WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 226,291: 36,196 65,564 33,760 123,442 97,689 193,399 197,013: 32,893 29,278
Old : 187,236: 42,432 63,385 19,005 97,842 80,495 159,279 162,884: 27,957 24,351
Other: 39,056: 3,478 11,892 5,042 25,600 17,195 34,120 34,129: 4,936 4,927
: : :
: : Changes in Commitments from: January 4, 2005 :
: 6,493: -427 -10,928 4,343 2,952 11,410 6,868 4,825: -375 1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 29.0 14.9 54.6 43.2 85.5 87.1: 14.5 12.9
Old : 100.0: 22.7 33.9 10.2 52.3 43.0 85.1 87.0: 14.9 13.0
Other: 100.0: 8.9 30.4 12.9 65.5 44.0 87.4 87.4: 12.6 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 102 103 81 60 72 203 220:
Old : 286: 105 98 65 57 67 192 200:
Other: 117: 24 37 33 26 48 70 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 26.2 41.8 32.8 27.8 24.1 39.8 29.6
Old : 31.0 27.4 43.7 34.4 31.0 26.3 42.0 32.9
Other: 53.9 31.8 64.4 42.5 50.1 26.5 54.1 35.1
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 219,798: 36,624 76,492 29,417 120,490 86,280 186,531 192,189: 33,267 27,610
Old : 188,901: 42,376 74,574 16,795 101,019 74,323 160,190 165,692: 28,712 23,210
Other: 30,897: 3,649 11,318 3,222 19,471 11,957 26,342 26,497: 4,555 4,400
: : :
: : Changes in Commitments from: December 28, 2004 :
: 13,005: -345 9,635 3,000 4,772 -4,017 7,427 8,618: 5,578 4,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 34.8 13.4 54.8 39.3 84.9 87.4: 15.1 12.6
Old : 100.0: 22.4 39.5 8.9 53.5 39.3 84.8 87.7: 15.2 12.3
Other: 100.0: 11.8 36.6 10.4 63.0 38.7 85.3 85.8: 14.7 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 100 103 72 64 69 196 220:
Old : 287: 104 100 62 62 64 186 206:
Other: 114: 22 34 31 23 47 65 94:
:----------------------------------------------------------------------------------------------------
: 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 : 27.6 26.4 41.5 32.7 27.3 25.5 41.0 31.2
Old : 29.9 27.5 43.0 34.1 29.8 26.4 42.5 33.0
Other: 54.0 34.9 63.0 46.5 53.6 34.8 60.2 46.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 747,085: 73,993 154,398 103,172 452,870 331,183 630,034 588,752: 117,051 158,333
Old : 654,587: 70,388 148,599 90,184 385,928 286,495 546,501 525,279: 108,086 129,309
Other: 92,498: 7,481 9,675 9,111 66,942 44,688 83,534 63,474: 8,965 29,025
: : :
: : Changes in Commitments from: January 4, 2005 :
: 20,569: 4,068 -25,011 8,095 3,427 30,796 15,591 13,880: 4,978 6,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 20.7 13.8 60.6 44.3 84.3 78.8: 15.7 21.2
Old : 100.0: 10.8 22.7 13.8 59.0 43.8 83.5 80.2: 16.5 19.8
Other: 100.0: 8.1 10.5 9.9 72.4 48.3 90.3 68.6: 9.7 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 735: 170 189 166 305 274 577 539:
Old : 721: 169 186 155 298 260 562 514:
Other: 364: 54 62 40 95 199 168 282:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 15.4 23.7 20.6 14.5 11.9 23.4 16.1
Old : 15.1 16.0 24.8 21.3 15.1 12.6 23.9 17.2
Other: 41.0 14.4 49.5 21.3 40.6 11.0 48.2 17.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 726,517: 69,924 179,408 95,077 449,443 300,387 614,444 574,872: 112,073 151,645
Old : 647,127: 66,472 174,604 84,043 393,116 263,576 543,631 522,223: 103,496 124,905
Other: 79,389: 6,893 8,245 7,593 56,326 36,811 70,812 52,649: 8,577 26,740
: : :
: : Changes in Commitments from: December 28, 2004 :
: 13,440: 719 14,784 -4,441 17,494 -1,749 13,772 8,595: -332 4,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 24.7 13.1 61.9 41.3 84.6 79.1: 15.4 20.9
Old : 100.0: 10.3 27.0 13.0 60.7 40.7 84.0 80.7: 16.0 19.3
Other: 100.0: 8.7 10.4 9.6 70.9 46.4 89.2 66.3: 10.8 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 162 194 154 293 267 542 538:
Old : 711: 163 189 143 288 254 528 516:
Other: 345: 48 61 35 83 192 147 272:
:----------------------------------------------------------------------------------------------------
: 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 14.4 23.2 19.5 13.9 11.5 22.7 15.7
Old : 15.1 15.1 24.6 20.6 14.8 12.5 23.5 17.1
Other: 38.9 11.3 47.2 17.8 38.9 9.8 46.5 16.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,766: 1,802 591 434 1,586 4,848 3,822 5,873: 3,944 1,893
Old : 7,489: 1,771 601 393 1,564 4,732 3,727 5,726: 3,761 1,763
Other: 277: 45 4 27 22 116 95 147: 183 130
: : :
: : Changes in Commitments from: January 4, 2005 :
: 56: 555 -77 -29 -531 151 -6 45: 61 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.6 5.6 20.4 62.4 49.2 75.6: 50.8 24.4
Old : 100.0: 23.6 8.0 5.2 20.9 63.2 49.8 76.5: 50.2 23.5
Other: 100.0: 16.3 1.3 9.9 7.9 41.8 34.1 53.0: 65.9 47.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 18 5 7 13 12 32 23:
Old : 37: 17 6 7 13 12 32 23:
Other: 11: 3 2 3 2 6 6 10:
:----------------------------------------------------------------------------------------------------
: 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 47.1 29.4 59.6 15.1 42.3 22.9 52.7
Old : 20.3 47.4 30.2 60.3 15.6 42.5 23.6 53.3
Other: 32.1 45.8 34.1 52.2 20.0 37.3 20.0 38.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,710: 1,247 668 463 2,117 4,696 3,828 5,827: 3,883 1,883
Old : 7,519: 1,219 673 430 2,095 4,595 3,744 5,698: 3,775 1,821
Other: 191: 37 3 25 22 101 84 129: 107 62
: : :
: : Changes in Commitments from: December 28, 2004 :
: -313: -22 -141 67 -119 -180 -74 -254: -239 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.7 6.0 27.5 60.9 49.6 75.6: 50.4 24.4
Old : 100.0: 16.2 8.9 5.7 27.9 61.1 49.8 75.8: 50.2 24.2
Other: 100.0: 19.2 1.8 13.0 11.5 52.9 43.8 67.8: 56.2 32.2
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 15 6 6 14 13 31 23:
Old : 37: 16 5 6 14 13 31 23:
Other: 11: 3 2 3 2 6 6 10:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 47.0 29.2 60.0 12.1 43.7 19.6 53.7
Old : 19.6 47.0 29.2 60.2 12.2 44.0 20.0 54.2
Other: 42.5 62.2 43.8 67.0 24.5 47.2 24.5 48.4
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 312,371: 28,557 55,889 70,122 165,027 126,115 263,706 252,126: 48,665 60,245
Old : 289,739: 27,627 59,211 61,908 156,807 114,232 246,342 235,350: 43,397 54,388
Other: 22,632: 6,838 2,586 2,307 8,220 11,883 17,364 16,776: 5,269 5,857
: : :
: : Changes in Commitments from: January 4, 2005 :
: 3,659: -2,786 2,074 4,157 3,480 1,256 4,851 7,487: -1,191 -3,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 17.9 22.4 52.8 40.4 84.4 80.7: 15.6 19.3
Old : 100.0: 9.5 20.4 21.4 54.1 39.4 85.0 81.2: 15.0 18.8
Other: 100.0: 30.2 11.4 10.2 36.3 52.5 76.7 74.1: 23.3 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 111 159 133 116 130 312 343:
Old : 422: 108 161 119 113 120 296 327:
Other: 141: 40 32 19 28 54 82 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 : 29.0 20.1 39.7 27.0 19.2 8.1 26.6 12.0
Old : 29.9 19.6 41.4 26.4 19.9 7.0 28.0 11.2
Other: 30.0 43.6 42.2 51.5 26.7 38.4 38.1 45.4
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 308,712: 31,343 53,815 65,965 161,547 124,859 258,855 244,639: 49,856 64,073
Old : 288,879: 30,855 56,062 58,488 154,430 115,628 243,773 230,178: 45,106 58,701
Other: 19,833: 5,609 2,874 2,356 7,117 9,231 15,082 14,461: 4,750 5,371
: : :
: : Changes in Commitments from: December 28, 2004 :
: 6,196: -5,675 8,308 3,866 6,126 -7,856 4,318 4,319: 1,878 1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 17.4 21.4 52.3 40.4 83.9 79.2: 16.1 20.8
Old : 100.0: 10.7 19.4 20.2 53.5 40.0 84.4 79.7: 15.6 20.3
Other: 100.0: 28.3 14.5 11.9 35.9 46.5 76.0 72.9: 24.0 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 112 138 122 111 125 292 324:
Old : 398: 107 140 109 108 115 276 308:
Other: 128: 40 25 15 25 50 70 85:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 19.4 40.3 27.1 18.8 7.5 25.4 11.3
Old : 30.9 18.8 41.9 26.8 19.8 7.1 26.8 10.9
Other: 31.9 37.2 44.2 45.5 28.0 32.2 39.2 39.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 169,421: 16,155 42,643 26,358 104,279 78,401 146,791 147,402: 22,629 22,018
Old : 153,708: 16,751 42,934 20,021 97,340 69,689 134,112 132,645: 19,596 21,063
Other: 15,713: 2,641 2,947 3,099 6,939 8,712 12,679 14,758: 3,033 955
: : :
: : Changes in Commitments from: January 4, 2005 :
: 6,805: 579 3,758 -418 5,843 3,035 6,003 6,375: 801 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 25.2 15.6 61.6 46.3 86.6 87.0: 13.4 13.0
Old : 100.0: 10.9 27.9 13.0 63.3 45.3 87.3 86.3: 12.7 13.7
Other: 100.0: 16.8 18.8 19.7 44.2 55.4 80.7 93.9: 19.3 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 32 45 34 52 47 102 116:
Old : 145: 35 48 29 51 46 99 111:
Other: 43: 8 14 12 19 9 36 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 : 25.2 29.5 35.1 37.8 20.4 23.3 29.9 30.3
Old : 26.6 29.2 37.4 37.5 24.6 26.1 34.8 33.8
Other: 35.2 54.7 51.2 73.9 25.3 47.5 36.5 55.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 162,616: 15,576 38,886 26,776 98,436 75,366 140,788 141,028: 21,828 21,588
Old : 147,561: 16,655 39,432 19,951 91,718 67,327 128,324 126,710: 19,238 20,851
Other: 15,054: 2,543 3,076 3,203 6,718 8,039 12,464 14,318: 2,590 737
: : :
: : Changes in Commitments from: December 28, 2004 :
: -445: -2,287 4,043 547 4,174 -5,232 2,434 -643: -2,879 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 23.9 16.5 60.5 46.3 86.6 86.7: 13.4 13.3
Old : 100.0: 11.3 26.7 13.5 62.2 45.6 87.0 85.9: 13.0 14.1
Other: 100.0: 16.9 20.4 21.3 44.6 53.4 82.8 95.1: 17.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 32 46 33 52 45 102 114:
Old : 144: 35 47 28 51 44 97 109:
Other: 44: 10 14 12 17 10 35 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 29.0 34.1 36.9 19.1 22.4 27.8 29.5
Old : 25.4 28.8 36.0 36.7 22.8 25.0 32.2 32.7
Other: 36.1 53.5 49.2 75.0 22.2 42.3 33.3 51.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 771,943: 176,757 108,592 78,283 394,643 442,642 649,683 629,518: 122,260 142,425
Old : 771,943: 176,757 108,592 78,283 394,643 442,642 649,683 629,518: 122,260 142,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 44,707: 7,698 1,299 5,517 21,498 30,416 34,713 37,232: 9,994 7,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 14.1 10.1 51.1 57.3 84.2 81.5: 15.8 18.5
Old : 100.0: 22.9 14.1 10.1 51.1 57.3 84.2 81.5: 15.8 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 : 207: 46 52 42 73 94 145 162:
Old : 207: 46 52 42 73 94 145 162:
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 : 22.0 16.9 30.6 27.2 15.6 15.0 22.2 22.5
Old : 22.0 16.9 30.6 27.2 15.6 15.0 22.2 22.5
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 727,236: 169,059 107,293 72,767 373,145 412,226 614,970 592,286: 112,265 134,950
Old : 727,236: 169,059 107,293 72,767 373,145 412,226 614,970 592,286: 112,265 134,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 12,681: 15,919 15,819 -16,244 -915 -713 -1,240 -1,138: 13,921 13,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 14.8 10.0 51.3 56.7 84.6 81.4: 15.4 18.6
Old : 100.0: 23.2 14.8 10.0 51.3 56.7 84.6 81.4: 15.4 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 : 195: 41 47 38 69 94 133 156:
Old : 195: 41 47 38 69 94 133 156:
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 : 22.8 16.2 32.3 26.7 16.6 14.8 23.0 21.6
Old : 22.8 16.2 32.3 26.7 16.6 14.8 23.0 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 165,586: 13,734 24,613 33,897 88,778 82,474 136,409 140,983: 29,178 24,603
Old : 151,368: 17,366 24,045 26,038 80,363 77,588 123,767 127,672: 27,600 23,696
Other: 14,219: 1,180 5,380 3,047 8,414 4,885 12,641 13,312: 1,578 907
: : :
: : Changes in Commitments from: January 4, 2005 :
: -2,491: 5,767 -7,215 -1,254 -10,467 7,565 -5,954 -904: 3,463 -1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 14.9 20.5 53.6 49.8 82.4 85.1: 17.6 14.9
Old : 100.0: 11.5 15.9 17.2 53.1 51.3 81.8 84.3: 18.2 15.7
Other: 100.0: 8.3 37.8 21.4 59.2 34.4 88.9 93.6: 11.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 34 50 53 56 57 129 138:
Old : 171: 46 47 50 55 57 128 135:
Other: 60: 10 20 14 27 12 49 35:
:----------------------------------------------------------------------------------------------------
: 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 24.7 35.0 33.1 22.6 16.2 28.1 23.6
Old : 24.6 24.2 33.6 32.6 23.0 18.2 28.8 26.3
Other: 46.3 54.7 62.3 68.7 42.5 40.4 51.6 51.3
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 168,077: 7,967 31,829 35,151 99,244 74,908 142,362 141,888: 25,715 26,190
Old : 153,995: 11,606 31,534 27,269 91,069 70,153 129,944 128,956: 24,052 25,040
Other: 14,082: 1,069 5,003 3,174 8,175 4,755 12,419 12,932: 1,663 1,150
: : :
: : Changes in Commitments from: December 28, 2004 :
: 8,120: -51 6,772 2,894 7,672 -1,611 10,515 8,056: -2,395 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 18.9 20.9 59.0 44.6 84.7 84.4: 15.3 15.6
Old : 100.0: 7.5 20.5 17.7 59.1 45.6 84.4 83.7: 15.6 16.3
Other: 100.0: 7.6 35.5 22.5 58.1 33.8 88.2 91.8: 11.8 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 26 51 52 56 56 119 142:
Old : 167: 35 51 50 56 55 118 139:
Other: 57: 10 18 15 26 11 48 33:
:----------------------------------------------------------------------------------------------------
: 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 21.1 36.8 29.1 23.5 12.8 30.6 19.0
Old : 25.9 20.7 36.0 28.4 24.1 13.9 31.8 21.3
Other: 43.8 53.8 61.5 70.9 41.2 40.2 49.9 51.1
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,548: 1,627 1,402 310 1,085 1,328 3,021 3,040: 1,526 1,508
