WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 241,758
COMMITMENTS
31,412 71,375 37,805 134,268 100,713 203,486 209,893 38,272 31,865
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 5,652)
-4,503 -4,924 2,174 5,119 6,156 2,790 3,406 2,861 2,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 29.5 15.6 55.5 41.7 84.2 86.8 15.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
79 93 75 58 58 176 194
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 236,106
COMMITMENTS
35,915 76,299 35,631 129,149 94,558 200,696 206,488 35,411 29,619
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 9,815)
-281 10,735 1,871 5,707 -3,132 7,297 9,474 2,518 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 32.3 15.1 54.7 40.0 85.0 87.5 15.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
104 112 84 61 70 205 235
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 778,220
COMMITMENTS
64,750 190,490 111,582 451,211 278,466 627,544 580,538 150,676 197,682
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 8,397)
-11,046 -8,900 10,138 -22,636 -25,926 -23,543 -24,687 31,940 33,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 24.5 14.3 58.0 35.8 80.6 74.6 19.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518)
119 160 132 198 169 398 387
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 769,823
COMMITMENTS
75,796 199,390 101,444 473,847 304,392 651,087 605,226 118,736 164,597
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 22,737)
1,804 44,993 -1,728 20,977 -26,791 21,053 16,473 1,685 6,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 25.9 13.2 61.6 39.5 84.6 78.6 15.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 743)
173 212 175 295 257 572 549
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,562
COMMITMENTS
3,267 420 481 1,471 6,048 5,219 6,949 4,343 2,613
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 681)
513 174 47 224 534 784 756 -103 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 4.4 5.0 15.4 63.2 54.6 72.7 45.4 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 6 5 10 15 30 23
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,881
COMMITMENTS
2,753 246 434 1,248 5,513 4,435 6,193 4,446 2,688
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,115)
951 -345 0 -338 666 613 321 502 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 2.8 4.9 14.0 62.1 49.9 69.7 50.1 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
21 4 7 9 14 32 23
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 337,307
COMMITMENTS
26,804 75,281 76,860 167,377 110,283 271,040 262,424 66,267 74,883
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,970)
-2,044 -3,671 1,941 -11,942 -11,238 -12,044 -12,967 10,074 10,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 22.3 22.8 49.6 32.7 80.4 77.8 19.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
89 126 117 94 99 256 276
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,277
COMMITMENTS
28,848 78,952 74,918 179,319 121,520 283,085 275,391 56,193 63,887
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 26,906)
290 23,063 4,796 14,292 -4,594 19,378 23,265 7,527 3,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 23.3 22.1 52.9 35.8 83.4 81.2 16.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
108 181 143 121 130 322 371
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 180,483
COMMITMENTS
16,756 50,736 29,802 110,159 76,222 156,717 156,760 23,766 23,724
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -2,576)
1,944 -2,234 289 -3,781 -90 -1,548 -2,035 -1,028 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 28.1 16.5 61.0 42.2 86.8 86.9 13.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
31 52 36 54 47 107 124
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 183,059
COMMITMENTS
14,812 52,969 29,513 113,940 76,312 158,265 158,794 24,794 24,265
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 13,639)
-1,343 10,326 3,155 9,661 -2,090 11,474 11,392 2,165 2,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 28.9 16.1 62.2 41.7 86.5 86.7 13.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
29 56 36 53 46 108 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 846,211
COMMITMENTS
175,090 151,217 83,594 425,394 413,576 684,079 648,387 162,132 197,824
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 30,113)
-6,371 30,622 -651 1,583 -52,556 -5,440 -22,585 35,553 52,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 17.9 9.9 50.3 48.9 80.8 76.6 19.2 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
36 42 42 66 79 129 136
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 816,098
COMMITMENTS
181,462 120,595 84,246 423,812 466,132 689,519 670,973 126,579 145,125
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 44,155)
4,705 12,003 5,962 29,169 23,489 39,835 41,455 4,319 2,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 14.8 10.3 51.9 57.1 84.5 82.2 15.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
45 64 51 84 103 167 180
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 173,477
COMMITMENTS
8,645 39,449 36,706 97,985 69,348 143,336 145,503 30,141 27,975
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -5,054)
1,617 1,215 -92 -7,970 -7,701 -6,444 -6,578 1,391 1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 22.7 21.2 56.5 40.0 82.6 83.9 17.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
22 57 56 55 57 120 148
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 178,531
COMMITMENTS
7,028 38,234 36,798 105,955 77,049 149,781 152,080 28,750 26,451
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 12,944)
-6,706 13,620 2,901 17,177 -5,425 13,372 11,097 -427 1,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 21.4 20.6 59.3 43.2 83.9 85.2 16.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
29 49 53 58 56 122 143
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,818
COMMITMENTS
1,606 1,407 353 1,239 1,484 3,198 3,244 1,621 1,574
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 150)
-25 -27 -8 30 86 -3 51 153 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 29.2 7.3 25.7 30.8 66.4 67.3 33.6 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 9 3 12 9 27 18
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,669
COMMITMENTS
1,631 1,434 361 1,209 1,398 3,201 3,193 1,468 1,476
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 121)
4 32 51 124 70 180 154 -59 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 30.7 7.7 25.9 29.9 68.6 68.4 31.4 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 10 3 12 8 25 18
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 312,683
COMMITMENTS
80,008 80,054 1,023 182,049 136,803 263,080 217,880 49,603 94,803
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 16,405)
376 -8,530 -435 -3,790 -11,531 -3,849 -20,496 20,255 36,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 25.6 0.3 58.2 43.8 84.1 69.7 15.9 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
