WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 219,798
COMMITMENTS
36,624 76,492 29,417 120,490 86,280 186,531 192,189 33,267 27,610
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,005)
-345 9,635 3,000 4,772 -4,017 7,427 8,618 5,578 4,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 34.8 13.4 54.8 39.3 84.9 87.4 15.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
100 103 72 64 69 196 220
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
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 726,517
COMMITMENTS
69,924 179,408 95,077 449,443 300,387 614,444 574,872 112,073 151,645
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,440)
719 14,784 -4,441 17,494 -1,749 13,772 8,595 -332 4,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 24.7 13.1 61.9 41.3 84.6 79.1 15.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
162 194 154 293 267 542 538
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
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,710
COMMITMENTS
1,247 668 463 2,117 4,696 3,828 5,827 3,883 1,883
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -313)
-22 -141 67 -119 -180 -74 -254 -239 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 8.7 6.0 27.5 60.9 49.6 75.6 50.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 6 6 14 13 31 23
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
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 308,712
COMMITMENTS
31,343 53,815 65,965 161,547 124,859 258,855 244,639 49,856 64,073
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 6,196)
-5,675 8,308 3,866 6,126 -7,856 4,318 4,319 1,878 1,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 17.4 21.4 52.3 40.4 83.9 79.2 16.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
112 138 122 111 125 292 324
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 162,616
COMMITMENTS
15,576 38,886 26,776 98,436 75,366 140,788 141,028 21,828 21,588
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -445)
-2,287 4,043 547 4,174 -5,232 2,434 -643 -2,879 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 23.9 16.5 60.5 46.3 86.6 86.7 13.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
32 46 33 52 45 102 114
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 727,236
COMMITMENTS
169,059 107,293 72,767 373,145 412,226 614,970 592,286 112,265 134,950
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,681)
15,919 15,819 -16,244 -915 -713 -1,240 -1,138 13,921 13,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 14.8 10.0 51.3 56.7 84.6 81.4 15.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
41 47 38 69 94 133 156
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 168,077
COMMITMENTS
7,967 31,829 35,151 99,244 74,908 142,362 141,888 25,715 26,190
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 8,120)
-51 6,772 2,894 7,672 -1,611 10,515 8,056 -2,395 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 18.9 20.9 59.0 44.6 84.7 84.4 15.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
26 51 52 56 56 119 142
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
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,892
COMMITMENTS
1,541 1,430 359 1,212 1,634 3,113 3,423 1,780 1,469
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 89)
165 151 79 288 -158 531 72 -442 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 29.2 7.3 24.8 33.4 63.6 70.0 36.4 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 3 11 10 23 20
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 252,479
COMMITMENTS
67,803 84,343 525 156,669 117,751 224,997 202,619 27,482 49,860
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,802)
5,347 14,316 -875 -2,432 -10,783 2,040 2,658 1,762 1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 33.4 0.2 62.1 46.6 89.1 80.3 10.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
19 55 4 48 66 69 123
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,140,053
COMMITMENTS
393,805 347,239 264,198 1310557 1170547 1968560 1781984 171,494 358,070
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 123,830)
6,129 15,775 63,423 48,126 -6,396 117,679 72,802 6,151 51,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 16.2 12.3 61.2 54.7 92.0 83.3 8.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
46 116 89 137 199 249 338
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,326,282
COMMITMENTS
333,080 255,536 105,305 789,631 787,910 1228016 1148751 98,267 177,532
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 14,091)
-2,485 41,114 -17,371 13,368 -16,548 -6,488 7,195 20,580 6,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 19.3 7.9 59.5 59.4 92.6 86.6 7.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
59 83 54 90 143 171 258
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 444,716
COMMITMENTS
109,262 31,998 129,524 180,002 267,771 418,788 429,293 25,928 15,422
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -207,908)
-75,820 -20,282 -64,530 -61,164 -120,024 -201,514 -204,836 -6,394 -3,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.2 29.1 40.5 60.2 94.2 96.5 5.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
42 25 35 61 62 119 107
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,434
COMMITMENTS
19,712 9,235 797 25,202 33,289 45,712 43,321 5,722 8,113
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 261)
6 -613 38 -413 355 -369 -220 630 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 18.0 1.5 49.0 64.7 88.9 84.2 11.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
38 18 13 26 15 72 38
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 AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,573
COMMITMENTS
6,203 13,805 3,750 30,656 24,856 40,610 42,411 11,964 10,162
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,729)
-1,064 2,584 1,675 8,034 7,834 8,645 12,093 4,084 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 26.3 7.1 58.3 47.3 77.2 80.7 22.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