Old : 4,537: 1,627 1,403 299 1,085 1,327 3,011 3,029: 1,526 1,508
Other: 10: 1 0 9 0 1 10 10: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -345: 86 -28 -50 -127 -306 -91 -383: -253 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 30.8 6.8 23.9 29.2 66.4 66.8: 33.6 33.2
Old : 100.0: 35.9 30.9 6.6 23.9 29.2 66.4 66.8: 33.6 33.2
Other: 100.0: 12.5 2.8 87.5 0.0 9.7 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 10 3 11 9 24 19:
Old : 33: 10 10 3 11 9 24 19:
Other: 4: 1 2 3 0 1 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 39.1 46.5 51.3 30.3 38.3 42.3 48.5
Old : 33.3 39.1 46.5 51.3 30.3 38.4 42.4 48.6
Other: 100.0 100.0 100.0 100.0 12.5 12.5 12.5 12.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,892: 1,541 1,430 359 1,212 1,634 3,113 3,423: 1,780 1,469
Old : 4,890: 1,541 1,430 357 1,212 1,634 3,111 3,421: 1,780 1,469
Other: 2: 0 0 2 0 0 2 2: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 89: 165 151 79 288 -158 531 72: -442 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 29.2 7.3 24.8 33.4 63.6 70.0: 36.4 30.0
Old : 100.0: 31.5 29.2 7.3 24.8 33.4 63.6 70.0: 36.4 30.0
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 : 34: 11 8 3 11 10 23 20:
Old : 34: 11 8 3 11 10 23 20:
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 : 31.8 38.2 45.5 49.4 29.0 38.1 41.8 48.0
Old : 31.8 38.2 45.5 49.4 29.0 38.1 41.8 48.0
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 272,211: 73,179 87,651 374 173,308 130,624 246,861 218,649: 25,350 53,562
Old : 272,211: 73,179 87,651 374 173,308 130,624 246,861 218,649: 25,350 53,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,731: 5,376 3,308 -151 16,639 12,873 21,864 16,030: -2,133 3,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 32.2 0.1 63.7 48.0 90.7 80.3: 9.3 19.7
Old : 100.0: 26.9 32.2 0.1 63.7 48.0 90.7 80.3: 9.3 19.7
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 : 167: 22 57 2 48 67 71 125:
Old : 167: 22 57 2 48 67 71 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 14.9 44.9 22.5 30.0 14.9 43.8 22.1
Old : 30.1 14.9 44.9 22.5 30.0 14.9 43.8 22.1
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 252,479: 67,803 84,343 525 156,669 117,751 224,997 202,619: 27,482 49,860
Old : 252,479: 67,803 84,343 525 156,669 117,751 224,997 202,619: 27,482 49,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,802: 5,347 14,316 -875 -2,432 -10,783 2,040 2,658: 1,762 1,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 33.4 0.2 62.1 46.6 89.1 80.3: 10.9 19.7
Old : 100.0: 26.9 33.4 0.2 62.1 46.6 89.1 80.3: 10.9 19.7
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 : 163: 19 55 4 48 66 69 123:
Old : 163: 19 55 4 48 66 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 : 31.2 12.7 45.4 21.0 30.8 12.7 43.4 20.8
Old : 31.2 12.7 45.4 21.0 30.8 12.7 43.4 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,165,995: 399,523 377,252 273,349 1,302,185 1,151,103 1,975,056 1,801,704: 190,939 364,291
Old : 2,165,995: 399,523 377,252 273,349 1,302,185 1,151,103 1,975,056 1,801,704: 190,939 364,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 25,941: 5,718 30,013 9,151 -8,372 -19,444 6,496 19,720: 19,445 6,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 17.4 12.6 60.1 53.1 91.2 83.2: 8.8 16.8
Old : 100.0: 18.4 17.4 12.6 60.1 53.1 91.2 83.2: 8.8 16.8
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 : 406: 57 122 93 156 206 274 360:
Old : 406: 57 122 93 156 206 274 360:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 12.1 47.5 19.3 33.1 9.5 40.0 15.1
Old : 36.7 12.1 47.5 19.3 33.1 9.5 40.0 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,140,053: 393,805 347,239 264,198 1,310,557 1,170,547 1,968,560 1,781,984: 171,494 358,070
Old : 2,140,053: 393,805 347,239 264,198 1,310,557 1,170,547 1,968,560 1,781,984: 171,494 358,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 123,830: 6,129 15,775 63,423 48,126 -6,396 117,679 72,802: 6,151 51,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.2 12.3 61.2 54.7 92.0 83.3: 8.0 16.7
Old : 100.0: 18.4 16.2 12.3 61.2 54.7 92.0 83.3: 8.0 16.7
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 : 379: 46 116 89 137 199 249 338:
Old : 379: 46 116 89 137 199 249 338:
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 : 37.5 12.6 48.1 19.7 34.0 9.9 42.4 15.4
Old : 37.5 12.6 48.1 19.7 34.0 9.9 42.4 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,391,500: 330,169 249,240 131,420 849,118 830,426 1,310,707 1,211,086: 80,793 180,414
Old : 1,391,500: 330,169 249,240 131,420 849,118 830,426 1,310,707 1,211,086: 80,793 180,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 65,217: -2,911 -6,296 26,115 59,487 42,517 82,691 62,336: -17,474 2,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 17.9 9.4 61.0 59.7 94.2 87.0: 5.8 13.0
Old : 100.0: 23.7 17.9 9.4 61.0 59.7 94.2 87.0: 5.8 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 : 311: 59 92 64 96 143 188 266:
Old : 311: 59 92 64 96 143 188 266:
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 15.5 41.1 23.8 20.1 14.9 34.2 21.9
Old : 24.9 15.5 41.1 23.8 20.1 14.9 34.2 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,326,282: 333,080 255,536 105,305 789,631 787,910 1,228,016 1,148,751: 98,267 177,532
Old : 1,326,282: 333,080 255,536 105,305 789,631 787,910 1,228,016 1,148,751: 98,267 177,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 14,091: -2,485 41,114 -17,371 13,368 -16,548 -6,488 7,195: 20,580 6,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 19.3 7.9 59.5 59.4 92.6 86.6: 7.4 13.4
Old : 100.0: 25.1 19.3 7.9 59.5 59.4 92.6 86.6: 7.4 13.4
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 : 303: 59 83 54 90 143 171 258:
Old : 303: 59 83 54 90 143 171 258:
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 16.6 41.0 25.4 21.3 15.4 35.8 23.1
Old : 24.9 16.6 41.0 25.4 21.3 15.4 35.8 23.1
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 477,943: 110,323 37,806 148,684 196,130 272,149 455,137 458,638: 22,805 19,304
Old : 477,943: 110,323 37,806 148,684 196,130 272,149 455,137 458,638: 22,805 19,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 33,227: 1,062 5,808 19,159 16,129 4,378 36,350 29,345: -3,123 3,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 7.9 31.1 41.0 56.9 95.2 96.0: 4.8 4.0
Old : 100.0: 23.1 7.9 31.1 41.0 56.9 95.2 96.0: 4.8 4.0
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 : 156: 48 27 40 62 66 125 118:
Old : 156: 48 27 40 62 66 125 118:
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 : 30.3 31.1 45.1 43.2 18.2 21.8 26.7 31.2
Old : 30.3 31.1 45.1 43.2 18.2 21.8 26.7 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 444,716: 109,262 31,998 129,524 180,002 267,771 418,788 429,293: 25,928 15,422
Old : 444,716: 109,262 31,998 129,524 180,002 267,771 418,788 429,293: 25,928 15,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -207,908: -75,820 -20,282 -64,530 -61,164 -120,024 -201,514 -204,836: -6,394 -3,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.2 29.1 40.5 60.2 94.2 96.5: 5.8 3.5
Old : 100.0: 24.6 7.2 29.1 40.5 60.2 94.2 96.5: 5.8 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 : 145: 42 25 35 61 62 119 107:
Old : 145: 42 25 35 61 62 119 107:
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 : 29.0 33.5 44.4 48.0 16.0 26.0 25.5 36.2
Old : 29.0 33.5 44.4 48.0 16.0 26.0 25.5 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 49,425: 17,235 9,769 819 25,725 32,946 43,778 43,533: 5,647 5,891
Old : 49,425: 17,235 9,769 819 25,725 32,946 43,778 43,533: 5,647 5,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -2,009: -2,478 534 22 522 -344 -1,934 212: -75 -2,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 19.8 1.7 52.0 66.7 88.6 88.1: 11.4 11.9
Old : 100.0: 34.9 19.8 1.7 52.0 66.7 88.6 88.1: 11.4 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 : 96: 38 22 13 30 14 76 41:
Old : 96: 38 22 13 30 14 76 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 : 36.9 64.1 53.2 75.5 36.9 63.9 53.2 74.3
Old : 36.9 64.1 53.2 75.5 36.9 63.9 53.2 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 51,434: 19,712 9,235 797 25,202 33,289 45,712 43,321: 5,722 8,113
Old : 51,434: 19,712 9,235 797 25,202 33,289 45,712 43,321: 5,722 8,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 261: 6 -613 38 -413 355 -369 -220: 630 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 18.0 1.5 49.0 64.7 88.9 84.2: 11.1 15.8
Old : 100.0: 38.3 18.0 1.5 49.0 64.7 88.9 84.2: 11.1 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 : 90: 38 18 13 26 15 72 38:
Old : 90: 38 18 13 26 15 72 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 : 36.8 62.9 55.3 73.1 36.8 62.8 55.3 72.2
Old : 36.8 62.9 55.3 73.1 36.8 62.8 55.3 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 62,430: 7,651 17,941 5,027 40,390 30,179 53,068 53,147: 9,362 9,283
Old : 62,430: 7,651 17,941 5,027 40,390 30,179 53,068 53,147: 9,362 9,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 9,857: 1,448 4,136 1,276 9,734 5,323 12,458 10,736: -2,601 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 28.7 8.1 64.7 48.3 85.0 85.1: 15.0 14.9
Old : 100.0: 12.3 28.7 8.1 64.7 48.3 85.0 85.1: 15.0 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 : 97: 35 27 22 22 20 64 62:
Old : 97: 35 27 22 22 20 64 62:
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 : 44.7 58.0 60.1 66.7 44.2 56.0 56.9 62.7
Old : 44.7 58.0 60.1 66.7 44.2 56.0 56.9 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 52,573: 6,203 13,805 3,750 30,656 24,856 40,610 42,411: 11,964 10,162
Old : 52,573: 6,203 13,805 3,750 30,656 24,856 40,610 42,411: 11,964 10,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 12,729: -1,064 2,584 1,675 8,034 7,834 8,645 12,093: 4,084 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 26.3 7.1 58.3 47.3 77.2 80.7: 22.8 19.3
Old : 100.0: 11.8 26.3 7.1 58.3 47.3 77.2 80.7: 22.8 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 : 81: 34 19 19 19 16 58 49:
Old : 81: 34 19 19 19 16 58 49:
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 : 41.1 51.1 53.4 59.7 40.5 49.9 50.2 56.9
Old : 41.1 51.1 53.4 59.7 40.5 49.9 50.2 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 35,875: 1,696 6,395 1,006 32,843 27,086 35,545 34,487: 330 1,388
Old : 35,875: 1,696 6,395 1,006 32,843 27,086 35,545 34,487: 330 1,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -380: 148 -69 0 -520 -331 -372 -400: -8 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 17.8 2.8 91.5 75.5 99.1 96.1: 0.9 3.9
Old : 100.0: 4.7 17.8 2.8 91.5 75.5 99.1 96.1: 0.9 3.9
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 : 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 : 52.4 51.8 79.0 72.0 52.4 51.2 78.9 71.4
Old : 52.4 51.8 79.0 72.0 52.4 51.2 78.9 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,255: 1,548 6,464 1,006 33,363 27,417 35,917 34,887: 338 1,368
Old : 36,255: 1,548 6,464 1,006 33,363 27,417 35,917 34,887: 338 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -52: -483 64 0 457 -112 -26 -48: -26 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 17.8 2.8 92.0 75.6 99.1 96.2: 0.9 3.8
Old : 100.0: 4.3 17.8 2.8 92.0 75.6 99.1 96.2: 0.9 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 : 53.6 51.7 80.4 72.1 53.6 51.1 80.3 71.6
Old : 53.6 51.7 80.4 72.1 53.6 51.1 80.3 71.6
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,266: 0 1,554 0 13,254 11,252 13,254 12,806: 12 460
Old : 13,266: 0 1,554 0 13,254 11,252 13,254 12,806: 12 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -333: -500 -135 0 176 -190 -324 -325: -9 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.7 0.0 99.9 84.8 99.9 96.5: 0.1 3.5
Old : 100.0: 0.0 11.7 0.0 99.9 84.8 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 : 24: 0 7 0 8 10 8 17:
Old : 24: 0 7 0 8 10 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.8 74.8 99.9 85.6 83.8 72.0 97.0 82.8
Old : 83.8 74.8 99.9 85.6 83.8 72.0 97.0 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,599: 500 1,689 0 13,078 11,442 13,578 13,131: 21 468
Old : 13,599: 500 1,689 0 13,078 11,442 13,578 13,131: 21 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 473: -181 109 0 645 352 464 461: 9 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 12.4 0.0 96.2 84.1 99.8 96.6: 0.2 3.4
Old : 100.0: 3.7 12.4 0.0 96.2 84.1 99.8 96.6: 0.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 7 0 8 10 9 17:
Old : 25: 1 7 0 8 10 9 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 : 80.4 74.7 97.6 85.7 80.4 71.9 97.1 82.9
Old : 80.4 74.7 97.6 85.7 80.4 71.9 97.1 82.9
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 28,885: 1,932 1,866 4,428 19,157 18,062 25,517 24,357: 3,368 4,529
Old : 28,885: 1,932 1,866 4,428 19,157 18,062 25,517 24,357: 3,368 4,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,659: -16 314 487 1,565 1,850 2,036 2,652: 623 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 6.5 15.3 66.3 62.5 88.3 84.3: 11.7 15.7
Old : 100.0: 6.7 6.5 15.3 66.3 62.5 88.3 84.3: 11.7 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 : 83: 23 4 15 34 41 58 59:
Old : 83: 23 4 15 34 41 58 59:
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 : 44.8 27.7 57.4 42.6 43.7 27.0 49.6 39.6
Old : 44.8 27.7 57.4 42.6 43.7 27.0 49.6 39.6
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,226: 1,948 1,552 3,941 17,592 16,212 23,481 21,705: 2,745 4,521
