WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 206,793
COMMITMENTS
36,969 66,857 26,418 115,718 90,297 179,104 183,571 27,689 23,222
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -2,161)
-347 -1,438 -695 1,027 705 -15 -1,429 -2,146 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 32.3 12.8 56.0 43.7 86.6 88.8 13.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
93 94 69 63 68 189 204
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 208,954
COMMITMENTS
37,316 68,295 27,113 114,691 89,591 179,119 185,000 29,835 23,954
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 309)
1,173 -6,039 -193 421 7,335 1,401 1,102 -1,092 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 32.7 13.0 54.9 42.9 85.7 88.5 14.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
94 100 73 65 66 198 207
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 713,077
COMMITMENTS
69,205 164,624 99,517 431,949 302,136 600,672 566,277 112,405 146,800
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -7,362)
-65 -8,206 -3,988 -2,111 2,743 -6,165 -9,451 -1,197 2,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 23.1 14.0 60.6 42.4 84.2 79.4 15.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 717)
149 200 147 285 269 528 536
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 720,439
COMMITMENTS
69,271 172,831 103,505 434,060 299,393 606,836 575,728 113,603 144,710
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 10,126)
-703 -4,249 5,596 3,532 7,712 8,426 9,060 1,700 1,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 24.0 14.4 60.2 41.6 84.2 79.9 15.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
161 192 156 281 269 534 542
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,023
COMMITMENTS
1,269 809 396 2,236 4,876 3,901 6,081 4,122 1,942
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 486)
267 91 71 -127 218 211 380 275 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 10.1 4.9 27.9 60.8 48.6 75.8 51.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 6 5 15 13 31 22
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,537
COMMITMENTS
1,002 718 325 2,363 4,658 3,690 5,701 3,847 1,836
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 126)
3 -439 -61 -344 359 -402 -142 528 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 9.5 4.3 31.3 61.8 49.0 75.6 51.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 3 4 16 15 30 22
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 302,516
COMMITMENTS
37,018 45,507 62,099 155,421 132,715 254,538 240,320 47,978 62,196
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -21,235)
-683 -2,486 -11,036 -1,240 -2,568 -12,958 -16,090 -8,277 -5,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 15.0 20.5 51.4 43.9 84.1 79.4 15.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
110 141 114 108 120 292 304
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 323,752
COMMITMENTS
37,700 47,993 73,134 156,661 135,283 267,496 256,410 56,256 67,341
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -11,099)
5,598 -858 -4,111 -7,027 -1,637 -5,541 -6,607 -5,558 -4,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 14.8 22.6 48.4 41.8 82.6 79.2 17.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441)
140 147 148 118 122 339 344
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 163,061
COMMITMENTS
17,863 34,843 26,229 94,262 80,599 138,354 141,670 24,707 21,390
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -4,166)
5,182 -9,310 -1,224 -8,240 5,414 -4,282 -5,120 115 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 21.4 16.1 57.8 49.4 84.8 86.9 15.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
34 35 34 52 48 105 108
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 167,227
COMMITMENTS
12,682 44,153 27,453 102,501 75,185 142,636 146,790 24,591 20,436
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -5,033)
-1,313 -3,554 238 -2,448 586 -3,523 -2,730 -1,510 -2,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 26.4 16.4 61.3 45.0 85.3 87.8 14.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
29 42 35 54 47 105 114
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 714,555
COMMITMENTS
153,140 91,475 89,010 374,060 412,939 616,211 593,423 98,344 121,132
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -67,580)
-20,510 -3,555 -18,975 -15,269 -38,829 -54,754 -61,359 -12,826 -6,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 12.8 12.5 52.3 57.8 86.2 83.0 13.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
36 49 38 68 89 132 149
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 782,135
COMMITMENTS
173,651 95,030 107,985 389,329 451,768 670,964 654,783 111,170 127,352
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 20,797)
-10,916 12,113 6,071 28,100 9,221 23,255 27,405 -2,459 -6,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 12.2 13.8 49.8 57.8 85.8 83.7 14.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
41 55 50 75 102 150 174
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 159,957
COMMITMENTS
8,018 25,056 32,257 91,573 76,519 131,847 133,832 28,110 26,125
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -2,936)
2,116 -960 -2,062 -692 531 -638 -2,491 -2,298 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 15.7 20.2 57.2 47.8 82.4 83.7 17.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
28 46 48 54 55 116 131
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 162,894
COMMITMENTS
5,902 26,016 34,319 92,264 75,988 132,485 136,323 30,408 26,571
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -263)
-3,220 -595 1,542 2,887 -3,749 1,209 -2,802 -1,472 2,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 16.0 21.1 56.6 46.6 81.3 83.7 18.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
20 47 46 57 53 113 129
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,803
COMMITMENTS
1,377 1,279 280 924 1,792 2,581 3,351 2,222 1,452
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -134)
170 147 -48 -266 -175 -144 -76 10 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 26.6 5.8 19.2 37.3 53.7 69.8 46.3 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 6 3 6 9 16 18
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,937
COMMITMENTS
1,207 1,132 328 1,190 1,967 2,725 3,427 2,212 1,510
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -2)
-77 -132 -43 -212 241 -332 66 330 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 22.9 6.7 24.1 39.8 55.2 69.4 44.8 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 6 4 11 10 20 18
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 248,678
COMMITMENTS
62,456 70,027 1,400 159,101 128,534 222,957 199,961 25,721 48,717
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,180)
3,880 5,241 -2,371 4 -2,611 1,513 259 -333 920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 28.2 0.6 64.0 51.7 89.7 80.4 10.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
18 49 5 44 66 65 117
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 247,498
COMMITMENTS
58,576 64,786 3,771 159,097 131,145 221,444 199,702 26,054 47,796
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 8,554)