34 19 19 19 16 58 49
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,255
COMMITMENTS
1,548 6,464 1,006 33,363 27,417 35,917 34,887 338 1,368
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -52)
-483 64 0 457 -112 -26 -48 -26 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 17.8 2.8 92.0 75.6 99.1 96.2 0.9 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 12/28/04 |
--------------------------------------------------------------| 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 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,599
COMMITMENTS
500 1,689 0 13,078 11,442 13,578 13,131 21 468
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 473)
-181 109 0 645 352 464 461 9 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 12.4 0.0 96.2 84.1 99.8 96.6 0.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 7 0 8 10 9 17
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
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,226
COMMITMENTS
1,948 1,552 3,941 17,592 16,212 23,481 21,705 2,745 4,521
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -4,785)
-2,037 -67 -1,330 -1,443 -2,842 -4,809 -4,239 25 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.9 15.0 67.1 61.8 89.5 82.8 10.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 11 14 36 40 60 57
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 111,051
COMMITMENTS
28,143 5,272 21,433 39,910 45,901 89,486 72,606 21,566 38,445
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 9,965)
3,824 329 3,241 1,099 2,409 8,164 5,979 1,801 3,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 4.7 19.3 35.9 41.3 80.6 65.4 19.4 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
60 34 49 32 38 131 93
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,056
COMMITMENTS
439 546 159 874 351 1,472 1,056 584 1,000
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 23)
-108 123 -47 149 39 -6 115 29 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 26.6 7.7 42.5 17.1 71.6 51.4 28.4 48.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 14 6 7 3 18 17
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,931
COMMITMENTS
37,643 9,146 28,524 69,968 82,183 136,135 119,853 16,796 33,078
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,916)
-2,217 492 1,252 2,454 2,873 1,490 4,618 426 -2,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 6.0 18.7 45.8 53.7 89.0 78.4 11.0 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
62 29 46 61 99 140 159
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,845
COMMITMENTS
1,216 628 236 507 1,804 1,959 2,667 1,887 1,178
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -500)
376 85 -265 -308 58 -197 -122 -303 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 16.3 6.1 13.2 46.9 50.9 69.4 49.1 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 7 8 9 15 31 26
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 20,143
COMMITMENTS
4,646 1,303 3,834 7,010 4,505 15,490 9,642 4,653 10,501
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 918)
941 473 30 244 555 1,215 1,058 -298 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 6.5 19.0 34.8 22.4 76.9 47.9 23.1 52.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 19 26 39 37 82 70
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 79,324
COMMITMENTS
20,995 11,883 2,050 22,448 49,463 45,493 63,396 33,831 15,928
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,966)
1,128 -1,479 1,071 3,133 6,065 5,332 5,657 634 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 15.0 2.6 28.3 62.4 57.4 79.9 42.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
19 11 7 20 17 41 33
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,461
COMMITMENTS
20,126 7,893 195 12,266 33,078 32,587 41,166 19,874 11,295
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -8,864)
-13,592 -846 -8 4,311 -11,497 -9,289 -12,351 425 3,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 15.0 0.4 23.4 63.1 62.1 78.5 37.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 3 2 12 6 26 11
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,125
COMMITMENTS
42,781 10,002 640 21,524 57,290 64,946 67,932 10,180 7,193
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -10,729)
-11,339 3,799 -52 512 -15,428 -10,879 -11,682 150 953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 13.3 0.9 28.7 76.3 86.4 90.4 13.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
43 12 3 17 16 63 28
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,033
COMMITMENTS
23,892 12,055 1,496 27,871 51,583 53,259 65,134 25,774 13,900
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,118)
-9,073 -885 480 7,836 -2,147 -758 -2,552 -360 1,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 15.3 1.9 35.3 65.3 67.4 82.4 32.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
21 9 8 14 13 40 25
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 181,836
COMMITMENTS
34,462 11,472 3,417 109,034 146,418 146,913 161,307 34,923 20,529
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,873)
-5,525 110 848 14,134 2,604 9,457 3,561 -3,584 2,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 6.3 1.9 60.0 80.5 80.8 88.7 19.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
32 16 8 22 20 57 41
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 187,730
COMMITMENTS
40,163 30,022 26,359 46,395 75,510 112,917 131,891 74,813 55,839
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,396)
-10,786 -1,594 6,874 -8,764 2,836 -12,676 8,116 6,280 -14,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 16.0 14.0 24.7 40.2 60.1 70.3 39.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
39 31 35 31 24 89 71
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 44,005
COMMITMENTS
9,405 0 575 32,159 39,754 42,139 40,329 1,866 3,676
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,348)