Old : 26,226: 1,948 1,552 3,941 17,592 16,212 23,481 21,705: 2,745 4,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -4,785: -2,037 -67 -1,330 -1,443 -2,842 -4,809 -4,239: 25 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.9 15.0 67.1 61.8 89.5 82.8: 10.5 17.2
Old : 100.0: 7.4 5.9 15.0 67.1 61.8 89.5 82.8: 10.5 17.2
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 : 82: 16 11 14 36 40 60 57:
Old : 82: 16 11 14 36 40 60 57:
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 : 46.4 25.4 59.0 40.2 45.3 24.7 52.2 37.5
Old : 46.4 25.4 59.0 40.2 45.3 24.7 52.2 37.5
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 109,745: 30,535 3,308 19,965 38,731 49,533 89,230 72,805: 20,515 36,940
Old : 108,994: 30,688 3,308 19,805 38,456 49,385 88,948 72,497: 20,046 36,497
Other: 751: 7 160 0 275 148 282 308: 469 443
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,306: 2,392 -1,965 -1,468 -1,179 3,632 -256 199: -1,051 -1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 3.0 18.2 35.3 45.1 81.3 66.3: 18.7 33.7
Old : 100.0: 28.2 3.0 18.2 35.3 45.3 81.6 66.5: 18.4 33.5
Other: 100.0: 0.9 21.3 0.0 36.6 19.7 37.5 41.0: 62.5 59.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 67 21 50 31 36 131 92:
Old : 153: 67 21 50 30 36 130 92:
Other: 9: 1 1 0 4 4 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 : 23.0 25.3 33.1 33.8 22.9 24.6 32.3 31.6
Old : 23.2 25.4 33.3 34.0 23.1 24.9 32.5 31.9
Other: 36.6 40.5 37.5 41.0 34.2 38.6 35.2 38.6
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 111,051: 28,143 5,272 21,433 39,910 45,901 89,486 72,606: 21,566 38,445
Old : 110,544: 28,177 5,272 21,399 39,732 45,785 89,308 72,456: 21,237 38,088
Other: 507: 0 34 0 178 116 178 150: 329 357
: : :
: : Changes in Commitments from: December 28, 2004 :
: 9,965: 3,824 329 3,241 1,099 2,409 8,164 5,979: 1,801 3,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 4.7 19.3 35.9 41.3 80.6 65.4: 19.4 34.6
Old : 100.0: 25.5 4.8 19.4 35.9 41.4 80.8 65.5: 19.2 34.5
Other: 100.0: 0.0 6.7 0.0 35.1 22.9 35.1 29.6: 64.9 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 60 34 49 32 38 131 93:
Old : 154: 60 34 49 31 38 130 93:
Other: 8: 0 1 0 5 3 5 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 22.7 32.8 30.7 23.0 21.8 32.2 28.6
Old : 23.1 22.8 32.9 30.8 23.1 22.0 32.4 28.9
Other: 34.9 29.6 35.1 29.6 32.5 27.2 32.7 27.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,065: 512 606 141 785 369 1,438 1,116: 627 949
Old : 2,065: 512 606 141 785 369 1,438 1,116: 627 949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 9: 73 60 -18 -89 18 -34 60: 43 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 29.3 6.8 38.0 17.9 69.6 54.0: 30.4 46.0
Old : 100.0: 24.8 29.3 6.8 38.0 17.9 69.6 54.0: 30.4 46.0
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 : 31: 7 16 6 7 3 20 19:
Old : 31: 7 16 6 7 3 20 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 : 42.2 26.2 56.2 39.4 42.2 23.2 53.0 31.7
Old : 42.2 26.2 56.2 39.4 42.2 23.2 53.0 31.7
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,056: 439 546 159 874 351 1,472 1,056: 584 1,000
Old : 2,056: 439 546 159 874 351 1,472 1,056: 584 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 23: -108 123 -47 149 39 -6 115: 29 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 26.6 7.7 42.5 17.1 71.6 51.4: 28.4 48.6
Old : 100.0: 21.4 26.6 7.7 42.5 17.1 71.6 51.4: 28.4 48.6
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 : 27: 5 14 6 7 3 18 17:
Old : 27: 5 14 6 7 3 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 : 45.0 26.7 61.7 39.7 44.7 23.4 55.1 31.4
Old : 45.0 26.7 61.7 39.7 44.7 23.4 55.1 31.4
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 162,536: 43,800 7,801 31,814 66,977 81,222 142,591 120,836: 19,946 41,700
Old : 162,536: 43,800 7,801 31,814 66,977 81,222 142,591 120,836: 19,946 41,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 9,605: 6,157 -1,345 3,290 -2,991 -961 6,455 983: 3,150 8,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 4.8 19.6 41.2 50.0 87.7 74.3: 12.3 25.7
Old : 100.0: 26.9 4.8 19.6 41.2 50.0 87.7 74.3: 12.3 25.7
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 : 207: 65 25 48 62 100 146 161:
Old : 207: 65 25 48 62 100 146 161:
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 : 21.8 12.4 37.1 21.5 18.8 9.0 31.2 16.1
Old : 21.8 12.4 37.1 21.5 18.8 9.0 31.2 16.1
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 152,931: 37,643 9,146 28,524 69,968 82,183 136,135 119,853: 16,796 33,078
Old : 152,931: 37,643 9,146 28,524 69,968 82,183 136,135 119,853: 16,796 33,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,916: -2,217 492 1,252 2,454 2,873 1,490 4,618: 426 -2,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.0 18.7 45.8 53.7 89.0 78.4: 11.0 21.6
Old : 100.0: 24.6 6.0 18.7 45.8 53.7 89.0 78.4: 11.0 21.6
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 : 202: 62 29 46 61 99 140 159:
Old : 202: 62 29 46 61 99 140 159:
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 14.4 40.3 23.9 19.8 9.4 32.0 16.6
Old : 23.4 14.4 40.3 23.9 19.8 9.4 32.0 16.6
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,962: 1,428 610 203 573 1,967 2,204 2,779: 1,759 1,183
Old : 3,962: 1,428 610 203 573 1,967 2,204 2,779: 1,759 1,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 117: 212 -18 -33 66 163 245 112: -128 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 15.4 5.1 14.5 49.6 55.6 70.1: 44.4 29.9
Old : 100.0: 36.0 15.4 5.1 14.5 49.6 55.6 70.1: 44.4 29.9
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 : 45: 20 4 5 13 18 34 26:
Old : 45: 20 4 5 13 18 34 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 : 21.0 41.8 31.6 52.0 20.1 41.8 30.1 50.9
Old : 21.0 41.8 31.6 52.0 20.1 41.8 30.1 50.9
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,845: 1,216 628 236 507 1,804 1,959 2,667: 1,887 1,178
Old : 3,845: 1,216 628 236 507 1,804 1,959 2,667: 1,887 1,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -500: 376 85 -265 -308 58 -197 -122: -303 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 16.3 6.1 13.2 46.9 50.9 69.4: 49.1 30.6
Old : 100.0: 31.6 16.3 6.1 13.2 46.9 50.9 69.4: 49.1 30.6
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 : 41: 17 7 8 9 15 31 26:
Old : 41: 17 7 8 9 15 31 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 : 17.3 42.9 27.3 53.8 16.4 42.9 25.7 53.3
Old : 17.3 42.9 27.3 53.8 16.4 42.9 25.7 53.3
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,576: 5,546 731 4,274 7,215 4,917 17,036 9,922: 4,541 11,654
Old : 21,576: 5,546 731 4,274 7,215 4,917 17,036 9,922: 4,541 11,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,433: 900 -572 440 206 412 1,545 280: -112 1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 3.4 19.8 33.4 22.8 79.0 46.0: 21.0 54.0
Old : 100.0: 25.7 3.4 19.8 33.4 22.8 79.0 46.0: 21.0 54.0
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 : 107: 37 12 25 41 42 88 71:
Old : 107: 37 12 25 41 42 88 71:
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 : 20.5 11.9 33.8 19.3 18.3 6.1 27.9 9.7
Old : 20.5 11.9 33.8 19.3 18.3 6.1 27.9 9.7
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,143: 4,646 1,303 3,834 7,010 4,505 15,490 9,642: 4,653 10,501
Old : 20,143: 4,646 1,303 3,834 7,010 4,505 15,490 9,642: 4,653 10,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 918: 941 473 30 244 555 1,215 1,058: -298 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.5 19.0 34.8 22.4 76.9 47.9: 23.1 52.1
Old : 100.0: 23.1 6.5 19.0 34.8 22.4 76.9 47.9: 23.1 52.1
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 : 104: 29 19 26 39 37 82 70:
Old : 104: 29 19 26 39 37 82 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 : 19.7 12.9 32.2 21.0 19.0 6.9 28.0 10.8
Old : 19.7 12.9 32.2 21.0 19.0 6.9 28.0 10.8
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 78,053: 19,925 9,858 1,336 24,821 49,839 46,082 61,033: 31,970 17,020
Old : 78,053: 19,925 9,858 1,336 24,821 49,839 46,082 61,033: 31,970 17,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,271: -1,070 -2,025 -714 2,373 376 589 -2,364: -1,860 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 12.6 1.7 31.8 63.9 59.0 78.2: 41.0 21.8
Old : 100.0: 25.5 12.6 1.7 31.8 63.9 59.0 78.2: 41.0 21.8
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 : 58: 19 11 5 21 18 41 33:
Old : 58: 19 11 5 21 18 41 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 : 16.6 42.9 28.0 56.4 15.0 42.9 25.1 56.1
Old : 16.6 42.9 28.0 56.4 15.0 42.9 25.1 56.1
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 79,324: 20,995 11,883 2,050 22,448 49,463 45,493 63,396: 33,831 15,928
Old : 79,324: 20,995 11,883 2,050 22,448 49,463 45,493 63,396: 33,831 15,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 5,966: 1,128 -1,479 1,071 3,133 6,065 5,332 5,657: 634 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 15.0 2.6 28.3 62.4 57.4 79.9: 42.6 20.1
Old : 100.0: 26.5 15.0 2.6 28.3 62.4 57.4 79.9: 42.6 20.1
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 : 57: 19 11 7 20 17 41 33:
Old : 57: 19 11 7 20 17 41 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 : 18.3 41.2 29.6 55.9 17.5 41.2 27.7 55.6
Old : 18.3 41.2 29.6 55.9 17.5 41.2 27.7 55.6
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,400: 11,939 11,823 113 25,813 29,654 37,865 41,590: 16,535 12,810
Old : 54,400: 11,939 11,823 113 25,813 29,654 37,865 41,590: 16,535 12,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,939: -8,187 3,930 -82 13,547 -3,424 5,278 424: -3,339 1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 21.7 0.2 47.5 54.5 69.6 76.5: 30.4 23.5
Old : 100.0: 21.9 21.7 0.2 47.5 54.5 69.6 76.5: 30.4 23.5
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 : 32: 12 5 3 11 7 23 15:
Old : 32: 12 5 3 11 7 23 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 : 33.2 56.3 50.7 70.5 33.2 56.3 50.7 70.4
Old : 33.2 56.3 50.7 70.5 33.2 56.3 50.7 70.4
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,461: 20,126 7,893 195 12,266 33,078 32,587 41,166: 19,874 11,295
Old : 52,461: 20,126 7,893 195 12,266 33,078 32,587 41,166: 19,874 11,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -8,864: -13,592 -846 -8 4,311 -11,497 -9,289 -12,351: 425 3,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 15.0 0.4 23.4 63.1 62.1 78.5: 37.9 21.5
Old : 100.0: 38.4 15.0 0.4 23.4 63.1 62.1 78.5: 37.9 21.5
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 : 32: 14 3 2 12 6 26 11:
Old : 32: 14 3 2 12 6 26 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 : 19.9 61.6 33.1 77.3 19.9 61.5 33.1 77.3
Old : 19.9 61.6 33.1 77.3 19.9 61.5 33.1 77.3
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,427: 38,533 6,556 709 17,387 54,484 56,629 61,750: 12,798 7,677
Old : 69,427: 38,533 6,556 709 17,387 54,484 56,629 61,750: 12,798 7,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -5,698: -4,248 -3,446 69 -4,138 -2,806 -8,316 -6,182: 2,618 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 9.4 1.0 25.0 78.5 81.6 88.9: 18.4 11.1
Old : 100.0: 55.5 9.4 1.0 25.0 78.5 81.6 88.9: 18.4 11.1
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 : 84: 42 13 3 15 18 58 33:
Old : 84: 42 13 3 15 18 58 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 : 34.2 58.2 48.9 74.0 34.2 57.3 48.9 73.1
Old : 34.2 58.2 48.9 74.0 34.2 57.3 48.9 73.1
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 75,125: 42,781 10,002 640 21,524 57,290 64,946 67,932: 10,180 7,193
Old : 75,125: 42,781 10,002 640 21,524 57,290 64,946 67,932: 10,180 7,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -10,729: -11,339 3,799 -52 512 -15,428 -10,879 -11,682: 150 953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 13.3 0.9 28.7 76.3 86.4 90.4: 13.6 9.6
Old : 100.0: 56.9 13.3 0.9 28.7 76.3 86.4 90.4: 13.6 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 : 84: 43 12 3 17 16 63 28:
Old : 84: 43 12 3 17 16 63 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 58.8 49.4 73.4 33.9 57.9 49.4 72.5
Old : 33.9 58.8 49.4 73.4 33.9 57.9 49.4 72.5
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,499: 22,740 1,364 263 22,216 51,666 45,219 53,293: 23,280 15,206
Old : 68,499: 22,740 1,364 263 22,216 51,666 45,219 53,293: 23,280 15,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -10,535: -1,152 -10,691 -1,233 -5,655 83 -8,041 -11,841: -2,494 1,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 2.0 0.4 32.4 75.4 66.0 77.8: 34.0 22.2
Old : 100.0: 33.2 2.0 0.4 32.4 75.4 66.0 77.8: 34.0 22.2
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 : 39: 18 2 2 13 11 31 15:
Old : 39: 18 2 2 13 11 31 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 : 28.3 53.1 41.6 72.8 28.3 53.1 39.6 69.6
Old : 28.3 53.1 41.6 72.8 28.3 53.1 39.6 69.6
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 79,033: 23,892 12,055 1,496 27,871 51,583 53,259 65,134: 25,774 13,900
Old : 79,033: 23,892 12,055 1,496 27,871 51,583 53,259 65,134: 25,774 13,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,118: -9,073 -885 480 7,836 -2,147 -758 -2,552: -360 1,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 15.3 1.9 35.3 65.3 67.4 82.4: 32.6 17.6
Old : 100.0: 30.2 15.3 1.9 35.3 65.3 67.4 82.4: 32.6 17.6
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 : 50: 21 9 8 14 13 40 25:
