: : Changes in Commitments from: December 21, 2004 :
: -21,235: -683 -2,486 -11,036 -1,240 -2,568 -12,958 -16,090: -8,277 -5,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 15.0 20.5 51.4 43.9 84.1 79.4: 15.9 20.6
Old : 100.0: 12.8 16.5 19.6 52.2 43.8 84.7 79.9: 15.3 20.1
Other: 100.0: 26.2 15.7 12.0 38.1 45.4 76.3 73.1: 23.7 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 110 141 114 108 120 292 304:
Old : 390: 106 141 105 106 113 279 293:
Other: 123: 31 30 13 24 48 66 80:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 19.7 39.3 27.7 17.9 8.6 24.6 12.0
Old : 29.7 19.0 40.7 27.3 18.8 7.6 25.9 11.3
Other: 34.2 38.0 46.0 46.3 29.9 31.8 39.9 39.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 323,752: 37,700 47,993 73,134 156,661 135,283 267,496 256,410: 56,256 67,341
Old : 305,674: 36,898 49,148 66,977 149,837 127,270 253,712 243,396: 51,962 62,278
Other: 18,077: 4,654 2,696 2,306 6,824 8,012 13,784 13,014: 4,293 5,063
: : :
: : Changes in Commitments from: December 14, 2004 :
: -11,099: 5,598 -858 -4,111 -7,027 -1,637 -5,541 -6,607: -5,558 -4,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 14.8 22.6 48.4 41.8 82.6 79.2: 17.4 20.8
Old : 100.0: 12.1 16.1 21.9 49.0 41.6 83.0 79.6: 17.0 20.4
Other: 100.0: 25.7 14.9 12.8 37.8 44.3 76.3 72.0: 23.7 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 441: 140 147 148 118 122 339 344:
Old : 434: 136 148 140 115 119 324 339:
Other: 123: 33 28 17 24 47 69 80:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 19.5 36.5 26.6 16.0 8.0 22.2 11.3
Old : 27.4 18.9 37.7 26.2 16.7 7.1 23.2 10.6
Other: 34.0 37.3 45.9 45.8 29.9 31.2 39.5 38.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 163,061: 17,863 34,843 26,229 94,262 80,599 138,354 141,670: 24,707 21,390
Old : 148,604: 19,343 35,602 19,840 87,720 72,697 126,903 128,139: 21,701 20,466
Other: 14,456: 2,218 2,939 2,691 6,542 7,902 11,451 13,532: 3,006 925
: : :
: : Changes in Commitments from: December 21, 2004 :
: -4,166: 5,182 -9,310 -1,224 -8,240 5,414 -4,282 -5,120: 115 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 21.4 16.1 57.8 49.4 84.8 86.9: 15.2 13.1
Old : 100.0: 13.0 24.0 13.4 59.0 48.9 85.4 86.2: 14.6 13.8
Other: 100.0: 15.3 20.3 18.6 45.3 54.7 79.2 93.6: 20.8 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 34 35 34 52 48 105 108:
Old : 138: 37 37 30 51 47 101 104:
Other: 38: 7 11 11 17 9 32 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 30.5 32.3 38.4 16.6 23.2 25.0 30.7
Old : 23.4 30.2 32.7 38.7 20.1 25.8 29.0 34.0
Other: 35.4 54.4 51.8 75.6 25.4 43.6 36.1 53.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 167,227: 12,682 44,153 27,453 102,501 75,185 142,636 146,790: 24,591 20,436
Old : 153,125: 14,462 45,078 21,031 96,086 67,546 131,579 133,654: 21,546 19,470
Other: 14,102: 2,227 3,082 2,415 6,415 7,639 11,057 13,136: 3,045 966
: : :
: : Changes in Commitments from: December 14, 2004 :
: -5,033: -1,313 -3,554 238 -2,448 586 -3,523 -2,730: -1,510 -2,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 26.4 16.4 61.3 45.0 85.3 87.8: 14.7 12.2
Old : 100.0: 9.4 29.4 13.7 62.8 44.1 85.9 87.3: 14.1 12.7
Other: 100.0: 15.8 21.9 17.1 45.5 54.2 78.4 93.1: 21.6 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 29 42 35 54 47 105 114:
Old : 143: 35 44 31 53 45 102 109:
Other: 40: 8 11 10 18 9 32 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 28.0 35.0 36.4 19.4 20.4 28.2 27.8
Old : 25.0 27.9 35.8 36.6 22.9 23.2 32.4 31.2
Other: 35.3 54.5 51.4 75.5 26.0 44.0 36.4 54.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 714,555: 153,140 91,475 89,010 374,060 412,939 616,211 593,423: 98,344 121,132
Old : 714,555: 153,140 91,475 89,010 374,060 412,939 616,211 593,423: 98,344 121,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -67,580: -20,510 -3,555 -18,975 -15,269 -38,829 -54,754 -61,359: -12,826 -6,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 12.8 12.5 52.3 57.8 86.2 83.0: 13.8 17.0
Old : 100.0: 21.4 12.8 12.5 52.3 57.8 86.2 83.0: 13.8 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 36 49 38 68 89 132 149:
Old : 192: 36 49 38 68 89 132 149:
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 : 23.0 16.0 33.9 27.0 17.7 14.6 24.8 21.0
Old : 23.0 16.0 33.9 27.0 17.7 14.6 24.8 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 782,135: 173,651 95,030 107,985 389,329 451,768 670,964 654,783: 111,170 127,352
Old : 782,135: 173,651 95,030 107,985 389,329 451,768 670,964 654,783: 111,170 127,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 20,797: -10,916 12,113 6,071 28,100 9,221 23,255 27,405: -2,459 -6,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 12.2 13.8 49.8 57.8 85.8 83.7: 14.2 16.3
Old : 100.0: 22.2 12.2 13.8 49.8 57.8 85.8 83.7: 14.2 16.3
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 : 213: 41 55 50 75 102 150 174:
Old : 213: 41 55 50 75 102 150 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 15.5 31.2 26.1 16.7 13.6 23.9 20.7
Old : 21.8 15.5 31.2 26.1 16.7 13.6 23.9 20.7
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 159,957: 8,018 25,056 32,257 91,573 76,519 131,847 133,832: 28,110 26,125
Old : 146,681: 11,543 25,058 25,020 83,897 72,127 120,461 122,206: 26,220 24,475
Other: 13,277: 1,196 4,719 2,516 7,675 4,392 11,386 11,626: 1,890 1,650
: : :
: : Changes in Commitments from: December 21, 2004 :
: -2,936: 2,116 -960 -2,062 -692 531 -638 -2,491: -2,298 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.7 20.2 57.2 47.8 82.4 83.7: 17.6 16.3
Old : 100.0: 7.9 17.1 17.1 57.2 49.2 82.1 83.3: 17.9 16.7
Other: 100.0: 9.0 35.5 18.9 57.8 33.1 85.8 87.6: 14.2 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 28 46 48 54 55 116 131:
Old : 159: 33 45 47 54 54 115 129:
Other: 51: 8 15 12 24 9 42 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 : 23.6 22.3 34.1 31.2 20.8 13.9 27.8 21.0
Old : 23.8 21.8 33.2 30.7 21.0 15.3 28.4 23.1
Other: 44.2 56.5 59.9 72.1 41.7 42.6 51.0 54.2
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 162,894: 5,902 26,016 34,319 92,264 75,988 132,485 136,323: 30,408 26,571
Old : 149,720: 9,360 25,954 27,303 84,809 71,786 121,472 125,042: 28,248 24,678
Other: 13,174: 933 4,453 2,626 7,455 4,202 11,013 11,280: 2,160 1,893
: : :
: : Changes in Commitments from: December 14, 2004 :
: -263: -3,220 -595 1,542 2,887 -3,749 1,209 -2,802: -1,472 2,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 16.0 21.1 56.6 46.6 81.3 83.7: 18.7 16.3
Old : 100.0: 6.3 17.3 18.2 56.6 47.9 81.1 83.5: 18.9 16.5
Other: 100.0: 7.1 33.8 19.9 56.6 31.9 83.6 85.6: 16.4 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 20 47 46 57 53 113 129:
Old : 155: 27 45 45 57 52 112 127:
Other: 48: 7 16 12 23 8 40 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 22.8 34.0 31.5 20.7 14.2 28.3 21.1
Old : 23.1 22.2 32.8 30.9 20.9 15.6 28.8 23.1
Other: 43.8 56.3 60.1 71.9 40.9 42.2 49.9 53.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,803: 1,377 1,279 280 924 1,792 2,581 3,351: 2,222 1,452
Old : 4,801: 1,377 1,279 278 924 1,792 2,579 3,349: 2,222 1,452
Other: 2: 0 0 2 0 0 2 2: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -134: 170 147 -48 -266 -175 -144 -76: 10 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 26.6 5.8 19.2 37.3 53.7 69.8: 46.3 30.2
Old : 100.0: 28.7 26.6 5.8 19.2 37.3 53.7 69.8: 46.3 30.2
Other: 100.0: 0.0 0.0 100.0 0.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 10 6 3 6 9 16 18:
Old : 28: 10 6 3 6 9 16 18:
Other: 2: 0 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 40.4 42.9 54.0 29.9 40.3 40.4 53.9
Old : 32.0 40.4 42.9 54.0 29.9 40.4 40.4 54.0
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,937: 1,207 1,132 328 1,190 1,967 2,725 3,427: 2,212 1,510
Old : 4,935: 1,207 1,132 326 1,190 1,967 2,723 3,425: 2,212 1,510
Other: 2: 0 0 2 0 0 2 2: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -2: -77 -132 -43 -212 241 -332 66: 330 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 22.9 6.7 24.1 39.8 55.2 69.4: 44.8 30.6
Old : 100.0: 24.5 22.9 6.6 24.1 39.9 55.2 69.4: 44.8 30.6
Other: 100.0: 0.0 0.0 100.0 0.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 6 4 11 10 20 18:
Old : 28: 7 6 4 11 10 20 18:
Other: 2: 0 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 40.0 41.6 53.4 29.1 37.4 38.0 50.0
Old : 30.5 40.0 41.6 53.5 29.1 37.4 38.0 50.0
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 248,678: 62,456 70,027 1,400 159,101 128,534 222,957 199,961: 25,721 48,717
Old : 248,678: 62,456 70,027 1,400 159,101 128,534 222,957 199,961: 25,721 48,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,180: 3,880 5,241 -2,371 4 -2,611 1,513 259: -333 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 28.2 0.6 64.0 51.7 89.7 80.4: 10.3 19.6
Old : 100.0: 25.1 28.2 0.6 64.0 51.7 89.7 80.4: 10.3 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 18 49 5 44 66 65 117:
Old : 152: 18 49 5 44 66 65 117:
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 : 34.5 14.0 47.9 22.5 30.6 13.6 43.0 21.0
Old : 34.5 14.0 47.9 22.5 30.6 13.6 43.0 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 247,498: 58,576 64,786 3,771 159,097 131,145 221,444 199,702: 26,054 47,796
Old : 247,498: 58,576 64,786 3,771 159,097 131,145 221,444 199,702: 26,054 47,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 8,554: -183 1,377 -1,934 10,349 12,677 8,232 12,120: 322 -3,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 26.2 1.5 64.3 53.0 89.5 80.7: 10.5 19.3
Old : 100.0: 23.7 26.2 1.5 64.3 53.0 89.5 80.7: 10.5 19.3
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 : 155: 17 50 8 47 69 69 123:
Old : 155: 17 50 8 47 69 69 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 13.6 47.8 22.3 30.8 13.2 43.1 19.9
Old : 34.6 13.6 47.8 22.3 30.8 13.2 43.1 19.9
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,016,224: 387,675 331,464 200,775 1,262,431 1,176,943 1,850,881 1,709,181: 165,343 307,043
Old : 2,016,224: 387,675 331,464 200,775 1,262,431 1,176,943 1,850,881 1,709,181: 165,343 307,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -114,294: 29,448 47,708 -94,948 -28,406 -67,210 -93,906 -114,450: -20,388 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 16.4 10.0 62.6 58.4 91.8 84.8: 8.2 15.2
Old : 100.0: 19.2 16.4 10.0 62.6 58.4 91.8 84.8: 8.2 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 55 105 82 130 191 236 327:
Old : 367: 55 105 82 130 191 236 327:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 15.0 49.3 22.5 35.9 12.3 44.1 18.3
Old : 39.0 15.0 49.3 22.5 35.9 12.3 44.1 18.3
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, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,130,518: 358,228 283,756 295,723 1,290,837 1,244,152 1,944,788 1,823,631: 185,731 306,887
Old : 2,130,518: 358,228 283,756 295,723 1,290,837 1,244,152 1,944,788 1,823,631: 185,731 306,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -79,395: -19,943 -10,417 -27,247 -34,837 -5,873 -82,027 -43,537: 2,633 -35,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.3 13.9 60.6 58.4 91.3 85.6: 8.7 14.4
Old : 100.0: 16.8 13.3 13.9 60.6 58.4 91.3 85.6: 8.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 59 121 100 136 196 261 351:
Old : 393: 59 121 100 136 196 261 351:
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 14.5 47.1 22.4 32.9 11.3 39.8 16.5
Old : 36.0 14.5 47.1 22.4 32.9 11.3 39.8 16.5
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,312,191: 335,565 214,422 122,676 776,263 804,457 1,234,504 1,141,555: 77,687 170,636
Old : 1,312,191: 335,565 214,422 122,676 776,263 804,457 1,234,504 1,141,555: 77,687 170,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -67,237: -13,209 1,067 -33,678 -5,486 -24,259 -52,374 -56,870: -14,863 -10,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 16.3 9.3 59.2 61.3 94.1 87.0: 5.9 13.0
Old : 100.0: 25.6 16.3 9.3 59.2 61.3 94.1 87.0: 5.9 13.0
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 : 296: 50 86 56 91 142 169 256:
Old : 296: 50 86 56 91 142 169 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 17.7 41.9 27.1 20.5 16.5 35.5 24.5
Old : 24.5 17.7 41.9 27.1 20.5 16.5 35.5 24.5
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, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,379,428: 348,774 213,355 156,354 781,750 828,716 1,286,878 1,198,425: 92,550 181,003
Old : 1,379,428: 348,774 213,355 156,354 781,750 828,716 1,286,878 1,198,425: 92,550 181,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -209,551: -28,862 -8,035 -138,128 -27,968 -65,372 -194,958 -211,535: -14,592 1,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 15.5 11.3 56.7 60.1 93.3 86.9: 6.7 13.1