-781 0 475 3,945 2,872 3,639 3,347 -291 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 0.0 1.3 73.1 90.3 95.8 91.6 4.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 1 19 25 22 26
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,838,085
COMMITMENTS
592,295 819,775 2767421 6004955 5514739 9364672 9101935 473,413 736,150
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 339,715)
-29,999 76,672 29,394 287,638 178,242 287,032 284,307 52,682 55,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 8.3 28.1 61.0 56.1 95.2 92.5 4.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
75 112 143 188 207 346 394
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 727,512
COMMITMENTS
62,907 61,253 26,108 468,540 518,343 557,555 605,703 169,957 121,809
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,189)
4,653 1,681 2,278 567 417 7,498 4,375 5,690 8,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 8.4 3.6 64.4 71.2 76.6 83.3 23.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
49 34 44 96 70 169 124
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 819,784
COMMITMENTS
206,735 97,587 18,064 313,333 631,303 538,132 746,954 281,652 72,830
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 71,009)
15,049 15,427 6,148 1,506 34,709 22,704 56,284 48,305 14,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 11.9 2.2 38.2 77.0 65.6 91.1 34.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
95 67 33 68 70 178 155
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,230
COMMITMENTS
1,802 140 0 8,406 11,890 10,208 12,030 3,022 1,200
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 108)
56 -116 0 -337 286 -281 170 389 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 1.1 0.0 63.5 89.9 77.2 90.9 22.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 1 0 24 17 30 18
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 23,589
COMMITMENTS
1,992 4,125 289 18,954 15,578 21,235 19,992 2,354 3,597
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,459)
-797 460 148 2,600 -119 1,951 489 -492 970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 17.5 1.2 80.4 66.0 90.0 84.8 10.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 7 3 25 17 35 24
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,826
COMMITMENTS
14,032 10,587 201 27,346 44,667 41,578 55,455 22,247 8,371
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,423)
760 -2,532 -26 -4,946 697 -4,213 -1,861 2,789 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 16.6 0.3 42.8 70.0 65.1 86.9 34.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
31 35 3 46 32 79 68
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,829
COMMITMENTS
127,044 73,945 7,935 140,105 141,660 275,083 223,540 32,746 84,290
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 40,451)
-7,404 35,263 4,739 36,219 -13,670 33,554 26,331 6,896 14,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 24.0 2.6 45.5 46.0 89.4 72.6 10.6 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
89 70 14 44 46 141 122
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 68,316
COMMITMENTS
32,266 1,963 473 11,156 55,962 43,895 58,398 24,421 9,917
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,511)
1,936 1,750 173 2,380 3,788 4,488 5,711 1,023 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 2.9 0.7 16.3 81.9 64.3 85.5 35.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 3 1 10 16 30 19
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 20,425
COMMITMENTS
1,813 5,651 111 14,540 11,345 16,464 17,107 3,960 3,317
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -162)
2 265 90 -298 -723 -206 -368 44 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 27.7 0.5 71.2 55.5 80.6 83.8 19.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
7 20 3 38 20 47 41
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 108,528
COMMITMENTS
13,282 13,320 1,361 81,305 85,186 95,948 99,867 12,580 8,661
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 7,147)
-5,074 -4,841 793 9,487 7,402 5,206 3,354 1,941 3,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 12.3 1.3 74.9 78.5 88.4 92.0 11.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 30 8 37 36 65 70
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,126
COMMITMENTS
11,941 8,879 987 10,374 17,516 23,302 27,382 9,824 5,744
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,652)
474 -96 50 344 1,784 868 1,738 2,784 1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 26.8 3.0 31.3 52.9 70.3 82.7 29.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
35 19 4 26 23 64 45
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 8,193
COMMITMENTS
3,468 451 0 2,174 1,583 5,642 2,034 2,551 6,159
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,011)
434 -432 0 407 1,293 841 861 170 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 5.5 0.0 26.5 19.3 68.9 24.8 31.1 75.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 0 4 8 11 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 111,283
COMMITMENTS
491 6,100 2,882 46,008 79,060 49,381 88,042 61,902 23,241
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,329)
16 -493 308 -79 1,111 245 926 -1,574 -2,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.5 2.6 41.3 71.0 44.4 79.1 55.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 14 4 13 24 20 40
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
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 115,909
COMMITMENTS
42,741 4,371 16,456 22,097 82,969 81,293 103,796 34,615 12,113
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,728)
-427 397 526 -1,156 -5,107 -1,057 -4,184 -1,671 1,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 3.8 14.2 19.1 71.6 70.1 89.5 29.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
104 18 46 24 35 141 88
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 91,079
COMMITMENTS
26,177 5,114 14,547 36,305 63,429 77,029 83,090 14,050 7,989
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,894)