Old : 50: 21 9 8 14 13 40 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 : 25.6 53.5 37.7 74.2 25.6 53.5 36.8 71.3
Old : 25.6 53.5 37.7 74.2 25.6 53.5 36.8 71.3
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 186,386: 34,923 11,426 2,597 112,511 150,214 150,031 164,236: 36,354 22,150
Old : 186,386: 34,923 11,426 2,597 112,511 150,214 150,031 164,236: 36,354 22,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 4,550: 461 -47 -820 3,478 3,795 3,118 2,929: 1,431 1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.1 1.4 60.4 80.6 80.5 88.1: 19.5 11.9
Old : 100.0: 18.7 6.1 1.4 60.4 80.6 80.5 88.1: 19.5 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 : 71: 31 13 6 20 21 54 37:
Old : 71: 31 13 6 20 21 54 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 : 47.8 58.5 58.7 72.1 31.7 45.1 39.5 53.8
Old : 47.8 58.5 58.7 72.1 31.7 45.1 39.5 53.8
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 181,836: 34,462 11,472 3,417 109,034 146,418 146,913 161,307: 34,923 20,529
Old : 181,836: 34,462 11,472 3,417 109,034 146,418 146,913 161,307: 34,923 20,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 5,873: -5,525 110 848 14,134 2,604 9,457 3,561: -3,584 2,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 6.3 1.9 60.0 80.5 80.8 88.7: 19.2 11.3
Old : 100.0: 19.0 6.3 1.9 60.0 80.5 80.8 88.7: 19.2 11.3
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 : 76: 32 16 8 22 20 57 41:
Old : 76: 32 16 8 22 20 57 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 : 46.4 60.6 57.7 72.9 29.7 45.8 37.3 52.7
Old : 46.4 60.6 57.7 72.9 29.7 45.8 37.3 52.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 175,253: 33,319 14,136 17,745 44,791 78,646 95,855 110,527: 79,397 64,726
Old : 175,253: 33,319 14,136 17,745 44,791 78,646 95,855 110,527: 79,397 64,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -12,477: -6,844 -15,886 -8,614 -1,604 3,136 -17,061 -21,363: 4,584 8,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 8.1 10.1 25.6 44.9 54.7 63.1: 45.3 36.9
Old : 100.0: 19.0 8.1 10.1 25.6 44.9 54.7 63.1: 45.3 36.9
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 : 84: 31 17 22 31 25 71 55:
Old : 84: 31 17 22 31 25 71 55:
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 : 12.3 25.7 20.2 39.5 11.3 23.5 17.7 33.9
Old : 12.3 25.7 20.2 39.5 11.3 23.5 17.7 33.9
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 187,730: 40,163 30,022 26,359 46,395 75,510 112,917 131,891: 74,813 55,839
Old : 187,730: 40,163 30,022 26,359 46,395 75,510 112,917 131,891: 74,813 55,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,396: -10,786 -1,594 6,874 -8,764 2,836 -12,676 8,116: 6,280 -14,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 16.0 14.0 24.7 40.2 60.1 70.3: 39.9 29.7
Old : 100.0: 21.4 16.0 14.0 24.7 40.2 60.1 70.3: 39.9 29.7
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 : 106: 39 31 35 31 24 89 71:
Old : 106: 39 31 35 31 24 89 71:
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 : 13.4 30.0 21.6 44.2 10.3 24.2 16.7 35.8
Old : 13.4 30.0 21.6 44.2 10.3 24.2 16.7 35.8
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,994: 10,210 700 100 33,837 41,867 44,147 42,667: 2,847 4,327
Old : 46,994: 10,210 700 100 33,837 41,867 44,147 42,667: 2,847 4,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,989: 805 700 -475 1,678 2,113 2,008 2,338: 981 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 1.5 0.2 72.0 89.1 93.9 90.8: 6.1 9.2
Old : 100.0: 21.7 1.5 0.2 72.0 89.1 93.9 90.8: 6.1 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 : 38: 3 1 1 19 28 22 30:
Old : 38: 3 1 1 19 28 22 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 : 44.3 36.0 69.8 52.7 43.5 29.5 60.8 44.9
Old : 44.3 36.0 69.8 52.7 43.5 29.5 60.8 44.9
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,005: 9,405 0 575 32,159 39,754 42,139 40,329: 1,866 3,676
Old : 44,005: 9,405 0 575 32,159 39,754 42,139 40,329: 1,866 3,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,348: -781 0 475 3,945 2,872 3,639 3,347: -291 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 0.0 1.3 73.1 90.3 95.8 91.6: 4.2 8.4
Old : 100.0: 21.4 0.0 1.3 73.1 90.3 95.8 91.6: 4.2 8.4
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 : 38: 3 0 1 19 25 22 26:
Old : 38: 3 0 1 19 25 22 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 : 50.9 40.0 72.6 57.1 49.1 31.0 61.0 45.4
Old : 50.9 40.0 72.6 57.1 49.1 31.0 61.0 45.4
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 :10,574,987: 543,868 973,265 3,056,984 6,451,492 5,741,713 10,052,344 9,771,962: 522,642 803,024
Old :10,574,987: 543,868 973,265 3,056,984 6,451,492 5,741,713 10,052,344 9,771,962: 522,642 803,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 736,902: -48,427 153,490 289,563 446,537 226,975 687,673 670,028: 49,229 66,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 9.2 28.9 61.0 54.3 95.1 92.4: 4.9 7.6
Old : 100.0: 5.1 9.2 28.9 61.0 54.3 95.1 92.4: 4.9 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 : 430: 71 117 149 193 216 357 405:
Old : 430: 71 117 149 193 216 357 405:
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 : 22.5 11.3 36.4 20.6 18.0 8.1 27.3 12.3
Old : 22.5 11.3 36.4 20.6 18.0 8.1 27.3 12.3
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,838,085: 592,295 819,775 2,767,421 6,004,955 5,514,739 9,364,672 9,101,935: 473,413 736,150
Old : 9,838,085: 592,295 819,775 2,767,421 6,004,955 5,514,739 9,364,672 9,101,935: 473,413 736,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 339,715: -29,999 76,672 29,394 287,638 178,242 287,032 284,307: 52,682 55,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.3 28.1 61.0 56.1 95.2 92.5: 4.8 7.5
Old : 100.0: 6.0 8.3 28.1 61.0 56.1 95.2 92.5: 4.8 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 : 419: 75 112 143 188 207 346 394:
Old : 419: 75 112 143 188 207 346 394:
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 : 23.3 11.1 37.0 20.4 18.7 8.5 27.9 13.0
Old : 23.3 11.1 37.0 20.4 18.7 8.5 27.9 13.0
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 737,687: 64,423 58,857 35,411 470,057 523,126 569,892 617,394: 167,795 120,293
Old : 737,687: 64,423 58,857 35,411 470,057 523,126 569,892 617,394: 167,795 120,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 10,175: 1,516 -2,395 9,304 1,517 4,783 12,337 11,691: -2,162 -1,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.0 4.8 63.7 70.9 77.3 83.7: 22.7 16.3
Old : 100.0: 8.7 8.0 4.8 63.7 70.9 77.3 83.7: 22.7 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 : 204: 47 39 51 98 71 174 132:
Old : 204: 47 39 51 98 71 174 132:
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 29.1 27.7 42.2 18.2 29.0 26.8 42.0
Old : 18.9 29.1 27.7 42.2 18.2 29.0 26.8 42.0
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 727,512: 62,907 61,253 26,108 468,540 518,343 557,555 605,703: 169,957 121,809
Old : 727,512: 62,907 61,253 26,108 468,540 518,343 557,555 605,703: 169,957 121,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 13,189: 4,653 1,681 2,278 567 417 7,498 4,375: 5,690 8,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 8.4 3.6 64.4 71.2 76.6 83.3: 23.4 16.7
Old : 100.0: 8.6 8.4 3.6 64.4 71.2 76.6 83.3: 23.4 16.7
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 : 199: 49 34 44 96 70 169 124:
Old : 199: 49 34 44 96 70 169 124:
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 : 19.4 29.4 28.4 42.7 18.7 29.3 27.5 42.6
Old : 19.4 29.4 28.4 42.7 18.7 29.3 27.5 42.6
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 841,091: 208,997 115,767 16,166 335,823 634,389 560,986 766,322: 280,105 74,769
Old : 841,091: 208,997 115,767 16,166 335,823 634,389 560,986 766,322: 280,105 74,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 21,307: 2,262 18,180 -1,898 22,490 3,086 22,854 19,368: -1,547 1,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 13.8 1.9 39.9 75.4 66.7 91.1: 33.3 8.9
Old : 100.0: 24.8 13.8 1.9 39.9 75.4 66.7 91.1: 33.3 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 : 287: 103 75 35 68 74 187 168:
Old : 287: 103 75 35 68 74 187 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 37.1 29.0 50.7 18.1 33.8 27.1 45.4
Old : 18.6 37.1 29.0 50.7 18.1 33.8 27.1 45.4
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 819,784: 206,735 97,587 18,064 313,333 631,303 538,132 746,954: 281,652 72,830
Old : 819,784: 206,735 97,587 18,064 313,333 631,303 538,132 746,954: 281,652 72,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 71,009: 15,049 15,427 6,148 1,506 34,709 22,704 56,284: 48,305 14,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 11.9 2.2 38.2 77.0 65.6 91.1: 34.4 8.9
Old : 100.0: 25.2 11.9 2.2 38.2 77.0 65.6 91.1: 34.4 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 : 266: 95 67 33 68 70 178 155:
Old : 266: 95 67 33 68 70 178 155:
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 : 18.8 39.1 28.5 54.7 18.7 35.7 27.0 49.9
Old : 18.8 39.1 28.5 54.7 18.7 35.7 27.0 49.9
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,071: 1,927 0 0 8,413 12,023 10,340 12,023: 2,731 1,048
Old : 13,071: 1,927 0 0 8,413 12,023 10,340 12,023: 2,731 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -159: 125 -140 0 7 133 132 -7: -291 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.0 0.0 64.4 92.0 79.1 92.0: 20.9 8.0
Old : 100.0: 14.7 0.0 0.0 64.4 92.0 79.1 92.0: 20.9 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 : 48: 7 0 0 25 18 32 18:
Old : 48: 7 0 0 25 18 32 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 : 25.9 44.1 44.0 69.7 25.9 44.1 44.0 69.5
Old : 25.9 44.1 44.0 69.7 25.9 44.1 44.0 69.5
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,230: 1,802 140 0 8,406 11,890 10,208 12,030: 3,022 1,200
Old : 13,230: 1,802 140 0 8,406 11,890 10,208 12,030: 3,022 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 108: 56 -116 0 -337 286 -281 170: 389 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 1.1 0.0 63.5 89.9 77.2 90.9: 22.8 9.1
Old : 100.0: 13.6 1.1 0.0 63.5 89.9 77.2 90.9: 22.8 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 : 46: 6 1 0 24 17 30 18:
Old : 46: 6 1 0 24 17 30 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 : 25.9 43.7 44.2 69.0 25.9 43.7 44.2 68.8
Old : 25.9 43.7 44.2 69.0 25.9 43.7 44.2 68.8
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,780: 1,081 3,759 362 22,072 18,113 23,515 22,234: 2,265 3,546
Old : 25,780: 1,081 3,759 362 22,072 18,113 23,515 22,234: 2,265 3,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,191: -911 -366 73 3,118 2,535 2,280 2,242: -89 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 14.6 1.4 85.6 70.3 91.2 86.2: 8.8 13.8
Old : 100.0: 4.2 14.6 1.4 85.6 70.3 91.2 86.2: 8.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 6 2 23 20 28 26:
Old : 47: 3 6 2 23 20 28 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 : 49.9 40.1 68.0 64.0 49.9 36.4 65.6 59.1
Old : 49.9 40.1 68.0 64.0 49.9 36.4 65.6 59.1
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,589: 1,992 4,125 289 18,954 15,578 21,235 19,992: 2,354 3,597
Old : 23,589: 1,992 4,125 289 18,954 15,578 21,235 19,992: 2,354 3,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,459: -797 460 148 2,600 -119 1,951 489: -492 970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 17.5 1.2 80.4 66.0 90.0 84.8: 10.0 15.2
Old : 100.0: 8.4 17.5 1.2 80.4 66.0 90.0 84.8: 10.0 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 : 51: 7 7 3 25 17 35 24:
Old : 51: 7 7 3 25 17 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 : 47.8 39.4 61.1 62.5 47.8 37.1 60.5 59.8
Old : 47.8 39.4 61.1 62.5 47.8 37.1 60.5 59.8
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,360: 12,820 14,287 210 32,116 49,305 45,146 63,802: 27,215 8,558
Old : 72,360: 12,820 14,287 210 32,116 49,305 45,146 63,802: 27,215 8,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 8,535: -1,213 3,700 10 4,770 4,638 3,567 8,348: 4,968 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 19.7 0.3 44.4 68.1 62.4 88.2: 37.6 11.8
Old : 100.0: 17.7 19.7 0.3 44.4 68.1 62.4 88.2: 37.6 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 : 145: 34 38 4 52 37 88 77:
Old : 145: 34 38 4 52 37 88 77:
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 : 17.0 42.0 26.1 55.6 16.4 37.4 23.3 49.1
Old : 17.0 42.0 26.1 55.6 16.4 37.4 23.3 49.1
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 63,826: 14,032 10,587 201 27,346 44,667 41,578 55,455: 22,247 8,371
Old : 63,826: 14,032 10,587 201 27,346 44,667 41,578 55,455: 22,247 8,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,423: 760 -2,532 -26 -4,946 697 -4,213 -1,861: 2,789 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 16.6 0.3 42.8 70.0 65.1 86.9: 34.9 13.1
Old : 100.0: 22.0 16.6 0.3 42.8 70.0 65.1 86.9: 34.9 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 : 130: 31 35 3 46 32 79 68:
Old : 130: 31 35 3 46 32 79 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 : 18.4 45.4 28.5 57.8 18.2 43.7 27.6 55.7
Old : 18.4 45.4 28.5 57.8 18.2 43.7 27.6 55.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 327,292: 122,199 66,107 4,949 162,843 139,942 289,991 210,999: 37,301 116,294
Old : 327,292: 122,199 66,107 4,949 162,843 139,942 289,991 210,999: 37,301 116,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,463: -4,845 -7,838 -2,986 22,739 -1,717 14,908 -12,541: 4,555 32,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 20.2 1.5 49.8 42.8 88.6 64.5: 11.4 35.5
