WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 236,106: 35,915 76,299 35,631 129,149 94,558 200,696 206,488: 35,411 29,619
Old : 192,566: 43,710 74,499 18,411 101,997 75,928 164,118 168,839: 28,448 23,728
Other: 43,540: 3,646 13,240 5,780 27,152 18,630 36,578 37,649: 6,962 5,891
: : :
: : Changes in Commitments from: January 11, 2005 :
: 9,815: -281 10,735 1,871 5,707 -3,132 7,297 9,474: 2,518 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 32.3 15.1 54.7 40.0 85.0 87.5: 15.0 12.5
Old : 100.0: 22.7 38.7 9.6 53.0 39.4 85.2 87.7: 14.8 12.3
Other: 100.0: 8.4 30.4 13.3 62.4 42.8 84.0 86.5: 16.0 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 104 112 84 61 70 205 235:
Old : 301: 112 107 69 56 66 191 220:
Other: 121: 25 40 33 32 47 79 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 24.7 42.9 31.2 29.2 22.7 41.2 28.2
Old : 33.5 25.4 45.8 32.6 33.5 24.3 44.7 31.0
Other: 49.2 33.2 58.8 42.6 46.6 28.7 50.5 37.3
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 769,823: 75,796 199,390 101,444 473,847 304,392 651,087 605,226: 118,736 164,597
Old : 672,147: 70,022 192,991 88,379 405,160 258,325 563,561 539,695: 108,587 132,453
Other: 97,675: 10,337 10,962 8,502 68,687 46,067 87,526 65,531: 10,149 32,144
: : :
: : Changes in Commitments from: January 11, 2005 :
: 22,737: 1,804 44,993 -1,728 20,977 -26,791 21,053 16,473: 1,685 6,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 25.9 13.2 61.6 39.5 84.6 78.6: 15.4 21.4
Old : 100.0: 10.4 28.7 13.1 60.3 38.4 83.8 80.3: 16.2 19.7
Other: 100.0: 10.6 11.2 8.7 70.3 47.2 89.6 67.1: 10.4 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 743: 173 212 175 295 257 572 549:
Old : 728: 169 213 161 286 242 551 524:
Other: 361: 61 65 45 99 185 177 278:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 13.4 24.1 18.1 14.9 10.5 23.9 14.4
Old : 15.8 13.4 25.2 18.4 15.8 10.7 24.8 15.1
Other: 39.3 15.2 47.7 22.0 39.0 12.5 46.9 19.2
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,881: 2,753 246 434 1,248 5,513 4,435 6,193: 4,446 2,688
Old : 8,428: 2,722 268 346 1,188 5,403 4,256 6,017: 4,172 2,411
Other: 453: 66 13 53 60 110 179 176: 274 277
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,115: 951 -345 0 -338 666 613 321: 502 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 2.8 4.9 14.0 62.1 49.9 69.7: 50.1 30.3
Old : 100.0: 32.3 3.2 4.1 14.1 64.1 50.5 71.4: 49.5 28.6
Other: 100.0: 14.6 2.8 11.8 13.2 24.3 39.6 38.9: 60.4 61.1
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 21 4 7 9 14 32 23:
Old : 39: 21 4 7 9 14 32 23:
Other: 11: 4 2 5 2 4 8 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 42.8 30.2 55.1 16.5 37.5 23.4 45.4
Old : 22.1 44.0 31.1 56.8 17.4 38.5 24.7 47.1
Other: 32.8 32.0 39.6 38.7 27.1 25.1 27.4 26.7
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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 339,277: 28,848 78,952 74,918 179,319 121,520 283,085 275,391: 56,193 63,887
Old : 315,707: 28,342 82,244 66,086 171,063 109,235 265,491 257,565: 50,216 58,142
Other: 23,570: 6,906 3,107 2,433 8,255 12,285 17,594 17,825: 5,977 5,745
: : :
: : Changes in Commitments from: January 11, 2005 :
: 26,906: 290 23,063 4,796 14,292 -4,594 19,378 23,265: 7,527 3,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 23.3 22.1 52.9 35.8 83.4 81.2: 16.6 18.8
Old : 100.0: 9.0 26.1 20.9 54.2 34.6 84.1 81.6: 15.9 18.4
Other: 100.0: 29.3 13.2 10.3 35.0 52.1 74.6 75.6: 25.4 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 108 181 143 121 130 322 371:
Old : 448: 109 183 124 120 121 305 355:
Other: 148: 42 35 20 29 56 81 101:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 20.5 38.6 27.3 19.3 9.5 26.9 13.6
Old : 28.7 20.0 40.0 27.2 20.0 8.6 28.2 13.3
Other: 30.1 42.8 41.6 49.9 26.8 37.9 37.7 44.1
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 183,059: 14,812 52,969 29,513 113,940 76,312 158,265 158,794: 24,794 24,265
Old : 165,906: 15,553 53,792 22,123 106,634 67,015 144,311 142,931: 21,595 22,975
Other: 17,153: 3,268 3,185 3,381 7,306 9,297 13,954 15,863: 3,199 1,290
: : :
: : Changes in Commitments from: January 11, 2005 :
: 13,639: -1,343 10,326 3,155 9,661 -2,090 11,474 11,392: 2,165 2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 28.9 16.1 62.2 41.7 86.5 86.7: 13.5 13.3
Old : 100.0: 9.4 32.4 13.3 64.3 40.4 87.0 86.2: 13.0 13.8
Other: 100.0: 19.0 18.6 19.7 42.6 54.2 81.4 92.5: 18.6 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 29 56 36 53 46 108 124:
Old : 159: 36 57 34 52 45 107 121:
Other: 45: 9 13 14 20 11 38 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 25.7 35.8 34.3 19.5 19.0 30.1 25.7
Old : 25.5 25.6 37.5 34.0 23.7 22.3 35.1 29.6
Other: 34.5 51.9 50.4 70.2 24.8 46.1 37.5 55.0
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 816,098: 181,462 120,595 84,246 423,812 466,132 689,519 670,973: 126,579 145,125
Old : 816,098: 181,462 120,595 84,246 423,812 466,132 689,519 670,973: 126,579 145,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 44,155: 4,705 12,003 5,962 29,169 23,489 39,835 41,455: 4,319 2,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 14.8 10.3 51.9 57.1 84.5 82.2: 15.5 17.8
Old : 100.0: 22.2 14.8 10.3 51.9 57.1 84.5 82.2: 15.5 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 45 64 51 84 103 167 180:
Old : 231: 45 64 51 84 103 167 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 15.5 30.3 25.5 16.2 14.2 22.9 21.2
Old : 21.7 15.5 30.3 25.5 16.2 14.2 22.9 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 178,531: 7,028 38,234 36,798 105,955 77,049 149,781 152,080: 28,750 26,451
Old : 162,452: 10,580 37,073 28,468 96,848 71,277 135,896 136,818: 26,556 25,633
Other: 16,079: 1,282 5,994 3,495 9,107 5,772 13,885 15,262: 2,195 817
: : :
: : Changes in Commitments from: January 11, 2005 :
: 12,944: -6,706 13,620 2,901 17,177 -5,425 13,372 11,097: -427 1,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 21.4 20.6 59.3 43.2 83.9 85.2: 16.1 14.8
Old : 100.0: 6.5 22.8 17.5 59.6 43.9 83.7 84.2: 16.3 15.8
Other: 100.0: 8.0 37.3 21.7 56.6 35.9 86.4 94.9: 13.6 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 29 49 53 58 56 122 143:
Old : 169: 38 47 51 57 54 121 139:
Other: 61: 7 22 16 28 13 50 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 21.9 39.4 29.3 24.2 11.5 30.4 17.4
Old : 27.7 21.4 38.7 29.1 25.4 12.3 32.1 18.9
Other: 40.3 51.2 55.8 65.6 35.2 38.7 44.0 49.7
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,669: 1,631 1,434 361 1,209 1,398 3,201 3,193: 1,468 1,476
Old : 4,651: 1,631 1,435 344 1,209 1,397 3,185 3,176: 1,467 1,475