14 32 2 37 43 53 75
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 296,278
COMMITMENTS
79,632 88,583 1,458 185,839 148,334 266,929 238,375 29,348 57,902
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 24,067)
6,453 932 1,084 12,531 17,710 20,068 19,726 3,999 4,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 29.9 0.5 62.7 50.1 90.1 80.5 9.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
26 56 4 49 70 78 127
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,060,643
COMMITMENTS
281,062 312,443 234,545 1248641 978,271 1764249 1525259 296,394 535,384
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -82,716)
-121,253 -32,526 -48,129 -23,950 -182,661 -193,332 -263,315 110,616 180,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 15.2 11.4 60.6 47.5 85.6 74.0 14.4 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
45 67 66 106 135 191 228
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,143,359
COMMITMENTS
402,315 344,968 282,674 1272592 1160932 1957581 1788574 185,778 354,785
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -22,636)
2,792 -32,284 9,326 -29,593 9,829 -17,475 -13,130 -5,161 -9,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 16.1 13.2 59.4 54.2 91.3 83.4 8.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
76 110 99 149 200 275 360
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,383,840
COMMITMENTS
282,717 191,228 123,492 830,102 757,643 1236312 1072363 147,529 311,477
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -19,235)
-54,548 -43,773 -10,161 -26,905 -102,620 -91,614 -156,555 72,379 137,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 13.8 8.9 60.0 54.7 89.3 77.5 10.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
29 53 46 76 99 135 168
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,403,075
COMMITMENTS
337,266 235,001 133,654 857,007 860,263 1327926 1228918 75,149 174,158
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 11,575)
7,096 -14,239 2,233 7,889 29,837 17,219 17,832 -5,643 -6,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 16.7 9.5 61.1 61.3 94.6 87.6 5.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
61 92 64 100 147 193 271
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 584,246
COMMITMENTS
153,789 55,855 165,466 232,793 335,480 552,048 556,800 32,198 27,446
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 78,626)
27,999 13,928 6,184 31,663 46,923 65,847 67,036 12,780 11,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 9.6 28.3 39.8 57.4 94.5 95.3 5.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
36 20 31 56 57 102 99
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 505,620
COMMITMENTS
125,790 41,926 159,282 201,130 288,556 486,202 489,765 19,418 15,855
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 27,677)
15,466 4,120 10,598 5,000 16,407 31,064 31,126 -3,387 -3,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 8.3 31.5 39.8 57.1 96.2 96.9 3.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
48 28 41 64 63 127 117
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,578
COMMITMENTS
13,489 9,986 563 22,938 31,558 36,991 42,107 12,588 7,471
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,243)
-1,450 1,214 -265 -2,909 -1,093 -4,625 -145 5,868 1,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 20.1 1.1 46.3 63.7 74.6 84.9 25.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 14 6 22 11 53 26
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,335
COMMITMENTS
14,939 8,772 829 25,848 32,651 41,615 42,252 6,720 6,083
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,090)
-2,296 -997 10 123 -295 -2,163 -1,281 1,073 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 18.1 1.7 53.5 67.6 86.1 87.4 13.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
35 17 12 29 14 71 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,585
COMMITMENTS
8,744 25,551 1,837 48,195 26,382 58,776 53,770 11,809 16,814
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 3,691)
-422 4,292 -3,923 4,365 -4,231 20 -3,862 3,671 7,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 36.2 2.6 68.3 37.4 83.3 76.2 16.7 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 21 12 21 15 45 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,893
COMMITMENTS
9,166 21,259 5,759 43,830 30,613 58,756 57,632 8,138 9,261
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,463)
1,515 3,318 733 3,440 434 5,688 4,485 -1,225 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 31.8 8.6 65.5 45.8 87.8 86.2 12.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
29 37 21 24 20 65 66
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,125
COMMITMENTS
7,850 10,239 1,014 29,977 26,480 38,841 37,733 284 1,392
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -772)
5,958 -98 0 -6,803 -759 -845 -857 73 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 26.2 2.6 76.6 67.7 99.3 96.4 0.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 21 3 17 15 26 36
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,897
COMMITMENTS
1,892 10,337 1,014 36,780 27,239 39,686 38,590 211 1,307
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,022)
196 3,942 8 3,937 153 4,141 4,103 -119 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 25.9 2.5 92.2 68.3 99.5 96.7 0.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 22 3 17 16 24 38
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,214
COMMITMENTS
5,718 1,587 0 8,480 12,167 14,198 13,754 16 460
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 751)
5,718 -160 0 -4,971 915 747 755 4 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 11.2 0.0 59.7 85.6 99.9 96.8 0.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 0 7 10 9 16
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,463
COMMITMENTS
0 1,747 0 13,451 11,252 13,451 12,999 12 464
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 197)
0 193 0 197 0 197 193 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.0 0.0 99.9 83.6 99.9 96.6 0.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 8 10 8 17
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,817
COMMITMENTS
2,375 2,329 5,214 19,426 17,805 27,014 25,348 5,803 7,470
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,702)
-264 127 305 -660 -1,329 -619 -896 2,321 2,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.1 15.9 59.2 54.3 82.3 77.2 17.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 5 15 27 25 47 41
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,115
COMMITMENTS
2,639 2,201 4,909 20,086 19,134 27,633 26,244 3,482 4,871
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,230)
706 335 481 929 1,072 2,116 1,887 114 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.1 15.8 64.6 61.5 88.8 84.3 11.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 7 18 35 39 65 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 106,177