Old : 100.0: 37.3 20.2 1.5 49.8 42.8 88.6 64.5: 11.4 35.5
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 : 237: 91 68 13 51 42 147 118:
Old : 237: 91 68 13 51 42 147 118:
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 : 35.6 22.9 49.1 33.0 31.6 19.8 44.8 26.8
Old : 35.6 22.9 49.1 33.0 31.6 19.8 44.8 26.8
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 307,829: 127,044 73,945 7,935 140,105 141,660 275,083 223,540: 32,746 84,290
Old : 307,829: 127,044 73,945 7,935 140,105 141,660 275,083 223,540: 32,746 84,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 40,451: -7,404 35,263 4,739 36,219 -13,670 33,554 26,331: 6,896 14,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 24.0 2.6 45.5 46.0 89.4 72.6: 10.6 27.4
Old : 100.0: 41.3 24.0 2.6 45.5 46.0 89.4 72.6: 10.6 27.4
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 : 236: 89 70 14 44 46 141 122:
Old : 236: 89 70 14 44 46 141 122:
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 : 37.0 24.6 51.8 36.9 34.2 23.4 46.5 33.1
Old : 37.0 24.6 51.8 36.9 34.2 23.4 46.5 33.1
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 64,004: 26,494 585 261 14,885 53,149 41,640 53,995: 22,365 10,009
Old : 64,004: 26,494 585 261 14,885 53,149 41,640 53,995: 22,365 10,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -4,311: -5,772 -1,378 -213 3,729 -2,813 -2,256 -4,403: -2,056 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 0.9 0.4 23.3 83.0 65.1 84.4: 34.9 15.6
Old : 100.0: 41.4 0.9 0.4 23.3 83.0 65.1 84.4: 34.9 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 : 39: 19 2 1 10 14 30 16:
Old : 39: 19 2 1 10 14 30 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 : 27.4 50.2 41.9 74.0 27.0 50.1 41.6 73.3
Old : 27.4 50.2 41.9 74.0 27.0 50.1 41.6 73.3
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 68,316: 32,266 1,963 473 11,156 55,962 43,895 58,398: 24,421 9,917
Old : 68,316: 32,266 1,963 473 11,156 55,962 43,895 58,398: 24,421 9,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 5,511: 1,936 1,750 173 2,380 3,788 4,488 5,711: 1,023 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 2.9 0.7 16.3 81.9 64.3 85.5: 35.7 14.5
Old : 100.0: 47.2 2.9 0.7 16.3 81.9 64.3 85.5: 35.7 14.5
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 : 42: 19 3 1 10 16 30 19:
Old : 42: 19 3 1 10 16 30 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 : 24.1 51.6 38.2 71.7 24.1 51.4 38.2 71.6
Old : 24.1 51.6 38.2 71.7 24.1 51.4 38.2 71.6
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,669: 2,080 7,412 95 15,643 11,300 17,818 18,807: 3,851 2,862
Old : 21,669: 2,080 7,412 95 15,643 11,300 17,818 18,807: 3,851 2,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,244: 267 1,761 -16 1,103 -45 1,354 1,700: -110 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 34.2 0.4 72.2 52.1 82.2 86.8: 17.8 13.2
Old : 100.0: 9.6 34.2 0.4 72.2 52.1 82.2 86.8: 17.8 13.2
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 : 84: 10 18 3 40 22 51 42:
Old : 84: 10 18 3 40 22 51 42:
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 : 24.7 37.3 38.2 50.7 24.5 37.3 37.9 50.7
Old : 24.7 37.3 38.2 50.7 24.5 37.3 37.9 50.7
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,425: 1,813 5,651 111 14,540 11,345 16,464 17,107: 3,960 3,317
Old : 20,425: 1,813 5,651 111 14,540 11,345 16,464 17,107: 3,960 3,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -162: 2 265 90 -298 -723 -206 -368: 44 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 27.7 0.5 71.2 55.5 80.6 83.8: 19.4 16.2
Old : 100.0: 8.9 27.7 0.5 71.2 55.5 80.6 83.8: 19.4 16.2
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 : 80: 7 20 3 38 20 47 41:
Old : 80: 7 20 3 38 20 47 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 : 27.1 33.5 40.2 45.8 26.9 33.5 40.0 45.8
Old : 27.1 33.5 40.2 45.8 26.9 33.5 40.0 45.8
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 135,007: 20,739 17,458 1,184 104,826 103,712 126,749 122,354: 8,258 12,653
Old : 135,007: 20,739 17,458 1,184 104,826 103,712 126,749 122,354: 8,258 12,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 26,479: 7,457 4,138 -177 23,521 18,526 30,801 22,487: -4,322 3,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.9 0.9 77.6 76.8 93.9 90.6: 6.1 9.4
Old : 100.0: 15.4 12.9 0.9 77.6 76.8 93.9 90.6: 6.1 9.4
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 : 119: 26 33 5 36 39 65 74:
Old : 119: 26 33 5 36 39 65 74:
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 40.5 61.7 55.0 42.9 40.5 58.2 53.7
Old : 46.2 40.5 61.7 55.0 42.9 40.5 58.2 53.7
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 108,528: 13,282 13,320 1,361 81,305 85,186 95,948 99,867: 12,580 8,661
Old : 108,528: 13,282 13,320 1,361 81,305 85,186 95,948 99,867: 12,580 8,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 7,147: -5,074 -4,841 793 9,487 7,402 5,206 3,354: 1,941 3,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.3 1.3 74.9 78.5 88.4 92.0: 11.6 8.0
Old : 100.0: 12.2 12.3 1.3 74.9 78.5 88.4 92.0: 11.6 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 : 113: 23 30 8 37 36 65 70:
Old : 113: 23 30 8 37 36 65 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 : 38.6 43.3 55.4 56.2 36.7 43.3 50.6 55.6
Old : 38.6 43.3 55.4 56.2 36.7 43.3 50.6 55.6
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,264: 12,133 7,199 982 10,119 18,967 23,234 27,148: 9,030 5,116
Old : 32,264: 12,133 7,199 982 10,119 18,967 23,234 27,148: 9,030 5,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -862: 192 -1,680 -5 -255 1,451 -68 -234: -794 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 22.3 3.0 31.4 58.8 72.0 84.1: 28.0 15.9
Old : 100.0: 37.6 22.3 3.0 31.4 58.8 72.0 84.1: 28.0 15.9
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 : 102: 39 17 4 26 24 68 44:
Old : 102: 39 17 4 26 24 68 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 : 18.0 31.2 27.4 47.7 17.3 28.9 26.4 43.3
Old : 18.0 31.2 27.4 47.7 17.3 28.9 26.4 43.3
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,126: 11,941 8,879 987 10,374 17,516 23,302 27,382: 9,824 5,744
Old : 33,126: 11,941 8,879 987 10,374 17,516 23,302 27,382: 9,824 5,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,652: 474 -96 50 344 1,784 868 1,738: 2,784 1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 26.8 3.0 31.3 52.9 70.3 82.7: 29.7 17.3
Old : 100.0: 36.0 26.8 3.0 31.3 52.9 70.3 82.7: 29.7 17.3
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 : 100: 35 19 4 26 23 64 45:
Old : 100: 35 19 4 26 23 64 45:
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 29.5 26.0 46.2 16.1 28.8 25.1 43.2
Old : 16.5 29.5 26.0 46.2 16.1 28.8 25.1 43.2
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,193: 3,468 451 0 2,174 1,583 5,642 2,034: 2,551 6,159
Old : 8,193: 3,468 451 0 2,174 1,583 5,642 2,034: 2,551 6,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,011: 434 -432 0 407 1,293 841 861: 170 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 5.5 0.0 26.5 19.3 68.9 24.8: 31.1 75.2
Old : 100.0: 42.3 5.5 0.0 26.5 19.3 68.9 24.8: 31.1 75.2
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 : 20: 7 2 0 4 8 11 10:
Old : 20: 7 2 0 4 8 11 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 : 54.1 12.9 64.0 22.0 52.8 12.9 62.7 22.0
Old : 54.1 12.9 64.0 22.0 52.8 12.9 62.7 22.0
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 115,807: 227 6,386 2,882 56,354 78,072 59,463 87,340: 56,344 28,467
Old : 115,807: 227 6,386 2,882 56,354 78,072 59,463 87,340: 56,344 28,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 4,524: -264 286 0 10,346 -988 10,082 -702: -5,557 5,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.5 2.5 48.7 67.4 51.3 75.4: 48.7 24.6
Old : 100.0: 0.2 5.5 2.5 48.7 67.4 51.3 75.4: 48.7 24.6
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: 3 14 4 15 24 21 40:
Old : 46: 3 14 4 15 24 21 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 : 43.0 54.4 48.2 62.6 6.7 20.8 7.7 25.9
Old : 43.0 54.4 48.2 62.6 6.7 20.8 7.7 25.9
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 111,283: 491 6,100 2,882 46,008 79,060 49,381 88,042: 61,902 23,241
Old : 111,283: 491 6,100 2,882 46,008 79,060 49,381 88,042: 61,902 23,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,329: 16 -493 308 -79 1,111 245 926: -1,574 -2,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.5 2.6 41.3 71.0 44.4 79.1: 55.6 20.9
Old : 100.0: 0.4 5.5 2.6 41.3 71.0 44.4 79.1: 55.6 20.9
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 : 46: 4 14 4 13 24 20 40:
Old : 46: 4 14 4 13 24 20 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 : 38.8 58.6 42.4 67.7 5.1 29.9 5.8 35.1
Old : 38.8 58.6 42.4 67.7 5.1 29.9 5.8 35.1
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 120,252: 42,102 8,622 19,606 23,294 80,381 85,001 108,609: 35,250 11,643
Old : 120,252: 42,102 8,622 19,606 23,294 80,381 85,001 108,609: 35,250 11,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 4,343: -639 4,251 3,150 1,197 -2,588 3,708 4,813: 635 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 7.2 16.3 19.4 66.8 70.7 90.3: 29.3 9.7
Old : 100.0: 35.0 7.2 16.3 19.4 66.8 70.7 90.3: 29.3 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 : 172: 103 22 48 26 36 147 92:
Old : 172: 103 22 48 26 36 147 92:
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 : 16.9 29.3 24.1 43.6 13.2 25.3 18.5 38.5
Old : 16.9 29.3 24.1 43.6 13.2 25.3 18.5 38.5
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 115,909: 42,741 4,371 16,456 22,097 82,969 81,293 103,796: 34,615 12,113
Old : 115,909: 42,741 4,371 16,456 22,097 82,969 81,293 103,796: 34,615 12,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,728: -427 397 526 -1,156 -5,107 -1,057 -4,184: -1,671 1,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 3.8 14.2 19.1 71.6 70.1 89.5: 29.9 10.5
Old : 100.0: 36.9 3.8 14.2 19.1 71.6 70.1 89.5: 29.9 10.5
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 : 165: 104 18 46 24 35 141 88:
Old : 165: 104 18 46 24 35 141 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 : 18.4 31.1 25.7 46.4 14.3 26.5 19.6 40.7
Old : 18.4 31.1 25.7 46.4 14.3 26.5 19.6 40.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 85,590: 23,423 3,992 13,758 35,006 60,869 72,187 78,619: 13,403 6,971
Old : 85,590: 23,423 3,992 13,758 35,006 60,869 72,187 78,619: 13,403 6,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -5,489: -2,754 -1,122 -789 -1,299 -2,560 -4,842 -4,471: -647 -1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.7 16.1 40.9 71.1 84.3 91.9: 15.7 8.1
Old : 100.0: 27.4 4.7 16.1 40.9 71.1 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 : 140: 65 25 34 36 40 113 89:
Old : 140: 65 25 34 36 40 113 89:
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 45.7 36.2 59.1 21.2 42.9 31.6 52.8
Old : 24.8 45.7 36.2 59.1 21.2 42.9 31.6 52.8
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 91,079: 26,177 5,114 14,547 36,305 63,429 77,029 83,090: 14,050 7,989
Old : 91,079: 26,177 5,114 14,547 36,305 63,429 77,029 83,090: 14,050 7,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,894: -7,645 -657 561 1,514 -6,897 -5,571 -6,993: -1,323 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 5.6 16.0 39.9 69.6 84.6 91.2: 15.4 8.8
Old : 100.0: 28.7 5.6 16.0 39.9 69.6 84.6 91.2: 15.4 8.8
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 : 135: 61 26 29 34 39 106 84:
Old : 135: 61 26 29 34 39 106 84:
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 43.1 35.7 56.7 21.6 39.0 31.6 50.2
Old : 24.9 43.1 35.7 56.7 21.6 39.0 31.6 50.2
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 396,165: 110,457 39,289 98,029 127,065 235,117 335,551 372,435: 60,615 23,731
Old : 396,165: 110,457 39,289 98,029 127,065 235,117 335,551 372,435: 60,615 23,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -26,796: -31,419 7,706 2,433 5,421 -32,419 -23,564 -22,280: -3,231 -4,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 9.9 24.7 32.1 59.3 84.7 94.0: 15.3 6.0
Old : 100.0: 27.9 9.9 24.7 32.1 59.3 84.7 94.0: 15.3 6.0
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 : 238: 135 46 75 40 40 204 138:
Old : 238: 135 46 75 40 40 204 138:
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 : 21.2 28.4 31.5 45.9 12.9 21.9 17.4 32.9
Old : 21.2 28.4 31.5 45.9 12.9 21.9 17.4 32.9
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 422,961: 141,876 31,583 95,596 121,643 267,535 359,115 394,715: 63,846 28,246
Old : 422,961: 141,876 31,583 95,596 121,643 267,535 359,115 394,715: 63,846 28,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -38,930: -30,018 -1,829 -7,340 825 -35,004 -36,533 -44,173: -2,397 5,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 7.5 22.6 28.8 63.3 84.9 93.3: 15.1 6.7
Old : 100.0: 33.5 7.5 22.6 28.8 63.3 84.9 93.3: 15.1 6.7
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 : 242: 143 42 69 37 44 204 135:
Old : 242: 143 42 69 37 44 204 135:
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 31.7 31.3 48.7 14.6 25.3 19.9 37.2
Old : 20.9 31.7 31.3 48.7 14.6 25.3 19.9 37.2
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,924: 4,813 1,414 245 2,275 7,109 7,333 8,768: 2,591 1,156