-183 1,377 -1,934 10,349 12,677 8,232 12,120 322 -3,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 26.2 1.5 64.3 53.0 89.5 80.7 10.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
17 50 8 47 69 69 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,016,224
COMMITMENTS
387,675 331,464 200,775 1262431 1176943 1850881 1709181 165,343 307,043
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -114,294)
29,448 47,708 -94,948 -28,406 -67,210 -93,906 -114,450 -20,388 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 16.4 10.0 62.6 58.4 91.8 84.8 8.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
55 105 82 130 191 236 327
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,130,518
COMMITMENTS
358,228 283,756 295,723 1290837 1244152 1944788 1823631 185,731 306,887
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -79,395)
-19,943 -10,417 -27,247 -34,837 -5,873 -82,027 -43,537 2,633 -35,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 13.3 13.9 60.6 58.4 91.3 85.6 8.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
59 121 100 136 196 261 351
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,312,191
COMMITMENTS
335,565 214,422 122,676 776,263 804,457 1234504 1141555 77,687 170,636
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -67,237)
-13,209 1,067 -33,678 -5,486 -24,259 -52,374 -56,870 -14,863 -10,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 16.3 9.3 59.2 61.3 94.1 87.0 5.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
50 86 56 91 142 169 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,379,428
COMMITMENTS
348,774 213,355 156,354 781,750 828,716 1286878 1198425 92,550 181,003
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -209,551)
-28,862 -8,035 -138,128 -27,968 -65,372 -194,958 -211,535 -14,592 1,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 15.5 11.3 56.7 60.1 93.3 86.9 6.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
62 85 61 99 150 187 270
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 652,623
COMMITMENTS
185,081 52,281 194,054 241,166 387,794 620,302 634,129 32,322 18,494
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 9,408)
6,556 13,073 -4,310 7,044 4 9,290 8,767 118 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 8.0 29.7 37.0 59.4 95.0 97.2 5.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
58 26 44 73 69 148 122
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 643,215
COMMITMENTS
178,526 39,208 198,364 234,122 387,791 611,012 625,362 32,204 17,853
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 1,373)
-3,896 -2,022 -11,662 13,593 14,258 -1,965 575 3,338 799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 6.1 30.8 36.4 60.3 95.0 97.2 5.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
58 21 42 72 69 143 119
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,173
COMMITMENTS
19,706 9,848 759 25,615 32,934 46,081 43,542 5,093 7,632
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,389)
1,963 300 136 367 791 2,466 1,227 -1,076 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 19.2 1.5 50.1 64.4 90.0 85.1 10.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
32 20 10 23 13 62 36
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,784
COMMITMENTS
17,743 9,548 623 25,249 32,143 43,615 42,315 6,169 7,469
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -24,726)
-2,227 -3,442 -1,789 -12,665 -6,986 -16,682 -12,217 -8,045 -12,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 19.2 1.3 50.7 64.6 87.6 85.0 12.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
33 19 10 21 12 61 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 39,844
COMMITMENTS
7,267 11,221 2,075 22,622 17,022 31,964 30,318 7,880 9,526
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -4,604)
559 2,190 177 2,449 2,008 3,185 4,375 -7,789 -8,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 28.2 5.2 56.8 42.7 80.2 76.1 19.8 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
24 27 15 22 15 56 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 44,448
COMMITMENTS
6,708 9,031 1,898 20,173 15,014 28,779 25,943 15,669 18,505
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -45,577)
-7,377 -5,883 -5,184 -26,107 -37,810 -38,668 -48,877 -6,909 3,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 20.3 4.3 45.4 33.8 64.7 58.4 35.3 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
22 26 12 18 16 48 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,307
COMMITMENTS
2,031 6,400 1,006 32,906 27,529 35,943 34,935 364 1,372
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -705)
-295 -614 0 -577 -96 -872 -710 167 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 17.6 2.8 90.6 75.8 99.0 96.2 1.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 21 2 17 15 23 36
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,012
COMMITMENTS
2,326 7,014 1,006 33,483 27,625 36,815 35,645 197 1,367
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 278)
64 13 0 293 347 357 360 -79 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 19.0 2.7 90.5 74.6 99.5 96.3 0.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 22 2 17 15 23 37
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,126
COMMITMENTS
681 1,580 0 12,433 11,090 13,114 12,670 12 456
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -386)
296 -76 0 -669 -122 -373 -198 -13 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 12.0 0.0 94.7 84.5 99.9 96.5 0.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 7 0 8 10 10 17
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,512
COMMITMENTS
385 1,656 0 13,102 11,212 13,487 12,868 25 644
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 684)
-194 -120 0 862 608 668 488 16 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 12.3 0.0 97.0 83.0 99.8 95.2 0.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 8 0 8 9 10 17
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,011
COMMITMENTS
3,985 1,620 5,271 19,035 19,054 28,290 25,944 2,720 5,067
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 884)
2 215 285 1,018 881 1,305 1,380 -420 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 5.2 17.0 61.4 61.4 91.2 83.7 8.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 11 17 35 44 64 65
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,126
COMMITMENTS
3,983 1,405 4,986 18,017 18,173 26,986 24,564 3,141 5,562
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 1,156)
107 96 285 375 579 767 960 389 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 4.7 16.5 59.8 60.3 89.6 81.5 10.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 7 17 35 43 64 63
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 101,086
COMMITMENTS
24,319 4,944 18,192 38,810 43,492 81,321 66,628 19,765 34,459
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 2,998)
114 475 1,059 752 168 1,925 1,701 1,073 1,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 4.9 18.0 38.4 43.0 80.4 65.9 19.6 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
53 35 48 31 37 121 92
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 98,088
COMMITMENTS
24,206 4,469 17,133 38,058 43,324 79,397 64,926 18,692 33,162