Old : 100.0: 25.3 15.5 11.3 56.7 60.1 93.3 86.9: 6.7 13.1
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 : 314: 62 85 61 99 150 187 270:
Old : 314: 62 85 61 99 150 187 270:
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 : 25.1 16.2 41.6 24.7 20.5 14.5 34.1 22.1
Old : 25.1 16.2 41.6 24.7 20.5 14.5 34.1 22.1
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 652,623: 185,081 52,281 194,054 241,166 387,794 620,302 634,129: 32,322 18,494
Old : 652,623: 185,081 52,281 194,054 241,166 387,794 620,302 634,129: 32,322 18,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 9,408: 6,556 13,073 -4,310 7,044 4 9,290 8,767: 118 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 8.0 29.7 37.0 59.4 95.0 97.2: 5.0 2.8
Old : 100.0: 28.4 8.0 29.7 37.0 59.4 95.0 97.2: 5.0 2.8
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 : 167: 58 26 44 73 69 148 122:
Old : 167: 58 26 44 73 69 148 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 30.1 39.6 44.6 18.1 24.3 25.9 32.9
Old : 26.5 30.1 39.6 44.6 18.1 24.3 25.9 32.9
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, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 643,215: 178,526 39,208 198,364 234,122 387,791 611,012 625,362: 32,204 17,853
Old : 643,215: 178,526 39,208 198,364 234,122 387,791 611,012 625,362: 32,204 17,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 1,373: -3,896 -2,022 -11,662 13,593 14,258 -1,965 575: 3,338 799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.1 30.8 36.4 60.3 95.0 97.2: 5.0 2.8
Old : 100.0: 27.8 6.1 30.8 36.4 60.3 95.0 97.2: 5.0 2.8
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 : 161: 58 21 42 72 69 143 119:
Old : 161: 58 21 42 72 69 143 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 30.1 40.5 44.6 18.0 24.6 25.9 32.7
Old : 26.7 30.1 40.5 44.6 18.0 24.6 25.9 32.7
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,173: 19,706 9,848 759 25,615 32,934 46,081 43,542: 5,093 7,632
Old : 51,173: 19,706 9,848 759 25,615 32,934 46,081 43,542: 5,093 7,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,389: 1,963 300 136 367 791 2,466 1,227: -1,076 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 19.2 1.5 50.1 64.4 90.0 85.1: 10.0 14.9
Old : 100.0: 38.5 19.2 1.5 50.1 64.4 90.0 85.1: 10.0 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 32 20 10 23 13 62 36:
Old : 83: 32 20 10 23 13 62 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 : 35.6 62.5 56.1 72.7 35.6 62.5 56.1 71.7
Old : 35.6 62.5 56.1 72.7 35.6 62.5 56.1 71.7
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, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,784: 17,743 9,548 623 25,249 32,143 43,615 42,315: 6,169 7,469
Old : 49,784: 17,743 9,548 623 25,249 32,143 43,615 42,315: 6,169 7,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -24,726: -2,227 -3,442 -1,789 -12,665 -6,986 -16,682 -12,217: -8,045 -12,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 19.2 1.3 50.7 64.6 87.6 85.0: 12.4 15.0
Old : 100.0: 35.6 19.2 1.3 50.7 64.6 87.6 85.0: 12.4 15.0
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 : 82: 33 19 10 21 12 61 34:
Old : 82: 33 19 10 21 12 61 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 63.7 54.3 73.2 36.4 63.7 54.3 72.7
Old : 36.4 63.7 54.3 73.2 36.4 63.7 54.3 72.7
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,844: 7,267 11,221 2,075 22,622 17,022 31,964 30,318: 7,880 9,526
Old : 39,844: 7,267 11,221 2,075 22,622 17,022 31,964 30,318: 7,880 9,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -4,604: 559 2,190 177 2,449 2,008 3,185 4,375: -7,789 -8,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 28.2 5.2 56.8 42.7 80.2 76.1: 19.8 23.9
Old : 100.0: 18.2 28.2 5.2 56.8 42.7 80.2 76.1: 19.8 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 24 27 15 22 15 56 47:
Old : 81: 24 27 15 22 15 56 47:
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 : 40.5 44.0 53.2 54.3 39.9 44.0 51.5 52.9
Old : 40.5 44.0 53.2 54.3 39.9 44.0 51.5 52.9
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, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,448: 6,708 9,031 1,898 20,173 15,014 28,779 25,943: 15,669 18,505
Old : 44,448: 6,708 9,031 1,898 20,173 15,014 28,779 25,943: 15,669 18,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -45,577: -7,377 -5,883 -5,184 -26,107 -37,810 -38,668 -48,877: -6,909 3,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 20.3 4.3 45.4 33.8 64.7 58.4: 35.3 41.6
Old : 100.0: 15.1 20.3 4.3 45.4 33.8 64.7 58.4: 35.3 41.6
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 : 75: 22 26 12 18 16 48 46:
Old : 75: 22 26 12 18 16 48 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 : 31.5 30.8 46.3 38.4 31.1 30.7 45.0 37.6
Old : 31.5 30.8 46.3 38.4 31.1 30.7 45.0 37.6
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,307: 2,031 6,400 1,006 32,906 27,529 35,943 34,935: 364 1,372
Old : 36,307: 2,031 6,400 1,006 32,906 27,529 35,943 34,935: 364 1,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -705: -295 -614 0 -577 -96 -872 -710: 167 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 17.6 2.8 90.6 75.8 99.0 96.2: 1.0 3.8
Old : 100.0: 5.6 17.6 2.8 90.6 75.8 99.0 96.2: 1.0 3.8
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 : 53: 4 21 2 17 15 23 36:
Old : 53: 4 21 2 17 15 23 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 : 52.6 51.9 79.6 72.3 52.6 51.4 79.5 71.8
Old : 52.6 51.9 79.6 72.3 52.6 51.4 79.5 71.8
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, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,012: 2,326 7,014 1,006 33,483 27,625 36,815 35,645: 197 1,367
Old : 37,012: 2,326 7,014 1,006 33,483 27,625 36,815 35,645: 197 1,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 278: 64 13 0 293 347 357 360: -79 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 19.0 2.7 90.5 74.6 99.5 96.3: 0.5 3.7
Old : 100.0: 6.3 19.0 2.7 90.5 74.6 99.5 96.3: 0.5 3.7
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 : 54: 4 22 2 17 15 23 37:
Old : 54: 4 22 2 17 15 23 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 50.9 80.2 71.1 53.7 50.4 80.1 70.6
Old : 53.7 50.9 80.2 71.1 53.7 50.4 80.1 70.6
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,126: 681 1,580 0 12,433 11,090 13,114 12,670: 12 456
Old : 13,126: 681 1,580 0 12,433 11,090 13,114 12,670: 12 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -386: 296 -76 0 -669 -122 -373 -198: -13 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 12.0 0.0 94.7 84.5 99.9 96.5: 0.1 3.5
Old : 100.0: 5.2 12.0 0.0 94.7 84.5 99.9 96.5: 0.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 7 0 8 10 10 17:
Old : 26: 2 7 0 8 10 10 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 : 82.6 74.7 97.2 86.1 82.6 71.8 96.8 83.2
Old : 82.6 74.7 97.2 86.1 82.6 71.8 96.8 83.2
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, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,512: 385 1,656 0 13,102 11,212 13,487 12,868: 25 644
Old : 13,512: 385 1,656 0 13,102 11,212 13,487 12,868: 25 644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 684: -194 -120 0 862 608 668 488: 16 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 12.3 0.0 97.0 83.0 99.8 95.2: 0.2 4.8
Old : 100.0: 2.8 12.3 0.0 97.0 83.0 99.8 95.2: 0.2 4.8
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 : 26: 2 8 0 8 9 10 17:
Old : 26: 2 8 0 8 9 10 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 : 81.1 74.0 97.0 85.2 81.1 71.2 96.0 82.4
Old : 81.1 74.0 97.0 85.2 81.1 71.2 96.0 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,011: 3,985 1,620 5,271 19,035 19,054 28,290 25,944: 2,720 5,067
Old : 31,011: 3,985 1,620 5,271 19,035 19,054 28,290 25,944: 2,720 5,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 884: 2 215 285 1,018 881 1,305 1,380: -420 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 5.2 17.0 61.4 61.4 91.2 83.7: 8.8 16.3
Old : 100.0: 12.9 5.2 17.0 61.4 61.4 91.2 83.7: 8.8 16.3
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 : 89: 22 11 17 35 44 64 65:
Old : 89: 22 11 17 35 44 64 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 25.5 54.5 40.7 37.8 24.2 45.1 36.3
Old : 39.4 25.5 54.5 40.7 37.8 24.2 45.1 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,126: 3,983 1,405 4,986 18,017 18,173 26,986 24,564: 3,141 5,562
Old : 30,126: 3,983 1,405 4,986 18,017 18,173 26,986 24,564: 3,141 5,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 1,156: 107 96 285 375 579 767 960: 389 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.7 16.5 59.8 60.3 89.6 81.5: 10.4 18.5
Old : 100.0: 13.2 4.7 16.5 59.8 60.3 89.6 81.5: 10.4 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 25 7 17 35 43 64 63:
Old : 87: 25 7 17 35 43 64 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 24.8 52.6 39.7 36.7 23.1 44.1 35.1
Old : 37.8 24.8 52.6 39.7 36.7 23.1 44.1 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 101,086: 24,319 4,944 18,192 38,810 43,492 81,321 66,628: 19,765 34,459
Old : 100,667: 24,367 4,869 18,144 38,669 43,408 81,180 66,421: 19,487 34,247
Other: 419: 0 123 0 141 84 141 207: 278 212
: : :
: : Changes in Commitments from: December 21, 2004 :
: 2,998: 114 475 1,059 752 168 1,925 1,701: 1,073 1,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.9 18.0 38.4 43.0 80.4 65.9: 19.6 34.1
Old : 100.0: 24.2 4.8 18.0 38.4 43.1 80.6 66.0: 19.4 34.0
Other: 100.0: 0.0 29.4 0.0 33.7 20.0 33.7 49.4: 66.3 50.6
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 53 35 48 31 37 121 92:
Old : 146: 53 35 48 31 37 121 92:
Other: 8: 0 2 0 4 3 4 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 24.0 33.8 31.5 24.8 22.7 33.7 29.7
Old : 25.0 24.1 34.0 31.6 24.9 22.9 33.9 29.9
Other: 33.7 49.2 33.7 49.4 30.8 46.5 30.8 46.5
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 98,088: 24,206 4,469 17,133 38,058 43,324 79,397 64,926: 18,692 33,162
Old : 97,712: 24,303 4,448 16,991 37,980 43,250 79,274 64,689: 18,439 33,023
Other: 376: 45 163 0 78 74 123 237: 253 139
: : :
: : Changes in Commitments from: December 14, 2004 :
: -8,414: 614 -324 -5,352 -3,160 -4,198 -7,898 -9,874: -517 1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.6 17.5 38.8 44.2 80.9 66.2: 19.1 33.8
Old : 100.0: 24.9 4.6 17.4 38.9 44.3 81.1 66.2: 18.9 33.8
Other: 100.0: 12.0 43.4 0.0 20.7 19.7 32.7 63.0: 67.3 37.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 54 31 50 30 35 119 92:
Old : 144: 54 33 50 30 35 119 92:
Other: 10: 2 2 0 3 3 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 25.1 34.6 32.7 25.2 23.8 34.5 31.1
Old : 25.4 25.2 34.8 32.8 25.3 24.0 34.6 31.3
Other: 32.4 62.8 32.7 63.0 32.4 62.8 32.7 63.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,033: 547 423 206 725 312 1,478 941: 555 1,092
Old : 2,033: 547 423 206 725 312 1,478 941: 555 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 50: -124 30 35 158 65 69 130: -19 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 20.8 10.1 35.7 15.3 72.7 46.3: 27.3 53.7
Old : 100.0: 26.9 20.8 10.1 35.7 15.3 72.7 46.3: 27.3 53.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 12 5 5 2 15 15:
Old : 24: 6 12 5 5 2 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 28.3 65.0 38.3 44.0 22.1 55.3 28.1
Old : 46.7 28.3 65.0 38.3 44.0 22.1 55.3 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,983: 671 393 171 567 247 1,409 812: 574 1,171
Old : 1,983: 671 393 171 567 247 1,409 812: 574 1,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -62: -81 -29 15 124 40 58 26: -120 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 19.8 8.6 28.6 12.5 71.1 40.9: 28.9 59.1
Old : 100.0: 33.8 19.8 8.6 28.6 12.5 71.1 40.9: 28.9 59.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 11 6 3 2 14 14:
Old : 21: 6 11 6 3 2 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 23.8 66.7 34.3 50.0 19.7 57.1 25.9
Old : 50.8 23.8 66.7 34.3 50.0 19.7 57.1 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 151,015: 39,860 8,654 27,272 67,514 79,310 134,645 115,235: 16,370 35,780
Old : 151,015: 39,860 8,654 27,272 67,514 79,310 134,645 115,235: 16,370 35,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 7,708: 4,226 -1,621 1,478 1,478 5,641 7,182 5,497: 526 2,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 5.7 18.1 44.7 52.5 89.2 76.3: 10.8 23.7
Old : 100.0: 26.4 5.7 18.1 44.7 52.5 89.2 76.3: 10.8 23.7
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 : 206: 59 34 44 59 99 137 161:
Old : 206: 59 34 44 59 99 137 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 14.4 39.6 23.7 19.7 9.6 32.1 16.4