COMMITMENTS
26,180 3,224 20,996 38,050 45,685 85,226 69,905 20,951 36,272
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -3,654)
-4,868 105 1,139 882 -4,233 -2,847 -2,990 -807 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 3.0 19.8 35.8 43.0 80.3 65.8 19.7 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
56 26 45 32 36 125 88
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 109,831
COMMITMENTS
31,048 3,119 19,857 37,168 49,918 88,073 72,894 21,757 36,936
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 86)
513 -188 -107 -1,563 385 -1,157 89 1,242 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 2.8 18.1 33.8 45.4 80.2 66.4 19.8 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
66 22 51 31 34 136 91
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,071
COMMITMENTS
439 559 126 844 438 1,409 1,123 662 948
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -21)
64 80 1 -77 35 -12 116 -9 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 27.0 6.1 40.8 21.1 68.0 54.2 32.0 45.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 13 6 7 3 18 16
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,092
COMMITMENTS
375 480 124 921 403 1,420 1,007 672 1,085
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 27)
-137 -126 -17 136 34 -18 -109 45 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 22.9 5.9 44.0 19.3 67.9 48.1 32.1 51.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 13 6 7 3 17 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,484
COMMITMENTS
41,769 8,296 33,707 65,996 78,475 141,472 120,477 20,012 41,007
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,100)
-3,633 317 380 1,865 -864 -1,389 -168 289 -931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 5.1 20.9 40.9 48.6 87.6 74.6 12.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
58 32 47 78 107 160 169
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 162,583
COMMITMENTS
45,402 7,979 33,327 64,131 79,339 142,861 120,645 19,723 41,938
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 47)
1,602 178 1,513 -2,845 -1,883 270 -192 -223 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 4.9 20.5 39.4 48.8 87.9 74.2 12.1 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
62 28 49 68 106 154 167
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,290
COMMITMENTS
1,541 230 235 504 2,510 2,280 2,975 2,011 1,315
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 469)
249 -414 75 23 554 347 215 122 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 5.4 5.5 11.7 58.5 53.1 69.4 46.9 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 6 7 12 23 37 32
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,822
COMMITMENTS
1,292 644 160 481 1,956 1,933 2,760 1,889 1,062
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -141)
-137 34 -43 -92 -11 -271 -19 130 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 16.8 4.2 12.6 51.2 50.6 72.2 49.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 5 6 12 20 33 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,899
COMMITMENTS
6,552 962 5,126 7,828 5,325 19,506 11,413 4,393 12,486
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,362)
432 419 345 681 187 1,458 951 -96 411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 4.0 21.5 32.8 22.3 81.6 47.8 18.4 52.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
38 14 29 49 50 101 83
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,537
COMMITMENTS
6,121 542 4,782 7,146 5,139 18,049 10,463 4,489 12,075
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 961)
575 -188 507 -69 222 1,013 541 -52 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 2.4 21.2 31.7 22.8 80.1 46.4 19.9 53.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
36 14 27 43 49 94 79
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 87,407
COMMITMENTS
17,566 15,243 1,783 35,812 50,035 55,161 67,061 32,246 20,346
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,356)
-2,601 483 -77 3,987 -1,918 1,309 -1,512 47 2,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 17.4 2.0 41.0 57.2 63.1 76.7 36.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
22 11 6 21 19 44 35
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 86,051
COMMITMENTS
20,166 14,760 1,860 31,825 51,953 53,852 68,573 32,199 17,478
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,998)
241 4,902 524 7,004 2,114 7,770 7,540 228 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 17.2 2.2 37.0 60.4 62.6 79.7 37.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
19 13 7 23 19 44 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,503
COMMITMENTS
8,109 13,224 459 29,808 22,892 38,376 36,575 14,127 15,928
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -533)
-3,069 907 191 2,502 -4,384 -376 -3,286 -158 2,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 25.2 0.9 56.8 43.6 73.1 69.7 26.9 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 4 13 6 24 18
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 53,036
COMMITMENTS
11,178 12,317 268 27,306 27,276 38,752 39,861 14,285 13,175
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,364)
-761 494 155 1,493 -2,378 887 -1,729 -2,251 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 23.2 0.5 51.5 51.4 73.1 75.2 26.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 5 4 13 6 26 15
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 69,348
COMMITMENTS
42,968 8,235 823 18,120 56,138 61,911 65,196 7,437 4,152
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -3,336)
-4,934 2,957 301 3,654 -5,697 -978 -2,439 -2,357 -897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 11.9 1.2 26.1 81.0 89.3 94.0 10.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
40 13 3 17 17 60 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 72,683
COMMITMENTS
47,902 5,279 522 14,466 61,835 62,889 67,635 9,794 5,048
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,256)
9,369 -1,277 -188 -2,921 7,350 6,260 5,885 -3,004 -2,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.9 7.3 0.7 19.9 85.1 86.5 93.1 13.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
48 9 1 16 19 65 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,306
COMMITMENTS
18,616 2,570 553 23,465 45,528 42,634 48,650 23,673 17,656
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -604)
-2,140 333 -46 1,902 -1,974 -284 -1,687 -320 1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 3.9 0.8 35.4 68.7 64.3 73.4 35.7 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 6 4 13 12 31 19
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,910
COMMITMENTS
20,756 2,237 599 21,563 47,502 42,917 50,338 23,993 16,573
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,588)