-7,645 -657 561 1,514 -6,897 -5,571 -6,993 -1,323 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 5.6 16.0 39.9 69.6 84.6 91.2 15.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
61 26 29 34 39 106 84
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
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 422,961
COMMITMENTS
141,876 31,583 95,596 121,643 267,535 359,115 394,715 63,846 28,246
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -38,930)
-30,018 -1,829 -7,340 825 -35,004 -36,533 -44,173 -2,397 5,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 7.5 22.6 28.8 63.3 84.9 93.3 15.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
143 42 69 37 44 204 135
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
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
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
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
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,379
COMMITMENTS
4,589 1,424 244 2,606 7,099 7,439 8,767 1,940 612
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 20)
-11 43 1 78 16 68 60 -48 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 15.2 2.6 27.8 75.7 79.3 93.5 20.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 5 3 5 6 21 12
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
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 78,338
COMMITMENTS
11,166 27,180 6,669 48,373 30,485 66,208 64,333 12,130 14,004
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 4,836)
-142 3,656 320 4,785 -462 4,964 3,514 -128 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 34.7 8.5 61.7 38.9 84.5 82.1 15.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
31 38 25 64 53 104 109
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 - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,901
COMMITMENTS
462 10,723 2,746 25,508 16,500 28,716 29,969 8,185 6,932
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,451)
-346 1,003 90 1,998 675 1,742 1,768 -291 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 29.1 7.4 69.1 44.7 77.8 81.2 22.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
8 25 12 37 23 50 56
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 112,882
COMMITMENTS
15,975 29,895 25,171 58,926 51,580 100,073 106,646 12,809 6,235
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -970)
2,480 -5,336 1,078 -4,746 4,297 -1,188 40 218 -1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 26.5 22.3 52.2 45.7 88.7 94.5 11.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
132 99 92 94 83 272 234
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 63,410
COMMITMENTS
11,838 2,721 19,878 25,229 38,646 56,945 61,244 6,465 2,166
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 514)
884 -91 408 -179 67 1,113 384 -599 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 4.3 31.3 39.8 60.9 89.8 96.6 10.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
64 24 36 33 27 114 72
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,378
COMMITMENTS
14,992 6,148 7,665 99,805 112,828 122,462 126,640 6,916 2,738
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 2,828)
-715 3,193 443 3,707 -1,398 3,435 2,238 -608 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.8 5.9 77.1 87.2 94.7 97.9 5.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
47 21 35 46 37 105 84
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 557,677
COMMITMENTS
130,374 24,466 125,371 222,144 372,005 477,889 521,842 79,788 35,835
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 29,913)
21,690 1,980 6,740 -3,097 19,325 25,332 28,045 4,580 1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 4.4 22.5 39.8 66.7 85.7 93.6 14.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
71 40 57 70 60 180 121
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 151,355
COMMITMENTS
48,045 7,865 42,740 48,625 94,659 139,410 145,264 11,945 6,091
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -5,112)
-2,924 -2,389 -869 -863 -1,363 -4,656 -4,621 -456 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 5.2 28.2 32.1 62.5 92.1 96.0 7.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
171 69 118 107 124 326 277
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,530
COMMITMENTS
5,318 14,500 3,730 12,874 2,397 21,923 20,628 2,608 3,902
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -5,419)
-980 -4,699 -22 -4,626 16 -5,627 -4,704 208 -715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 59.1 15.2 52.5 9.8 89.4 84.1 10.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 32 10 6 12 19 48
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 23,327
COMMITMENTS
17,502 0 0 904 20,146 18,406 20,146 4,921 3,181
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,754)
-798 -1,145 0 134 -932 -664 -2,077 -1,090 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.0 0.0 0.0 3.9 86.4 78.9 86.4 21.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 0 0 1 12 9 12
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
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
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
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 188,995
COMMITMENTS
11,580 24,676 34,199 114,980 102,800 160,759 161,675 28,237 27,321
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -7,395)
-82 2,002 1,232 -9,166 -9,814 -8,015 -6,580 621 -814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 13.1 18.1 60.8 54.4 85.1 85.5 14.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
18 32 37 65 71 110 116
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 681,696
COMMITMENTS
28,266 61,663 259,960 330,082 325,790 618,308 647,413 63,388 34,283
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 36,156)
4,530 4,394 14,729 18,588 13,779 37,847 32,902 -1,691 3,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 9.0 38.1 48.4 47.8 90.7 95.0 9.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
43 62 72 97 85 179 184
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,474