Other: 18: 2 1 15 0 1 17 17: 1 1
: : :
: : Changes in Commitments from: January 11, 2005 :
: 121: 4 32 51 124 70 180 154: -59 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 30.7 7.7 25.9 29.9 68.6 68.4: 31.4 31.6
Old : 100.0: 35.1 30.9 7.4 26.0 30.0 68.5 68.3: 31.5 31.7
Other: 100.0: 9.5 6.0 85.0 0.0 5.7 94.5 96.7: 5.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 10 3 12 8 25 18:
Old : 33: 10 10 3 12 8 25 18:
Other: 4: 2 1 3 0 1 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 38.4 45.9 52.1 29.0 37.6 39.6 48.1
Old : 32.1 38.6 45.8 52.0 29.1 37.7 39.7 48.3
Other: 94.5 96.7 94.5 96.7 9.5 11.7 9.5 11.7
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 296,278: 79,632 88,583 1,458 185,839 148,334 266,929 238,375: 29,348 57,902
Old : 296,278: 79,632 88,583 1,458 185,839 148,334 266,929 238,375: 29,348 57,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 24,067: 6,453 932 1,084 12,531 17,710 20,068 19,726: 3,999 4,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 29.9 0.5 62.7 50.1 90.1 80.5: 9.9 19.5
Old : 100.0: 26.9 29.9 0.5 62.7 50.1 90.1 80.5: 9.9 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 26 56 4 49 70 78 127:
Old : 175: 26 56 4 49 70 78 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 17.6 44.8 25.9 29.8 17.4 43.7 24.9
Old : 30.2 17.6 44.8 25.9 29.8 17.4 43.7 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,143,359: 402,315 344,968 282,674 1,272,592 1,160,932 1,957,581 1,788,574: 185,778 354,785
Old : 2,143,359: 402,315 344,968 282,674 1,272,592 1,160,932 1,957,581 1,788,574: 185,778 354,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -22,636: 2,792 -32,284 9,326 -29,593 9,829 -17,475 -13,130: -5,161 -9,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 16.1 13.2 59.4 54.2 91.3 83.4: 8.7 16.6
Old : 100.0: 18.8 16.1 13.2 59.4 54.2 91.3 83.4: 8.7 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 76 110 99 149 200 275 360:
Old : 406: 76 110 99 149 200 275 360:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 12.0 47.3 20.2 32.5 9.6 39.3 14.5
Old : 36.7 12.0 47.3 20.2 32.5 9.6 39.3 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,403,075: 337,266 235,001 133,654 857,007 860,263 1,327,926 1,228,918: 75,149 174,158
Old : 1,403,075: 337,266 235,001 133,654 857,007 860,263 1,327,926 1,228,918: 75,149 174,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 11,575: 7,096 -14,239 2,233 7,889 29,837 17,219 17,832: -5,643 -6,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 16.7 9.5 61.1 61.3 94.6 87.6: 5.4 12.4
Old : 100.0: 24.0 16.7 9.5 61.1 61.3 94.6 87.6: 5.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 61 92 64 100 147 193 271:
Old : 319: 61 92 64 100 147 193 271:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 16.2 38.4 25.4 17.9 15.3 31.1 22.7
Old : 23.4 16.2 38.4 25.4 17.9 15.3 31.1 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 505,620: 125,790 41,926 159,282 201,130 288,556 486,202 489,765: 19,418 15,855
Old : 505,620: 125,790 41,926 159,282 201,130 288,556 486,202 489,765: 19,418 15,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 27,677: 15,466 4,120 10,598 5,000 16,407 31,064 31,126: -3,387 -3,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 8.3 31.5 39.8 57.1 96.2 96.9: 3.8 3.1
Old : 100.0: 24.9 8.3 31.5 39.8 57.1 96.2 96.9: 3.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 48 28 41 64 63 127 117:
Old : 153: 48 28 41 64 63 127 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 31.5 48.2 46.0 18.6 24.2 27.4 33.6
Old : 32.9 31.5 48.2 46.0 18.6 24.2 27.4 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 48,335: 14,939 8,772 829 25,848 32,651 41,615 42,252: 6,720 6,083
Old : 48,335: 14,939 8,772 829 25,848 32,651 41,615 42,252: 6,720 6,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,090: -2,296 -997 10 123 -295 -2,163 -1,281: 1,073 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 18.1 1.7 53.5 67.6 86.1 87.4: 13.9 12.6
Old : 100.0: 30.9 18.1 1.7 53.5 67.6 86.1 87.4: 13.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 35 17 12 29 14 71 36:
Old : 87: 35 17 12 29 14 71 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 65.1 52.5 76.4 36.0 64.8 52.5 75.7
Old : 36.0 65.1 52.5 76.4 36.0 64.8 52.5 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 66,893: 9,166 21,259 5,759 43,830 30,613 58,756 57,632: 8,138 9,261
Old : 66,893: 9,166 21,259 5,759 43,830 30,613 58,756 57,632: 8,138 9,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 4,463: 1,515 3,318 733 3,440 434 5,688 4,485: -1,225 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 31.8 8.6 65.5 45.8 87.8 86.2: 12.2 13.8
Old : 100.0: 13.7 31.8 8.6 65.5 45.8 87.8 86.2: 12.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 29 37 21 24 20 65 66:
Old : 101: 29 37 21 24 20 65 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 56.7 60.8 66.4 41.7 55.3 57.5 61.2
Old : 42.3 56.7 60.8 66.4 41.7 55.3 57.5 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 39,897: 1,892 10,337 1,014 36,780 27,239 39,686 38,590: 211 1,307
Old : 39,897: 1,892 10,337 1,014 36,780 27,239 39,686 38,590: 211 1,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 4,022: 196 3,942 8 3,937 153 4,141 4,103: -119 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 25.9 2.5 92.2 68.3 99.5 96.7: 0.5 3.3
Old : 100.0: 4.7 25.9 2.5 92.2 68.3 99.5 96.7: 0.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 22 3 17 16 24 38:
Old : 55: 4 22 3 17 16 24 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 47.2 79.9 71.5 52.1 46.8 79.8 71.0
Old : 52.1 47.2 79.9 71.5 52.1 46.8 79.8 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,463: 0 1,747 0 13,451 11,252 13,451 12,999: 12 464
Old : 13,463: 0 1,747 0 13,451 11,252 13,451 12,999: 12 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 197: 0 193 0 197 0 197 193: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.0 0.0 99.9 83.6 99.9 96.6: 0.1 3.4
Old : 100.0: 0.0 13.0 0.0 99.9 83.6 99.9 96.6: 0.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 7 0 8 10 8 17:
Old : 24: 0 7 0 8 10 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.0 73.7 99.9 84.9 84.0 70.9 97.1 82.1
Old : 84.0 73.7 99.9 84.9 84.0 70.9 97.1 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 31,115: 2,639 2,201 4,909 20,086 19,134 27,633 26,244: 3,482 4,871
Old : 31,115: 2,639 2,201 4,909 20,086 19,134 27,633 26,244: 3,482 4,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,230: 706 335 481 929 1,072 2,116 1,887: 114 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.1 15.8 64.6 61.5 88.8 84.3: 11.2 15.7