-1,984 873 336 -653 -4,164 -2,301 -2,955 713 1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 3.3 0.9 32.2 71.0 64.1 75.2 35.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 5 4 11 12 33 19
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 186,821
COMMITMENTS
33,928 32,835 1,980 110,922 131,007 146,830 165,823 39,990 20,998
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -8,925)
-5,877 1,065 -406 2,372 -8,728 -3,910 -8,069 -5,015 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 17.6 1.1 59.4 70.1 78.6 88.8 21.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
29 13 5 22 21 53 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 195,746
COMMITMENTS
39,804 31,770 2,386 108,550 139,736 150,741 173,892 45,005 21,854
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 9,360)
4,881 20,345 -211 -3,961 -10,478 709 9,656 8,651 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 16.2 1.2 55.5 71.4 77.0 88.8 23.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
27 14 4 22 21 52 36
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 170,306
COMMITMENTS
26,048 20,413 22,060 63,001 74,551 111,108 117,024 59,197 53,282
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,366)
-2,791 5,654 178 12,133 566 9,520 6,398 -7,154 -4,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 12.0 13.0 37.0 43.8 65.2 68.7 34.8 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 29 27 34 24 77 68
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 167,940
COMMITMENTS
28,839 14,759 21,882 50,868 73,986 101,589 110,626 66,351 57,314
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -7,313)
-4,480 623 4,136 6,077 -4,660 5,733 99 -13,047 -7,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 8.8 13.0 30.3 44.1 60.5 65.9 39.5 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
32 23 25 31 23 72 62
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 34,546
COMMITMENTS
8,261 0 100 22,853 28,611 31,214 28,711 3,332 5,835
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -15,921)
-1,867 -700 0 -6,418 -16,812 -8,285 -17,512 -7,636 1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 0.0 0.3 66.2 82.8 90.4 83.1 9.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 11 20 14 21
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 50,467
COMMITMENTS
10,128 700 100 29,271 45,423 39,499 46,223 10,968 4,244
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,473)
-82 0 0 -4,566 3,556 -4,648 3,556 8,121 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.4 0.2 58.0 90.0 78.3 91.6 21.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 17 26 20 28
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,814,385
COMMITMENTS
642,900 709,407 2907574 6371008 5747710 9921482 9364692 892,902 1449693
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 336,622)
63,681 -243,136 13,001 -134,974 -72,259 -58,291 -302,394 394,913 639,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.6 26.9 58.9 53.1 91.7 86.6 8.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
55 57 88 127 136 225 239
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,477,763
COMMITMENTS
579,218 952,544 2894573 6505982 5819968 9979773 9667085 497,989 810,677
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -97,224)
35,351 -20,721 -162,411 54,489 78,255 -72,571 -104,877 -24,653 7,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 9.1 27.6 62.1 55.5 95.2 92.3 4.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
88 107 149 186 204 350 395
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 722,565
COMMITMENTS
72,611 77,364 30,261 467,832 506,722 570,703 614,347 151,861 108,217
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -6,244)
2,635 20,379 -6,677 -2,614 -18,055 -6,656 -4,354 411 -1,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 10.7 4.2 64.7 70.1 79.0 85.0 21.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
49 33 46 97 71 173 123
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 728,809
COMMITMENTS
69,976 56,986 36,938 470,446 524,777 577,359 618,701 151,450 110,108
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -8,878)
5,552 -1,871 1,527 388 1,651 7,467 1,306 -16,345 -10,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 7.8 5.1 64.5 72.0 79.2 84.9 20.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
48 38 52 98 73 178 131
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 865,065
COMMITMENTS
172,041 115,219 13,969 357,547 636,833 543,558 766,021 321,508 99,045
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 868)
-17,117 -11,601 -1,275 -5,414 -7,155 -23,806 -20,031 24,674 20,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 13.3 1.6 41.3 73.6 62.8 88.6 37.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
35 37 19 51 55 100 97
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 864,197
COMMITMENTS
189,158 126,819 15,244 362,962 643,988 567,363 786,051 296,834 78,146
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 23,106)
-19,839 11,053 -923 27,139 9,599 6,377 19,729 16,728 3,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 14.7 1.8 42.0 74.5 65.7 91.0 34.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
94 83 33 73 73 186 170
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,021
COMMITMENTS
1,390 0 0 6,410 11,629 7,800 11,629 5,221 1,392
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 64)
-665 0 0 -1,735 -482 -2,400 -482 2,464 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 49.2 89.3 59.9 89.3 40.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 13 13 15 13
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,957
COMMITMENTS
2,055 0 0 8,145 12,111 10,200 12,111 2,757 846
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -114)
128 0 0 -268 88 -140 88 26 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 0.0 62.9 93.5 78.7 93.5 21.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 0 0 23 18 31 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 26,760
COMMITMENTS
625 5,242 100 22,989 16,118 23,714 21,460 3,046 5,300
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,494)
-1,117 889 -242 2,408 -1,532 1,049 -885 445 2,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 19.6 0.4 85.9 60.2 88.6 80.2 11.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 6 1 19 16 21 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,266
COMMITMENTS
1,742 4,353 342 20,581 17,650 22,665 22,345 2,601 2,921
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -514)
661 594 -20 -1,491 -463 -850 111 336 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 17.2 1.4 81.5 69.9 89.7 88.4 10.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 7 2 24 22 29 30
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,753
COMMITMENTS
6,908 15,291 347 32,132 49,395 39,387 65,034 37,366 11,719
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,923)
-1,332 647 -35 -1,627 -1,727 -2,994 -1,115 4,917 3,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 19.9 0.5 41.9 64.4 51.3 84.7 48.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 22 5 36 27 54 51