Old : 9,924: 4,813 1,414 245 2,275 7,109 7,333 8,768: 2,591 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 545: 224 -10 1 -331 10 -106 1: 651 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 14.2 2.5 22.9 71.6 73.9 88.4: 26.1 11.6
Old : 100.0: 48.5 14.2 2.5 22.9 71.6 73.9 88.4: 26.1 11.6
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 : 27: 14 5 3 5 7 22 13:
Old : 27: 14 5 3 5 7 22 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 : 52.2 78.6 61.7 86.5 46.3 69.8 54.0 72.0
Old : 52.2 78.6 61.7 86.5 46.3 69.8 54.0 72.0
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,379: 4,589 1,424 244 2,606 7,099 7,439 8,767: 1,940 612
Old : 9,379: 4,589 1,424 244 2,606 7,099 7,439 8,767: 1,940 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 20: -11 43 1 78 16 68 60: -48 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 15.2 2.6 27.8 75.7 79.3 93.5: 20.7 6.5
Old : 100.0: 48.9 15.2 2.6 27.8 75.7 79.3 93.5: 20.7 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 : 25: 13 5 3 5 6 21 12:
Old : 25: 13 5 3 5 6 21 12:
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 : 56.6 83.8 68.6 91.9 49.2 71.1 56.2 73.2
Old : 56.6 83.8 68.6 91.9 49.2 71.1 56.2 73.2
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 72,981: 9,675 17,752 6,608 43,946 34,073 60,229 58,434: 12,752 14,547
Old : 57,320: 9,526 17,509 3,084 35,130 25,256 47,739 45,848: 9,581 11,472
Other: 15,660: 1,454 1,548 2,220 8,816 8,818 12,490 12,586: 3,171 3,075
: : :
: : Changes in Commitments from: January 4, 2005 :
: -5,357: -1,491 -9,428 -60 -4,427 3,589 -5,979 -5,900: 622 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 24.3 9.1 60.2 46.7 82.5 80.1: 17.5 19.9
Old : 100.0: 16.6 30.5 5.4 61.3 44.1 83.3 80.0: 16.7 20.0
Other: 100.0: 9.3 9.9 14.2 56.3 56.3 79.8 80.4: 20.2 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 27 38 21 66 56 103 106:
Old : 146: 29 34 13 63 49 96 92:
Other: 72: 8 14 13 23 37 39 57:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 23.1 35.3 35.3 19.0 17.6 28.0 27.4
Old : 27.8 25.1 38.6 38.7 26.5 23.8 36.9 36.2
Other: 34.5 37.6 50.4 51.4 33.8 30.4 42.8 37.4
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 78,338: 11,166 27,180 6,669 48,373 30,485 66,208 64,333: 12,130 14,004
Old : 63,475: 10,615 27,345 2,810 40,691 22,105 54,116 52,260: 9,359 11,215
Other: 14,863: 1,636 920 2,774 7,682 8,380 12,092 12,074: 2,771 2,789
: : :
: : Changes in Commitments from: December 28, 2004 :
: 4,836: -142 3,656 320 4,785 -462 4,964 3,514: -128 1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 34.7 8.5 61.7 38.9 84.5 82.1: 15.5 17.9
Old : 100.0: 16.7 43.1 4.4 64.1 34.8 85.3 82.3: 14.7 17.7
Other: 100.0: 11.0 6.2 18.7 51.7 56.4 81.4 81.2: 18.6 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 31 38 25 64 53 104 109:
Old : 150: 32 37 15 62 45 97 94:
Other: 70: 7 16 13 20 34 36 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 : 27.6 21.5 38.1 35.1 21.5 16.3 30.9 28.7
Old : 31.8 22.7 42.1 38.2 30.0 21.2 40.4 36.8
Other: 36.2 42.5 52.1 53.4 34.7 32.6 44.5 38.1
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 37,032: 104 10,681 2,088 26,469 17,031 28,662 29,800: 8,371 7,232
Old : 34,467: 838 10,698 1,255 24,759 15,894 26,851 27,847: 7,616 6,620
Other: 2,566: 19 735 81 1,711 1,137 1,811 1,953: 755 612
: : :
: : Changes in Commitments from: January 4, 2005 :
: 132: -358 -42 -657 961 531 -54 -169: 186 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 28.8 5.6 71.5 46.0 77.4 80.5: 22.6 19.5
Old : 100.0: 2.4 31.0 3.6 71.8 46.1 77.9 80.8: 22.1 19.2
Other: 100.0: 0.7 28.6 3.2 66.7 44.3 70.6 76.1: 29.4 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 6 22 9 35 24 44 52:
Old : 67: 6 22 7 34 22 43 48:
Other: 29: 4 4 6 10 14 16 22:
:----------------------------------------------------------------------------------------------------
: 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 : 41.7 31.8 53.5 46.9 24.4 19.8 31.8 28.8
Old : 43.3 33.3 54.9 49.4 24.3 21.3 33.0 31.0
Other: 48.9 53.1 64.7 68.3 38.3 50.0 51.7 56.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 36,901: 462 10,723 2,746 25,508 16,500 28,716 29,969: 8,185 6,932
Old : 34,542: 1,440 10,711 1,673 23,838 15,829 26,951 28,213: 7,591 6,329
Other: 2,359: 18 1,007 77 1,670 671 1,765 1,756: 594 603
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,451: -346 1,003 90 1,998 675 1,742 1,768: -291 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 29.1 7.4 69.1 44.7 77.8 81.2: 22.2 18.8
Old : 100.0: 4.2 31.0 4.8 69.0 45.8 78.0 81.7: 22.0 18.3
Other: 100.0: 0.8 42.7 3.3 70.8 28.4 74.8 74.4: 25.2 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 8 25 12 37 23 50 56:
Old : 75: 9 24 10 36 21 49 52:
Other: 30: 3 6 6 12 12 18 21:
:----------------------------------------------------------------------------------------------------
: 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 : 37.5 31.8 49.7 47.6 19.1 19.2 27.1 28.4
Old : 39.3 33.5 50.6 50.3 19.2 20.6 27.8 30.4
Other: 49.0 56.0 64.4 67.7 41.5 50.5 55.0 58.2
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 128,736: 28,200 16,266 32,305 52,973 72,967 113,478 121,537: 15,257 7,198
Old : 118,060: 27,971 16,426 29,557 46,404 65,242 103,932 111,225: 14,127 6,835
Other: 10,676: 924 535 2,053 6,569 7,725 9,546 10,312: 1,130 364
: : :
: : Changes in Commitments from: January 4, 2005 :
: 15,854: 12,225 -13,629 7,134 -5,953 21,386 13,405 14,891: 2,449 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 12.6 25.1 41.1 56.7 88.1 94.4: 11.9 5.6
Old : 100.0: 23.7 13.9 25.0 39.3 55.3 88.0 94.2: 12.0 5.8
Other: 100.0: 8.7 5.0 19.2 61.5 72.4 89.4 96.6: 10.6 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 151 86 102 90 86 291 232:
Old : 355: 153 84 100 88 84 288 228:
Other: 97: 19 25 32 38 29 77 69:
:----------------------------------------------------------------------------------------------------
: 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 27.3 23.3 36.6 14.0 23.3 21.3 29.9
Old : 15.3 27.1 24.2 36.4 15.3 23.1 23.2 30.1
Other: 31.8 43.3 44.8 54.5 25.1 42.7 35.1 51.9
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 112,882: 15,975 29,895 25,171 58,926 51,580 100,073 106,646: 12,809 6,235
Old : 102,838: 15,452 29,678 23,274 52,321 44,162 91,046 97,114: 11,791 5,723
Other: 10,044: 859 552 1,563 6,606 7,418 9,027 9,532: 1,017 512
: : :
: : Changes in Commitments from: December 28, 2004 :
: -970: 2,480 -5,336 1,078 -4,746 4,297 -1,188 40: 218 -1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 26.5 22.3 52.2 45.7 88.7 94.5: 11.3 5.5
Old : 100.0: 15.0 28.9 22.6 50.9 42.9 88.5 94.4: 11.5 5.6
Other: 100.0: 8.5 5.5 15.6 65.8 73.9 89.9 94.9: 10.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 132 99 92 94 83 272 234:
Old : 344: 134 96 89 91 83 267 231:
Other: 98: 14 30 29 39 28 77 65:
:----------------------------------------------------------------------------------------------------
: 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 20.9 28.6 30.6 16.1 16.6 23.4 23.5
Old : 18.2 20.3 29.7 29.7 16.9 15.7 24.4 22.0
Other: 35.3 45.0 50.8 56.5 30.3 44.4 40.8 54.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 61,894: 10,068 2,956 20,019 25,904 37,209 55,992 60,184: 5,902 1,710
Old : 61,811: 10,093 2,919 19,994 25,839 37,189 55,926 60,102: 5,886 1,709
Other: 83: 0 61 1 65 20 66 83: 17 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,516: -1,769 236 141 675 -1,437 -953 -1,059: -563 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 4.8 32.3 41.9 60.1 90.5 97.2: 9.5 2.8
Old : 100.0: 16.3 4.7 32.3 41.8 60.2 90.5 97.2: 9.5 2.8
Other: 100.0: 0.0 74.2 1.3 78.6 24.4 79.9 99.9: 20.1 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 53 24 34 37 25 105 70:
Old : 120: 53 24 34 37 25 105 70:
Other: 12: 0 9 2 2 2 4 11:
:----------------------------------------------------------------------------------------------------
: 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 46.6 53.7 63.4 14.3 22.9 17.9 30.6
Old : 40.6 46.6 53.7 63.5 14.3 23.0 17.9 30.6
Other: 79.9 58.0 79.9 93.0 78.4 56.9 78.4 91.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 63,410: 11,838 2,721 19,878 25,229 38,646 56,945 61,244: 6,465 2,166
Old : 63,294: 11,887 2,675 19,828 25,129 38,625 56,844 61,128: 6,450 2,166
Other: 116: 0 95 1 100 20 101 116: 15 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 514: 884 -91 408 -179 67 1,113 384: -599 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 4.3 31.3 39.8 60.9 89.8 96.6: 10.2 3.4
Old : 100.0: 18.8 4.2 31.3 39.7 61.0 89.8 96.6: 10.2 3.4
Other: 100.0: 0.2 81.8 0.8 85.9 17.4 86.9 99.9: 13.1 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 64 24 36 33 27 114 72:
Old : 129: 65 23 36 33 27 114 72:
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 : 39.4 43.6 51.7 61.4 11.8 20.7 15.3 28.9
Old : 39.4 43.7 51.6 61.5 11.8 20.8 15.3 29.1
Other: 86.9 96.2 86.9 99.9 85.9 96.2 85.9 99.0
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 128,556: 13,637 11,987 8,590 98,835 105,837 121,061 126,414: 7,495 2,143
Old : 88,170: 13,343 11,377 7,721 60,232 67,231 81,296 86,329: 6,874 1,841
Other: 40,386: 813 1,129 349 38,603 38,606 39,765 40,084: 621 302
: : :
: : Changes in Commitments from: January 4, 2005 :
: -822: -1,355 5,839 925 -970 -6,990 -1,401 -227: 579 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.3 6.7 76.9 82.3 94.2 98.3: 5.8 1.7
Old : 100.0: 15.1 12.9 8.8 68.3 76.3 92.2 97.9: 7.8 2.1
Other: 100.0: 2.0 2.8 0.9 95.6 95.6 98.5 99.3: 1.5 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 45 33 37 47 38 111 95:
Old : 135: 50 33 37 44 38 108 95:
Other: 41: 4 9 5 21 16 27 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 : 35.6 43.2 53.4 60.0 19.7 25.4 26.2 32.1
Old : 32.8 36.1 46.1 53.3 29.7 28.3 39.9 43.0
Other: 65.0 75.2 82.4 87.0 50.0 63.6 63.9 70.9
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 129,378: 14,992 6,148 7,665 99,805 112,828 122,462 126,640: 6,916 2,738
Old : 91,190: 14,664 5,845 6,850 63,041 75,848 84,555 88,543: 6,635 2,648
Other: 38,187: 750 724 393 36,764 36,980 37,907 38,097: 280 90
: : :
: : Changes in Commitments from: December 28, 2004 :
: 2,828: -715 3,193 443 3,707 -1,398 3,435 2,238: -608 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 4.8 5.9 77.1 87.2 94.7 97.9: 5.3 2.1
Old : 100.0: 16.1 6.4 7.5 69.1 83.2 92.7 97.1: 7.3 2.9
Other: 100.0: 2.0 1.9 1.0 96.3 96.8 99.3 99.8: 0.7 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 47 21 35 46 37 105 84:
Old : 122: 48 22 35 43 37 102 83:
Other: 38: 4 5 4 22 17 27 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 : 33.5 45.8 51.2 63.2 19.7 26.4 28.1 33.8
Old : 30.2 40.1 45.0 57.4 28.6 31.8 41.0 46.6
Other: 67.2 77.2 82.6 88.9 49.9 64.7 63.0 72.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 516,107: 101,484 27,401 117,298 223,881 330,749 442,663 475,448: 73,445 40,660
Old : 516,107: 101,484 27,401 117,298 223,881 330,749 442,663 475,448: 73,445 40,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -41,570: -28,890 2,935 -8,073 1,736 -41,256 -35,227 -46,394: -6,343 4,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.3 22.7 43.4 64.1 85.8 92.1: 14.2 7.9
Old : 100.0: 19.7 5.3 22.7 43.4 64.1 85.8 92.1: 14.2 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 : 179: 65 37 59 65 57 163 123:
Old : 179: 65 37 59 65 57 163 123:
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 : 14.8 30.4 24.2 45.7 10.5 24.3 17.4 32.9
Old : 14.8 30.4 24.2 45.7 10.5 24.3 17.4 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 557,677: 130,374 24,466 125,371 222,144 372,005 477,889 521,842: 79,788 35,835
Old : 557,677: 130,374 24,466 125,371 222,144 372,005 477,889 521,842: 79,788 35,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 29,913: 21,690 1,980 6,740 -3,097 19,325 25,332 28,045: 4,580 1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.4 22.5 39.8 66.7 85.7 93.6: 14.3 6.4
Old : 100.0: 23.4 4.4 22.5 39.8 66.7 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 : 193: 71 40 57 70 60 180 121:
Old : 193: 71 40 57 70 60 180 121:
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 : 15.2 31.6 24.1 47.3 10.4 24.9 16.8 34.4
Old : 15.2 31.6 24.1 47.3 10.4 24.9 16.8 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 139,781: 40,277 8,228 39,225 48,343 86,552 127,844 134,004: 11,936 5,777
Old : 136,956: 40,318 9,446 37,416 47,619 84,681 125,353 131,543: 11,603 5,413
Other: 2,825: 1,273 96 494 724 1,871 2,491 2,461: 333 364
: : :
: : Changes in Commitments from: January 4, 2005 :
: -11,574: -7,768 363 -3,515 -283 -8,108 -11,566 -11,260: -8 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.9 28.1 34.6 61.9 91.5 95.9: 8.5 4.1
Old : 100.0: 29.4 6.9 27.3 34.8 61.8 91.5 96.0: 8.5 4.0
Other: 100.0: 45.1 3.4 17.5 25.6 66.2 88.2 87.1: 11.8 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 171 64 119 106 122 320 275:
Old : 381: 170 71 119 105 122 319 275:
Other: 74: 13 11 17 23 37 45 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 : 14.0 20.8 22.6 32.5 11.0 15.1 18.4 23.9
Old : 14.2 21.0 22.9 32.7 11.2 15.4 18.8 24.2
Other: 45.0 34.5 61.7 47.7 39.9 34.5 52.2 43.2
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 151,355: 48,045 7,865 42,740 48,625 94,659 139,410 145,264: 11,945 6,091
Old : 148,978: 48,015 8,872 41,290 48,074 93,049 137,380 143,211: 11,598 5,767
Other: 2,377: 1,088 51 391 551 1,611 2,031 2,053: 346 324
: : :
: : Changes in Commitments from: December 28, 2004 :