Old : 100.0: 8.5 7.1 15.8 64.6 61.5 88.8 84.3: 11.2 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 : 89: 26 7 18 35 39 65 60:
Old : 89: 26 7 18 35 39 65 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 28.3 55.2 43.3 42.5 27.5 48.0 40.3
Old : 43.4 28.3 55.2 43.3 42.5 27.5 48.0 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 109,831: 31,048 3,119 19,857 37,168 49,918 88,073 72,894: 21,757 36,936
Old : 108,973: 31,201 3,119 19,697 36,836 49,764 87,734 72,580: 21,238 36,392
Other: 858: 7 160 0 332 154 339 314: 519 544
: : :
: : Changes in Commitments from: January 11, 2005 :
: 86: 513 -188 -107 -1,563 385 -1,157 89: 1,242 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 2.8 18.1 33.8 45.4 80.2 66.4: 19.8 33.6
Old : 100.0: 28.6 2.9 18.1 33.8 45.7 80.5 66.6: 19.5 33.4
Other: 100.0: 0.8 18.6 0.0 38.7 17.9 39.5 36.6: 60.5 63.4
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 66 22 51 31 34 136 91:
Old : 155: 66 22 51 30 34 135 91:
Other: 9: 1 1 0 5 3 6 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 : 21.7 25.0 31.8 34.7 21.6 24.5 30.6 32.4
Old : 21.9 25.2 32.0 35.0 21.8 24.8 30.9 32.9
Other: 38.1 36.6 39.5 36.6 36.0 34.5 37.4 34.5
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,092: 375 480 124 921 403 1,420 1,007: 672 1,085
Old : 2,092: 375 480 124 921 403 1,420 1,007: 672 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 27: -137 -126 -17 136 34 -18 -109: 45 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 22.9 5.9 44.0 19.3 67.9 48.1: 32.1 51.9
Old : 100.0: 17.9 22.9 5.9 44.0 19.3 67.9 48.1: 32.1 51.9
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: 4 13 6 7 3 17 16:
Old : 25: 4 13 6 7 3 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 : 48.2 27.4 59.9 37.7 47.6 24.3 55.9 30.7
Old : 48.2 27.4 59.9 37.7 47.6 24.3 55.9 30.7
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 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 162,583: 45,402 7,979 33,327 64,131 79,339 142,861 120,645: 19,723 41,938
Old : 162,583: 45,402 7,979 33,327 64,131 79,339 142,861 120,645: 19,723 41,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 47: 1,602 178 1,513 -2,845 -1,883 270 -192: -223 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 4.9 20.5 39.4 48.8 87.9 74.2: 12.1 25.8
Old : 100.0: 27.9 4.9 20.5 39.4 48.8 87.9 74.2: 12.1 25.8
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 : 214: 62 28 49 68 106 154 167:
Old : 214: 62 28 49 68 106 154 167:
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 11.3 36.1 20.6 18.1 8.7 30.4 14.7
Old : 21.2 11.3 36.1 20.6 18.1 8.7 30.4 14.7
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,822: 1,292 644 160 481 1,956 1,933 2,760: 1,889 1,062
Old : 3,822: 1,292 644 160 481 1,956 1,933 2,760: 1,889 1,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -141: -137 34 -43 -92 -11 -271 -19: 130 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 16.8 4.2 12.6 51.2 50.6 72.2: 49.4 27.8
Old : 100.0: 33.8 16.8 4.2 12.6 51.2 50.6 72.2: 49.4 27.8
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 : 45: 19 5 6 12 20 33 29:
Old : 45: 19 5 6 12 20 33 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 : 20.1 44.7 29.2 55.4 19.6 44.7 28.6 55.4
Old : 20.1 44.7 29.2 55.4 19.6 44.7 28.6 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 22,537: 6,121 542 4,782 7,146 5,139 18,049 10,463: 4,489 12,075
Old : 22,537: 6,121 542 4,782 7,146 5,139 18,049 10,463: 4,489 12,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 961: 575 -188 507 -69 222 1,013 541: -52 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 2.4 21.2 31.7 22.8 80.1 46.4: 19.9 53.6
Old : 100.0: 27.2 2.4 21.2 31.7 22.8 80.1 46.4: 19.9 53.6
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 : 118: 36 14 27 43 49 94 79:
Old : 118: 36 14 27 43 49 94 79:
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 : 21.4 12.1 34.4 19.0 18.6 6.0 27.9 9.5
Old : 21.4 12.1 34.4 19.0 18.6 6.0 27.9 9.5
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 86,051: 20,166 14,760 1,860 31,825 51,953 53,852 68,573: 32,199 17,478
Old : 86,051: 20,166 14,760 1,860 31,825 51,953 53,852 68,573: 32,199 17,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 7,998: 241 4,902 524 7,004 2,114 7,770 7,540: 228 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 17.2 2.2 37.0 60.4 62.6 79.7: 37.4 20.3
Old : 100.0: 23.4 17.2 2.2 37.0 60.4 62.6 79.7: 37.4 20.3
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 : 62: 19 13 7 23 19 44 37:
Old : 62: 19 13 7 23 19 44 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 : 17.3 41.9 28.8 55.6 16.1 41.9 27.5 55.3
Old : 17.3 41.9 28.8 55.6 16.1 41.9 27.5 55.3
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 53,036: 11,178 12,317 268 27,306 27,276 38,752 39,861: 14,285 13,175
Old : 53,036: 11,178 12,317 268 27,306 27,276 38,752 39,861: 14,285 13,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,364: -761 494 155 1,493 -2,378 887 -1,729: -2,251 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 23.2 0.5 51.5 51.4 73.1 75.2: 26.9 24.8
Old : 100.0: 21.1 23.2 0.5 51.5 51.4 73.1 75.2: 26.9 24.8
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: 13 5 4 13 6 26 15:
Old : 33: 13 5 4 13 6 26 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 54.7 51.9 69.5 36.4 54.6 51.9 69.4
Old : 36.4 54.7 51.9 69.5 36.4 54.6 51.9 69.4
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 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 72,683: 47,902 5,279 522 14,466 61,835 62,889 67,635: 9,794 5,048
Old : 72,683: 47,902 5,279 522 14,466 61,835 62,889 67,635: 9,794 5,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,256: 9,369 -1,277 -188 -2,921 7,350 6,260 5,885: -3,004 -2,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 7.3 0.7 19.9 85.1 86.5 93.1: 13.5 6.9
Old : 100.0: 65.9 7.3 0.7 19.9 85.1 86.5 93.1: 13.5 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 : 88: 48 9 1 16 19 65 28:
Old : 88: 48 9 1 16 19 65 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 : 36.3 56.7 51.7 75.5 36.3 55.8 51.7 74.6
Old : 36.3 56.7 51.7 75.5 36.3 55.8 51.7 74.6
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 66,910: 20,756 2,237 599 21,563 47,502 42,917 50,338: 23,993 16,573
Old : 66,910: 20,756 2,237 599 21,563 47,502 42,917 50,338: 23,993 16,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,588: -1,984 873 336 -653 -4,164 -2,301 -2,955: 713 1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 3.3 0.9 32.2 71.0 64.1 75.2: 35.9 24.8