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 74,830
COMMITMENTS
8,240 14,644 382 33,759 51,123 42,381 66,148 32,449 8,681
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,469)
-4,580 356 171 1,643 1,818 -2,765 2,346 5,234 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 19.6 0.5 45.1 68.3 56.6 88.4 43.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
27 38 5 53 38 83 78
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 353,563
COMMITMENTS
117,111 78,564 3,401 193,153 140,961 313,666 222,927 39,898 130,637
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 9,923)
-4,428 13,461 -1,673 10,088 -10,762 3,987 1,026 5,936 8,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 22.2 1.0 54.6 39.9 88.7 63.1 11.3 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
79 56 15 46 38 130 104
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 343,640
COMMITMENTS
121,539 65,104 5,074 183,065 151,723 309,678 221,901 33,962 121,739
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 16,348)
-660 -1,004 125 20,222 11,781 19,688 10,903 -3,339 5,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 18.9 1.5 53.3 44.2 90.1 64.6 9.9 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
89 64 16 52 43 146 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 73,361
COMMITMENTS
31,905 1,074 210 17,230 59,894 49,345 61,178 24,016 12,183
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 6,931)
4,156 540 -47 1,618 5,360 5,726 5,852 1,205 1,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 1.5 0.3 23.5 81.6 67.3 83.4 32.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 3 1 12 16 29 19
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 66,429
COMMITMENTS
27,749 534 257 15,612 54,534 43,618 55,326 22,811 11,104
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,425)
1,255 -51 -4 727 1,385 1,979 1,331 446 1,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 0.8 0.4 23.5 82.1 65.7 83.3 34.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 2 1 10 14 28 16
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 23,780
COMMITMENTS
1,038 8,557 0 15,907 10,449 16,945 19,007 6,835 4,773
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,157)
-1,001 387 -106 -577 -840 -1,684 -559 2,841 1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 36.0 0.0 66.9 43.9 71.3 79.9 28.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 12 0 26 18 29 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 22,623
COMMITMENTS
2,039 8,170 106 16,485 11,289 18,630 19,565 3,993 3,058
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 954)
-41 758 11 841 -11 811 758 143 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 36.1 0.5 72.9 49.9 82.3 86.5 17.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
9 20 3 41 23 52 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 159,560
COMMITMENTS
30,381 23,330 1,053 115,635 118,839 147,069 143,222 12,491 16,338
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 17,038)
7,644 5,836 -100 12,379 10,337 19,923 16,073 -2,885 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 14.6 0.7 72.5 74.5 92.2 89.8 7.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
13 26 4 29 37 45 64
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 142,522
COMMITMENTS
22,737 17,494 1,153 103,256 108,502 127,146 127,149 15,376 15,373
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,515)
1,998 36 -31 -1,570 4,790 397 4,795 7,118 2,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 12.3 0.8 72.4 76.1 89.2 89.2 10.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
21 31 5 38 37 62 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,186
COMMITMENTS
8,548 5,790 1,032 11,295 21,244 20,875 28,066 13,311 6,120
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 658)
-3,957 -862 42 21 1,370 -3,894 550 4,552 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 16.9 3.0 33.0 62.1 61.1 82.1 38.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 14 4 18 21 38 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,528
COMMITMENTS
12,505 6,652 990 11,274 19,874 24,769 27,516 8,759 6,012
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,264)
372 -547 8 1,155 907 1,535 368 -271 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 19.8 3.0 33.6 59.3 73.9 82.1 26.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
40 19 4 26 25 69 47
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 122,272
COMMITMENTS
351 6,551 2,732 57,500 77,641 60,583 86,924 61,689 35,348
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -4,196)
52 667 0 -3,470 -5,597 -3,418 -4,930 -778 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.4 2.2 47.0 63.5 49.5 71.1 50.5 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 15 3 16 22 21 39
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 126,468
COMMITMENTS
299 5,884 2,732 60,970 83,238 64,001 91,854 62,467 34,614
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,661)
72 -502 -150 4,616 5,166 4,538 4,514 6,123 6,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.7 2.2 48.2 65.8 50.6 72.6 49.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 12 3 16 24 21 38
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 121,984
COMMITMENTS
40,835 10,196 21,344 23,572 78,636 85,751 110,176 36,233 11,807
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,285)
-1,364 1,009 185 -1,518 -2,900 -2,697 -1,707 1,412 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 8.4 17.5 19.3 64.5 70.3 90.3 29.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
98 26 49 26 41 140 102
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 123,268
COMMITMENTS
42,199 9,187 21,160 25,089 81,537 88,448 111,883 34,821 11,385
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,017)
97 565 1,554 1,795 1,156 3,446 3,274 -429 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 7.5 17.2 20.4 66.1 71.8 90.8 28.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
109 18 50 27 38 146 98
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 91,878
COMMITMENTS
27,671 6,043 16,197 33,472 61,453 77,340 83,693 14,538 8,185
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 6,436)
4,017 1,395 2,393 -827 2,241 5,583 6,029 853 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 6.6 17.6 36.4 66.9 84.2 91.1 15.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
61 36 37 36 38 117 96
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 85,442
COMMITMENTS
23,654 4,648 13,804 34,299 59,212 71,756 77,664 13,685 7,778
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -148)
231 656 46 -707 -1,657 -431 -955 282 807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 5.4 16.2 40.1 69.3 84.0 90.9 16.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
58 31 33 37 41 111 92
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 390,696