: -5,112: -2,924 -2,389 -869 -863 -1,363 -4,656 -4,621: -456 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 5.2 28.2 32.1 62.5 92.1 96.0: 7.9 4.0
Old : 100.0: 32.2 6.0 27.7 32.3 62.5 92.2 96.1: 7.8 3.9
Other: 100.0: 45.8 2.1 16.5 23.2 67.8 85.4 86.4: 14.6 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 171 69 118 107 124 326 277:
Old : 390: 174 72 118 106 124 325 277:
Other: 71: 13 10 16 21 37 43 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 : 13.8 20.3 23.1 31.6 12.0 14.5 19.6 23.3
Old : 13.9 20.5 23.4 31.7 12.2 14.7 19.9 23.5
Other: 42.3 31.1 61.5 45.7 39.4 31.1 51.8 40.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,144: 4,524 10,053 3,499 9,518 4,030 17,540 17,582: 2,604 2,562
Old : 20,144: 4,524 10,053 3,499 9,518 4,030 17,540 17,582: 2,604 2,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -4,386: -795 -4,447 -231 -3,356 1,633 -4,382 -3,046: -4 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 49.9 17.4 47.2 20.0 87.1 87.3: 12.9 12.7
Old : 100.0: 22.5 49.9 17.4 47.2 20.0 87.1 87.3: 12.9 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 : 51: 7 30 11 8 9 22 44:
Old : 51: 7 30 11 8 9 22 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 : 67.7 37.5 79.5 58.9 55.4 33.3 61.4 49.4
Old : 67.7 37.5 79.5 58.9 55.4 33.3 61.4 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,530: 5,318 14,500 3,730 12,874 2,397 21,923 20,628: 2,608 3,902
Old : 24,530: 5,318 14,500 3,730 12,874 2,397 21,923 20,628: 2,608 3,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -5,419: -980 -4,699 -22 -4,626 16 -5,627 -4,704: 208 -715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 59.1 15.2 52.5 9.8 89.4 84.1: 10.6 15.9
Old : 100.0: 21.7 59.1 15.2 52.5 9.8 89.4 84.1: 10.6 15.9
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 : 53: 6 32 10 6 12 19 48:
Old : 53: 6 32 10 6 12 19 48:
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 : 67.7 36.8 83.2 55.2 61.2 34.0 71.8 47.7
Old : 67.7 36.8 83.2 55.2 61.2 34.0 71.8 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,327: 17,502 0 0 904 20,146 18,406 20,146: 4,921 3,181
Old : 23,327: 17,502 0 0 904 20,146 18,406 20,146: 4,921 3,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,754: -798 -1,145 0 134 -932 -664 -2,077: -1,090 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 0.0 0.0 3.9 86.4 78.9 86.4: 21.1 13.6
Old : 100.0: 75.0 0.0 0.0 3.9 86.4 78.9 86.4: 21.1 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 : 21: 8 0 0 1 12 9 12:
Old : 21: 8 0 0 1 12 9 12:
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 : 64.4 51.2 76.9 74.6 64.4 51.2 76.9 74.6
Old : 64.4 51.2 76.9 74.6 64.4 51.2 76.9 74.6
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 193,749: 10,314 24,508 37,357 117,455 105,009 165,125 166,874: 28,624 26,875
Old : 193,749: 10,314 24,508 37,357 117,455 105,009 165,125 166,874: 28,624 26,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 4,754: -1,266 -168 3,158 2,475 2,209 4,367 5,199: 388 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 12.6 19.3 60.6 54.2 85.2 86.1: 14.8 13.9
Old : 100.0: 5.3 12.6 19.3 60.6 54.2 85.2 86.1: 14.8 13.9
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 : 131: 19 32 36 66 71 110 116:
Old : 131: 19 32 36 66 71 110 116:
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 : 26.6 16.8 37.9 26.1 20.3 8.8 27.0 14.8
Old : 26.6 16.8 37.9 26.1 20.3 8.8 27.0 14.8
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 188,995: 11,580 24,676 34,199 114,980 102,800 160,759 161,675: 28,237 27,321
Old : 188,995: 11,580 24,676 34,199 114,980 102,800 160,759 161,675: 28,237 27,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -7,395: -82 2,002 1,232 -9,166 -9,814 -8,015 -6,580: 621 -814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 13.1 18.1 60.8 54.4 85.1 85.5: 14.9 14.5
Old : 100.0: 6.1 13.1 18.1 60.8 54.4 85.1 85.5: 14.9 14.5
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 : 131: 18 32 37 65 71 110 116:
Old : 131: 18 32 37 65 71 110 116:
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 : 25.7 16.3 36.9 25.9 20.3 9.9 28.1 15.9
Old : 25.7 16.3 36.9 25.9 20.3 9.9 28.1 15.9
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 694,799: 25,415 67,573 266,953 337,171 326,271 629,540 660,797: 65,260 34,002
Old : 694,799: 25,415 67,573 266,953 337,171 326,271 629,540 660,797: 65,260 34,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 13,104: -2,850 5,910 6,993 7,089 481 11,232 13,385: 1,872 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 9.7 38.4 48.5 47.0 90.6 95.1: 9.4 4.9
Old : 100.0: 3.7 9.7 38.4 48.5 47.0 90.6 95.1: 9.4 4.9
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 : 218: 49 61 80 101 91 190 198:
Old : 218: 49 61 80 101 91 190 198:
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 : 19.2 21.9 30.8 34.4 4.0 6.4 5.9 10.0
Old : 19.2 21.9 30.8 34.4 4.0 6.4 5.9 10.0
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 681,696: 28,266 61,663 259,960 330,082 325,790 618,308 647,413: 63,388 34,283
Old : 681,696: 28,266 61,663 259,960 330,082 325,790 618,308 647,413: 63,388 34,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 36,156: 4,530 4,394 14,729 18,588 13,779 37,847 32,902: -1,691 3,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 9.0 38.1 48.4 47.8 90.7 95.0: 9.3 5.0
Old : 100.0: 4.1 9.0 38.1 48.4 47.8 90.7 95.0: 9.3 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 : 207: 43 62 72 97 85 179 184:
Old : 207: 43 62 72 97 85 179 184:
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 22.3 31.7 35.1 3.7 6.4 5.7 10.1
Old : 19.7 22.3 31.7 35.1 3.7 6.4 5.7 10.1
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,207: 3,015 6,420 2,121 58,984 57,592 64,120 66,133: 4,087 2,074
Old : 68,207: 3,015 6,420 2,121 58,984 57,592 64,120 66,133: 4,087 2,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -267: 0 0 0 217 -1,123 217 -1,123: -484 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.4 3.1 86.5 84.4 94.0 97.0: 6.0 3.0
Old : 100.0: 4.4 9.4 3.1 86.5 84.4 94.0 97.0: 6.0 3.0
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: 1 1 1 29 23 30 25:
Old : 34: 1 1 1 29 23 30 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 : 44.5 57.5 65.3 72.0 42.7 53.0 52.9 61.2
Old : 44.5 57.5 65.3 72.0 42.7 53.0 52.9 61.2
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,474: 3,015 6,420 2,121 58,767 58,715 63,903 67,256: 4,571 1,218
Old : 68,474: 3,015 6,420 2,121 58,767 58,715 63,903 67,256: 4,571 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,096: 2,363 0 -651 -4,106 -1,228 -2,394 -1,879: 298 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.4 3.1 85.8 85.7 93.3 98.2: 6.7 1.8
Old : 100.0: 4.4 9.4 3.1 85.8 85.7 93.3 98.2: 6.7 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 : 33: 1 1 1 28 23 29 25:
Old : 33: 1 1 1 28 23 29 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 : 44.0 59.7 64.9 73.3 42.3 55.2 52.5 62.7
Old : 44.0 59.7 64.9 73.3 42.3 55.2 52.5 62.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,751: 5,266 2,464 428 36,818 36,678 42,512 39,570: 2,239 5,181
Old : 44,751: 5,266 2,464 428 36,818 36,678 42,512 39,570: 2,239 5,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 124: 0 0 0 124 552 124 552: 0 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.5 1.0 82.3 82.0 95.0 88.4: 5.0 11.6
Old : 100.0: 11.8 5.5 1.0 82.3 82.0 95.0 88.4: 5.0 11.6
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 : 22: 1 2 1 15 13 17 15:
Old : 22: 1 2 1 15 13 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 : 51.6 62.9 82.0 78.4 45.8 61.7 73.6 73.6
Old : 51.6 62.9 82.0 78.4 45.8 61.7 73.6 73.6
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,627: 5,266 2,464 428 36,694 36,126 42,388 39,018: 2,239 5,609
Old : 44,627: 5,266 2,464 428 36,694 36,126 42,388 39,018: 2,239 5,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,258: 578 -7,468 -1,712 -4,935 2,448 -6,069 -6,732: -189 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.5 1.0 82.2 81.0 95.0 87.4: 5.0 12.6
Old : 100.0: 11.8 5.5 1.0 82.2 81.0 95.0 87.4: 5.0 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 1 15 12 17 14:
Old : 21: 1 2 1 15 12 17 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 : 51.8 63.6 82.2 79.2 45.9 62.4 73.8 72.8
Old : 51.8 63.6 82.2 79.2 45.9 62.4 73.8 72.8
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,605: 3,264 2,299 1,044 23,703 26,722 28,011 30,065: 3,594 1,540
Old : 31,605: 3,264 2,299 1,044 23,703 26,722 28,011 30,065: 3,594 1,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,558: 1,625 278 -60 -754 1,324 811 1,542: 747 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.3 3.3 75.0 84.5 88.6 95.1: 11.4 4.9
Old : 100.0: 10.3 7.3 3.3 75.0 84.5 88.6 95.1: 11.4 4.9
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 : 25: 2 2 2 19 16 22 19:
Old : 25: 2 2 2 19 16 22 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 : 41.5 40.9 65.2 63.8 37.1 33.3 53.6 54.1
Old : 41.5 40.9 65.2 63.8 37.1 33.3 53.6 54.1
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,047: 1,639 2,021 1,104 24,457 25,398 27,200 28,523: 2,847 1,524
Old : 30,047: 1,639 2,021 1,104 24,457 25,398 27,200 28,523: 2,847 1,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,066: -1,315 -1,377 -153 -4,288 -4,529 -5,756 -6,059: -310 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.7 3.7 81.4 84.5 90.5 94.9: 9.5 5.1
Old : 100.0: 5.5 6.7 3.7 81.4 84.5 90.5 94.9: 9.5 5.1
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 2 18 15 21 19:
Old : 25: 3 2 2 18 15 21 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 : 47.7 47.7 66.8 69.1 39.4 38.1 52.9 56.0
Old : 47.7 47.7 66.8 69.1 39.4 38.1 52.9 56.0
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,346: 4,846 284 1,318 48,308 48,038 54,472 49,640: 2,874 7,706
Old : 57,346: 4,846 284 1,318 48,308 48,038 54,472 49,640: 2,874 7,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 7,244: 3,110 0 452 3,745 5,025 7,307 5,477: -63 1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.5 2.3 84.2 83.8 95.0 86.6: 5.0 13.4
Old : 100.0: 8.5 0.5 2.3 84.2 83.8 95.0 86.6: 5.0 13.4
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 : 26: 1 1 2 22 18 24 20:
Old : 26: 1 1 2 22 18 24 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 : 44.6 59.3 70.3 71.4 38.1 47.4 55.3 57.3
Old : 44.6 59.3 70.3 71.4 38.1 47.4 55.3 57.3
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,102: 1,736 284 866 44,563 43,013 47,165 44,163: 2,937 5,939
Old : 50,102: 1,736 284 866 44,563 43,013 47,165 44,163: 2,937 5,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,279: 186 124 -310 -2,310 -2,966 -2,434 -3,152: 155 873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.6 1.7 88.9 85.9 94.1 88.1: 5.9 11.9
Old : 100.0: 3.5 0.6 1.7 88.9 85.9 94.1 88.1: 5.9 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 : 26: 1 1 2 22 18 24 20:
Old : 26: 1 1 2 22 18 24 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 : 47.1 60.9 71.0 74.3 41.5 48.6 58.4 60.2
Old : 47.1 60.9 71.0 74.3 41.5 48.6 58.4 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,116: 1,587 568 1,199 15,289 18,859 18,075 20,626: 7,041 4,490
Old : 25,116: 1,587 568 1,199 15,289 18,859 18,075 20,626: 7,041 4,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.3 4.8 60.9 75.1 72.0 82.1: 28.0 17.9
Old : 100.0: 6.3 2.3 4.8 60.9 75.1 72.0 82.1: 28.0 17.9
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 : 20: 1 1 2 12 13 14 15:
Old : 20: 1 1 2 12 13 14 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 43.4 62.8 67.1 42.9 39.7 53.4 59.8
Old : 46.7 43.4 62.8 67.1 42.9 39.7 53.4 59.8
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 883,809: 199,895 61,088 142,635 525,055 673,767 867,585 877,490: 16,224 6,319
Old : 883,809: 199,895 61,088 142,635 525,055 673,767 867,585 877,490: 16,224 6,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 31,692: 13,723 1,828 14,711 309 13,844 28,743 30,383: 2,949 1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 6.9 16.1 59.4 76.2 98.2 99.3: 1.8 0.7
Old : 100.0: 22.6 6.9 16.1 59.4 76.2 98.2 99.3: 1.8 0.7
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 : 108: 15 12 25 73 69 101 95:
Old : 108: 15 12 25 73 69 101 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 23.6 45.0 36.8 26.4 19.2 32.5 28.5
Old : 33.0 23.6 45.0 36.8 26.4 19.2 32.5 28.5
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 852,117: 186,172 59,260 127,924 524,746 659,923 838,842 847,107: 13,275 5,010
Old : 852,117: 186,172 59,260 127,924 524,746 659,923 838,842 847,107: 13,275 5,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -27,206: 14,014 5,912 -1,085 -41,141 -26,191 -28,212 -21,364: 1,006 -5,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.0 15.0 61.6 77.4 98.4 99.4: 1.6 0.6
Old : 100.0: 21.8 7.0 15.0 61.6 77.4 98.4 99.4: 1.6 0.6
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 : 106: 14 12 24 72 68 99 93:
Old : 106: 14 12 24 72 68 99 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 24.4 46.0 38.5 26.6 20.0 33.3 30.0
Old : 33.5 24.4 46.0 38.5 26.6 20.0 33.3 30.0
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 78,609: 12,501 17,907 22,460 40,039 36,996 75,000 77,363: 3,609 1,246
Old : 78,609: 12,501 17,907 22,460 40,039 36,996 75,000 77,363: 3,609 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 11,188: 4,983 3,310 865 5,769 7,235 11,617 11,410: -429 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 22.8 28.6 50.9 47.1 95.4 98.4: 4.6 1.6