Old : 23.0 14.4 39.6 23.7 19.7 9.6 32.1 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 143,307: 35,634 10,275 25,794 66,035 73,669 127,463 109,738: 15,844 33,569
Old : 143,307: 35,634 10,275 25,794 66,035 73,669 127,463 109,738: 15,844 33,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 11,694: 8,904 -889 2,381 1,508 6,187 12,793 7,680: -1,099 4,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 7.2 18.0 46.1 51.4 88.9 76.6: 11.1 23.4
Old : 100.0: 24.9 7.2 18.0 46.1 51.4 88.9 76.6: 11.1 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 : 189: 50 34 44 56 94 124 155:
Old : 189: 50 34 44 56 94 124 155:
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 : 23.9 15.6 41.0 25.0 20.5 10.0 34.1 18.2
Old : 23.9 15.6 41.0 25.0 20.5 10.0 34.1 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,345: 840 542 501 815 1,747 2,156 2,790: 2,190 1,556
Old : 4,345: 840 542 501 815 1,747 2,156 2,790: 2,190 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 327: 252 -156 44 -113 277 183 164: 144 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 12.5 11.5 18.8 40.2 49.6 64.2: 50.4 35.8
Old : 100.0: 19.3 12.5 11.5 18.8 40.2 49.6 64.2: 50.4 35.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 6 10 6 14 26 26:
Old : 36: 16 6 10 6 14 26 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 : 16.7 34.9 27.6 47.9 13.4 34.8 21.6 43.4
Old : 16.7 34.9 27.6 47.9 13.4 34.8 21.6 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,018: 588 698 457 928 1,470 1,973 2,625: 2,046 1,393
Old : 4,018: 588 698 457 928 1,470 1,973 2,625: 2,046 1,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 193: -73 32 99 -94 -140 -68 -9: 261 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 17.4 11.4 23.1 36.6 49.1 65.3: 50.9 34.7
Old : 100.0: 14.6 17.4 11.4 23.1 36.6 49.1 65.3: 50.9 34.7
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 : 38: 15 6 10 9 12 27 26:
Old : 38: 15 6 10 9 12 27 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 : 16.0 34.5 25.9 46.5 14.7 34.5 23.6 44.2
Old : 16.0 34.5 25.9 46.5 14.7 34.5 23.6 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 19,225: 3,705 829 3,805 6,765 3,950 14,275 8,584: 4,951 10,641
Old : 19,225: 3,705 829 3,805 6,765 3,950 14,275 8,584: 4,951 10,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 344: 377 138 -139 -28 -137 211 -138: 133 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 4.3 19.8 35.2 20.5 74.2 44.6: 25.8 55.4
Old : 100.0: 19.3 4.3 19.8 35.2 20.5 74.2 44.6: 25.8 55.4
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 : 100: 26 21 26 38 36 79 69:
Old : 100: 26 21 26 38 36 79 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 12.5 33.1 19.8 19.7 5.9 27.6 9.1
Old : 20.4 12.5 33.1 19.8 19.7 5.9 27.6 9.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 18,881: 3,327 691 3,944 6,793 4,088 14,064 8,722: 4,817 10,159
Old : 18,881: 3,327 691 3,944 6,793 4,088 14,064 8,722: 4,817 10,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 9: 1,168 -1,288 2 -948 625 223 -661: -214 669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 3.7 20.9 36.0 21.6 74.5 46.2: 25.5 53.8
Old : 100.0: 17.6 3.7 20.9 36.0 21.6 74.5 46.2: 25.5 53.8
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 : 103: 29 18 29 38 37 82 72:
Old : 103: 29 18 29 38 37 82 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 12.9 31.5 20.1 18.3 5.9 27.3 9.0
Old : 19.5 12.9 31.5 20.1 18.3 5.9 27.3 9.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 73,358: 19,868 13,362 979 19,315 43,398 40,161 57,739: 33,197 15,619
Old : 73,358: 19,868 13,362 979 19,315 43,398 40,161 57,739: 33,197 15,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 655: -1,311 -991 8 2,269 3,033 966 2,051: -312 -1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 18.2 1.3 26.3 59.2 54.7 78.7: 45.3 21.3
Old : 100.0: 27.1 18.2 1.3 26.3 59.2 54.7 78.7: 45.3 21.3
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 : 53: 16 9 7 20 18 37 33:
Old : 53: 16 9 7 20 18 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 40.8 30.5 56.9 18.7 40.8 28.9 56.2
Old : 18.9 40.8 30.5 56.9 18.7 40.8 28.9 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 72,704: 21,179 14,353 971 17,045 40,365 39,195 55,689: 33,508 17,015
Old : 72,704: 21,179 14,353 971 17,045 40,365 39,195 55,689: 33,508 17,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -35,736: -1,530 1,357 25 -35,440 -28,074 -36,945 -26,692: 1,209 -9,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 19.7 1.3 23.4 55.5 53.9 76.6: 46.1 23.4
Old : 100.0: 29.1 19.7 1.3 23.4 55.5 53.9 76.6: 46.1 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 : 56: 20 8 7 19 19 40 33:
Old : 56: 20 8 7 19 19 40 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 37.9 25.6 53.8 16.3 37.9 25.3 53.1
Old : 16.3 37.9 25.6 53.8 16.3 37.9 25.3 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 61,325: 33,718 8,739 203 7,955 44,575 41,876 53,517: 19,450 7,808
Old : 61,325: 33,718 8,739 203 7,955 44,575 41,876 53,517: 19,450 7,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 3,306: 3,657 -9,814 -191 -1,311 12,961 2,155 2,956: 1,151 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 14.3 0.3 13.0 72.7 68.3 87.3: 31.7 12.7
Old : 100.0: 55.0 14.3 0.3 13.0 72.7 68.3 87.3: 31.7 12.7
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 : 38: 21 3 2 8 9 29 14:
Old : 38: 21 3 2 8 9 29 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 66.8 38.5 82.4 24.8 66.7 38.5 81.4
Old : 24.8 66.8 38.5 82.4 24.8 66.7 38.5 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 58,019: 30,061 18,553 394 9,266 31,614 39,720 50,561: 18,299 7,459
Old : 58,019: 30,061 18,553 394 9,266 31,614 39,720 50,561: 18,299 7,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 122: -4,208 1,794 -60 4,108 -1,483 -160 251: 282 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 32.0 0.7 16.0 54.5 68.5 87.1: 31.5 12.9
Old : 100.0: 51.8 32.0 0.7 16.0 54.5 68.5 87.1: 31.5 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 21 4 2 11 8 32 14:
Old : 40: 21 4 2 11 8 32 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 58.3 38.7 79.2 25.3 58.2 38.7 78.5
Old : 25.3 58.3 38.7 79.2 25.3 58.2 38.7 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 85,854: 54,120 6,203 693 21,012 72,719 75,825 79,614: 10,029 6,240
Old : 85,854: 54,120 6,203 693 21,012 72,719 75,825 79,614: 10,029 6,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -100: -2,976 -30 667 2,712 -718 403 -80: -503 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 7.2 0.8 24.5 84.7 88.3 92.7: 11.7 7.3
Old : 100.0: 63.0 7.2 0.8 24.5 84.7 88.3 92.7: 11.7 7.3
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 : 89: 47 13 2 17 18 66 31:
Old : 89: 47 13 2 17 18 66 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 59.6 49.7 77.8 34.0 58.9 49.7 76.8
Old : 34.0 59.6 49.7 77.8 34.0 58.9 49.7 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 85,954: 57,096 6,233 25 18,300 73,436 75,422 79,694: 10,532 6,259
Old : 85,954: 57,096 6,233 25 18,300 73,436 75,422 79,694: 10,532 6,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 2,683: 730 -163 -200 1,419 2,160 1,949 1,797: 734 886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 7.3 0.0 21.3 85.4 87.7 92.7: 12.3 7.3
Old : 100.0: 66.4 7.3 0.0 21.3 85.4 87.7 92.7: 12.3 7.3
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 : 87: 47 11 1 17 18 65 29:
Old : 87: 47 11 1 17 18 65 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 62.1 51.7 80.0 34.3 61.8 51.7 79.4
Old : 34.3 62.1 51.7 80.0 34.3 61.8 51.7 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 80,151: 32,966 12,940 1,016 20,036 53,730 54,017 67,686: 26,134 12,465
Old : 80,151: 32,966 12,940 1,016 20,036 53,730 54,017 67,686: 26,134 12,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -3,482: -4,284 10,368 -98 1,997 -12,873 -2,384 -2,603: -1,098 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 16.1 1.3 25.0 67.0 67.4 84.4: 32.6 15.6
Old : 100.0: 41.1 16.1 1.3 25.0 67.0 67.4 84.4: 32.6 15.6
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 : 54: 24 11 7 11 13 40 26:
Old : 54: 24 11 7 11 13 40 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 : 23.2 54.0 36.1 75.5 23.2 54.0 36.1 74.1
Old : 23.2 54.0 36.1 75.5 23.2 54.0 36.1 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 83,633: 37,249 2,572 1,114 18,038 66,603 56,401 70,289: 27,232 13,345
Old : 83,633: 37,249 2,572 1,114 18,038 66,603 56,401 70,289: 27,232 13,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 3,820: -3,724 251 306 7,240 2,457 3,821 3,013: -1 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 3.1 1.3 21.6 79.6 67.4 84.0: 32.6 16.0
Old : 100.0: 44.5 3.1 1.3 21.6 79.6 67.4 84.0: 32.6 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 28 7 6 11 13 42 23:
Old : 54: 28 7 6 11 13 42 23:
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 54.1 35.0 75.6 21.7 54.1 35.0 74.3
Old : 21.7 54.1 35.0 75.6 21.7 54.1 35.0 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 175,964: 39,988 11,362 2,569 94,900 143,815 137,456 157,746: 38,507 18,218
Old : 175,964: 39,988 11,362 2,569 94,900 143,815 137,456 157,746: 38,507 18,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 4,976: 6,657 -1,508 -86 -3,019 8,539 3,552 6,945: 1,424 -1,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 6.5 1.5 53.9 81.7 78.1 89.6: 21.9 10.4
Old : 100.0: 22.7 6.5 1.5 53.9 81.7 78.1 89.6: 21.9 10.4
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 : 74: 33 13 10 18 22 52 44:
Old : 74: 33 13 10 18 22 52 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 61.7 56.4 74.7 28.0 48.0 35.9 55.0
Old : 46.7 61.7 56.4 74.7 28.0 48.0 35.9 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 170,988: 33,330 12,870 2,656 97,918 135,275 133,904 150,801: 37,083 20,186
Old : 170,988: 33,330 12,870 2,656 97,918 135,275 133,904 150,801: 37,083 20,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -676: 435 625 -602 -1,332 -754 -1,500 -731: 824 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 7.5 1.6 57.3 79.1 78.3 88.2: 21.7 11.8
Old : 100.0: 19.5 7.5 1.6 57.3 79.1 78.3 88.2: 21.7 11.8
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 : 72: 31 13 9 19 21 52 41:
Old : 72: 31 13 9 19 21 52 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 59.1 56.7 73.7 28.6 44.1 34.9 52.4
Old : 47.8 59.1 56.7 73.7 28.6 44.1 34.9 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 194,126: 50,948 31,615 19,485 55,159 72,674 125,593 123,775: 68,533 70,351
Old : 194,126: 50,948 31,615 19,485 55,159 72,674 125,593 123,775: 68,533 70,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 14,763: 12,285 -20,456 3,262 -1,665 20,423 13,883 3,229: 881 11,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 16.3 10.0 28.4 37.4 64.7 63.8: 35.3 36.2
Old : 100.0: 26.2 16.3 10.0 28.4 37.4 64.7 63.8: 35.3 36.2
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 : 106: 39 32 27 31 23 86 66:
Old : 106: 39 32 27 31 23 86 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 : 19.1 26.4 27.8 39.4 14.1 25.7 21.5 35.8
Old : 19.1 26.4 27.8 39.4 14.1 25.7 21.5 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 179,363: 38,663 52,072 16,223 56,824 52,251 111,710 120,546: 67,653 58,817
Old : 179,363: 38,663 52,072 16,223 56,824 52,251 111,710 120,546: 67,653 58,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 13,316: 2,520 -256 1,489 4,180 6,222 8,189 7,456: 5,127 5,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 29.0 9.0 31.7 29.1 62.3 67.2: 37.7 32.8
Old : 100.0: 21.6 29.0 9.0 31.7 29.1 62.3 67.2: 37.7 32.8
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 : 94: 35 26 26 29 23 79 60:
Old : 94: 35 26 26 29 23 79 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 30.5 27.4 45.4 17.4 30.1 24.8 42.2
Old : 18.2 30.5 27.4 45.4 17.4 30.1 24.8 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 40,657: 10,186 0 100 28,214 36,882 38,500 36,982: 2,157 3,675
Old : 40,657: 10,186 0 100 28,214 36,882 38,500 36,982: 2,157 3,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,135: 1,286 -354 0 -92 1,172 1,194 818: -59 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 0.2 69.4 90.7 94.7 91.0: 5.3 9.0
Old : 100.0: 25.1 0.0 0.2 69.4 90.7 94.7 91.0: 5.3 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 0 1 15 25 18 26:
Old : 34: 3 0 1 15 25 18 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 : 50.3 34.7 73.9 53.6 47.6 27.3 60.2 42.7
Old : 50.3 34.7 73.9 53.6 47.6 27.3 60.2 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 39,522: 8,900 354 100 28,306 35,710 37,306 36,164: 2,216 3,358