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -8,414)
614 -324 -5,352 -3,160 -4,198 -7,898 -9,874 -517 1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 4.6 17.5 38.8 44.2 80.9 66.2 19.1 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
54 31 50 30 35 119 92
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,033
COMMITMENTS
547 423 206 725 312 1,478 941 555 1,092
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 50)
-124 30 35 158 65 69 130 -19 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 20.8 10.1 35.7 15.3 72.7 46.3 27.3 53.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 12 5 5 2 15 15
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,983
COMMITMENTS
671 393 171 567 247 1,409 812 574 1,171
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -62)
-81 -29 15 124 40 58 26 -120 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 19.8 8.6 28.6 12.5 71.1 40.9 28.9 59.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 11 6 3 2 14 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,015
COMMITMENTS
39,860 8,654 27,272 67,514 79,310 134,645 115,235 16,370 35,780
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 7,708)
4,226 -1,621 1,478 1,478 5,641 7,182 5,497 526 2,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 5.7 18.1 44.7 52.5 89.2 76.3 10.8 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
59 34 44 59 99 137 161
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 143,307
COMMITMENTS
35,634 10,275 25,794 66,035 73,669 127,463 109,738 15,844 33,569
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 11,694)
8,904 -889 2,381 1,508 6,187 12,793 7,680 -1,099 4,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 7.2 18.0 46.1 51.4 88.9 76.6 11.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
50 34 44 56 94 124 155
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,345
COMMITMENTS
840 542 501 815 1,747 2,156 2,790 2,190 1,556
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 327)
252 -156 44 -113 277 183 164 144 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 12.5 11.5 18.8 40.2 49.6 64.2 50.4 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 6 10 6 14 26 26
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,018
COMMITMENTS
588 698 457 928 1,470 1,973 2,625 2,046 1,393
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 193)
-73 32 99 -94 -140 -68 -9 261 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 17.4 11.4 23.1 36.6 49.1 65.3 50.9 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 6 10 9 12 27 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 19,225
COMMITMENTS
3,705 829 3,805 6,765 3,950 14,275 8,584 4,951 10,641
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 344)
377 138 -139 -28 -137 211 -138 133 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 4.3 19.8 35.2 20.5 74.2 44.6 25.8 55.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
26 21 26 38 36 79 69
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 18,881
COMMITMENTS
3,327 691 3,944 6,793 4,088 14,064 8,722 4,817 10,159
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 9)
1,168 -1,288 2 -948 625 223 -661 -214 669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 3.7 20.9 36.0 21.6 74.5 46.2 25.5 53.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
29 18 29 38 37 82 72
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 73,358
COMMITMENTS
19,868 13,362 979 19,315 43,398 40,161 57,739 33,197 15,619
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 655)
-1,311 -991 8 2,269 3,033 966 2,051 -312 -1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 18.2 1.3 26.3 59.2 54.7 78.7 45.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 9 7 20 18 37 33
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 72,704
COMMITMENTS
21,179 14,353 971 17,045 40,365 39,195 55,689 33,508 17,015
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -35,736)
-1,530 1,357 25 -35,440 -28,074 -36,945 -26,692 1,209 -9,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 19.7 1.3 23.4 55.5 53.9 76.6 46.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 8 7 19 19 40 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 61,325
COMMITMENTS
33,718 8,739 203 7,955 44,575 41,876 53,517 19,450 7,808
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,306)
3,657 -9,814 -191 -1,311 12,961 2,155 2,956 1,151 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.0 14.3 0.3 13.0 72.7 68.3 87.3 31.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
21 3 2 8 9 29 14
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 58,019
COMMITMENTS
30,061 18,553 394 9,266 31,614 39,720 50,561 18,299 7,459
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 122)
-4,208 1,794 -60 4,108 -1,483 -160 251 282 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 32.0 0.7 16.0 54.5 68.5 87.1 31.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
21 4 2 11 8 32 14
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 85,854
COMMITMENTS
54,120 6,203 693 21,012 72,719 75,825 79,614 10,029 6,240
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -100)
-2,976 -30 667 2,712 -718 403 -80 -503 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.0 7.2 0.8 24.5 84.7 88.3 92.7 11.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
47 13 2 17 18 66 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 85,954
COMMITMENTS
57,096 6,233 25 18,300 73,436 75,422 79,694 10,532 6,259
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 2,683)
730 -163 -200 1,419 2,160 1,949 1,797 734 886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 7.3 0.0 21.3 85.4 87.7 92.7 12.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
47 11 1 17 18 65 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 80,151
COMMITMENTS
32,966 12,940 1,016 20,036 53,730 54,017 67,686 26,134 12,465
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,482)
-4,284 10,368 -98 1,997 -12,873 -2,384 -2,603 -1,098 -879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 16.1 1.3 25.0 67.0 67.4 84.4 32.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
24 11 7 11 13 40 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 83,633
COMMITMENTS
37,249 2,572 1,114 18,038 66,603 56,401 70,289 27,232 13,345
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 3,820)
-3,724 251 306 7,240 2,457 3,821 3,013 -1 807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 3.1 1.3 21.6 79.6 67.4 84.0 32.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
28 7 6 11 13 42 23
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 175,964
COMMITMENTS
39,988 11,362 2,569 94,900 143,815 137,456 157,746 38,507 18,218
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 4,976)
6,657 -1,508 -86 -3,019 8,539 3,552 6,945 1,424 -1,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 6.5 1.5 53.9 81.7 78.1 89.6 21.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
33 13 10 18 22 52 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 170,988
COMMITMENTS
33,330 12,870 2,656 97,918 135,275 133,904 150,801 37,083 20,186
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -676)