COMMITMENTS
108,245 42,434 96,274 117,157 217,872 321,676 356,579 69,020 34,118
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -3,806)
-596 -1,405 -1,699 -7,538 -8,901 -9,833 -12,005 6,027 8,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 10.9 24.6 30.0 55.8 82.3 91.3 17.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
128 48 79 36 37 199 141
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 394,503
COMMITMENTS
108,842 43,838 97,972 124,695 226,773 331,509 368,584 62,993 25,919
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,663)
-1,615 4,549 -57 -2,369 -8,344 -4,041 -3,851 2,378 2,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 11.1 24.8 31.6 57.5 84.0 93.4 16.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
133 49 75 41 39 205 139
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,034
COMMITMENTS
4,617 632 290 2,370 7,594 7,277 8,516 1,757 518
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,372)
-107 -637 42 -1,043 -773 -1,108 -1,368 -264 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 7.0 3.2 26.2 84.1 80.6 94.3 19.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 4 4 5 6 22 11
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,406
COMMITMENTS
4,724 1,269 248 3,413 8,367 8,385 9,884 2,021 522
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 482)
-89 -145 3 1,138 1,258 1,052 1,116 -570 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 12.2 2.4 32.8 80.4 80.6 95.0 19.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 5 3 4 6 21 13
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 72,622
COMMITMENTS
8,483 18,532 7,249 40,807 29,084 56,539 54,865 16,083 17,757
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -2,540)
-2,629 194 -671 -1,208 -3,878 -4,508 -4,355 1,968 1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 25.5 10.0 56.2 40.0 77.9 75.5 22.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
22 31 22 49 43 81 88
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 75,162
COMMITMENTS
11,112 18,338 7,920 42,014 32,962 61,047 59,220 14,115 15,942
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,182)
1,437 586 1,312 -1,931 -1,111 818 787 1,364 1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 24.4 10.5 55.9 43.9 81.2 78.8 18.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
32 34 24 65 58 108 108
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 42,790
COMMITMENTS
631 9,505 2,294 28,011 21,499 30,936 33,298 11,854 9,492
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 4,488)
365 -1,076 60 1,138 4,081 1,563 3,066 2,925 1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 22.2 5.4 65.5 50.2 72.3 77.8 27.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 17 7 27 24 35 45
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 38,302
COMMITMENTS
266 10,581 2,234 26,872 17,418 29,373 30,233 8,929 8,069
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,270)
162 -100 146 403 387 711 433 559 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 27.6 5.8 70.2 45.5 76.7 78.9 23.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
6 22 10 35 27 46 55
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 137,839
COMMITMENTS
30,943 8,718 34,081 51,905 84,096 116,929 126,895 20,909 10,944
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 5,842)
1,813 -5,831 1,448 -2,593 6,386 667 2,004 5,175 3,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 6.3 24.7 37.7 61.0 84.8 92.1 15.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
120 42 83 68 65 216 169
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 131,996
COMMITMENTS
29,130 14,548 32,633 54,498 77,710 116,262 124,891 15,734 7,105
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,261)
930 -1,718 328 1,525 4,743 2,784 3,354 477 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 11.0 24.7 41.3 58.9 88.1 94.6 11.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
163 72 96 88 84 291 220
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 63,052
COMMITMENTS
7,619 2,082 22,563 27,469 36,738 57,651 61,383 5,401 1,669
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -300)
-1,044 -141 1,032 74 -1,507 63 -616 -362 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.3 35.8 43.6 58.3 91.4 97.4 8.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
47 27 33 36 25 105 66
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 63,352
COMMITMENTS
8,663 2,223 21,531 27,395 38,245 57,588 61,999 5,764 1,353
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,458)
-1,406 -734 1,512 1,490 1,036 1,597 1,815 -139 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 3.5 34.0 43.2 60.4 90.9 97.9 9.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
56 25 38 38 25 113 72
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 128,801
COMMITMENTS
15,728 13,187 11,108 93,699 102,356 120,535 126,651 8,266 2,150
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -210)
686 882 1,041 -1,819 -1,889 -92 35 -118 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 10.2 8.6 72.7 79.5 93.6 98.3 6.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
53 36 40 48 39 117 104
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,012
COMMITMENTS
15,042 12,304 10,067 95,518 104,245 120,627 126,617 8,385 2,395
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 455)
1,405 318 1,477 -3,317 -1,592 -435 203 890 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 9.5 7.8 74.0 80.8 93.5 98.1 6.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
50 36 39 48 37 117 97
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 535,978
COMMITMENTS
97,849 23,454 114,727 227,513 346,320 440,089 484,501 95,889 51,477
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 21,426)
-2,367 -343 -26 4,276 10,628 1,882 10,258 19,544 11,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 4.4 21.4 42.4 64.6 82.1 90.4 17.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
58 28 53 57 49 144 104
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 514,552
COMMITMENTS
100,216 23,797 114,754 223,237 335,692 438,207 474,243 76,345 40,309
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,555)
-1,268 -3,604 -2,544 -644 4,943 -4,456 -1,205 2,900 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 4.6 22.3 43.4 65.2 85.2 92.2 14.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
69 25 59 64 55 158 117
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 144,680
COMMITMENTS
43,249 10,002 40,348 47,998 88,016 131,595 138,366 13,085 6,314
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 3,485)
722 551 660 1,269 2,056 2,652 3,268 833 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 6.9 27.9 33.2 60.8 91.0 95.6 9.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
173 68 124 102 121 321 279
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 141,195
COMMITMENTS