Old : 39,522: 8,900 354 100 28,306 35,710 37,306 36,164: 2,216 3,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 5,674: -448 -586 0 4,938 5,161 4,490 4,575: 1,184 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 0.9 0.3 71.6 90.4 94.4 91.5: 5.6 8.5
Old : 100.0: 22.5 0.9 0.3 71.6 90.4 94.4 91.5: 5.6 8.5
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 : 36: 3 1 1 16 25 19 27:
Old : 36: 3 1 1 16 25 19 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 32.6 72.8 53.1 45.4 28.2 59.0 43.8
Old : 46.5 32.6 72.8 53.1 45.4 28.2 59.0 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 9,498,370: 622,294 743,103 2,738,027 5,717,317 5,336,497 9,077,639 8,817,628: 420,731 680,743
Old : 9,498,370: 622,294 743,103 2,738,027 5,717,317 5,336,497 9,077,639 8,817,628: 420,731 680,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 116,641: 39,004 60,235 -35,923 154,752 119,032 157,833 143,345: -41,192 -26,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.8 28.8 60.2 56.2 95.6 92.8: 4.4 7.2
Old : 100.0: 6.6 7.8 28.8 60.2 56.2 95.6 92.8: 4.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 73 110 141 187 204 342 389:
Old : 414: 73 110 141 187 204 342 389:
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 10.8 36.5 20.1 18.7 8.4 27.4 13.4
Old : 23.4 10.8 36.5 20.1 18.7 8.4 27.4 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 9,381,729: 583,291 682,868 2,773,950 5,562,565 5,217,465 8,919,806 8,674,283: 461,923 707,446
Old : 9,381,729: 583,291 682,868 2,773,950 5,562,565 5,217,465 8,919,806 8,674,283: 461,923 707,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 501,266: 35,888 159,522 231,883 296,345 181,910 564,117 573,315: -62,851 -72,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.3 29.6 59.3 55.6 95.1 92.5: 4.9 7.5
Old : 100.0: 6.2 7.3 29.6 59.3 55.6 95.1 92.5: 4.9 7.5
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 : 415: 77 111 145 185 203 344 390:
Old : 415: 77 111 145 185 203 344 390:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 11.0 35.8 20.4 18.6 8.5 26.6 13.2
Old : 23.1 11.0 35.8 20.4 18.6 8.5 26.6 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 714,323: 58,254 59,572 23,830 467,973 517,926 550,056 601,328: 164,267 112,995
Old : 714,323: 58,254 59,572 23,830 467,973 517,926 550,056 601,328: 164,267 112,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -830: -696 -811 2,915 -194 2,117 2,025 4,221: -2,855 -5,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.3 3.3 65.5 72.5 77.0 84.2: 23.0 15.8
Old : 100.0: 8.2 8.3 3.3 65.5 72.5 77.0 84.2: 23.0 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 44 32 41 95 67 161 118:
Old : 192: 44 32 41 95 67 161 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 30.5 28.4 43.6 19.0 30.4 27.4 43.5
Old : 19.8 30.5 28.4 43.6 19.0 30.4 27.4 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 715,153: 58,949 60,383 20,915 468,167 515,809 548,031 597,107: 167,122 118,046
Old : 715,153: 58,949 60,383 20,915 468,167 515,809 548,031 597,107: 167,122 118,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -146,181: -14,163 -10,972 -23,211 -59,592 -47,150 -96,966 -81,333: -49,214 -64,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.4 2.9 65.5 72.1 76.6 83.5: 23.4 16.5
Old : 100.0: 8.2 8.4 2.9 65.5 72.1 76.6 83.5: 23.4 16.5
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 : 188: 43 31 38 93 66 158 113:
Old : 188: 43 31 38 93 66 158 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 30.7 28.5 43.5 19.1 30.6 27.5 43.4
Old : 19.9 30.7 28.5 43.5 19.1 30.6 27.5 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 748,775: 191,686 82,161 11,916 311,827 596,594 515,428 690,670: 233,347 58,105
Old : 748,775: 191,686 82,161 11,916 311,827 596,594 515,428 690,670: 233,347 58,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 16,043: -12,084 -7,974 1,535 22,103 32,492 11,554 26,053: 4,489 -10,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 11.0 1.6 41.6 79.7 68.8 92.2: 31.2 7.8
Old : 100.0: 25.6 11.0 1.6 41.6 79.7 68.8 92.2: 31.2 7.8
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 : 252: 77 73 27 69 67 166 147:
Old : 252: 77 73 27 69 67 166 147:
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 : 20.7 40.8 30.9 58.4 20.6 36.8 29.2 53.4
Old : 20.7 40.8 30.9 58.4 20.6 36.8 29.2 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 732,733: 203,770 90,135 10,381 289,724 564,102 503,874 664,617: 228,858 68,115
Old : 732,733: 203,770 90,135 10,381 289,724 564,102 503,874 664,617: 228,858 68,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -577,728: -67,550 -99,809 -55,182 -283,108 -350,275 -405,840 -505,266: -171,887 -72,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 12.3 1.4 39.5 77.0 68.8 90.7: 31.2 9.3
Old : 100.0: 27.8 12.3 1.4 39.5 77.0 68.8 90.7: 31.2 9.3
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 : 251: 74 72 20 67 70 156 147:
Old : 251: 74 72 20 67 70 156 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 41.4 29.9 55.8 20.2 36.6 28.2 50.9
Old : 20.3 41.4 29.9 55.8 20.2 36.6 28.2 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,122: 1,746 256 0 8,743 11,604 10,489 11,860: 2,633 1,262
Old : 13,122: 1,746 256 0 8,743 11,604 10,489 11,860: 2,633 1,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 24: 126 146 0 -145 -467 -19 -321: 43 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 2.0 0.0 66.6 88.4 79.9 90.4: 20.1 9.6
Old : 100.0: 13.3 2.0 0.0 66.6 88.4 79.9 90.4: 20.1 9.6
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 : 46: 6 2 0 23 16 29 18:
Old : 46: 6 2 0 23 16 29 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 45.5 44.5 68.9 27.0 45.5 44.5 68.5
Old : 27.0 45.5 44.5 68.9 27.0 45.5 44.5 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,098: 1,620 110 0 8,888 12,071 10,508 12,181: 2,590 917
Old : 13,098: 1,620 110 0 8,888 12,071 10,508 12,181: 2,590 917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -6,371: 83 -892 -694 -4,609 -2,866 -5,220 -4,452: -1,151 -1,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.8 0.0 67.9 92.2 80.2 93.0: 19.8 7.0
Old : 100.0: 12.4 0.8 0.0 67.9 92.2 80.2 93.0: 19.8 7.0
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 : 44: 5 1 0 22 18 27 19:
Old : 44: 5 1 0 22 18 27 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 45.7 45.7 69.1 27.2 45.7 45.6 68.9
Old : 27.2 45.7 45.7 69.1 27.2 45.7 45.6 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 22,130: 2,789 3,665 141 16,354 15,697 19,284 19,503: 2,846 2,627
Old : 22,130: 2,789 3,665 141 16,354 15,697 19,284 19,503: 2,846 2,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,192: 729 -435 45 145 1,043 919 653: 273 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.6 0.6 73.9 70.9 87.1 88.1: 12.9 11.9
Old : 100.0: 12.6 16.6 0.6 73.9 70.9 87.1 88.1: 12.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 8 5 2 25 19 35 24:
Old : 51: 8 5 2 25 19 35 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 42.0 52.8 64.4 38.0 40.2 51.5 62.6
Old : 38.1 42.0 52.8 64.4 38.0 40.2 51.5 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 20,938: 2,060 4,100 96 16,209 14,654 18,365 18,850: 2,573 2,088
Old : 20,938: 2,060 4,100 96 16,209 14,654 18,365 18,850: 2,573 2,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -25,818: -5,761 55 -3,058 -9,738 -21,248 -18,557 -24,251: -7,261 -1,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 19.6 0.5 77.4 70.0 87.7 90.0: 12.3 10.0
Old : 100.0: 9.8 19.6 0.5 77.4 70.0 87.7 90.0: 12.3 10.0
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 : 50: 5 7 1 24 19 30 26:
Old : 50: 5 7 1 24 19 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 42.9 61.2 61.3 46.3 39.6 60.6 58.0
Old : 46.3 42.9 61.2 61.3 46.3 39.6 60.6 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 65,249: 13,273 13,119 227 32,292 43,970 45,791 57,316: 19,458 7,933
Old : 65,249: 13,273 13,119 227 32,292 43,970 45,791 57,316: 19,458 7,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,788: -1,809 833 -147 1,562 -1,269 -394 -583: -1,394 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 20.1 0.3 49.5 67.4 70.2 87.8: 29.8 12.2
Old : 100.0: 20.3 20.1 0.3 49.5 67.4 70.2 87.8: 29.8 12.2
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 : 130: 25 33 3 52 33 79 67:
Old : 130: 25 33 3 52 33 79 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 45.8 33.0 60.0 21.4 44.1 32.4 58.1
Old : 21.9 45.8 33.0 60.0 21.4 44.1 32.4 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 67,037: 15,082 12,285 374 30,730 45,240 46,186 57,899: 20,852 9,138
Old : 67,037: 15,082 12,285 374 30,730 45,240 46,186 57,899: 20,852 9,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -57,058: -2,907 2,729 -4,929 -42,989 -5,482 -50,825 -7,682: -6,233 -49,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 18.3 0.6 45.8 67.5 68.9 86.4: 31.1 13.6
Old : 100.0: 22.5 18.3 0.6 45.8 67.5 68.9 86.4: 31.1 13.6
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 : 130: 26 34 4 48 34 77 70:
Old : 130: 26 34 4 48 34 77 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 44.2 33.6 57.5 21.2 42.5 33.1 55.6
Old : 21.7 44.2 33.6 57.5 21.2 42.5 33.1 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 267,379: 134,448 38,683 3,196 103,885 155,330 241,529 197,209: 25,850 70,170
Old : 267,379: 134,448 38,683 3,196 103,885 155,330 241,529 197,209: 25,850 70,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 20,061: 4,996 4,733 1,814 12,506 11,295 19,315 17,842: 746 2,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 14.5 1.2 38.9 58.1 90.3 73.8: 9.7 26.2
Old : 100.0: 50.3 14.5 1.2 38.9 58.1 90.3 73.8: 9.7 26.2
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 : 221: 88 61 11 43 40 137 106:
Old : 221: 88 61 11 43 40 137 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 30.1 44.6 44.3 26.8 29.3 40.2 40.2
Old : 28.0 30.1 44.6 44.3 26.8 29.3 40.2 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 247,317: 129,452 33,950 1,382 91,380 144,035 222,214 179,367: 25,103 67,951
Old : 247,317: 129,452 33,950 1,382 91,380 144,035 222,214 179,367: 25,103 67,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -295,772: -19,382 -33,975 -16,838 -34,812 -229,017 -71,032 -279,829: -224,740 -15,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 13.7 0.6 36.9 58.2 89.8 72.5: 10.2 27.5
Old : 100.0: 52.3 13.7 0.6 36.9 58.2 89.8 72.5: 10.2 27.5
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 : 221: 90 55 10 45 42 141 101:
Old : 221: 90 55 10 45 42 141 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 31.2 42.9 43.3 27.7 30.4 38.8 38.8
Old : 28.8 31.2 42.9 43.3 27.7 30.4 38.8 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 62,804: 30,330 213 300 8,776 52,174 39,407 52,688: 23,397 10,117
Old : 62,804: 30,330 213 300 8,776 52,174 39,407 52,688: 23,397 10,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,898: 1,261 52 72 -548 2,972 785 3,097: 1,113 -1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 0.3 0.5 14.0 83.1 62.7 83.9: 37.3 16.1
Old : 100.0: 48.3 0.3 0.5 14.0 83.1 62.7 83.9: 37.3 16.1
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 : 36: 18 1 1 8 15 27 16:
Old : 36: 18 1 1 8 15 27 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 : 25.5 52.9 40.8 73.2 25.5 52.7 40.8 72.7
Old : 25.5 52.9 40.8 73.2 25.5 52.7 40.8 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 60,906: 29,069 161 228 9,324 49,201 38,622 49,591: 22,284 11,315
Old : 60,906: 29,069 161 228 9,324 49,201 38,622 49,591: 22,284 11,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 2,297: -272 48 -320 1,332 1,571 740 1,299: 1,557 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 0.3 0.4 15.3 80.8 63.4 81.4: 36.6 18.6
Old : 100.0: 47.7 0.3 0.4 15.3 80.8 63.4 81.4: 36.6 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 18 1 1 7 14 26 15:
Old : 35: 18 1 1 7 14 26 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 52.2 41.0 71.5 26.2 52.1 40.6 71.2
Old : 26.2 52.2 41.0 71.5 26.2 52.1 40.6 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 20,586: 1,811 5,386 21 14,838 12,068 16,670 17,475: 3,916 3,111
Old : 20,586: 1,811 5,386 21 14,838 12,068 16,670 17,475: 3,916 3,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -519: 7 -204 0 -277 64 -270 -140: -249 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 26.2 0.1 72.1 58.6 81.0 84.9: 19.0 15.1
Old : 100.0: 8.8 26.2 0.1 72.1 58.6 81.0 84.9: 19.0 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 : 82: 7 18 1 40 21 48 39:
Old : 82: 7 18 1 40 21 48 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 34.0 38.6 46.8 24.7 34.0 37.8 46.8