435 625 -602 -1,332 -754 -1,500 -731 824 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 7.5 1.6 57.3 79.1 78.3 88.2 21.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
31 13 9 19 21 52 41
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 194,126
COMMITMENTS
50,948 31,615 19,485 55,159 72,674 125,593 123,775 68,533 70,351
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 14,763)
12,285 -20,456 3,262 -1,665 20,423 13,883 3,229 881 11,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 16.3 10.0 28.4 37.4 64.7 63.8 35.3 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
39 32 27 31 23 86 66
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 179,363
COMMITMENTS
38,663 52,072 16,223 56,824 52,251 111,710 120,546 67,653 58,817
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 13,316)
2,520 -256 1,489 4,180 6,222 8,189 7,456 5,127 5,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 29.0 9.0 31.7 29.1 62.3 67.2 37.7 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
35 26 26 29 23 79 60
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 40,657
COMMITMENTS
10,186 0 100 28,214 36,882 38,500 36,982 2,157 3,675
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,135)
1,286 -354 0 -92 1,172 1,194 818 -59 317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 0.0 0.2 69.4 90.7 94.7 91.0 5.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 1 15 25 18 26
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,522
COMMITMENTS
8,900 354 100 28,306 35,710 37,306 36,164 2,216 3,358
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 5,674)
-448 -586 0 4,938 5,161 4,490 4,575 1,184 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 0.9 0.3 71.6 90.4 94.4 91.5 5.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 1 16 25 19 27
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,498,370
COMMITMENTS
622,294 743,103 2738027 5717317 5336497 9077639 8817628 420,731 680,743
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 116,641)
39,004 60,235 -35,923 154,752 119,032 157,833 143,345 -41,192 -26,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.8 28.8 60.2 56.2 95.6 92.8 4.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
73 110 141 187 204 342 389
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,381,729
COMMITMENTS
583,291 682,868 2773950 5562565 5217465 8919806 8674283 461,923 707,446
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 501,266)
35,888 159,522 231,883 296,345 181,910 564,117 573,315 -62,851 -72,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.3 29.6 59.3 55.6 95.1 92.5 4.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
77 111 145 185 203 344 390
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 714,323
COMMITMENTS
58,254 59,572 23,830 467,973 517,926 550,056 601,328 164,267 112,995
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -830)
-696 -811 2,915 -194 2,117 2,025 4,221 -2,855 -5,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 8.3 3.3 65.5 72.5 77.0 84.2 23.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
44 32 41 95 67 161 118
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 715,153
COMMITMENTS
58,949 60,383 20,915 468,167 515,809 548,031 597,107 167,122 118,046
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -146,181)
-14,163 -10,972 -23,211 -59,592 -47,150 -96,966 -81,333 -49,214 -64,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 8.4 2.9 65.5 72.1 76.6 83.5 23.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
43 31 38 93 66 158 113
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 748,775
COMMITMENTS
191,686 82,161 11,916 311,827 596,594 515,428 690,670 233,347 58,105
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 16,043)
-12,084 -7,974 1,535 22,103 32,492 11,554 26,053 4,489 -10,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 11.0 1.6 41.6 79.7 68.8 92.2 31.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
77 73 27 69 67 166 147
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 732,733
COMMITMENTS
203,770 90,135 10,381 289,724 564,102 503,874 664,617 228,858 68,115
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -577,728)
-67,550 -99,809 -55,182 -283,108 -350,275 -405,840 -505,266 -171,887 -72,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 12.3 1.4 39.5 77.0 68.8 90.7 31.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
74 72 20 67 70 156 147
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,122
COMMITMENTS
1,746 256 0 8,743 11,604 10,489 11,860 2,633 1,262
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 24)
126 146 0 -145 -467 -19 -321 43 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 2.0 0.0 66.6 88.4 79.9 90.4 20.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 2 0 23 16 29 18
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,098
COMMITMENTS
1,620 110 0 8,888 12,071 10,508 12,181 2,590 917
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -6,371)
83 -892 -694 -4,609 -2,866 -5,220 -4,452 -1,151 -1,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.8 0.0 67.9 92.2 80.2 93.0 19.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 1 0 22 18 27 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 22,130
COMMITMENTS
2,789 3,665 141 16,354 15,697 19,284 19,503 2,846 2,627
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,192)
729 -435 45 145 1,043 919 653 273 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 16.6 0.6 73.9 70.9 87.1 88.1 12.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 5 2 25 19 35 24
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 20,938
COMMITMENTS
2,060 4,100 96 16,209 14,654 18,365 18,850 2,573 2,088
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -25,818)
-5,761 55 -3,058 -9,738 -21,248 -18,557 -24,251 -7,261 -1,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 19.6 0.5 77.4 70.0 87.7 90.0 12.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 7 1 24 19 30 26
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,249
COMMITMENTS
13,273 13,119 227 32,292 43,970 45,791 57,316 19,458 7,933
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,788)
-1,809 833 -147 1,562 -1,269 -394 -583 -1,394 -1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 20.1 0.3 49.5 67.4 70.2 87.8 29.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
25 33 3 52 33 79 67
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,037
COMMITMENTS
15,082 12,285 374 30,730 45,240 46,186 57,899 20,852 9,138
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -57,058)
-2,907 2,729 -4,929 -42,989 -5,482 -50,825 -7,682 -6,233 -49,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 18.3 0.6 45.8 67.5 68.9 86.4 31.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
26 34 4 48 34 77 70
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 267,379
COMMITMENTS
134,448 38,683 3,196 103,885 155,330 241,529 197,209 25,850 70,170
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 20,061)
4,996 4,733 1,814 12,506 11,295 19,315 17,842 746 2,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 14.5 1.2 38.9 58.1 90.3 73.8 9.7 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
88 61 11 43 40 137 106
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 247,317