Old : 100.0: 15.9 22.8 28.6 50.9 47.1 95.4 98.4: 4.6 1.6
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 : 38: 7 7 12 22 22 35 35:
Old : 38: 7 7 12 22 22 35 35:
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 : 48.9 46.7 64.3 68.6 23.3 23.6 32.7 37.7
Old : 48.9 46.7 64.3 68.6 23.3 23.6 32.7 37.7
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 67,421: 7,518 14,597 21,595 34,270 29,761 63,383 65,953: 4,038 1,468
Old : 67,421: 7,518 14,597 21,595 34,270 29,761 63,383 65,953: 4,038 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 6,367: -1,587 567 2,731 6,002 4,262 7,146 7,560: -779 -1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 21.7 32.0 50.8 44.1 94.0 97.8: 6.0 2.2
Old : 100.0: 11.2 21.7 32.0 50.8 44.1 94.0 97.8: 6.0 2.2
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 : 33: 6 5 9 19 20 30 29:
Old : 33: 6 5 9 19 20 30 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 : 53.1 50.5 68.6 73.9 22.5 25.7 31.9 36.3
Old : 53.1 50.5 68.6 73.9 22.5 25.7 31.9 36.3
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,083: 5,251 1,501 5,692 23,981 27,201 34,924 34,394: 159 689
Old : 35,083: 5,251 1,501 5,692 23,981 27,201 34,924 34,394: 159 689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,356: 251 1,323 -33 1,260 198 1,477 1,487: -121 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.3 16.2 68.4 77.5 99.5 98.0: 0.5 2.0
Old : 100.0: 15.0 4.3 16.2 68.4 77.5 99.5 98.0: 0.5 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 : 34: 3 3 6 25 26 31 32:
Old : 34: 3 3 6 25 26 31 32:
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 : 50.7 68.5 74.7 80.1 45.9 58.8 58.1 63.8
Old : 50.7 68.5 74.7 80.1 45.9 58.8 58.1 63.8
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,726: 5,000 178 5,725 22,721 27,003 33,446 32,906: 280 820
Old : 33,726: 5,000 178 5,725 22,721 27,003 33,446 32,906: 280 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,353: 271 -2 -104 -1,283 -1,147 -1,116 -1,252: -237 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.5 17.0 67.4 80.1 99.2 97.6: 0.8 2.4
Old : 100.0: 14.8 0.5 17.0 67.4 80.1 99.2 97.6: 0.8 2.4
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 : 31: 3 2 5 22 24 27 29:
Old : 31: 3 2 5 22 24 27 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 : 52.2 69.1 75.5 79.8 47.6 59.9 57.5 62.5
Old : 52.2 69.1 75.5 79.8 47.6 59.9 57.5 62.5
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,607: 1,727 4,010 861 16,975 14,692 19,563 19,563: 44 44
Old : 19,607: 1,727 4,010 861 16,975 14,692 19,563 19,563: 44 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 193: 46 204 21 82 -76 149 149: 44 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 20.5 4.4 86.6 74.9 99.8 99.8: 0.2 0.2
Old : 100.0: 8.8 20.5 4.4 86.6 74.9 99.8 99.8: 0.2 0.2
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 : 25: 2 3 2 16 12 19 16:
Old : 25: 2 3 2 16 12 19 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 : 76.9 61.9 89.0 81.2 74.2 59.3 80.9 75.0
Old : 76.9 61.9 89.0 81.2 74.2 59.3 80.9 75.0
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,414: 1,681 3,806 840 16,893 14,768 19,414 19,414: 0 0
Old : 19,414: 1,681 3,806 840 16,893 14,768 19,414 19,414: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,940: -276 -1,242 -230 -1,434 -468 -1,940 -1,940: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 19.6 4.3 87.0 76.1 100.0 100.0: 0.0 0.0
Old : 100.0: 8.7 19.6 4.3 87.0 76.1 100.0 100.0: 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 : 23: 1 3 1 15 12 17 15:
Old : 23: 1 3 1 15 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 : 79.1 61.7 91.0 81.4 76.5 59.1 82.8 76.2
Old : 79.1 61.7 91.0 81.4 76.5 59.1 82.8 76.2
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,536: 544 2,928 932 6,060 3,676 7,536 7,536: 0 0
Old : 7,536: 544 2,928 932 6,060 3,676 7,536 7,536: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 676: -298 378 298 676 252 676 928: 0 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 38.9 12.4 80.4 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.2 38.9 12.4 80.4 48.8 100.0 100.0: 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 : 20: 2 2 3 10 10 13 14:
Old : 20: 2 2 3 10 10 13 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 : 68.1 66.1 91.1 89.9 60.7 56.5 74.7 75.3
Old : 68.1 66.1 91.1 89.9 60.7 56.5 74.7 75.3
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,860: 842 2,550 634 5,384 3,424 6,860 6,608: 0 252
Old : 6,860: 842 2,550 634 5,384 3,424 6,860 6,608: 0 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -794: -46 460 -460 -265 -1,046 -771 -1,046: -23 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 37.2 9.2 78.5 49.9 100.0 96.3: 0.0 3.7
Old : 100.0: 12.3 37.2 9.2 78.5 49.9 100.0 96.3: 0.0 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 : 20: 2 2 2 10 10 13 13:
Old : 20: 2 2 2 10 10 13 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 : 64.9 63.4 90.2 89.6 56.9 53.7 76.6 73.5
Old : 64.9 63.4 90.2 89.6 56.9 53.7 76.6 73.5
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,131,791: 79,159 43,714 279,105 713,679 730,816 1,071,942 1,053,634: 59,849 78,157
Old : 1,131,791: 79,159 43,714 279,105 713,679 730,816 1,071,942 1,053,634: 59,849 78,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,514: 2,910 5,523 13,710 8,386 7,219 25,006 26,451: -5,492 -6,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 3.9 24.7 63.1 64.6 94.7 93.1: 5.3 6.9
Old : 100.0: 7.0 3.9 24.7 63.1 64.6 94.7 93.1: 5.3 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 : 241: 61 78 94 83 87 204 207:
Old : 241: 61 78 94 83 87 204 207:
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 23.4 31.9 33.4 9.5 9.9 14.1 12.7
Old : 20.7 23.4 31.9 33.4 9.5 9.9 14.1 12.7
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,112,277: 76,249 38,191 265,395 705,292 723,596 1,046,936 1,027,183: 65,341 85,095
Old : 1,112,277: 76,249 38,191 265,395 705,292 723,596 1,046,936 1,027,183: 65,341 85,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 15,335: 3,916 -443 -2,255 1,975 4,468 3,636 1,771: 11,699 13,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 3.4 23.9 63.4 65.1 94.1 92.3: 5.9 7.7
Old : 100.0: 6.9 3.4 23.9 63.4 65.1 94.1 92.3: 5.9 7.7
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 : 225: 54 71 80 82 86 185 194:
Old : 225: 54 71 80 82 86 185 194:
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 24.2 32.5 34.7 10.3 10.9 14.9 14.2
Old : 20.7 24.2 32.5 34.7 10.3 10.9 14.9 14.2
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,736: 7,417 2,499 91 2,462 9,148 9,970 11,738: 2,766 998
Old : 12,736: 7,417 2,499 91 2,462 9,148 9,970 11,738: 2,766 998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 138: 162 -158 57 -136 382 83 281: 55 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 19.6 0.7 19.3 71.8 78.3 92.2: 21.7 7.8
Old : 100.0: 58.2 19.6 0.7 19.3 71.8 78.3 92.2: 21.7 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 : 117: 65 17 3 9 24 77 43:
Old : 117: 65 17 3 9 24 77 43:
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 : 24.2 42.4 37.6 57.9 24.2 42.4 37.6 57.9
Old : 24.2 42.4 37.6 57.9 24.2 42.4 37.6 57.9
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,598: 7,255 2,657 34 2,598 8,766 9,887 11,457: 2,711 1,141
Old : 12,598: 7,255 2,657 34 2,598 8,766 9,887 11,457: 2,711 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -38: 48 163 -57 19 -131 10 -25: -48 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 21.1 0.3 20.6 69.6 78.5 90.9: 21.5 9.1
Old : 100.0: 57.6 21.1 0.3 20.6 69.6 78.5 90.9: 21.5 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 : 113: 61 20 1 9 23 71 43:
Old : 113: 61 20 1 9 23 71 43:
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 42.6 39.0 57.9 25.3 42.6 39.0 57.9
Old : 25.3 42.6 39.0 57.9 25.3 42.6 39.0 57.9
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,446: 2,399 549 0 2,602 5,195 5,001 5,744: 1,445 702
Old : 6,446: 2,399 549 0 2,602 5,195 5,001 5,744: 1,445 702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 241: 106 382 -80 198 12 224 314: 17 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 8.5 0.0 40.4 80.6 77.6 89.1: 22.4 10.9
Old : 100.0: 37.2 8.5 0.0 40.4 80.6 77.6 89.1: 22.4 10.9
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 : 42: 15 5 0 12 13 27 18:
Old : 42: 15 5 0 12 13 27 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 : 37.9 62.1 51.7 76.7 37.9 62.0 51.7 76.6
Old : 37.9 62.1 51.7 76.7 37.9 62.0 51.7 76.6
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,205: 2,293 167 80 2,404 5,183 4,777 5,430: 1,428 775
Old : 6,205: 2,293 167 80 2,404 5,183 4,777 5,430: 1,428 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -124: -6 11 80 -18 87 56 178: -180 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 2.7 1.3 38.7 83.5 77.0 87.5: 23.0 12.5
Old : 100.0: 37.0 2.7 1.3 38.7 83.5 77.0 87.5: 23.0 12.5
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 : 40: 16 2 1 10 14 26 17:
Old : 40: 16 2 1 10 14 26 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 : 37.7 63.7 51.8 76.5 37.7 63.6 51.3 76.2
Old : 37.7 63.7 51.8 76.5 37.7 63.6 51.3 76.2
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 183,283: 17,834 9,849 28,870 121,799 129,426 168,503 168,145: 14,780 15,139
Old : 183,283: 17,834 9,849 28,870 121,799 129,426 168,503 168,145: 14,780 15,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,480: 1,320 -3,496 2,221 -3,440 4,037 101 2,763: 2,379 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.4 15.8 66.5 70.6 91.9 91.7: 8.1 8.3
Old : 100.0: 9.7 5.4 15.8 66.5 70.6 91.9 91.7: 8.1 8.3
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 : 154: 35 28 41 75 77 130 129:
Old : 154: 35 28 41 75 77 130 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 18.2 41.8 29.5 25.8 12.4 32.4 19.8
Old : 30.3 18.2 41.8 29.5 25.8 12.4 32.4 19.8
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 180,803: 16,515 13,345 26,648 125,239 125,389 168,402 165,382: 12,401 15,421
Old : 180,803: 16,515 13,345 26,648 125,239 125,389 168,402 165,382: 12,401 15,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,763: 1,554 -275 2,739 -5,870 -3,190 -1,578 -726: -1,186 -2,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 7.4 14.7 69.3 69.4 93.1 91.5: 6.9 8.5
Old : 100.0: 9.1 7.4 14.7 69.3 69.4 93.1 91.5: 6.9 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 : 152: 32 29 37 77 73 129 124:
Old : 152: 32 29 37 77 73 129 124:
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 : 32.4 19.1 43.3 29.7 28.6 13.0 35.5 19.2
Old : 32.4 19.1 43.3 29.7 28.6 13.0 35.5 19.2
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,790: 0 3,485 4,590 13,990 10,715 18,580 18,790: 210 0
Old : 18,790: 0 3,485 4,590 13,990 10,715 18,580 18,790: 210 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 675: 0 -320 270 375 725 645 675: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.5 24.4 74.5 57.0 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 18.5 24.4 74.5 57.0 98.9 100.0: 1.1 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 : 25: 0 5 2 14 13 16 18:
Old : 25: 0 5 2 14 13 16 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 : 67.6 77.5 89.8 89.1 46.8 48.9 56.9 57.7
Old : 67.6 77.5 89.8 89.1 46.8 48.9 56.9 57.7
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,115: 0 3,805 4,320 13,615 9,990 17,935 18,115: 180 0
Old : 18,115: 0 3,805 4,320 13,615 9,990 17,935 18,115: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,093: -15 666 -766 -312 -993 -1,093 -1,093: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.0 23.8 75.2 55.1 99.0 100.0: 1.0 0.0
Old : 100.0: 0.0 21.0 23.8 75.2 55.1 99.0 100.0: 1.0 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 : 25: 0 5 2 14 13 16 18:
Old : 25: 0 5 2 14 13 16 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 : 68.3 77.2 89.5 88.3 46.5 49.3 57.3 58.4
Old : 68.3 77.2 89.5 88.3 46.5 49.3 57.3 58.4
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,752: 450 2,031 402 7,900 6,319 8,752 8,752: 0 0
Old : 8,752: 450 2,031 402 7,900 6,319 8,752 8,752: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 75: 0 -75 0 75 150 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 23.2 4.6 90.3 72.2 100.0 100.0: 0.0 0.0
Old : 100.0: 5.1 23.2 4.6 90.3 72.2 100.0 100.0: 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 : 21: 1 1 2 15 14 17 16:
Old : 21: 1 1 2 15 14 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 : 59.8 74.0 81.2 89.7 44.3 49.0 51.2 52.4
Old : 59.8 74.0 81.2 89.7 44.3 49.0 51.2 52.4
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, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,677: 450 2,106 402 7,825 6,169 8,677 8,677: 0 0
Old : 8,677: 450 2,106 402 7,825 6,169 8,677 8,677: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -330: -100 -410 -45 -185 125 -330 -330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 24.3 4.6 90.2 71.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.2 24.3 4.6 90.2 71.1 100.0 100.0: 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 : 21: 1 1 2 15 14 17 16:
Old : 21: 1 1 2 15 14 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 : 60.3 74.0 81.9 89.9 43.9 50.3 52.2 53.7
Old : 60.3 74.0 81.9 89.9 43.9 50.3 52.2 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2005