Old : 25.5 34.0 38.6 46.8 24.7 34.0 37.8 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 21,105: 1,804 5,590 21 15,115 12,004 16,940 17,615: 4,165 3,490
Old : 21,105: 1,804 5,590 21 15,115 12,004 16,940 17,615: 4,165 3,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -18,618: -2,362 -1,698 -1,648 -12,734 -3,652 -16,744 -6,998: -1,875 -11,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 26.5 0.1 71.6 56.9 80.3 83.5: 19.7 16.5
Old : 100.0: 8.5 26.5 0.1 71.6 56.9 80.3 83.5: 19.7 16.5
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 : 83: 7 19 1 40 22 48 41:
Old : 83: 7 19 1 40 22 48 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 32.5 37.7 44.9 24.1 32.5 37.0 44.9
Old : 24.9 32.5 37.7 44.9 24.1 32.5 37.0 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 101,381: 18,356 18,161 568 71,818 77,784 90,742 96,513: 10,639 4,868
Old : 101,381: 18,356 18,161 568 71,818 77,784 90,742 96,513: 10,639 4,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -3,264: 1,118 -2,918 10 -558 2,732 570 -176: -3,834 -3,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 17.9 0.6 70.8 76.7 89.5 95.2: 10.5 4.8
Old : 100.0: 18.1 17.9 0.6 70.8 76.7 89.5 95.2: 10.5 4.8
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 : 111: 24 28 6 38 37 65 68:
Old : 111: 24 28 6 38 37 65 68:
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 : 36.9 41.3 53.1 55.4 36.1 40.1 50.9 52.8
Old : 36.9 41.3 53.1 55.4 36.1 40.1 50.9 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 104,645: 17,238 21,079 558 72,376 75,052 90,172 96,689: 14,473 7,956
Old : 104,645: 17,238 21,079 558 72,376 75,052 90,172 96,689: 14,473 7,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -85,728: -4,605 -22,573 -5,249 -29,745 -57,681 -39,599 -85,503: -46,129 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 20.1 0.5 69.2 71.7 86.2 92.4: 13.8 7.6
Old : 100.0: 16.5 20.1 0.5 69.2 71.7 86.2 92.4: 13.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 25 28 5 36 34 64 64:
Old : 108: 25 28 5 36 34 64 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 40.6 52.9 54.9 34.7 40.0 48.5 53.2
Old : 35.4 40.6 52.9 54.9 34.7 40.0 48.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 29,474: 11,467 8,975 937 10,030 15,732 22,434 25,644: 7,040 3,830
Old : 29,474: 11,467 8,975 937 10,030 15,732 22,434 25,644: 7,040 3,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 616: 1,218 703 -7 137 628 1,348 1,324: -732 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 30.5 3.2 34.0 53.4 76.1 87.0: 23.9 13.0
Old : 100.0: 38.9 30.5 3.2 34.0 53.4 76.1 87.0: 23.9 13.0
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 : 101: 37 22 4 23 21 62 46:
Old : 101: 37 22 4 23 21 62 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 : 17.6 31.3 28.1 45.5 17.2 31.3 27.2 45.1
Old : 17.6 31.3 28.1 45.5 17.2 31.3 27.2 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 28,858: 10,249 8,272 944 9,893 15,104 21,086 24,320: 7,772 4,538
Old : 28,858: 10,249 8,272 944 9,893 15,104 21,086 24,320: 7,772 4,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -1,772: 547 -2,221 79 -2,639 1,016 -2,013 -1,126: 241 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 28.7 3.3 34.3 52.3 73.1 84.3: 26.9 15.7
Old : 100.0: 35.5 28.7 3.3 34.3 52.3 73.1 84.3: 26.9 15.7
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 : 93: 33 20 4 21 21 57 44:
Old : 93: 33 20 4 21 21 57 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 32.5 30.4 45.5 19.3 32.3 29.1 45.3
Old : 20.0 32.5 30.4 45.5 19.3 32.3 29.1 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 7,182: 3,034 883 0 1,767 290 4,801 1,173: 2,381 6,009
Old : 7,182: 3,034 883 0 1,767 290 4,801 1,173: 2,381 6,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -2,836: 987 32 -316 765 -2,800 1,436 -3,084: -4,272 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 12.3 0.0 24.6 4.0 66.8 16.3: 33.2 83.7
Old : 100.0: 42.2 12.3 0.0 24.6 4.0 66.8 16.3: 33.2 83.7
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 : 20: 8 6 0 5 2 13 8:
Old : 20: 8 6 0 5 2 13 8:
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 : 42.5 10.5 57.9 16.3 41.1 10.5 56.5 14.9
Old : 42.5 10.5 57.9 16.3 41.1 10.5 56.5 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 112,612: 475 6,593 2,574 46,087 77,949 49,136 87,116: 63,475 25,496
Old : 112,612: 475 6,593 2,574 46,087 77,949 49,136 87,116: 63,475 25,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 821: -264 1 0 -41 1,202 -305 1,203: 1,126 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.9 2.3 40.9 69.2 43.6 77.4: 56.4 22.6
Old : 100.0: 0.4 5.9 2.3 40.9 69.2 43.6 77.4: 56.4 22.6
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 : 46: 4 14 3 13 23 19 39:
Old : 46: 4 14 3 13 23 19 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 58.2 41.9 66.8 5.2 29.7 5.9 33.9
Old : 38.4 58.2 41.9 66.8 5.2 29.7 5.9 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 111,791: 739 6,592 2,574 46,128 76,747 49,441 85,913: 62,349 25,878
Old : 111,791: 739 6,592 2,574 46,128 76,747 49,441 85,913: 62,349 25,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -4,015: 83 -330 0 1,880 -3,675 1,963 -4,005: -5,978 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 5.9 2.3 41.3 68.7 44.2 76.9: 55.8 23.1
Old : 100.0: 0.7 5.9 2.3 41.3 68.7 44.2 76.9: 55.8 23.1
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 : 45: 5 14 3 12 22 19 38:
Old : 45: 5 14 3 12 22 19 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 : 39.1 58.5 42.5 67.2 5.3 29.2 5.8 33.2
Old : 39.1 58.5 42.5 67.2 5.3 29.2 5.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 118,637: 43,168 3,974 15,930 23,253 88,075 82,351 107,980: 36,286 10,657
Old : 118,637: 43,168 3,974 15,930 23,253 88,075 82,351 107,980: 36,286 10,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -2,853: -571 130 -2,252 -1,185 -1,649 -4,008 -3,771: 1,155 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 3.3 13.4 19.6 74.2 69.4 91.0: 30.6 9.0
Old : 100.0: 36.4 3.3 13.4 19.6 74.2 69.4 91.0: 30.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 89 20 42 24 34 129 82:
Old : 151: 89 20 42 24 34 129 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 32.4 27.1 49.7 14.3 28.1 20.5 42.3
Old : 18.9 32.4 27.1 49.7 14.3 28.1 20.5 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 121,490: 43,738 3,844 18,182 24,438 89,725 86,358 111,751: 35,131 9,739
Old : 121,490: 43,738 3,844 18,182 24,438 89,725 86,358 111,751: 35,131 9,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -2,096: -3,843 1,032 957 1,036 -4,107 -1,851 -2,118: -245 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 3.2 15.0 20.1 73.9 71.1 92.0: 28.9 8.0
Old : 100.0: 36.0 3.2 15.0 20.1 73.9 71.1 92.0: 28.9 8.0
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 : 163: 101 18 51 24 37 139 94:
Old : 163: 101 18 51 24 37 139 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 32.4 26.3 49.5 13.8 27.0 19.9 41.6
Old : 18.5 32.4 26.3 49.5 13.8 27.0 19.9 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 97,973: 33,823 5,771 13,986 34,791 70,325 82,600 90,083: 15,373 7,891
Old : 97,973: 33,823 5,771 13,986 34,791 70,325 82,600 90,083: 15,373 7,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 6,936: 4,528 1,386 1,299 -423 3,547 5,405 6,232: 1,531 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 5.9 14.3 35.5 71.8 84.3 91.9: 15.7 8.1
Old : 100.0: 34.5 5.9 14.3 35.5 71.8 84.3 91.9: 15.7 8.1
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 : 145: 69 26 29 35 39 115 86:
Old : 145: 69 26 29 35 39 115 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 44.4 34.8 57.3 21.3 40.2 30.2 51.0
Old : 24.1 44.4 34.8 57.3 21.3 40.2 30.2 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 91,037: 29,294 4,385 12,687 35,214 66,779 77,195 83,850: 13,842 7,187
Old : 91,037: 29,294 4,385 12,687 35,214 66,779 77,195 83,850: 13,842 7,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 3,941: 3,772 521 779 -1,243 2,514 3,308 3,814: 633 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 4.8 13.9 38.7 73.4 84.8 92.1: 15.2 7.9
Old : 100.0: 32.2 4.8 13.9 38.7 73.4 84.8 92.1: 15.2 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 69 26 30 36 40 115 88:
Old : 144: 69 26 30 36 40 115 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 45.6 37.2 58.0 22.3 41.8 32.1 51.7
Old : 25.6 45.6 37.2 58.0 22.3 41.8 32.1 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 461,891: 171,894 33,412 102,936 120,818 302,540 395,648 438,888: 66,243 23,003
Old : 461,891: 171,894 33,412 102,936 120,818 302,540 395,648 438,888: 66,243 23,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 5,553: 8,065 1,601 -5,462 814 10,489 3,417 6,628: 2,136 -1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 7.2 22.3 26.2 65.5 85.7 95.0: 14.3 5.0
Old : 100.0: 37.2 7.2 22.3 26.2 65.5 85.7 95.0: 14.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 145 45 63 37 46 208 133:
Old : 251: 145 45 63 37 46 208 133:
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 : 21.6 32.2 32.7 49.6 16.2 25.0 21.3 36.9
Old : 21.6 32.2 32.7 49.6 16.2 25.0 21.3 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 456,338: 163,829 31,811 108,398 120,004 292,051 392,231 432,260: 64,107 24,078
Old : 456,338: 163,829 31,811 108,398 120,004 292,051 392,231 432,260: 64,107 24,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 7,329: 3,727 -366 2,077 909 6,686 6,713 8,397: 616 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 7.0 23.8 26.3 64.0 86.0 94.7: 14.0 5.3
Old : 100.0: 35.9 7.0 23.8 26.3 64.0 86.0 94.7: 14.0 5.3
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 : 256: 148 48 70 38 46 212 143:
Old : 256: 148 48 70 38 46 212 143:
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 : 21.6 31.6 32.8 48.1 15.9 24.9 21.0 35.5
Old : 21.6 31.6 32.8 48.1 15.9 24.9 21.0 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 126,550: 15,707 2,955 7,222 96,098 114,226 119,027 124,402: 7,523 2,148
Old : 90,388: 15,262 2,644 6,529 61,340 79,171 83,131 88,343: 7,257 2,045
Other: 36,162: 742 608 396 34,758 35,055 35,896 36,059: 266 103
: : :
: : Changes in Commitments from: December 21, 2004 :
: -3,122: -2,388 638 133 -387 -3,542 -2,641 -2,771: -482 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 2.3 5.7 75.9 90.3 94.1 98.3: 5.9 1.7
Old : 100.0: 16.9 2.9 7.2 67.9 87.6 92.0 97.7: 8.0 2.3
Other: 100.0: 2.1 1.7 1.1 96.1 96.9 99.3 99.7: 0.7 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 45 21 35 46 37 108 80:
Old : 120: 46 21 35 43 37 105 79:
Other: 38: 2 6 3 22 17 26 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 47.7 50.9 65.8 18.8 27.2 27.3 35.2
Old : 30.4 41.6 45.8 59.5 26.9 33.5 39.9 48.7
Other: 68.7 79.6 81.5 90.1 50.0 66.3 61.9 72.6
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 129,672: 18,094 2,317 7,088 96,485 117,768 121,667 127,173: 8,005 2,499
Old : 94,718: 17,383 2,094 6,451 63,191 83,754 87,024 92,298: 7,694 2,420
Other: 34,954: 831 343 518 33,294 34,014 34,643 34,875: 311 79
: : :
: : Changes in Commitments from: December 14, 2004 :
: 1,157: -139 120 333 1,915 2,403 2,108 2,856: -952 -1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 1.8 5.5 74.4 90.8 93.8 98.1: 6.2 1.9
Old : 100.0: 18.4 2.2 6.8 66.7 88.4 91.9 97.4: 8.1 2.6
Other: 100.0: 2.4 1.0 1.5 95.3 97.3 99.1 99.8: 0.9 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 47 21 33 45 37 111 76:
Old : 121: 46 25 33 42 37 108 75:
Other: 39: 7 3 5 20 18 27 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 48.3 50.0 66.9 17.8 28.3 26.4 36.5
Old : 29.8 40.9 44.9 61.5 25.2 33.6 38.0 49.6
Other: 71.8 81.0 84.3 90.9 52.2 67.3 64.5 73.2
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 527,764: 108,684 22,486 118,631 225,241 352,680 452,557 493,797: 75,207 33,967
Old : 527,764: 108,684 22,486 118,631 225,241 352,680 452,557 493,797: 75,207 33,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 23,856: 10,661 -607 4,308 -83 20,751 14,886 24,452: 8,971 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 4.3 22.5 42.7 66.8 85.7 93.6: 14.3 6.4
Old : 100.0: 20.6 4.3 22.5 42.7 66.8 85.7 93.6: 14.3 6.4
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 : 182: 67 36 51 69 54 169 111:
Old : 182: 67 36 51 69 54 169 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 32.8 25.6 48.5 10.7 26.0 17.2 34.6
Old : 16.5 32.8 25.6 48.5 10.7 26.0 17.2 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 503,908: 98,024 23,093 114,323 225,324 331,929 437,672 469,346: 66,236 34,562
Old : 503,908: 98,024 23,093 114,323 225,324 331,929 437,672 469,346: 66,236 34,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 24,301: -8,036 4,510 307 27,439 23,227 19,710 28,044: 4,591 -3,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 4.6 22.7 44.7 65.9 86.9 93.1: 13.1 6.9