COMMITMENTS
129,452 33,950 1,382 91,380 144,035 222,214 179,367 25,103 67,951
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -295,772)
-19,382 -33,975 -16,838 -34,812 -229,017 -71,032 -279,829 -224,740 -15,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 13.7 0.6 36.9 58.2 89.8 72.5 10.2 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
90 55 10 45 42 141 101
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,804
COMMITMENTS
30,330 213 300 8,776 52,174 39,407 52,688 23,397 10,117
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,898)
1,261 52 72 -548 2,972 785 3,097 1,113 -1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 0.3 0.5 14.0 83.1 62.7 83.9 37.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
18 1 1 8 15 27 16
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,906
COMMITMENTS
29,069 161 228 9,324 49,201 38,622 49,591 22,284 11,315
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 2,297)
-272 48 -320 1,332 1,571 740 1,299 1,557 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 0.3 0.4 15.3 80.8 63.4 81.4 36.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 1 1 7 14 26 15
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 20,586
COMMITMENTS
1,811 5,386 21 14,838 12,068 16,670 17,475 3,916 3,111
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -519)
7 -204 0 -277 64 -270 -140 -249 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 26.2 0.1 72.1 58.6 81.0 84.9 19.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
7 18 1 40 21 48 39
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 21,105
COMMITMENTS
1,804 5,590 21 15,115 12,004 16,940 17,615 4,165 3,490
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -18,618)
-2,362 -1,698 -1,648 -12,734 -3,652 -16,744 -6,998 -1,875 -11,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 26.5 0.1 71.6 56.9 80.3 83.5 19.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
7 19 1 40 22 48 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 101,381
COMMITMENTS
18,356 18,161 568 71,818 77,784 90,742 96,513 10,639 4,868
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,264)
1,118 -2,918 10 -558 2,732 570 -176 -3,834 -3,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 17.9 0.6 70.8 76.7 89.5 95.2 10.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
24 28 6 38 37 65 68
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 104,645
COMMITMENTS
17,238 21,079 558 72,376 75,052 90,172 96,689 14,473 7,956
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -85,728)
-4,605 -22,573 -5,249 -29,745 -57,681 -39,599 -85,503 -46,129 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 20.1 0.5 69.2 71.7 86.2 92.4 13.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
25 28 5 36 34 64 64
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,474
COMMITMENTS
11,467 8,975 937 10,030 15,732 22,434 25,644 7,040 3,830
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 616)
1,218 703 -7 137 628 1,348 1,324 -732 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 30.5 3.2 34.0 53.4 76.1 87.0 23.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
37 22 4 23 21 62 46
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,858
COMMITMENTS
10,249 8,272 944 9,893 15,104 21,086 24,320 7,772 4,538
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -1,772)
547 -2,221 79 -2,639 1,016 -2,013 -1,126 241 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 28.7 3.3 34.3 52.3 73.1 84.3 26.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
33 20 4 21 21 57 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 7,182
COMMITMENTS
3,034 883 0 1,767 290 4,801 1,173 2,381 6,009
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -2,836)
987 32 -316 765 -2,800 1,436 -3,084 -4,272 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 12.3 0.0 24.6 4.0 66.8 16.3 33.2 83.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 6 0 5 2 13 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 112,612
COMMITMENTS
475 6,593 2,574 46,087 77,949 49,136 87,116 63,475 25,496
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 821)
-264 1 0 -41 1,202 -305 1,203 1,126 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.9 2.3 40.9 69.2 43.6 77.4 56.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 14 3 13 23 19 39
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 111,791
COMMITMENTS
739 6,592 2,574 46,128 76,747 49,441 85,913 62,349 25,878
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -4,015)
83 -330 0 1,880 -3,675 1,963 -4,005 -5,978 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 5.9 2.3 41.3 68.7 44.2 76.9 55.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 14 3 12 22 19 38
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 118,637
COMMITMENTS
43,168 3,974 15,930 23,253 88,075 82,351 107,980 36,286 10,657
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -2,853)
-571 130 -2,252 -1,185 -1,649 -4,008 -3,771 1,155 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 3.3 13.4 19.6 74.2 69.4 91.0 30.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
89 20 42 24 34 129 82
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 121,490
COMMITMENTS
43,738 3,844 18,182 24,438 89,725 86,358 111,751 35,131 9,739
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -2,096)
-3,843 1,032 957 1,036 -4,107 -1,851 -2,118 -245 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 3.2 15.0 20.1 73.9 71.1 92.0 28.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
101 18 51 24 37 139 94
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 97,973
COMMITMENTS
33,823 5,771 13,986 34,791 70,325 82,600 90,083 15,373 7,891
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 6,936)
4,528 1,386 1,299 -423 3,547 5,405 6,232 1,531 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 5.9 14.3 35.5 71.8 84.3 91.9 15.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
69 26 29 35 39 115 86
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 91,037
COMMITMENTS
29,294 4,385 12,687 35,214 66,779 77,195 83,850 13,842 7,187
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 3,941)
3,772 521 779 -1,243 2,514 3,308 3,814 633 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 4.8 13.9 38.7 73.4 84.8 92.1 15.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
69 26 30 36 40 115 88
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 461,891
COMMITMENTS
171,894 33,412 102,936 120,818 302,540 395,648 438,888 66,243 23,003
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 5,553)
8,065 1,601 -5,462 814 10,489 3,417 6,628 2,136 -1,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 7.2 22.3 26.2 65.5 85.7 95.0 14.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
145 45 63 37 46 208 133
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 456,338
COMMITMENTS
163,829 31,811 108,398 120,004 292,051 392,231 432,260 64,107 24,078
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 7,329)
3,727 -366 2,077 909 6,686 6,713 8,397 616 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 7.0 23.8 26.3 64.0 86.0 94.7 14.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
148 48 70 38 46 212 143