Old : 100.0: 31.0 3.3 0.9 32.2 71.0 64.1 75.2: 35.9 24.8
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 : 43: 20 5 4 11 12 33 19:
Old : 43: 20 5 4 11 12 33 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 : 24.4 48.5 35.8 68.8 24.1 48.5 34.2 65.6
Old : 24.4 48.5 35.8 68.8 24.1 48.5 34.2 65.6
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 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 195,746: 39,804 31,770 2,386 108,550 139,736 150,741 173,892: 45,005 21,854
Old : 195,746: 39,804 31,770 2,386 108,550 139,736 150,741 173,892: 45,005 21,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 9,360: 4,881 20,345 -211 -3,961 -10,478 709 9,656: 8,651 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.2 1.2 55.5 71.4 77.0 88.8: 23.0 11.2
Old : 100.0: 20.3 16.2 1.2 55.5 71.4 77.0 88.8: 23.0 11.2
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 : 70: 27 14 4 22 21 52 36:
Old : 70: 27 14 4 22 21 52 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 : 43.2 49.9 54.3 68.8 27.6 43.8 36.7 53.7
Old : 43.2 49.9 54.3 68.8 27.6 43.8 36.7 53.7
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 167,940: 28,839 14,759 21,882 50,868 73,986 101,589 110,626: 66,351 57,314
Old : 167,940: 28,839 14,759 21,882 50,868 73,986 101,589 110,626: 66,351 57,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -7,313: -4,480 623 4,136 6,077 -4,660 5,733 99: -13,047 -7,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.8 13.0 30.3 44.1 60.5 65.9: 39.5 34.1
Old : 100.0: 17.2 8.8 13.0 30.3 44.1 60.5 65.9: 39.5 34.1
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 : 89: 32 23 25 31 23 72 62:
Old : 89: 32 23 25 31 23 72 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 : 15.0 26.1 23.8 40.7 13.9 24.2 20.2 32.6
Old : 15.0 26.1 23.8 40.7 13.9 24.2 20.2 32.6
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 50,467: 10,128 700 100 29,271 45,423 39,499 46,223: 10,968 4,244
Old : 50,467: 10,128 700 100 29,271 45,423 39,499 46,223: 10,968 4,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,473: -82 0 0 -4,566 3,556 -4,648 3,556: 8,121 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.4 0.2 58.0 90.0 78.3 91.6: 21.7 8.4
Old : 100.0: 20.1 1.4 0.2 58.0 90.0 78.3 91.6: 21.7 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 : 35: 3 1 1 17 26 20 28:
Old : 35: 3 1 1 17 26 20 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 : 39.3 35.9 60.0 55.0 35.2 32.4 49.3 50.3
Old : 39.3 35.9 60.0 55.0 35.2 32.4 49.3 50.3
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :10,477,763: 579,218 952,544 2,894,573 6,505,982 5,819,968 9,979,773 9,667,085: 497,989 810,677
Old :10,477,763: 579,218 952,544 2,894,573 6,505,982 5,819,968 9,979,773 9,667,085: 497,989 810,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -97,224: 35,351 -20,721 -162,411 54,489 78,255 -72,571 -104,877: -24,653 7,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 9.1 27.6 62.1 55.5 95.2 92.3: 4.8 7.7
Old : 100.0: 5.5 9.1 27.6 62.1 55.5 95.2 92.3: 4.8 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 : 420: 88 107 149 186 204 350 395:
Old : 420: 88 107 149 186 204 350 395:
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 11.7 36.8 21.7 18.3 8.5 27.4 13.1
Old : 22.8 11.7 36.8 21.7 18.3 8.5 27.4 13.1
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 728,809: 69,976 56,986 36,938 470,446 524,777 577,359 618,701: 151,450 110,108
Old : 728,809: 69,976 56,986 36,938 470,446 524,777 577,359 618,701: 151,450 110,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -8,878: 5,552 -1,871 1,527 388 1,651 7,467 1,306: -16,345 -10,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 7.8 5.1 64.5 72.0 79.2 84.9: 20.8 15.1
Old : 100.0: 9.6 7.8 5.1 64.5 72.0 79.2 84.9: 20.8 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 48 38 52 98 73 178 131:
Old : 205: 48 38 52 98 73 178 131:
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 : 19.0 29.8 27.8 43.0 18.3 29.7 26.9 42.9
Old : 19.0 29.8 27.8 43.0 18.3 29.7 26.9 42.9
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 864,197: 189,158 126,819 15,244 362,962 643,988 567,363 786,051: 296,834 78,146
Old : 864,197: 189,158 126,819 15,244 362,962 643,988 567,363 786,051: 296,834 78,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 23,106: -19,839 11,053 -923 27,139 9,599 6,377 19,729: 16,728 3,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 14.7 1.8 42.0 74.5 65.7 91.0: 34.3 9.0
Old : 100.0: 21.9 14.7 1.8 42.0 74.5 65.7 91.0: 34.3 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 94 83 33 73 73 186 170:
Old : 287: 94 83 33 73 73 186 170:
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 : 17.7 34.9 28.5 48.3 17.0 32.2 26.5 43.7
Old : 17.7 34.9 28.5 48.3 17.0 32.2 26.5 43.7
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,957: 2,055 0 0 8,145 12,111 10,200 12,111: 2,757 846
Old : 12,957: 2,055 0 0 8,145 12,111 10,200 12,111: 2,757 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -114: 128 0 0 -268 88 -140 88: 26 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 0.0 62.9 93.5 78.7 93.5: 21.3 6.5
Old : 100.0: 15.9 0.0 0.0 62.9 93.5 78.7 93.5: 21.3 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 : 48: 8 0 0 23 18 31 18:
Old : 48: 8 0 0 23 18 31 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 : 26.2 44.5 44.4 72.4 26.2 44.5 44.4 72.4
Old : 26.2 44.5 44.4 72.4 26.2 44.5 44.4 72.4
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 25,266: 1,742 4,353 342 20,581 17,650 22,665 22,345: 2,601 2,921
Old : 25,266: 1,742 4,353 342 20,581 17,650 22,665 22,345: 2,601 2,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -514: 661 594 -20 -1,491 -463 -850 111: 336 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 17.2 1.4 81.5 69.9 89.7 88.4: 10.3 11.6
Old : 100.0: 6.9 17.2 1.4 81.5 69.9 89.7 88.4: 10.3 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 : 51: 4 7 2 24 22 29 30:
Old : 51: 4 7 2 24 22 29 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 : 51.5 41.6 67.3 62.9 48.7 37.6 61.7 55.5
Old : 51.5 41.6 67.3 62.9 48.7 37.6 61.7 55.5
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 74,830: 8,240 14,644 382 33,759 51,123 42,381 66,148: 32,449 8,681
Old : 74,830: 8,240 14,644 382 33,759 51,123 42,381 66,148: 32,449 8,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,469: -4,580 356 171 1,643 1,818 -2,765 2,346: 5,234 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 19.6 0.5 45.1 68.3 56.6 88.4: 43.4 11.6
Old : 100.0: 11.0 19.6 0.5 45.1 68.3 56.6 88.4: 43.4 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 : 140: 27 38 5 53 38 83 78:
Old : 140: 27 38 5 53 38 83 78:
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 : 16.4 41.9 25.4 56.3 15.8 36.9 22.2 50.1
Old : 16.4 41.9 25.4 56.3 15.8 36.9 22.2 50.1
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 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 343,640: 121,539 65,104 5,074 183,065 151,723 309,678 221,901: 33,962 121,739
Old : 343,640: 121,539 65,104 5,074 183,065 151,723 309,678 221,901: 33,962 121,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 16,348: -660 -1,004 125 20,222 11,781 19,688 10,903: -3,339 5,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 18.9 1.5 53.3 44.2 90.1 64.6: 9.9 35.4
Old : 100.0: 35.4 18.9 1.5 53.3 44.2 90.1 64.6: 9.9 35.4
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 : 234: 89 64 16 52 43 146 118:
Old : 234: 89 64 16 52 43 146 118:
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 : 34.0 23.3 50.3 33.0 29.8 21.0 46.1 28.6
Old : 34.0 23.3 50.3 33.0 29.8 21.0 46.1 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 66,429: 27,749 534 257 15,612 54,534 43,618 55,326: 22,811 11,104
Old : 66,429: 27,749 534 257 15,612 54,534 43,618 55,326: 22,811 11,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,425: 1,255 -51 -4 727 1,385 1,979 1,331: 446 1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 0.8 0.4 23.5 82.1 65.7 83.3: 34.3 16.7
Old : 100.0: 41.8 0.8 0.4 23.5 82.1 65.7 83.3: 34.3 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 : 37: 17 2 1 10 14 28 16:
Old : 37: 17 2 1 10 14 28 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 : 30.9 51.7 45.1 75.3 30.5 51.5 44.8 74.9
Old : 30.9 51.7 45.1 75.3 30.5 51.5 44.8 74.9
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 22,623: 2,039 8,170 106 16,485 11,289 18,630 19,565: 3,993 3,058
Old : 22,623: 2,039 8,170 106 16,485 11,289 18,630 19,565: 3,993 3,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 954: -41 758 11 841 -11 811 758: 143 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 36.1 0.5 72.9 49.9 82.3 86.5: 17.7 13.5
Old : 100.0: 9.0 36.1 0.5 72.9 49.9 82.3 86.5: 17.7 13.5
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 : 85: 9 20 3 41 23 52 44:
Old : 85: 9 20 3 41 23 52 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 40.1 37.5 51.0 23.7 36.5 36.4 47.3
Old : 23.9 40.1 37.5 51.0 23.7 36.5 36.4 47.3
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 142,522: 22,737 17,494 1,153 103,256 108,502 127,146 127,149: 15,376 15,373
Old : 142,522: 22,737 17,494 1,153 103,256 108,502 127,146 127,149: 15,376 15,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 7,515: 1,998 36 -31 -1,570 4,790 397 4,795: 7,118 2,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.3 0.8 72.4 76.1 89.2 89.2: 10.8 10.8
Old : 100.0: 16.0 12.3 0.8 72.4 76.1 89.2 89.2: 10.8 10.8
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 : 112: 21 31 5 38 37 62 70:
Old : 112: 21 31 5 38 37 62 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 : 45.3 38.3 60.2 54.6 42.7 36.5 53.9 49.0
Old : 45.3 38.3 60.2 54.6 42.7 36.5 53.9 49.0
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 33,528: 12,505 6,652 990 11,274 19,874 24,769 27,516: 8,759 6,012
Old : 33,528: 12,505 6,652 990 11,274 19,874 24,769 27,516: 8,759 6,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,264: 372 -547 8 1,155 907 1,535 368: -271 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 19.8 3.0 33.6 59.3 73.9 82.1: 26.1 17.9
Old : 100.0: 37.3 19.8 3.0 33.6 59.3 73.9 82.1: 26.1 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 : 108: 40 19 4 26 25 69 47:
Old : 108: 40 19 4 26 25 69 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 33.3 27.9 48.2 17.0 28.5 26.0 42.0
Old : 17.9 33.3 27.9 48.2 17.0 28.5 26.0 42.0
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 126,468: 299 5,884 2,732 60,970 83,238 64,001 91,854: 62,467 34,614
Old : 126,468: 299 5,884 2,732 60,970 83,238 64,001 91,854: 62,467 34,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,661: 72 -502 -150 4,616 5,166 4,538 4,514: 6,123 6,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.7 2.2 48.2 65.8 50.6 72.6: 49.4 27.4
Old : 100.0: 0.2 4.7 2.2 48.2 65.8 50.6 72.6: 49.4 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 : 44: 3 12 3 16 24 21 38:
Old : 44: 3 12 3 16 24 21 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 : 43.1 55.0 47.8 61.9 6.3 20.2 7.3 24.7
Old : 43.1 55.0 47.8 61.9 6.3 20.2 7.3 24.7
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 123,268: 42,199 9,187 21,160 25,089 81,537 88,448 111,883: 34,821 11,385
Old : 123,268: 42,199 9,187 21,160 25,089 81,537 88,448 111,883: 34,821 11,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,017: 97 565 1,554 1,795 1,156 3,446 3,274: -429 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 7.5 17.2 20.4 66.1 71.8 90.8: 28.2 9.2
Old : 100.0: 34.2 7.5 17.2 20.4 66.1 71.8 90.8: 28.2 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 : 174: 109 18 50 27 38 146 98:
Old : 174: 109 18 50 27 38 146 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 29.6 24.9 43.0 13.3 25.0 18.8 37.0
Old : 17.4 29.6 24.9 43.0 13.3 25.0 18.8 37.0
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 85,442: 23,654 4,648 13,804 34,299 59,212 71,756 77,664: 13,685 7,778
Old : 85,442: 23,654 4,648 13,804 34,299 59,212 71,756 77,664: 13,685 7,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -148: 231 656 46 -707 -1,657 -431 -955: 282 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 5.4 16.2 40.1 69.3 84.0 90.9: 16.0 9.1
Old : 100.0: 27.7 5.4 16.2 40.1 69.3 84.0 90.9: 16.0 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 : 140: 58 31 33 37 41 111 92:
Old : 140: 58 31 33 37 41 111 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 : 24.0 45.8 35.8 59.1 20.7 42.8 31.7 52.2
Old : 24.0 45.8 35.8 59.1 20.7 42.8 31.7 52.2
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 394,503: 108,842 43,838 97,972 124,695 226,773 331,509 368,584: 62,993 25,919
Old : 394,503: 108,842 43,838 97,972 124,695 226,773 331,509 368,584: 62,993 25,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,663: -1,615 4,549 -57 -2,369 -8,344 -4,041 -3,851: 2,378 2,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 11.1 24.8 31.6 57.5 84.0 93.4: 16.0 6.6
Old : 100.0: 27.6 11.1 24.8 31.6 57.5 84.0 93.4: 16.0 6.6
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 : 239: 133 49 75 41 39 205 139:
Old : 239: 133 49 75 41 39 205 139:
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 27.2 32.3 44.2 13.6 21.2 18.1 31.1