42,526 9,451 39,688 46,728 85,959 128,943 135,098 12,252 6,097
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,414)
2,249 1,223 464 -1,614 -592 1,099 1,094 315 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 6.7 28.1 33.1 60.9 91.3 95.7 8.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
170 66 115 102 119 318 266
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,218
COMMITMENTS
4,566 10,043 3,620 9,421 5,511 17,607 19,174 3,611 2,044
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,799)
678 -189 215 102 2,044 995 2,071 803 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 47.3 17.1 44.4 26.0 83.0 90.4 17.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 28 11 8 8 29 40
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,419
COMMITMENTS
3,888 10,232 3,404 9,319 3,467 16,611 17,103 2,808 2,316
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -725)
-636 179 -95 -198 -563 -929 -479 204 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 52.7 17.5 48.0 17.9 85.5 88.1 14.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 31 10 6 10 17 44
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 214,270
COMMITMENTS
17,912 22,633 42,089 125,017 119,762 185,018 184,484 29,252 29,787
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 13,986)
5,662 -1,913 3,468 5,106 12,463 14,236 14,018 -250 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 10.6 19.6 58.3 55.9 86.3 86.1 13.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
27 27 38 62 74 114 116
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 200,284
COMMITMENTS
12,250 24,546 38,621 119,911 107,299 170,782 170,465 29,502 29,819
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 6,535)
1,936 38 1,265 2,456 2,289 5,657 3,592 878 2,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 12.3 19.3 59.9 53.6 85.3 85.1 14.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
27 31 39 59 71 110 118
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 691,202
COMMITMENTS
26,295 59,900 268,282 326,547 326,857 621,124 655,039 70,078 36,163
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -13,983)
-1,174 -7,749 -3,216 -17,119 -7,400 -21,509 -18,365 7,526 4,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.7 38.8 47.2 47.3 89.9 94.8 10.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
51 57 85 99 88 190 195
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 705,184
COMMITMENTS
27,468 67,649 271,498 343,666 334,256 642,632 673,404 62,552 31,781
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,385)
2,053 76 4,545 6,495 7,985 13,093 12,606 -2,708 -2,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 9.6 38.5 48.7 47.4 91.1 95.5 8.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
49 68 89 106 95 204 209
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,114
COMMITMENTS
3,443 4,088 2,741 58,607 60,935 64,791 67,764 5,323 2,350
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 844)
428 -620 620 -1,088 -288 -40 -288 884 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.8 3.9 83.6 86.9 92.4 96.6 7.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 28 23 30 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,270
COMMITMENTS
3,015 4,708 2,121 59,695 61,223 64,831 68,052 4,439 1,218
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,063)
0 -1,712 0 711 3,631 711 1,919 352 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.8 3.1 86.2 88.4 93.6 98.2 6.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 30 25 31 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,953
COMMITMENTS
1,906 2,464 1,604 38,078 35,508 41,588 39,576 3,365 5,377
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -100)
-3,360 0 1,176 958 -1,472 -1,226 -296 1,126 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.5 3.6 84.7 79.0 92.5 88.0 7.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 14 17 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,053
COMMITMENTS
5,266 2,464 428 37,120 36,980 42,814 39,872 2,239 5,181
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 302)
0 0 0 302 302 302 302 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 5.5 0.9 82.4 82.1 95.0 88.5 5.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 13 17 15
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,154
COMMITMENTS
2,563 3,203 2,022 27,731 29,529 32,316 34,754 4,838 2,400
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,547)
-1,218 -432 361 1,978 1,645 1,121 1,574 1,426 973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 8.6 5.4 74.6 79.5 87.0 93.5 13.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 21 17 24 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,607
COMMITMENTS
3,781 3,635 1,661 25,753 27,884 31,195 33,180 3,412 1,427
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,002)
517 1,336 617 2,050 1,162 3,184 3,115 -182 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 10.5 4.8 74.4 80.6 90.1 95.9 9.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 21 18 24 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,427
COMMITMENTS
5,320 545 1,812 49,611 47,816 56,743 50,173 3,684 10,254
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,348)
532 56 134 -575 -1,725 91 -1,535 1,257 2,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.9 3.0 82.1 79.1 93.9 83.0 6.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 21 17 23 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,079
COMMITMENTS
4,788 489 1,678 50,186 49,541 56,652 51,708 2,427 7,371
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,733)
-58 205 360 1,878 1,503 2,180 2,068 -447 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.8 2.8 84.9 83.9 95.9 87.5 4.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 23 17 25 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 26,739
COMMITMENTS
1,872 394 1,156 17,023 20,361 20,051 21,911 6,688 4,828
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,623)
285 -174 -43 1,734 1,502 1,976 1,285 -353 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.5 4.3 63.7 76.1 75.0 81.9 25.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 14 15 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,571
COMMITMENTS
3,108 2,124 0 25,569 22,755 28,677 24,879 894 4,692
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 7.2 0.0 86.5 77.0 97.0 84.1 3.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 13 11 15 12
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 931,510
COMMITMENTS
229,123 58,565 153,677 534,866 713,367 917,666 925,609 13,844 5,901
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 24,714)
12,659 -8,746 9,210 5,064 24,871 26,933 25,335 -2,219 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 6.3 16.5 57.4 76.6 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
20 11 28 87 76 120 106
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 906,796
COMMITMENTS
216,464 67,311 144,467 529,802 688,496 890,733 900,274 16,063 6,522