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 126,550
COMMITMENTS
15,707 2,955 7,222 96,098 114,226 119,027 124,402 7,523 2,148
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,122)
-2,388 638 133 -387 -3,542 -2,641 -2,771 -482 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 2.3 5.7 75.9 90.3 94.1 98.3 5.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
45 21 35 46 37 108 80
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,672
COMMITMENTS
18,094 2,317 7,088 96,485 117,768 121,667 127,173 8,005 2,499
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 1,157)
-139 120 333 1,915 2,403 2,108 2,856 -952 -1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 1.8 5.5 74.4 90.8 93.8 98.1 6.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
47 21 33 45 37 111 76
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 527,764
COMMITMENTS
108,684 22,486 118,631 225,241 352,680 452,557 493,797 75,207 33,967
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 23,856)
10,661 -607 4,308 -83 20,751 14,886 24,452 8,971 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 4.3 22.5 42.7 66.8 85.7 93.6 14.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
67 36 51 69 54 169 111
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 503,908
COMMITMENTS
98,024 23,093 114,323 225,324 331,929 437,672 469,346 66,236 34,562
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 24,301)
-8,036 4,510 307 27,439 23,227 19,710 28,044 4,591 -3,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 4.6 22.7 44.7 65.9 86.9 93.1 13.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
64 32 50 66 55 157 112
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 156,467
COMMITMENTS
50,969 10,254 43,609 49,488 96,022 144,067 149,885 12,401 6,582
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,206)
-2,079 548 1,079 718 -1,344 -282 283 -925 -1,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 6.6 27.9 31.6 61.4 92.1 95.8 7.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
176 71 112 102 122 323 269
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 157,674
COMMITMENTS
53,048 9,706 42,530 48,770 97,366 144,348 149,603 13,325 8,071
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 16,588)
3,819 1,044 8,332 3,763 6,131 15,914 15,507 674 1,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 6.2 27.0 30.9 61.8 91.5 94.9 8.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
171 65 102 106 124 318 260
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,359
COMMITMENTS
4,600 1,381 243 2,528 7,083 7,371 8,707 1,988 652
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 219)
83 246 28 490 343 601 617 -382 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 14.8 2.6 27.0 75.7 78.8 93.0 21.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
14 4 3 5 6 22 11
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,140
COMMITMENTS
4,517 1,135 215 2,038 6,740 6,770 8,090 2,370 1,050
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 566)
94 160 -31 148 91 211 220 355 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 12.4 2.4 22.3 73.7 74.1 88.5 25.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
13 4 2 5 6 20 10
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 73,501
COMMITMENTS
11,308 23,525 6,348 43,588 30,946 61,244 60,819 12,258 12,682
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,702)
-156 -570 -686 865 794 23 -463 -1,724 -1,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 32.0 8.6 59.3 42.1 83.3 82.7 16.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
29 35 22 59 54 98 104
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 75,203
COMMITMENTS
11,463 24,095 7,034 42,723 30,153 61,221 61,282 13,982 13,921
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 888)
-455 -1,430 415 -329 1,236 -369 221 1,257 667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 32.0 9.4 56.8 40.1 81.4 81.5 18.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
33 37 24 56 53 96 109
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,449
COMMITMENTS
808 9,720 2,656 23,510 15,825 26,974 28,201 8,475 7,248
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 601)
74 320 -341 1,286 948 1,018 926 -417 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 27.4 7.5 66.3 44.6 76.1 79.6 23.9 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 22 10 36 23 49 52
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 34,848
COMMITMENTS
734 9,400 2,997 22,224 14,878 25,956 27,275 8,892 7,574
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -153)
-152 323 -59 -745 -1,226 -955 -962 802 808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 27.0 8.6 63.8 42.7 74.5 78.3 25.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
8 21 10 35 21 47 50
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 113,851
COMMITMENTS
13,495 35,230 24,093 63,672 47,283 101,261 106,607 12,591 7,245
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 396)
-1,304 1,213 658 274 -1,109 -372 763 767 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 30.9 21.2 55.9 41.5 88.9 93.6 11.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
122 107 80 94 80 252 234
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 113,456
COMMITMENTS
14,799 34,017 23,435 63,398 48,392 101,633 105,844 11,823 7,612
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -132)
1,438 -4,030 819 -3,525 2,797 -1,267 -414 1,135 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 30.0 20.7 55.9 42.7 89.6 93.3 10.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
106 116 77 91 81 244 229
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 62,896
COMMITMENTS
10,953 2,812 19,470 25,409 38,578 55,832 60,860 7,065 2,037
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,484)
519 21 -1,715 -93 307 -1,289 -1,387 -195 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 4.5 31.0 40.4 61.3 88.8 96.8 11.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
63 24 34 33 26 112 71
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 64,380
COMMITMENTS
10,434 2,790 21,185 25,502 38,271 57,121 62,246 7,259 2,134
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -2,162)
996 429 -1,778 -1,331 -1,037 -2,113 -2,386 -49 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 4.3 32.9 39.6 59.4 88.7 96.7 11.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
61 25 38 33 27 114 75
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,949
COMMITMENTS
6,298 19,199 3,752 17,500 2,381 27,550 25,332 2,400 4,617
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,642)
649 1,667 139 2,792 725 3,579 2,531 63 1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 64.1 12.5 58.4 7.9 92.0 84.6 8.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 36 10 6 12 17 52
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 26,307
COMMITMENTS
5,650 17,532 3,613 14,708 1,656 23,971 22,801 2,336 3,506
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -613)
449 -1,387 88 -1,284 753 -747 -546 134 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 66.6 13.7 55.9 6.3 91.1 86.7 8.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 35 11 6 12 19 50
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 25,080