Old : 21.8 27.2 32.3 44.2 13.6 21.2 18.1 31.1
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 10,406: 4,724 1,269 248 3,413 8,367 8,385 9,884: 2,021 522
Old : 10,406: 4,724 1,269 248 3,413 8,367 8,385 9,884: 2,021 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 482: -89 -145 3 1,138 1,258 1,052 1,116: -570 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 12.2 2.4 32.8 80.4 80.6 95.0: 19.4 5.0
Old : 100.0: 45.4 12.2 2.4 32.8 80.4 80.6 95.0: 19.4 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 : 27: 15 5 3 4 6 21 13:
Old : 27: 15 5 3 4 6 21 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 : 58.4 86.8 70.0 92.4 41.5 63.5 48.6 65.7
Old : 58.4 86.8 70.0 92.4 41.5 63.5 48.6 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 75,162: 11,112 18,338 7,920 42,014 32,962 61,047 59,220: 14,115 15,942
Old : 57,735: 11,245 18,051 3,646 32,522 23,771 47,413 45,468: 10,321 12,267
Other: 17,428: 1,677 2,097 2,465 9,492 9,192 13,634 13,753: 3,794 3,675
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,182: 1,437 586 1,312 -1,931 -1,111 818 787: 1,364 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 24.4 10.5 55.9 43.9 81.2 78.8: 18.8 21.2
Old : 100.0: 19.5 31.3 6.3 56.3 41.2 82.1 78.8: 17.9 21.2
Other: 100.0: 9.6 12.0 14.1 54.5 52.7 78.2 78.9: 21.8 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 32 34 24 65 58 108 108:
Old : 148: 34 31 16 63 51 102 93:
Other: 76: 7 17 13 26 40 44 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.5 33.3 33.0 18.0 15.5 26.1 25.4
Old : 25.9 22.4 37.3 35.4 24.6 21.5 34.7 34.4
Other: 33.0 39.5 50.7 52.2 32.6 34.2 42.9 40.7
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 38,302: 266 10,581 2,234 26,872 17,418 29,373 30,233: 8,929 8,069
Old : 34,449: 991 10,581 1,301 24,147 15,400 26,439 27,281: 8,010 7,168
Other: 3,853: 21 746 188 2,725 2,018 2,934 2,952: 919 902
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,270: 162 -100 146 403 387 711 433: 559 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 27.6 5.8 70.2 45.5 76.7 78.9: 23.3 21.1
Old : 100.0: 2.9 30.7 3.8 70.1 44.7 76.7 79.2: 23.3 20.8
Other: 100.0: 0.6 19.4 4.9 70.7 52.4 76.1 76.6: 23.9 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 6 22 10 35 27 46 55:
Old : 69: 7 22 8 34 25 45 51:
Other: 30: 4 4 6 13 15 19 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 26.3 50.3 41.6 27.6 19.2 34.4 28.3
Old : 39.4 28.3 51.1 44.0 27.2 21.2 35.2 31.3
Other: 52.2 45.2 67.6 65.6 45.3 43.1 56.3 55.6
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 131,996: 29,130 14,548 32,633 54,498 77,710 116,262 124,891: 15,734 7,105
Old : 121,292: 28,906 14,259 29,996 47,696 70,278 106,598 114,533: 14,694 6,759
Other: 10,704: 738 802 2,124 6,802 7,431 9,664 10,358: 1,041 347
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,261: 930 -1,718 328 1,525 4,743 2,784 3,354: 477 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 11.0 24.7 41.3 58.9 88.1 94.6: 11.9 5.4
Old : 100.0: 23.8 11.8 24.7 39.3 57.9 87.9 94.4: 12.1 5.6
Other: 100.0: 6.9 7.5 19.8 63.5 69.4 90.3 96.8: 9.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 163 72 96 88 84 291 220:
Old : 352: 165 70 93 85 84 287 217:
Other: 97: 19 25 35 39 27 80 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 : 15.4 28.2 24.7 38.0 15.4 25.1 22.7 32.2
Old : 16.8 28.3 25.7 37.9 16.8 25.6 24.7 32.9
Other: 31.8 41.1 44.6 52.0 25.2 38.8 34.5 48.3
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 63,352: 8,663 2,223 21,531 27,395 38,245 57,588 61,999: 5,764 1,353
Old : 63,268: 8,687 2,187 21,505 27,331 38,225 57,523 61,917: 5,745 1,352
Other: 84: 1 61 1 64 20 66 83: 18 1
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,458: -1,406 -734 1,512 1,490 1,036 1,597 1,815: -139 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.5 34.0 43.2 60.4 90.9 97.9: 9.1 2.1
Old : 100.0: 13.7 3.5 34.0 43.2 60.4 90.9 97.9: 9.1 2.1
Other: 100.0: 1.2 73.3 1.3 75.7 24.1 78.2 98.7: 21.8 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 56 25 38 38 25 113 72:
Old : 126: 56 26 38 38 25 113 72:
Other: 13: 1 9 2 2 2 5 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 : 40.0 47.4 53.1 63.6 12.0 22.9 15.6 29.6
Old : 40.1 47.4 53.2 63.7 12.0 23.0 15.6 29.6
Other: 78.0 57.5 78.2 91.8 76.6 56.5 76.6 90.5
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 129,012: 15,042 12,304 10,067 95,518 104,245 120,627 126,617: 8,385 2,395
Old : 86,950: 14,773 11,892 9,010 55,498 63,848 79,282 84,751: 7,668 2,199
Other: 42,062: 974 1,118 351 40,019 40,397 41,345 41,866: 717 196
: : :
: : Changes in Commitments from: January 11, 2005 :
: 455: 1,405 318 1,477 -3,317 -1,592 -435 203: 890 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.5 7.8 74.0 80.8 93.5 98.1: 6.5 1.9
Old : 100.0: 17.0 13.7 10.4 63.8 73.4 91.2 97.5: 8.8 2.5
Other: 100.0: 2.3 2.7 0.8 95.1 96.0 98.3 99.5: 1.7 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 50 36 39 48 37 117 97:
Old : 141: 56 34 39 46 37 115 97:
Other: 41: 3 10 5 20 19 26 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 42.0 52.6 58.6 20.5 24.2 26.8 30.9
Old : 30.5 34.5 44.4 50.8 27.2 27.8 37.9 41.4
Other: 69.5 72.8 84.3 86.5 54.8 62.0 65.5 71.7
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 514,552: 100,216 23,797 114,754 223,237 335,692 438,207 474,243: 76,345 40,309
Old : 514,552: 100,216 23,797 114,754 223,237 335,692 438,207 474,243: 76,345 40,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,555: -1,268 -3,604 -2,544 -644 4,943 -4,456 -1,205: 2,900 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 4.6 22.3 43.4 65.2 85.2 92.2: 14.8 7.8
Old : 100.0: 19.5 4.6 22.3 43.4 65.2 85.2 92.2: 14.8 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 : 169: 69 25 59 64 55 158 117:
Old : 169: 69 25 59 64 55 158 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 30.8 24.2 46.4 9.9 24.7 16.7 33.5
Old : 14.8 30.8 24.2 46.4 9.9 24.7 16.7 33.5
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 141,195: 42,526 9,451 39,688 46,728 85,959 128,943 135,098: 12,252 6,097
Old : 138,247: 42,594 10,584 37,840 45,922 84,035 126,356 132,459: 11,891 5,788
Other: 2,947: 1,202 137 578 807 1,924 2,587 2,639: 360 308
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,414: 2,249 1,223 464 -1,614 -592 1,099 1,094: 315 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 6.7 28.1 33.1 60.9 91.3 95.7: 8.7 4.3
Old : 100.0: 30.8 7.7 27.4 33.2 60.8 91.4 95.8: 8.6 4.2
Other: 100.0: 40.8 4.6 19.6 27.4 65.3 87.8 89.5: 12.2 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 170 66 115 102 119 318 266:
Old : 378: 171 69 115 102 119 318 266:
Other: 74: 11 11 18 25 38 46 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 : 13.0 20.8 21.4 32.0 10.4 15.2 17.3 24.6
Old : 13.2 21.0 21.7 32.5 10.6 15.6 17.7 25.0
Other: 42.6 33.8 58.5 47.0 36.4 33.1 48.2 41.2
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 19,419: 3,888 10,232 3,404 9,319 3,467 16,611 17,103: 2,808 2,316
Old : 19,419: 3,888 10,232 3,404 9,319 3,467 16,611 17,103: 2,808 2,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -725: -636 179 -95 -198 -563 -929 -479: 204 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 52.7 17.5 48.0 17.9 85.5 88.1: 14.5 11.9
Old : 100.0: 20.0 52.7 17.5 48.0 17.9 85.5 88.1: 14.5 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 : 47: 3 31 10 6 10 17 44:
Old : 47: 3 31 10 6 10 17 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 : 76.2 36.9 82.4 55.9 61.3 31.8 63.4 47.4
Old : 76.2 36.9 82.4 55.9 61.3 31.8 63.4 47.4
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 200,284: 12,250 24,546 38,621 119,911 107,299 170,782 170,465: 29,502 29,819
Old : 200,284: 12,250 24,546 38,621 119,911 107,299 170,782 170,465: 29,502 29,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 6,535: 1,936 38 1,265 2,456 2,289 5,657 3,592: 878 2,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.3 19.3 59.9 53.6 85.3 85.1: 14.7 14.9
Old : 100.0: 6.1 12.3 19.3 59.9 53.6 85.3 85.1: 14.7 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 : 134: 27 31 39 59 71 110 118:
Old : 134: 27 31 39 59 71 110 118:
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 : 27.0 16.4 38.3 26.0 20.4 8.7 26.8 14.6
Old : 27.0 16.4 38.3 26.0 20.4 8.7 26.8 14.6
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 705,184: 27,468 67,649 271,498 343,666 334,256 642,632 673,404: 62,552 31,781
Old : 705,184: 27,468 67,649 271,498 343,666 334,256 642,632 673,404: 62,552 31,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,385: 2,053 76 4,545 6,495 7,985 13,093 12,606: -2,708 -2,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 9.6 38.5 48.7 47.4 91.1 95.5: 8.9 4.5
Old : 100.0: 3.9 9.6 38.5 48.7 47.4 91.1 95.5: 8.9 4.5
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 : 231: 49 68 89 106 95 204 209:
Old : 231: 49 68 89 106 95 204 209:
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 21.1 30.0 33.5 4.1 6.0 6.0 9.5
Old : 18.6 21.1 30.0 33.5 4.1 6.0 6.0 9.5
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,270: 3,015 4,708 2,121 59,695 61,223 64,831 68,052: 4,439 1,218
Old : 69,270: 3,015 4,708 2,121 59,695 61,223 64,831 68,052: 4,439 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,063: 0 -1,712 0 711 3,631 711 1,919: 352 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.8 3.1 86.2 88.4 93.6 98.2: 6.4 1.8
Old : 100.0: 4.4 6.8 3.1 86.2 88.4 93.6 98.2: 6.4 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 : 36: 1 1 1 30 25 31 27:
Old : 36: 1 1 1 30 25 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 58.0 64.2 72.3 42.0 53.7 52.1 62.3
Old : 43.7 58.0 64.2 72.3 42.0 53.7 52.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 45,053: 5,266 2,464 428 37,120 36,980 42,814 39,872: 2,239 5,181
Old : 45,053: 5,266 2,464 428 37,120 36,980 42,814 39,872: 2,239 5,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 302: 0 0 0 302 302 302 302: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 5.5 0.9 82.4 82.1 95.0 88.5: 5.0 11.5
Old : 100.0: 11.7 5.5 0.9 82.4 82.1 95.0 88.5: 5.0 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 51.3 62.5 82.4 77.9 45.8 61.2 73.4 73.1
Old : 51.3 62.5 82.4 77.9 45.8 61.2 73.4 73.1
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 34,607: 3,781 3,635 1,661 25,753 27,884 31,195 33,180: 3,412 1,427
Old : 34,607: 3,781 3,635 1,661 25,753 27,884 31,195 33,180: 3,412 1,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,002: 517 1,336 617 2,050 1,162 3,184 3,115: -182 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.5 4.8 74.4 80.6 90.1 95.9: 9.9 4.1
Old : 100.0: 10.9 10.5 4.8 74.4 80.6 90.1 95.9: 9.9 4.1
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 : 26: 2 2 3 21 18 24 22:
Old : 26: 2 2 3 21 18 24 22:
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 : 42.1 38.8 65.2 61.0 36.3 31.0 52.9 49.2
Old : 42.1 38.8 65.2 61.0 36.3 31.0 52.9 49.2
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,079: 4,788 489 1,678 50,186 49,541 56,652 51,708: 2,427 7,371
Old : 59,079: 4,788 489 1,678 50,186 49,541 56,652 51,708: 2,427 7,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,733: -58 205 360 1,878 1,503 2,180 2,068: -447 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.8 2.8 84.9 83.9 95.9 87.5: 4.1 12.5
Old : 100.0: 8.1 0.8 2.8 84.9 83.9 95.9 87.5: 4.1 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 : 27: 1 1 2 23 17 25 19:
Old : 27: 1 1 2 23 17 25 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 : 46.5 60.5 70.7 72.4 40.9 49.6 57.8 59.2
Old : 46.5 60.5 70.7 72.4 40.9 49.6 57.8 59.2
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 26,739: 1,872 394 1,156 17,023 20,361 20,051 21,911: 6,688 4,828
Old : 26,739: 1,872 394 1,156 17,023 20,361 20,051 21,911: 6,688 4,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,623: 285 -174 -43 1,734 1,502 1,976 1,285: -353 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.5 4.3 63.7 76.1 75.0 81.9: 25.0 18.1
Old : 100.0: 7.0 1.5 4.3 63.7 76.1 75.0 81.9: 25.0 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 13 14 15 16:
Old : 21: 1 1 2 13 14 15 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 : 47.7 40.7 65.1 63.0 44.2 37.3 52.4 56.2
Old : 47.7 40.7 65.1 63.0 44.2 37.3 52.4 56.2
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 18, 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 : 906,796: 216,464 67,311 144,467 529,802 688,496 890,733 900,274: 16,063 6,522
Old : 906,796: 216,464 67,311 144,467 529,802 688,496 890,733 900,274: 16,063 6,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 22,987: 16,569 6,223 1,832 4,747 14,729 23,148 22,784: -161 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 7.4 15.9 58.4 75.9 98.2 99.3: 1.8 0.7
Old : 100.0: 23.9 7.4 15.9 58.4 75.9 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 : 114: 15 14 26 78 72 108 99:
Old : 114: 15 14 26 78 72 108 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 23.2 45.0 36.8 27.5 19.3 33.4 28.7
Old : 32.9 23.2 45.0 36.8 27.5 19.3 33.4 28.7
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 88,728: 24,714 22,990 20,337 39,782 43,421 84,833 86,748: 3,895 1,980