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 22,987)
16,569 6,223 1,832 4,747 14,729 23,148 22,784 -161 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 7.4 15.9 58.4 75.9 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
15 14 26 78 72 108 99
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,378
COMMITMENTS
38,448 35,022 20,377 41,968 49,613 100,793 105,012 5,585 1,366
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 17,650)
13,734 12,032 40 2,186 6,192 15,960 18,264 1,690 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 32.9 19.2 39.5 46.6 94.7 98.7 5.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 5 12 24 25 38 38
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,728
COMMITMENTS
24,714 22,990 20,337 39,782 43,421 84,833 86,748 3,895 1,980
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,119)
12,213 5,083 -2,123 -257 6,425 9,833 9,385 286 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 25.9 22.9 44.8 48.9 95.6 97.8 4.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 5 10 22 23 34 34
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,829
COMMITMENTS
4,750 3,534 6,007 26,933 28,108 37,690 37,650 139 179
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,357)
-782 1,550 500 2,650 318 2,368 2,368 -11 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 9.3 15.9 71.2 74.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 6 24 26 30 33
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,471
COMMITMENTS
5,532 1,984 5,507 24,283 27,790 35,321 35,281 150 190
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 389)
281 483 -185 302 589 398 888 -9 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 5.6 15.5 68.5 78.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 6 25 26 31 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,711
COMMITMENTS
2,103 4,558 917 17,691 15,236 20,711 20,711 0 0
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 672)
-20 200 56 636 416 672 672 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 22.0 4.4 85.4 73.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 16 15 19 19
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,039
COMMITMENTS
2,123 4,358 861 17,055 14,820 20,039 20,039 0 0
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 432)
396 348 0 80 128 476 476 -44 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 21.7 4.3 85.1 74.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 2 16 14 19 18
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,536
COMMITMENTS
302 2,686 1,174 6,060 3,676 7,536 7,536 0 0
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 35.6 15.6 80.4 48.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 11 10 14 14
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,536
COMMITMENTS
302 2,686 1,174 6,060 3,676 7,536 7,536 0 0
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 0)
-242 -242 242 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 35.6 15.6 80.4 48.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 11 10 14 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,110,243
COMMITMENTS
101,435 40,027 260,938 689,303 735,497 1051677 1036461 58,566 73,781
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 17,712)
11,925 -4,845 17,409 -9,821 12,832 19,513 25,396 -1,801 -7,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 3.6 23.5 62.1 66.2 94.7 93.4 5.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
69 62 86 80 86 195 194
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,092,531
COMMITMENTS
89,510 44,871 243,529 699,124 722,665 1032163 1011066 60,367 81,465
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -39,260)
10,352 1,158 -35,576 -14,554 -8,150 -39,778 -42,568 518 3,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.1 22.3 64.0 66.1 94.5 92.5 5.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
60 68 85 77 85 190 192
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,947
COMMITMENTS
7,605 2,012 173 2,522 9,674 10,300 11,859 2,647 1,088
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 162)
62 -70 173 62 100 297 203 -135 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 15.5 1.3 19.5 74.7 79.6 91.6 20.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
65 15 3 10 23 78 41
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,785
COMMITMENTS
7,543 2,082 0 2,460 9,574 10,003 11,656 2,782 1,129
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 49)
126 -417 -91 -2 426 33 -82 16 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 16.3 0.0 19.2 74.9 78.2 91.2 21.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
66 15 0 9 23 75 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,335
COMMITMENTS
3,330 297 0 2,399 6,277 5,729 6,574 1,606 761
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 721)
693 68 0 -79 629 614 697 107 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 4.0 0.0 32.7 85.6 78.1 89.6 21.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 4 0 9 15 30 19
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,614
COMMITMENTS
2,637 229 0 2,478 5,648 5,115 5,877 1,499 737
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 169)
238 -320 0 -124 453 114 133 55 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 3.5 0.0 37.5 85.4 77.3 88.9 22.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 3 0 9 15 24 18
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 199,923
COMMITMENTS
25,485 5,990 33,259 123,930 146,048 182,674 185,297 17,250 14,627
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 3,886)
4,718 -2,812 4,020 -4,896 4,602 3,842 5,810 44 -1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 3.0 16.6 62.0 73.1 91.4 92.7 8.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
44 21 41 79 86 140 136
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,038
COMMITMENTS
20,767 8,802 29,239 128,826 141,445 178,831 179,487 17,206 16,551
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 12,754)
2,932 -1,047 369 7,026 12,020 10,328 11,342 2,426 1,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 4.5 14.9 65.7 72.2 91.2 91.6 8.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
40 23 39 80 83 135 133
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,879
COMMITMENTS
0 3,251 4,578 14,046 10,975 18,624 18,804 255 75
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 89)
0 -234 -12 56 260 44 14 45 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.2 24.2 74.4 58.1 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 15 13 17 18
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,587
COMMITMENTS
450 2,106 402 7,660 5,929 8,512 8,437 75 150
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -165)
0 75 0 -240 -390 -240 -315 75 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 24.5 4.7 89.2 69.0 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 16 14 18 16
Updated February 4, 2005