Old : 100.0: 19.5 4.6 22.7 44.7 65.9 86.9 93.1: 13.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 64 32 50 66 55 157 112:
Old : 171: 64 32 50 66 55 157 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 32.4 25.7 48.2 11.1 25.5 17.8 34.2
Old : 16.5 32.4 25.7 48.2 11.1 25.5 17.8 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 156,467: 50,969 10,254 43,609 49,488 96,022 144,067 149,885: 12,401 6,582
Old : 154,191: 50,939 11,306 42,128 48,999 94,475 142,066 147,909: 12,125 6,282
Other: 2,276: 1,151 68 361 489 1,547 2,001 1,976: 276 300
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,206: -2,079 548 1,079 718 -1,344 -282 283: -925 -1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 6.6 27.9 31.6 61.4 92.1 95.8: 7.9 4.2
Old : 100.0: 33.0 7.3 27.3 31.8 61.3 92.1 95.9: 7.9 4.1
Other: 100.0: 50.6 3.0 15.9 21.5 68.0 87.9 86.8: 12.1 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 176 71 112 102 122 323 269:
Old : 390: 175 76 111 102 122 322 269:
Other: 69: 11 9 15 20 38 39 54:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 20.2 23.4 31.5 12.1 14.1 19.7 23.6
Old : 14.4 20.3 23.6 31.6 12.3 14.2 20.0 23.8
Other: 44.4 30.7 64.4 44.9 42.4 30.7 56.7 41.9
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 157,674: 53,048 9,706 42,530 48,770 97,366 144,348 149,603: 13,325 8,071
Old : 155,502: 52,981 10,704 41,213 48,278 95,779 142,472 147,696: 13,030 7,806
Other: 2,172: 1,142 77 242 492 1,587 1,877 1,907: 295 265
: : :
: : Changes in Commitments from: December 14, 2004 :
: 16,588: 3,819 1,044 8,332 3,763 6,131 15,914 15,507: 674 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 6.2 27.0 30.9 61.8 91.5 94.9: 8.5 5.1
Old : 100.0: 34.1 6.9 26.5 31.0 61.6 91.6 95.0: 8.4 5.0
Other: 100.0: 52.6 3.6 11.2 22.7 73.1 86.4 87.8: 13.6 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 171 65 102 106 124 318 260:
Old : 384: 170 68 102 105 124 317 260:
Other: 69: 13 6 13 20 39 37 54:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 19.8 23.2 30.9 12.2 13.9 19.8 23.2
Old : 14.3 19.8 23.4 31.0 12.3 13.9 20.1 23.4
Other: 46.1 33.9 66.0 46.6 43.4 24.7 55.0 37.3
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,359: 4,600 1,381 243 2,528 7,083 7,371 8,707: 1,988 652
Old : 9,359: 4,600 1,381 243 2,528 7,083 7,371 8,707: 1,988 652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 219: 83 246 28 490 343 601 617: -382 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 14.8 2.6 27.0 75.7 78.8 93.0: 21.2 7.0
Old : 100.0: 49.2 14.8 2.6 27.0 75.7 78.8 93.0: 21.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 14 4 3 5 6 22 11:
Old : 25: 14 4 3 5 6 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 83.7 67.9 91.6 49.2 71.6 55.9 73.7
Old : 55.9 83.7 67.9 91.6 49.2 71.6 55.9 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,140: 4,517 1,135 215 2,038 6,740 6,770 8,090: 2,370 1,050
Old : 9,140: 4,517 1,135 215 2,038 6,740 6,770 8,090: 2,370 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 566: 94 160 -31 148 91 211 220: 355 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 12.4 2.4 22.3 73.7 74.1 88.5: 25.9 11.5
Old : 100.0: 49.4 12.4 2.4 22.3 73.7 74.1 88.5: 25.9 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 13 4 2 5 6 20 10:
Old : 23: 13 4 2 5 6 20 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 79.6 64.2 87.4 49.5 71.4 56.2 73.5
Old : 53.5 79.6 64.2 87.4 49.5 71.4 56.2 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 73,501: 11,308 23,525 6,348 43,588 30,946 61,244 60,819: 12,258 12,682
Old : 59,250: 10,557 23,743 2,802 36,079 23,028 49,438 49,573: 9,812 9,677
Other: 14,251: 1,670 700 2,627 7,509 7,919 11,805 11,246: 2,446 3,005
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,702: -156 -570 -686 865 794 23 -463: -1,724 -1,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 32.0 8.6 59.3 42.1 83.3 82.7: 16.7 17.3
Old : 100.0: 17.8 40.1 4.7 60.9 38.9 83.4 83.7: 16.6 16.3
Other: 100.0: 11.7 4.9 18.4 52.7 55.6 82.8 78.9: 17.2 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 29 35 22 59 54 98 104:
Old : 144: 30 36 15 58 47 94 92:
Other: 64: 7 15 12 17 32 33 51:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 23.3 37.9 36.9 20.3 17.5 30.0 29.4
Old : 30.7 24.7 41.5 39.7 28.6 22.9 39.2 37.9
Other: 37.7 44.1 56.6 55.4 35.6 34.0 47.0 39.3
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 75,203: 11,463 24,095 7,034 42,723 30,153 61,221 61,282: 13,982 13,921
Old : 60,795: 10,670 24,214 3,162 35,181 22,322 49,013 49,698: 11,782 11,097
Other: 14,408: 1,752 840 2,914 7,542 7,831 12,208 11,584: 2,200 2,824
: : :
: : Changes in Commitments from: December 14, 2004 :
: 888: -455 -1,430 415 -329 1,236 -369 221: 1,257 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 32.0 9.4 56.8 40.1 81.4 81.5: 18.6 18.5
Old : 100.0: 17.6 39.8 5.2 57.9 36.7 80.6 81.7: 19.4 18.3
Other: 100.0: 12.2 5.8 20.2 52.3 54.4 84.7 80.4: 15.3 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 33 37 24 56 53 96 109:
Old : 147: 32 38 16 55 46 91 97:
Other: 65: 10 13 12 17 33 33 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 22.5 36.6 35.5 19.2 16.9 28.7 28.2
Old : 29.3 23.8 39.8 38.2 27.3 22.2 37.6 36.5
Other: 40.8 46.3 59.4 58.7 35.9 33.5 46.7 39.8
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,449: 808 9,720 2,656 23,510 15,825 26,974 28,201: 8,475 7,248
Old : 33,607: 1,746 9,715 1,683 22,318 15,483 25,747 26,882: 7,860 6,726
Other: 1,842: 17 959 18 1,192 342 1,227 1,319: 615 523
: : :
: : Changes in Commitments from: December 21, 2004 :
: 601: 74 320 -341 1,286 948 1,018 926: -417 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 27.4 7.5 66.3 44.6 76.1 79.6: 23.9 20.4
Old : 100.0: 5.2 28.9 5.0 66.4 46.1 76.6 80.0: 23.4 20.0
Other: 100.0: 0.9 52.1 1.0 64.7 18.6 66.6 71.6: 33.4 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 9 22 10 36 23 49 52:
Old : 71: 9 22 8 35 20 48 47:
Other: 27: 2 5 4 10 11 14 18:
:----------------------------------------------------------------------------------------------------
: 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 : 36.8 31.6 47.2 46.9 18.6 21.4 26.9 29.8
Old : 37.4 33.3 48.0 49.3 18.2 22.5 27.5 31.3
Other: 49.3 60.9 62.8 68.0 49.3 60.9 62.8 67.6
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,848: 734 9,400 2,997 22,224 14,878 25,956 27,275: 8,892 7,574
Old : 33,016: 1,656 9,410 2,042 21,032 14,537 24,730 25,989: 8,285 7,027
Other: 1,832: 15 927 18 1,193 341 1,226 1,286: 607 547
: : :
: : Changes in Commitments from: December 14, 2004 :
: -153: -152 323 -59 -745 -1,226 -955 -962: 802 808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 27.0 8.6 63.8 42.7 74.5 78.3: 25.5 21.7
Old : 100.0: 5.0 28.5 6.2 63.7 44.0 74.9 78.7: 25.1 21.3
Other: 100.0: 0.8 50.6 1.0 65.1 18.6 66.9 70.2: 33.1 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 8 21 10 35 21 47 50:
Old : 70: 8 22 9 34 18 46 46:
Other: 26: 2 5 4 10 10 14 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 30.8 46.3 47.3 19.1 21.5 26.4 30.1
Old : 34.9 32.4 46.9 49.1 18.7 22.5 26.7 31.6
Other: 49.6 59.8 63.2 67.0 49.6 59.8 63.2 66.6
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 113,851: 13,495 35,230 24,093 63,672 47,283 101,261 106,607: 12,591 7,245
Old : 104,093: 12,893 34,982 22,413 57,219 40,075 92,525 97,470: 11,568 6,623
Other: 9,759: 968 615 1,314 6,454 7,208 8,736 9,137: 1,023 622
: : :
: : Changes in Commitments from: December 21, 2004 :
: 396: -1,304 1,213 658 274 -1,109 -372 763: 767 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 30.9 21.2 55.9 41.5 88.9 93.6: 11.1 6.4
Old : 100.0: 12.4 33.6 21.5 55.0 38.5 88.9 93.6: 11.1 6.4
Other: 100.0: 9.9 6.3 13.5 66.1 73.9 89.5 93.6: 10.5 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 122 107 80 94 80 252 234:
Old : 337: 123 105 78 92 80 248 232:
Other: 86: 13 26 28 37 22 72 56:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 18.4 30.2 28.4 16.4 14.6 24.1 21.4
Old : 19.5 17.5 31.4 27.3 17.1 14.3 25.4 20.6
Other: 36.5 46.4 52.4 57.9 32.0 45.8 43.0 56.5
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 113,456: 14,799 34,017 23,435 63,398 48,392 101,633 105,844: 11,823 7,612
Old : 104,022: 14,078 33,637 21,829 57,097 41,589 93,004 97,055: 11,018 6,967
Other: 9,434: 1,095 754 1,232 6,301 6,803 8,628 8,789: 806 645
: : :
: : Changes in Commitments from: December 14, 2004 :
: -132: 1,438 -4,030 819 -3,525 2,797 -1,267 -414: 1,135 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 30.0 20.7 55.9 42.7 89.6 93.3: 10.4 6.7
Old : 100.0: 13.5 32.3 21.0 54.9 40.0 89.4 93.3: 10.6 6.7
Other: 100.0: 11.6 8.0 13.1 66.8 72.1 91.5 93.2: 8.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 106 116 77 91 81 244 229:
Old : 329: 107 114 75 89 81 240 227:
Other: 87: 14 25 27 37 21 71 55:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 18.4 30.4 28.5 16.2 14.9 24.5 21.9
Old : 19.7 17.5 31.5 27.4 16.9 14.5 24.9 21.1
Other: 39.8 44.3 56.3 55.8 35.1 43.3 46.1 54.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 62,896: 10,953 2,812 19,470 25,409 38,578 55,832 60,860: 7,065 2,037
Old : 62,762: 11,060 2,805 19,362 25,291 38,558 55,712 60,725: 7,050 2,037
Other: 134: 0 113 1 118 20 119 134: 15 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,484: 519 21 -1,715 -93 307 -1,289 -1,387: -195 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 4.5 31.0 40.4 61.3 88.8 96.8: 11.2 3.2
Old : 100.0: 17.6 4.5 30.9 40.3 61.4 88.8 96.8: 11.2 3.2
Other: 100.0: 0.2 84.2 0.7 87.9 15.1 88.7 99.9: 11.3 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 63 24 34 33 26 112 71:
Old : 129: 64 24 34 33 26 112 71:
Other: 8: 1 5 1 1 2 3 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 43.2 50.5 60.6 11.0 20.7 14.5 28.5
Old : 38.3 43.3 50.4 60.8 11.0 20.7 14.6 28.7
Other: 88.7 96.8 88.7 99.9 87.9 96.8 87.9 99.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 64,380: 10,434 2,790 21,185 25,502 38,271 57,121 62,246: 7,259 2,134
Old : 64,246: 10,526 2,774 21,088 25,384 38,251 56,998 62,112: 7,248 2,134
Other: 134: 5 114 0 118 20 123 134: 11 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -2,162: 996 429 -1,778 -1,331 -1,037 -2,113 -2,386: -49 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 4.3 32.9 39.6 59.4 88.7 96.7: 11.3 3.3
Old : 100.0: 16.4 4.3 32.8 39.5 59.5 88.7 96.7: 11.3 3.3
Other: 100.0: 3.9 84.8 0.1 87.9 15.0 91.8 99.9: 8.2 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 61 25 38 33 27 114 75:
Old : 130: 62 25 38 33 27 114 75:
Other: 9: 2 5 1 1 2 4 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 42.0 49.7 59.7 9.5 19.9 13.0 27.3
Old : 37.2 42.1 49.6 59.8 9.5 19.9 13.0 27.6
Other: 91.8 96.8 91.8 99.9 91.6 96.8 91.6 99.7
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 29,949: 6,298 19,199 3,752 17,500 2,381 27,550 25,332: 2,400 4,617
Old : 29,949: 6,298 19,199 3,752 17,500 2,381 27,550 25,332: 2,400 4,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 3,642: 649 1,667 139 2,792 725 3,579 2,531: 63 1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 64.1 12.5 58.4 7.9 92.0 84.6: 8.0 15.4
Old : 100.0: 21.0 64.1 12.5 58.4 7.9 92.0 84.6: 8.0 15.4
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 : 56: 4 36 10 6 12 17 52:
Old : 56: 4 36 10 6 12 17 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 37.1 89.7 56.3 75.0 37.1 79.0 52.3
Old : 76.7 37.1 89.7 56.3 75.0 37.1 79.0 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 26,307: 5,650 17,532 3,613 14,708 1,656 23,971 22,801: 2,336 3,506
Old : 26,307: 5,650 17,532 3,613 14,708 1,656 23,971 22,801: 2,336 3,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -613: 449 -1,387 88 -1,284 753 -747 -546: 134 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 66.6 13.7 55.9 6.3 91.1 86.7: 8.9 13.3
Old : 100.0: 21.5 66.6 13.7 55.9 6.3 91.1 86.7: 8.9 13.3
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 35 11 6 12 19 50:
Old : 55: 4 35 11 6 12 19 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 43.6 87.3 59.9 68.7 41.5 76.8 54.3
Old : 70.8 43.6 87.3 59.9 68.7 41.5 76.8 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 25,080: 18,300 1,145 0 770 21,078 19,070 22,223: 6,010 2,857
Old : 25,080: 18,300 1,145 0 770 21,078 19,070 22,223: 6,010 2,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 487: 219 11 0 -9 -295 210 -284: 277 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 4.6 0.0 3.1 84.0 76.0 88.6: 24.0 11.4
Old : 100.0: 73.0 4.6 0.0 3.1 84.0 76.0 88.6: 24.0 11.4