COMMITMENTS
18,300 1,145 0 770 21,078 19,070 22,223 6,010 2,857
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 487)
219 11 0 -9 -295 210 -284 277 771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.0 4.6 0.0 3.1 84.0 76.0 88.6 24.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 1 0 1 13 9 14
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 24,593
COMMITMENTS
18,081 1,134 0 779 21,373 18,860 22,507 5,733 2,086
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 4,765)
3,892 -619 0 227 5,076 4,119 4,457 646 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.5 4.6 0.0 3.2 86.9 76.7 91.5 23.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 1 0 1 14 9 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,390
COMMITMENTS
11,662 22,674 32,967 124,146 112,614 168,774 168,255 27,616 28,135
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -34,029)
-5,020 -4,424 -19,603 -3,550 -7,995 -28,172 -32,022 -5,857 -2,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 11.5 16.8 63.2 57.3 85.9 85.7 14.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
23 28 34 70 72 116 113
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 230,419
COMMITMENTS
16,681 27,098 52,570 127,695 120,609 196,946 200,277 33,473 30,142
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 14,336)
6,792 -1,455 3,397 2,507 12,318 12,696 14,259 1,640 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 11.8 22.8 55.4 52.3 85.5 86.9 14.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
26 33 35 69 68 115 118
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 645,539
COMMITMENTS
23,736 57,269 245,231 311,494 312,011 580,461 614,510 65,078 31,029
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -40,914)
3,152 1,347 -17,419 -25,041 -24,602 -39,308 -40,675 -1,607 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 8.9 38.0 48.3 48.3 89.9 95.2 10.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
47 56 75 95 83 181 181
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 686,453
COMMITMENTS
20,583 55,922 262,650 336,535 336,613 619,768 655,185 66,685 31,268
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 12,216)
1,499 6,643 6,534 4,924 505 12,957 13,681 -741 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 8.1 38.3 49.0 49.0 90.3 95.4 9.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
44 61 76 104 92 189 191
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,570
COMMITMENTS
652 6,420 2,772 62,873 59,943 66,297 69,135 4,273 1,435
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 652)
-56 0 56 652 596 652 652 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 9.1 3.9 89.1 84.9 93.9 98.0 6.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 27 23 28 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,918
COMMITMENTS
708 6,420 2,716 62,221 59,347 65,645 68,483 4,273 1,435
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 1,136)
-646 0 646 1,136 490 1,136 1,136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 9.2 3.9 89.0 84.9 93.9 97.9 6.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 27 23 28 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,885
COMMITMENTS
4,688 9,932 2,140 41,629 33,678 48,457 45,750 2,428 5,135
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -2,630)
2,996 0 -2,996 -2,962 0 -2,962 -2,996 332 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 19.5 4.2 81.8 66.2 95.2 89.9 4.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 13 17 16
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,515
COMMITMENTS
1,692 9,932 5,136 44,591 33,678 51,419 48,746 2,096 4,769
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 18.6 9.6 83.3 62.9 96.1 91.1 3.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 16 14 18 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,419
COMMITMENTS
879 955 1,424 32,002 33,598 34,305 35,977 4,114 2,442
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -142)
-13 483 655 -1,150 -1,218 -508 -80 366 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.5 3.7 83.3 87.5 89.3 93.6 10.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 11 13 13 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,561
COMMITMENTS
892 472 769 33,152 34,816 34,813 36,057 3,748 2,504
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.2 2.0 86.0 90.3 90.3 93.5 9.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 12 13 14 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,113
COMMITMENTS
2,954 3,398 1,257 28,745 29,927 32,956 34,582 3,157 1,531
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 148)
5 0 -254 248 948 -1 694 149 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 9.4 3.5 79.6 82.9 91.3 95.8 8.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 20 16 23 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,965
COMMITMENTS
2,949 3,398 1,511 28,497 28,979 32,957 33,888 3,008 2,077
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 603)
-49 0 -155 776 88 572 -67 31 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 9.4 4.2 79.2 80.6 91.6 94.2 8.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 19 16 22 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,381
COMMITMENTS
1,550 160 1,176 46,873 45,979 49,599 47,315 2,782 5,066
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 701)
0 -124 124 1,005 639 1,129 639 -428 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.3 2.2 89.5 87.8 94.7 90.3 5.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 22 19 24 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,680
COMMITMENTS
1,550 284 1,052 45,868 45,340 48,470 46,676 3,210 5,004
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -103)
-152 -366 90 -225 235 -287 -41 184 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.5 2.0 88.8 87.7 93.8 90.3 6.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 22 19 24 21
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 27,346
COMMITMENTS
4,712 3,488 0 21,792 19,732 26,504 23,220 842 4,126
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 12.8 0.0 79.7 72.2 96.9 84.9 3.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 0 11 11 14 13
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 879,323
COMMITMENTS
172,158 53,348 129,009 565,887 686,114 867,054 868,471 12,269 10,852
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 14,721)
-6,164 -5,623 6,133 11,754 14,106 11,723 14,616 2,998 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 6.1 14.7 64.4 78.0 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
16 13 23 88 77 114 104
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 864,602
COMMITMENTS
178,322 58,971 122,876 554,133 672,008 855,331 853,855 9,271 10,747
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 39,246)
7,274 -1,601 8,776 24,657 31,421 40,707 38,596 -1,461 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 6.8 14.2 64.1 77.7 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
16 12 24 80 72 107 98
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,054
COMMITMENTS
9,105 14,030 18,864 28,268 25,499 56,237 58,393 4,817 2,661
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -16,533)