COMMITMENTS
3,015 6,420 2,121 58,767 58,715 63,903 67,256 4,571 1,218
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,096)
2,363 0 -651 -4,106 -1,228 -2,394 -1,879 298 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 9.4 3.1 85.8 85.7 93.3 98.2 6.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 28 23 29 25
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,627
COMMITMENTS
5,266 2,464 428 36,694 36,126 42,388 39,018 2,239 5,609
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,258)
578 -7,468 -1,712 -4,935 2,448 -6,069 -6,732 -189 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 5.5 1.0 82.2 81.0 95.0 87.4 5.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 15 12 17 14
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
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 30,047
COMMITMENTS
1,639 2,021 1,104 24,457 25,398 27,200 28,523 2,847 1,524
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,066)
-1,315 -1,377 -153 -4,288 -4,529 -5,756 -6,059 -310 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.7 3.7 81.4 84.5 90.5 94.9 9.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 18 15 21 19
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,102
COMMITMENTS
1,736 284 866 44,563 43,013 47,165 44,163 2,937 5,939
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,279)
186 124 -310 -2,310 -2,966 -2,434 -3,152 155 873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.6 1.7 88.9 85.9 94.1 88.1 5.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 18 24 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
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 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 852,117
COMMITMENTS
186,172 59,260 127,924 524,746 659,923 838,842 847,107 13,275 5,010
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -27,206)
14,014 5,912 -1,085 -41,141 -26,191 -28,212 -21,364 1,006 -5,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 7.0 15.0 61.6 77.4 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
14 12 24 72 68 99 93
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,421
COMMITMENTS
7,518 14,597 21,595 34,270 29,761 63,383 65,953 4,038 1,468
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 6,367)
-1,587 567 2,731 6,002 4,262 7,146 7,560 -779 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 21.7 32.0 50.8 44.1 94.0 97.8 6.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 9 19 20 30 29
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,726
COMMITMENTS
5,000 178 5,725 22,721 27,003 33,446 32,906 280 820
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,353)
271 -2 -104 -1,283 -1,147 -1,116 -1,252 -237 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.5 17.0 67.4 80.1 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 5 22 24 27 29
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,414
COMMITMENTS
1,681 3,806 840 16,893 14,768 19,414 19,414 0 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,940)
-276 -1,242 -230 -1,434 -468 -1,940 -1,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 19.6 4.3 87.0 76.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 15 12 17 15
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,860
COMMITMENTS
842 2,550 634 5,384 3,424 6,860 6,608 0 252
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -794)
-46 460 -460 -265 -1,046 -771 -1,046 -23 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 37.2 9.2 78.5 49.9 100.0 96.3 0.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 10 10 13 13
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,112,277
COMMITMENTS
76,249 38,191 265,395 705,292 723,596 1046936 1027183 65,341 85,095
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 15,335)
3,916 -443 -2,255 1,975 4,468 3,636 1,771 11,699 13,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.4 23.9 63.4 65.1 94.1 92.3 5.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
54 71 80 82 86 185 194
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,598
COMMITMENTS
7,255 2,657 34 2,598 8,766 9,887 11,457 2,711 1,141
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -38)
48 163 -57 19 -131 10 -25 -48 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 21.1 0.3 20.6 69.6 78.5 90.9 21.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
61 20 1 9 23 71 43
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,205
COMMITMENTS
2,293 167 80 2,404 5,183 4,777 5,430 1,428 775
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -124)
-6 11 80 -18 87 56 178 -180 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 2.7 1.3 38.7 83.5 77.0 87.5 23.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 2 1 10 14 26 17
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 180,803
COMMITMENTS
16,515 13,345 26,648 125,239 125,389 168,402 165,382 12,401 15,421
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,763)
1,554 -275 2,739 -5,870 -3,190 -1,578 -726 -1,186 -2,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 7.4 14.7 69.3 69.4 93.1 91.5 6.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
32 29 37 77 73 129 124
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
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,115
COMMITMENTS
0 3,805 4,320 13,615 9,990 17,935 18,115 180 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,093)
-15 666 -766 -312 -993 -1,093 -1,093 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.0 23.8 75.2 55.1 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 14 13 16 18
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
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,677
COMMITMENTS
450 2,106 402 7,825 6,169 8,677 8,677 0 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -330)
-100 -410 -45 -185 125 -330 -330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 24.3 4.6 90.2 71.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 15 14 17 16
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
Updated January 11, 2005