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 : 23: 8 1 0 1 13 9 14:
Old : 23: 8 1 0 1 13 9 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 48.1 74.1 70.6 61.6 48.1 74.1 70.6
Old : 61.6 48.1 74.1 70.6 61.6 48.1 74.1 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 24,593: 18,081 1,134 0 779 21,373 18,860 22,507: 5,733 2,086
Old : 24,593: 18,081 1,134 0 779 21,373 18,860 22,507: 5,733 2,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 4,765: 3,892 -619 0 227 5,076 4,119 4,457: 646 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 4.6 0.0 3.2 86.9 76.7 91.5: 23.3 8.5
Old : 100.0: 73.5 4.6 0.0 3.2 86.9 76.7 91.5: 23.3 8.5
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 : 24: 8 1 0 1 14 9 15:
Old : 24: 8 1 0 1 14 9 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 48.9 74.6 71.9 62.1 48.9 74.6 71.9
Old : 62.1 48.9 74.6 71.9 62.1 48.9 74.6 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 196,390: 11,662 22,674 32,967 124,146 112,614 168,774 168,255: 27,616 28,135
Old : 196,390: 11,662 22,674 32,967 124,146 112,614 168,774 168,255: 27,616 28,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -34,029: -5,020 -4,424 -19,603 -3,550 -7,995 -28,172 -32,022: -5,857 -2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 11.5 16.8 63.2 57.3 85.9 85.7: 14.1 14.3
Old : 100.0: 5.9 11.5 16.8 63.2 57.3 85.9 85.7: 14.1 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 23 28 34 70 72 116 113:
Old : 132: 23 28 34 70 72 116 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 17.5 36.1 27.4 17.5 10.6 25.0 16.6
Old : 24.4 17.5 36.1 27.4 17.5 10.6 25.0 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 230,419: 16,681 27,098 52,570 127,695 120,609 196,946 200,277: 33,473 30,142
Old : 230,419: 16,681 27,098 52,570 127,695 120,609 196,946 200,277: 33,473 30,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 14,336: 6,792 -1,455 3,397 2,507 12,318 12,696 14,259: 1,640 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 11.8 22.8 55.4 52.3 85.5 86.9: 14.5 13.1
Old : 100.0: 7.2 11.8 22.8 55.4 52.3 85.5 86.9: 14.5 13.1
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 : 138: 26 33 35 69 68 115 118:
Old : 138: 26 33 35 69 68 115 118:
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 : 23.0 17.6 33.5 26.6 14.1 8.2 20.4 13.4
Old : 23.0 17.6 33.5 26.6 14.1 8.2 20.4 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 645,539: 23,736 57,269 245,231 311,494 312,011 580,461 614,510: 65,078 31,029
Old : 645,539: 23,736 57,269 245,231 311,494 312,011 580,461 614,510: 65,078 31,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -40,914: 3,152 1,347 -17,419 -25,041 -24,602 -39,308 -40,675: -1,607 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 8.9 38.0 48.3 48.3 89.9 95.2: 10.1 4.8
Old : 100.0: 3.7 8.9 38.0 48.3 48.3 89.9 95.2: 10.1 4.8
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 : 205: 47 56 75 95 83 181 181:
Old : 205: 47 56 75 95 83 181 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 22.4 31.9 35.5 3.8 6.5 5.8 10.3
Old : 19.7 22.4 31.9 35.5 3.8 6.5 5.8 10.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 686,453: 20,583 55,922 262,650 336,535 336,613 619,768 655,185: 66,685 31,268
Old : 686,453: 20,583 55,922 262,650 336,535 336,613 619,768 655,185: 66,685 31,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 12,216: 1,499 6,643 6,534 4,924 505 12,957 13,681: -741 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 8.1 38.3 49.0 49.0 90.3 95.4: 9.7 4.6
Old : 100.0: 3.0 8.1 38.3 49.0 49.0 90.3 95.4: 9.7 4.6
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 : 213: 44 61 76 104 92 189 191:
Old : 213: 44 61 76 104 92 189 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 22.5 31.1 35.2 3.6 6.3 5.3 10.2
Old : 19.3 22.5 31.1 35.2 3.6 6.3 5.3 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,570: 652 6,420 2,772 62,873 59,943 66,297 69,135: 4,273 1,435
Old : 70,570: 652 6,420 2,772 62,873 59,943 66,297 69,135: 4,273 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 652: -56 0 56 652 596 652 652: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 9.1 3.9 89.1 84.9 93.9 98.0: 6.1 2.0
Old : 100.0: 0.9 9.1 3.9 89.1 84.9 93.9 98.0: 6.1 2.0
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 : 33: 1 1 1 27 23 28 25:
Old : 33: 1 1 1 27 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 56.1 63.6 72.6 42.8 51.5 53.2 62.3
Old : 43.1 56.1 63.6 72.6 42.8 51.5 53.2 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,918: 708 6,420 2,716 62,221 59,347 65,645 68,483: 4,273 1,435
Old : 69,918: 708 6,420 2,716 62,221 59,347 65,645 68,483: 4,273 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 1,136: -646 0 646 1,136 490 1,136 1,136: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 9.2 3.9 89.0 84.9 93.9 97.9: 6.1 2.1
Old : 100.0: 1.0 9.2 3.9 89.0 84.9 93.9 97.9: 6.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 27 23 28 25:
Old : 33: 1 1 1 27 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 55.7 64.7 72.2 43.2 51.1 53.1 62.0
Old : 43.5 55.7 64.7 72.2 43.2 51.1 53.1 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,885: 4,688 9,932 2,140 41,629 33,678 48,457 45,750: 2,428 5,135
Old : 50,885: 4,688 9,932 2,140 41,629 33,678 48,457 45,750: 2,428 5,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -2,630: 2,996 0 -2,996 -2,962 0 -2,962 -2,996: 332 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 19.5 4.2 81.8 66.2 95.2 89.9: 4.8 10.1
Old : 100.0: 9.2 19.5 4.2 81.8 66.2 95.2 89.9: 4.8 10.1
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 : 22: 1 2 2 15 13 17 16:
Old : 22: 1 2 2 15 13 17 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 : 51.0 58.0 79.4 76.0 42.9 57.5 68.3 70.7
Old : 51.0 58.0 79.4 76.0 42.9 57.5 68.3 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,515: 1,692 9,932 5,136 44,591 33,678 51,419 48,746: 2,096 4,769
Old : 53,515: 1,692 9,932 5,136 44,591 33,678 51,419 48,746: 2,096 4,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 18.6 9.6 83.3 62.9 96.1 91.1: 3.9 8.9
Old : 100.0: 3.2 18.6 9.6 83.3 62.9 96.1 91.1: 3.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 2 16 14 18 17:
Old : 23: 1 2 2 16 14 18 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 : 58.9 57.0 81.2 77.9 50.9 54.7 66.8 67.7
Old : 58.9 57.0 81.2 77.9 50.9 54.7 66.8 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,419: 879 955 1,424 32,002 33,598 34,305 35,977: 4,114 2,442
Old : 38,419: 879 955 1,424 32,002 33,598 34,305 35,977: 4,114 2,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -142: -13 483 655 -1,150 -1,218 -508 -80: 366 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.5 3.7 83.3 87.5 89.3 93.6: 10.7 6.4
Old : 100.0: 2.3 2.5 3.7 83.3 87.5 89.3 93.6: 10.7 6.4
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 : 20: 1 2 2 11 13 13 16:
Old : 20: 1 2 2 11 13 13 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 : 71.0 56.7 84.0 79.8 35.2 32.4 42.5 45.3
Old : 71.0 56.7 84.0 79.8 35.2 32.4 42.5 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,561: 892 472 769 33,152 34,816 34,813 36,057: 3,748 2,504
Old : 38,561: 892 472 769 33,152 34,816 34,813 36,057: 3,748 2,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.2 2.0 86.0 90.3 90.3 93.5: 9.7 6.5
Old : 100.0: 2.3 1.2 2.0 86.0 90.3 90.3 93.5: 9.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 12 13 14 16:
Old : 20: 2 1 2 12 13 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 56.6 83.7 80.5 35.5 32.4 42.4 45.8
Old : 71.2 56.6 83.7 80.5 35.5 32.4 42.4 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,113: 2,954 3,398 1,257 28,745 29,927 32,956 34,582: 3,157 1,531
Old : 36,113: 2,954 3,398 1,257 28,745 29,927 32,956 34,582: 3,157 1,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 148: 5 0 -254 248 948 -1 694: 149 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.4 3.5 79.6 82.9 91.3 95.8: 8.7 4.2
Old : 100.0: 8.2 9.4 3.5 79.6 82.9 91.3 95.8: 8.7 4.2
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 : 27: 3 2 2 20 16 23 20:
Old : 27: 3 2 2 20 16 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 49.1 64.9 70.5 38.4 39.4 52.5 58.5
Old : 44.1 49.1 64.9 70.5 38.4 39.4 52.5 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 35,965: 2,949 3,398 1,511 28,497 28,979 32,957 33,888: 3,008 2,077
Old : 35,965: 2,949 3,398 1,511 28,497 28,979 32,957 33,888: 3,008 2,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 603: -49 0 -155 776 88 572 -67: 31 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.4 4.2 79.2 80.6 91.6 94.2: 8.4 5.8
Old : 100.0: 8.2 9.4 4.2 79.2 80.6 91.6 94.2: 8.4 5.8
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 : 27: 3 2 2 19 16 22 20:
Old : 27: 3 2 2 19 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 49.5 65.8 70.0 38.6 40.7 53.3 58.8
Old : 45.0 49.5 65.8 70.0 38.6 40.7 53.3 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,381: 1,550 160 1,176 46,873 45,979 49,599 47,315: 2,782 5,066
Old : 52,381: 1,550 160 1,176 46,873 45,979 49,599 47,315: 2,782 5,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 701: 0 -124 124 1,005 639 1,129 639: -428 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.3 2.2 89.5 87.8 94.7 90.3: 5.3 9.7
Old : 100.0: 3.0 0.3 2.2 89.5 87.8 94.7 90.3: 5.3 9.7
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 : 27: 1 1 2 22 19 24 21:
Old : 27: 1 1 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 59.4 71.1 73.3 42.1 48.4 57.9 59.9
Old : 48.8 59.4 71.1 73.3 42.1 48.4 57.9 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 51,680: 1,550 284 1,052 45,868 45,340 48,470 46,676: 3,210 5,004
Old : 51,680: 1,550 284 1,052 45,868 45,340 48,470 46,676: 3,210 5,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -103: -152 -366 90 -225 235 -287 -41: 184 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.5 2.0 88.8 87.7 93.8 90.3: 6.2 9.7
Old : 100.0: 3.0 0.5 2.0 88.8 87.7 93.8 90.3: 6.2 9.7
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 : 27: 1 1 2 22 19 24 21:
Old : 27: 1 1 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 59.6 71.0 73.7 42.7 50.1 58.6 61.8
Old : 49.5 59.6 71.0 73.7 42.7 50.1 58.6 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 27,346: 4,712 3,488 0 21,792 19,732 26,504 23,220: 842 4,126
Old : 27,346: 4,712 3,488 0 21,792 19,732 26,504 23,220: 842 4,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.8 0.0 79.7 72.2 96.9 84.9: 3.1 15.1
Old : 100.0: 17.2 12.8 0.0 79.7 72.2 96.9 84.9: 3.1 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 : 25: 3 2 0 11 11 14 13:
Old : 25: 3 2 0 11 11 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 60.8 86.7 77.9 64.8 60.8 85.5 77.6
Old : 64.8 60.8 86.7 77.9 64.8 60.8 85.5 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 879,323: 172,158 53,348 129,009 565,887 686,114 867,054 868,471: 12,269 10,852
Old : 879,323: 172,158 53,348 129,009 565,887 686,114 867,054 868,471: 12,269 10,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 14,721: -6,164 -5,623 6,133 11,754 14,106 11,723 14,616: 2,998 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 6.1 14.7 64.4 78.0 98.6 98.8: 1.4 1.2
Old : 100.0: 19.6 6.1 14.7 64.4 78.0 98.6 98.8: 1.4 1.2
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 : 124: 16 13 23 88 77 114 104:
Old : 124: 16 13 23 88 77 114 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 23.6 43.2 38.5 23.7 19.7 30.4 29.8
Old : 31.1 23.6 43.2 38.5 23.7 19.7 30.4 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 864,602: 178,322 58,971 122,876 554,133 672,008 855,331 853,855: 9,271 10,747
Old : 864,602: 178,322 58,971 122,876 554,133 672,008 855,331 853,855: 9,271 10,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 39,246: 7,274 -1,601 8,776 24,657 31,421 40,707 38,596: -1,461 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 6.8 14.2 64.1 77.7 98.9 98.8: 1.1 1.2
Old : 100.0: 20.6 6.8 14.2 64.1 77.7 98.9 98.8: 1.1 1.2
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 : 114: 16 12 24 80 72 107 98:
Old : 114: 16 12 24 80 72 107 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 23.9 44.6 39.1 25.4 19.6 32.1 30.2
Old : 32.3 23.9 44.6 39.1 25.4 19.6 32.1 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,054: 9,105 14,030 18,864 28,268 25,499 56,237 58,393: 4,817 2,661
Old : 61,054: 9,105 14,030 18,864 28,268 25,499 56,237 58,393: 4,817 2,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -16,533: -7,226 -9,162 -1,221 -9,551 -7,394 -17,998 -17,777: 1,465 1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 23.0 30.9 46.3 41.8 92.1 95.6: 7.9 4.4
Old : 100.0: 14.9 23.0 30.9 46.3 41.8 92.1 95.6: 7.9 4.4