-7,226 -9,162 -1,221 -9,551 -7,394 -17,998 -17,777 1,465 1,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 23.0 30.9 46.3 41.8 92.1 95.6 7.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 4 8 18 17 28 25
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,587
COMMITMENTS
16,331 23,192 20,085 37,819 32,893 74,235 76,170 3,352 1,417
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 480)
3,854 -4,488 -908 -2,058 5,824 888 428 -408 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 29.9 25.9 48.7 42.4 95.7 98.2 4.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 8 11 20 21 34 33
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,079
COMMITMENTS
4,729 180 5,829 24,005 28,150 34,562 34,158 517 921
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 33)
38 -30 372 -466 -807 -55 -465 89 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.5 16.6 68.4 80.2 98.5 97.4 1.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 5 25 24 30 30
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,046
COMMITMENTS
4,691 210 5,457 24,471 28,957 34,618 34,623 428 423
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 1,889)
380 -260 1,605 -47 522 1,938 1,867 -49 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.6 15.6 69.8 82.6 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 5 25 25 30 31
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,354
COMMITMENTS
1,957 5,048 1,070 18,327 15,236 21,354 21,354 0 0
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -90)
0 0 0 82 82 82 82 -172 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 23.6 5.0 85.8 71.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 17 16 20 20
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,444
COMMITMENTS
1,957 5,048 1,070 18,245 15,154 21,272 21,272 172 172
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 1,004)
-854 754 82 1,776 168 1,004 1,004 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 23.5 5.0 85.1 70.7 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 17 16 20 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,654
COMMITMENTS
888 2,090 1,094 5,649 4,470 7,631 7,654 23 0
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 27.3 14.3 73.8 58.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 12 12 17 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,654
COMMITMENTS
888 2,090 1,094 5,649 4,470 7,631 7,654 23 0
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 875)
88 -630 508 279 997 875 875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 27.3 14.3 73.8 58.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 12 12 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,096,942
COMMITMENTS
72,333 38,634 267,650 703,318 719,128 1043300 1025411 53,643 71,531
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 36,563)
297 -3,641 18,545 26,034 25,625 44,876 40,528 -8,313 -3,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 3.5 24.4 64.1 65.6 95.1 93.5 4.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
58 60 81 84 85 186 191
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,060,379
COMMITMENTS
72,036 42,275 249,105 677,283 693,503 998,424 984,883 61,955 75,496
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -144,236)
-4,438 -2,024 -62,183 -75,044 -75,948 -141,664 -140,154 -2,571 -4,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.0 23.5 63.9 65.4 94.2 92.9 5.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
67 49 78 80 82 180 185
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,636
COMMITMENTS
7,207 2,494 91 2,579 8,897 9,877 11,482 2,759 1,154
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 521)
346 384 -59 262 194 549 519 -28 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.0 19.7 0.7 20.4 70.4 78.2 90.9 21.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
63 15 3 10 22 74 40
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,115
COMMITMENTS
6,861 2,110 150 2,317 8,703 9,328 10,963 2,787 1,152
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 257)
-137 263 -78 228 128 13 313 244 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.6 17.4 1.2 19.1 71.8 77.0 90.5 23.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
61 17 3 9 22 72 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,329
COMMITMENTS
2,299 156 0 2,422 5,096 4,721 5,252 1,608 1,077
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -49)
632 -800 -296 -463 938 -127 -158 78 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 2.5 0.0 38.3 80.5 74.6 83.0 25.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 2 0 10 12 25 14
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,378
COMMITMENTS
1,667 956 296 2,885 4,158 4,848 5,410 1,530 968
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -173)
-16 -10 216 -281 -388 -81 -182 -92 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 15.0 4.6 45.2 65.2 76.0 84.8 24.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 8 3 11 11 27 21
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 183,567
COMMITMENTS
14,961 13,620 23,909 131,110 128,579 169,980 166,108 13,587 17,459
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,262)
609 3,577 -3,069 5,492 1,863 3,033 2,371 229 891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 7.4 13.0 71.4 70.0 92.6 90.5 7.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
27 27 32 75 74 121 121
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 180,305
COMMITMENTS
14,351 10,043 26,978 125,618 126,716 166,947 163,737 13,358 16,568
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -1,330)
-320 -5,981 -176 -2,769 5,500 -3,265 -657 1,935 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.6 15.0 69.7 70.3 92.6 90.8 7.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
25 33 33 73 76 119 126
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,208
COMMITMENTS
15 3,139 5,086 13,927 10,983 19,028 19,208 180 0
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 224)
0 -81 15 329 290 344 224 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 16.3 26.5 72.5 57.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 6 3 17 16 20 23
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,984
COMMITMENTS
15 3,220 5,071 13,598 10,693 18,684 18,984 300 0
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 150)
0 180 45 75 -75 120 150 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 17.0 26.7 71.6 56.3 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 6 3 16 16 19 23
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,007
COMMITMENTS
550 2,516 447 8,010 6,044 9,007 9,007 0 0
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 150)
0 150 0 150 0 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 27.9 5.0 88.9 67.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 16 14 18 16
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,857
COMMITMENTS
550 2,366 447 7,860 6,044 8,857 8,857 0 0
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -1,205)
-150 -501 -530 -525 -174 -1,205 -1,205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 26.7 5.0 88.7 68.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 16 14 18 16
Updated January 7, 2005