Old : 88,728: 24,714 22,990 20,337 39,782 43,421 84,833 86,748: 3,895 1,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,119: 12,213 5,083 -2,123 -257 6,425 9,833 9,385: 286 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 25.9 22.9 44.8 48.9 95.6 97.8: 4.4 2.2
Old : 100.0: 27.9 25.9 22.9 44.8 48.9 95.6 97.8: 4.4 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 : 39: 8 5 10 22 23 34 34:
Old : 39: 8 5 10 22 23 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 47.1 68.6 70.7 27.6 34.1 39.3 47.3
Old : 53.8 47.1 68.6 70.7 27.6 34.1 39.3 47.3
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 35,471: 5,532 1,984 5,507 24,283 27,790 35,321 35,281: 150 190
Old : 35,471: 5,532 1,984 5,507 24,283 27,790 35,321 35,281: 150 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 389: 281 483 -185 302 589 398 888: -9 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 5.6 15.5 68.5 78.3 99.6 99.5: 0.4 0.5
Old : 100.0: 15.6 5.6 15.5 68.5 78.3 99.6 99.5: 0.4 0.5
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 : 35: 3 4 6 25 26 31 33:
Old : 35: 3 4 6 25 26 31 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 : 52.4 68.2 75.0 79.8 46.9 59.1 58.9 64.9
Old : 52.4 68.2 75.0 79.8 46.9 59.1 58.9 64.9
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 20,039: 2,123 4,358 861 17,055 14,820 20,039 20,039: 0 0
Old : 20,039: 2,123 4,358 861 17,055 14,820 20,039 20,039: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 432: 396 348 0 80 128 476 476: -44 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 21.7 4.3 85.1 74.0 100.0 100.0: 0.0 0.0
Old : 100.0: 10.6 21.7 4.3 85.1 74.0 100.0 100.0: 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 : 25: 2 3 2 16 14 19 18:
Old : 25: 2 3 2 16 14 19 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 : 76.5 61.9 88.3 81.8 73.9 59.4 80.2 75.7
Old : 76.5 61.9 88.3 81.8 73.9 59.4 80.2 75.7
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,536: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Old : 7,536: 302 2,686 1,174 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 11, 2005 :
: 0: -242 -242 242 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 35.6 15.6 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 : 21: 1 3 3 11 10 14 14:
Old : 21: 1 3 3 11 10 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
Old : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,092,531: 89,510 44,871 243,529 699,124 722,665 1,032,163 1,011,066: 60,367 81,465
Old : 1,092,531: 89,510 44,871 243,529 699,124 722,665 1,032,163 1,011,066: 60,367 81,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -39,260: 10,352 1,158 -35,576 -14,554 -8,150 -39,778 -42,568: 518 3,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 4.1 22.3 64.0 66.1 94.5 92.5: 5.5 7.5
Old : 100.0: 8.2 4.1 22.3 64.0 66.1 94.5 92.5: 5.5 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 : 225: 60 68 85 77 85 190 192:
Old : 225: 60 68 85 77 85 190 192:
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 23.3 32.7 33.9 9.6 10.4 14.6 13.8
Old : 21.2 23.3 32.7 33.9 9.6 10.4 14.6 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,785: 7,543 2,082 0 2,460 9,574 10,003 11,656: 2,782 1,129
Old : 12,785: 7,543 2,082 0 2,460 9,574 10,003 11,656: 2,782 1,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 49: 126 -417 -91 -2 426 33 -82: 16 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 16.3 0.0 19.2 74.9 78.2 91.2: 21.8 8.8
Old : 100.0: 59.0 16.3 0.0 19.2 74.9 78.2 91.2: 21.8 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 : 113: 66 15 0 9 23 75 38:
Old : 113: 66 15 0 9 23 75 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 : 24.2 42.3 37.7 60.5 24.2 42.3 37.7 60.5
Old : 24.2 42.3 37.7 60.5 24.2 42.3 37.7 60.5
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 6,614: 2,637 229 0 2,478 5,648 5,115 5,877: 1,499 737
Old : 6,614: 2,637 229 0 2,478 5,648 5,115 5,877: 1,499 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 169: 238 -320 0 -124 453 114 133: 55 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 3.5 0.0 37.5 85.4 77.3 88.9: 22.7 11.1
Old : 100.0: 39.9 3.5 0.0 37.5 85.4 77.3 88.9: 22.7 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 : 41: 15 3 0 9 15 24 18:
Old : 41: 15 3 0 9 15 24 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 : 38.0 62.2 52.6 76.5 38.0 62.2 52.6 76.5
Old : 38.0 62.2 52.6 76.5 38.0 62.2 52.6 76.5
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 196,038: 20,767 8,802 29,239 128,826 141,445 178,831 179,487: 17,206 16,551
Old : 196,038: 20,767 8,802 29,239 128,826 141,445 178,831 179,487: 17,206 16,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 12,754: 2,932 -1,047 369 7,026 12,020 10,328 11,342: 2,426 1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 4.5 14.9 65.7 72.2 91.2 91.6: 8.8 8.4
Old : 100.0: 10.6 4.5 14.9 65.7 72.2 91.2 91.6: 8.8 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 : 160: 40 23 39 80 83 135 133:
Old : 160: 40 23 39 80 83 135 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 17.7 40.5 28.4 24.5 12.6 30.8 20.3
Old : 29.1 17.7 40.5 28.4 24.5 12.6 30.8 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,879: 0 3,251 4,578 14,046 10,975 18,624 18,804: 255 75
Old : 18,879: 0 3,251 4,578 14,046 10,975 18,624 18,804: 255 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 89: 0 -234 -12 56 260 44 14: 45 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.2 24.2 74.4 58.1 98.6 99.6: 1.4 0.4
Old : 100.0: 0.0 17.2 24.2 74.4 58.1 98.6 99.6: 1.4 0.4
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: 0 5 2 15 13 17 18:
Old : 25: 0 5 2 15 13 17 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 : 66.1 76.6 88.3 88.2 45.0 48.2 56.2 56.8
Old : 66.1 76.6 88.3 88.2 45.0 48.2 56.2 56.8
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
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,587: 450 2,106 402 7,660 5,929 8,512 8,437: 75 150
Old : 8,587: 450 2,106 402 7,660 5,929 8,512 8,437: 75 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -165: 0 75 0 -240 -390 -240 -315: 75 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 24.5 4.7 89.2 69.0 99.1 98.3: 0.9 1.7
Old : 100.0: 5.2 24.5 4.7 89.2 69.0 99.1 98.3: 0.9 1.7
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 : 21: 1 1 2 16 14 18 16:
Old : 21: 1 1 2 16 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 75.5 79.1 87.9 40.8 50.4 52.2 53.4
Old : 56.4 75.5 79.1 87.9 40.8 50.4 52.2 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
Updated January 28, 2005