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 : 29: 6 4 8 18 17 28 25:
Old : 29: 6 4 8 18 17 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 51.0 68.2 72.4 22.0 27.4 31.3 36.6
Old : 52.4 51.0 68.2 72.4 22.0 27.4 31.3 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 77,587: 16,331 23,192 20,085 37,819 32,893 74,235 76,170: 3,352 1,417
Old : 77,587: 16,331 23,192 20,085 37,819 32,893 74,235 76,170: 3,352 1,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 480: 3,854 -4,488 -908 -2,058 5,824 888 428: -408 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 29.9 25.9 48.7 42.4 95.7 98.2: 4.3 1.8
Old : 100.0: 21.0 29.9 25.9 48.7 42.4 95.7 98.2: 4.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 7 8 11 20 21 34 33:
Old : 37: 7 8 11 20 21 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 50.3 65.1 68.1 23.3 26.2 32.6 35.6
Old : 46.2 50.3 65.1 68.1 23.3 26.2 32.6 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 35,079: 4,729 180 5,829 24,005 28,150 34,562 34,158: 517 921
Old : 35,079: 4,729 180 5,829 24,005 28,150 34,562 34,158: 517 921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 33: 38 -30 372 -466 -807 -55 -465: 89 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.5 16.6 68.4 80.2 98.5 97.4: 1.5 2.6
Old : 100.0: 13.5 0.5 16.6 68.4 80.2 98.5 97.4: 1.5 2.6
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 : 33: 5 1 5 25 24 30 30:
Old : 33: 5 1 5 25 24 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 67.1 73.4 77.8 45.4 59.3 54.6 62.3
Old : 50.4 67.1 73.4 77.8 45.4 59.3 54.6 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 35,046: 4,691 210 5,457 24,471 28,957 34,618 34,623: 428 423
Old : 35,046: 4,691 210 5,457 24,471 28,957 34,618 34,623: 428 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 1,889: 380 -260 1,605 -47 522 1,938 1,867: -49 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 0.6 15.6 69.8 82.6 98.8 98.8: 1.2 1.2
Old : 100.0: 13.4 0.6 15.6 69.8 82.6 98.8 98.8: 1.2 1.2
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 : 34: 4 2 5 25 25 30 31:
Old : 34: 4 2 5 25 25 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 69.1 73.4 78.1 46.0 62.1 56.4 66.0
Old : 50.2 69.1 73.4 78.1 46.0 62.1 56.4 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 21,354: 1,957 5,048 1,070 18,327 15,236 21,354 21,354: 0 0
Old : 21,354: 1,957 5,048 1,070 18,327 15,236 21,354 21,354: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -90: 0 0 0 82 82 82 82: -172 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 23.6 5.0 85.8 71.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.2 23.6 5.0 85.8 71.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 2 17 16 20 20:
Old : 27: 2 3 2 17 16 20 20:
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 : 75.6 61.3 87.7 79.9 71.5 58.7 77.4 72.2
Old : 75.6 61.3 87.7 79.9 71.5 58.7 77.4 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 21,444: 1,957 5,048 1,070 18,245 15,154 21,272 21,272: 172 172
Old : 21,444: 1,957 5,048 1,070 18,245 15,154 21,272 21,272: 172 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 1,004: -854 754 82 1,776 168 1,004 1,004: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 23.5 5.0 85.1 70.7 99.2 99.2: 0.8 0.8
Old : 100.0: 9.1 23.5 5.0 85.1 70.7 99.2 99.2: 0.8 0.8
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 : 27: 2 3 2 17 16 20 20:
Old : 27: 2 3 2 17 16 20 20:
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 : 74.9 61.0 86.9 79.5 70.8 58.4 76.7 71.9
Old : 74.9 61.0 86.9 79.5 70.8 58.4 76.7 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,654: 888 2,090 1,094 5,649 4,470 7,631 7,654: 23 0
Old : 7,654: 888 2,090 1,094 5,649 4,470 7,631 7,654: 23 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 27.3 14.3 73.8 58.4 99.7 100.0: 0.3 0.0
Old : 100.0: 11.6 27.3 14.3 73.8 58.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 3 12 12 17 15:
Old : 24: 3 2 3 12 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 64.3 89.6 91.5 54.3 50.1 71.9 71.8
Old : 61.5 64.3 89.6 91.5 54.3 50.1 71.9 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,654: 888 2,090 1,094 5,649 4,470 7,631 7,654: 23 0
Old : 7,654: 888 2,090 1,094 5,649 4,470 7,631 7,654: 23 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 875: 88 -630 508 279 997 875 875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 27.3 14.3 73.8 58.4 99.7 100.0: 0.3 0.0
Old : 100.0: 11.6 27.3 14.3 73.8 58.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 3 12 12 17 15:
Old : 24: 3 2 3 12 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 64.3 89.6 91.5 54.3 50.1 71.9 71.8
Old : 61.5 64.3 89.6 91.5 54.3 50.1 71.9 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,096,942: 72,333 38,634 267,650 703,318 719,128 1,043,300 1,025,411: 53,643 71,531
Old : 1,096,942: 72,333 38,634 267,650 703,318 719,128 1,043,300 1,025,411: 53,643 71,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 36,563: 297 -3,641 18,545 26,034 25,625 44,876 40,528: -8,313 -3,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 3.5 24.4 64.1 65.6 95.1 93.5: 4.9 6.5
Old : 100.0: 6.6 3.5 24.4 64.1 65.6 95.1 93.5: 4.9 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 58 60 81 84 85 186 191:
Old : 219: 58 60 81 84 85 186 191:
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 : 20.8 25.0 33.0 36.4 10.1 11.4 14.7 14.9
Old : 20.8 25.0 33.0 36.4 10.1 11.4 14.7 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,060,379: 72,036 42,275 249,105 677,283 693,503 998,424 984,883: 61,955 75,496
Old : 1,060,379: 72,036 42,275 249,105 677,283 693,503 998,424 984,883: 61,955 75,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -144,236: -4,438 -2,024 -62,183 -75,044 -75,948 -141,664 -140,154: -2,571 -4,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 4.0 23.5 63.9 65.4 94.2 92.9: 5.8 7.1
Old : 100.0: 6.8 4.0 23.5 63.9 65.4 94.2 92.9: 5.8 7.1
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 : 214: 67 49 78 80 82 180 185:
Old : 214: 67 49 78 80 82 180 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 24.1 33.5 36.0 10.2 11.2 14.8 15.4
Old : 20.9 24.1 33.5 36.0 10.2 11.2 14.8 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,636: 7,207 2,494 91 2,579 8,897 9,877 11,482: 2,759 1,154
Old : 12,636: 7,207 2,494 91 2,579 8,897 9,877 11,482: 2,759 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 521: 346 384 -59 262 194 549 519: -28 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 19.7 0.7 20.4 70.4 78.2 90.9: 21.8 9.1
Old : 100.0: 57.0 19.7 0.7 20.4 70.4 78.2 90.9: 21.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 63 15 3 10 22 74 40:
Old : 110: 63 15 3 10 22 74 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 42.4 38.6 57.8 25.3 42.4 38.6 57.8
Old : 25.3 42.4 38.6 57.8 25.3 42.4 38.6 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,115: 6,861 2,110 150 2,317 8,703 9,328 10,963: 2,787 1,152
Old : 12,115: 6,861 2,110 150 2,317 8,703 9,328 10,963: 2,787 1,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 257: -137 263 -78 228 128 13 313: 244 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 17.4 1.2 19.1 71.8 77.0 90.5: 23.0 9.5
Old : 100.0: 56.6 17.4 1.2 19.1 71.8 77.0 90.5: 23.0 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 61 17 3 9 22 72 41:
Old : 110: 61 17 3 9 22 72 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 43.2 36.1 58.3 24.1 43.2 36.1 58.3
Old : 24.1 43.2 36.1 58.3 24.1 43.2 36.1 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 6,329: 2,299 156 0 2,422 5,096 4,721 5,252: 1,608 1,077
Old : 6,329: 2,299 156 0 2,422 5,096 4,721 5,252: 1,608 1,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -49: 632 -800 -296 -463 938 -127 -158: 78 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 2.5 0.0 38.3 80.5 74.6 83.0: 25.4 17.0
Old : 100.0: 36.3 2.5 0.0 38.3 80.5 74.6 83.0: 25.4 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 2 0 10 12 25 14:
Old : 36: 15 2 0 10 12 25 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 63.4 52.2 76.4 37.6 63.2 52.2 76.2
Old : 37.6 63.4 52.2 76.4 37.6 63.2 52.2 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 6,378: 1,667 956 296 2,885 4,158 4,848 5,410: 1,530 968
Old : 6,378: 1,667 956 296 2,885 4,158 4,848 5,410: 1,530 968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -173: -16 -10 216 -281 -388 -81 -182: -92 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 15.0 4.6 45.2 65.2 76.0 84.8: 24.0 15.2
Old : 100.0: 26.1 15.0 4.6 45.2 65.2 76.0 84.8: 24.0 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 8 3 11 11 27 21:
Old : 42: 14 8 3 11 11 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 53.1 47.8 69.9 35.4 52.9 46.8 69.7
Old : 35.4 53.1 47.8 69.9 35.4 52.9 46.8 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 183,567: 14,961 13,620 23,909 131,110 128,579 169,980 166,108: 13,587 17,459
Old : 183,567: 14,961 13,620 23,909 131,110 128,579 169,980 166,108: 13,587 17,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 3,262: 609 3,577 -3,069 5,492 1,863 3,033 2,371: 229 891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 7.4 13.0 71.4 70.0 92.6 90.5: 7.4 9.5
Old : 100.0: 8.2 7.4 13.0 71.4 70.0 92.6 90.5: 7.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 27 27 32 75 74 121 121:
Old : 146: 27 27 32 75 74 121 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 19.1 42.6 30.0 27.7 13.2 34.3 19.3
Old : 32.2 19.1 42.6 30.0 27.7 13.2 34.3 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 180,305: 14,351 10,043 26,978 125,618 126,716 166,947 163,737: 13,358 16,568
Old : 180,305: 14,351 10,043 26,978 125,618 126,716 166,947 163,737: 13,358 16,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -1,330: -320 -5,981 -176 -2,769 5,500 -3,265 -657: 1,935 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.6 15.0 69.7 70.3 92.6 90.8: 7.4 9.2
Old : 100.0: 8.0 5.6 15.0 69.7 70.3 92.6 90.8: 7.4 9.2
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 : 148: 25 33 33 73 76 119 126:
Old : 148: 25 33 33 73 76 119 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 19.7 41.9 29.8 27.3 13.5 34.1 19.5
Old : 31.8 19.7 41.9 29.8 27.3 13.5 34.1 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,208: 15 3,139 5,086 13,927 10,983 19,028 19,208: 180 0
Old : 19,208: 15 3,139 5,086 13,927 10,983 19,028 19,208: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 224: 0 -81 15 329 290 344 224: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 16.3 26.5 72.5 57.2 99.1 100.0: 0.9 0.0
Old : 100.0: 0.1 16.3 26.5 72.5 57.2 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 6 3 17 16 20 23:
Old : 28: 1 6 3 17 16 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 73.6 88.7 86.1 43.2 43.7 54.8 53.9
Old : 68.6 73.6 88.7 86.1 43.2 43.7 54.8 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,984: 15 3,220 5,071 13,598 10,693 18,684 18,984: 300 0
Old : 18,984: 15 3,220 5,071 13,598 10,693 18,684 18,984: 300 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 150: 0 180 45 75 -75 120 150: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 17.0 26.7 71.6 56.3 98.4 100.0: 1.6 0.0
Old : 100.0: 0.1 17.0 26.7 71.6 56.3 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 6 3 16 16 19 23:
Old : 27: 1 6 3 16 16 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 72.7 89.2 85.5 42.5 42.4 54.3 52.7
Old : 68.6 72.7 89.2 85.5 42.5 42.4 54.3 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,007: 550 2,516 447 8,010 6,044 9,007 9,007: 0 0
Old : 9,007: 550 2,516 447 8,010 6,044 9,007 9,007: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 150: 0 150 0 150 0 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 27.9 5.0 88.9 67.1 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 27.9 5.0 88.9 67.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 16 14 18 16:
Old : 22: 1 1 2 16 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 75.3 80.3 91.1 42.6 50.1 50.8 53.4
Old : 58.4 75.3 80.3 91.1 42.6 50.1 50.8 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,857: 550 2,366 447 7,860 6,044 8,857 8,857: 0 0
Old : 8,857: 550 2,366 447 7,860 6,044 8,857 8,857: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -1,205: -150 -501 -530 -525 -174 -1,205 -1,205: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 26.7 5.0 88.7 68.2 100.0 100.0: 0.0 0.0
Old : 100.0: 6.2 26.7 5.0 88.7 68.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 16 14 18 16:
Old : 22: 1 1 2 16 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 74.8 81.7 90.9 43.4 49.2 50.0 52.6
Old : 59.4 74.8 81.7 90.9 43.4 49.2 50.0 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2005