WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 192,983: 37,013 66,426 16,392 109,514 82,793 162,919 165,611: 30,064 27,372
Old : 161,416: 44,173 64,273 5,113 86,611 69,249 135,897 138,635: 25,519 22,781
Other: 31,567: 3,034 12,347 1,085 22,903 13,544 27,022 26,976: 4,545 4,591
: : :
: : Changes in Commitments from: January 4, 2005 :
: -2,018: -1,048 -10,483 1,103 -1,478 5,927 -1,423 -3,453: -595 1,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 34.4 8.5 56.7 42.9 84.4 85.8: 15.6 14.2
Old : 100.0: 27.4 39.8 3.2 53.7 42.9 84.2 85.9: 15.8 14.1
Other: 100.0: 9.6 39.1 3.4 72.6 42.9 85.6 85.5: 14.4 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 96 91 54 50 64 169 191:
Old : 269: 100 89 33 43 58 156 167:
Other: 105: 16 37 18 23 44 54 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 26.8 45.1 34.1 30.7 26.0 44.7 32.4
Old : 33.8 27.9 46.7 35.7 33.8 27.7 46.5 35.4
Other: 63.1 36.9 72.4 48.0 61.6 33.0 66.7 43.6
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 613,073: 84,505 151,441 28,548 403,455 294,807 516,508 474,796: 96,565 138,277
Old : 537,457: 81,507 145,425 23,373 343,413 255,262 448,293 424,060: 89,164 113,397
Other: 75,616: 7,516 10,534 657 60,042 39,545 68,215 50,736: 7,401 24,880
: : :
: : Changes in Commitments from: January 4, 2005 :
: 8,556: 2,940 -22,559 -320 3,483 24,941 6,103 2,062: 2,453 6,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 24.7 4.7 65.8 48.1 84.2 77.4: 15.8 22.6
Old : 100.0: 15.2 27.1 4.3 63.9 47.5 83.4 78.9: 16.6 21.1
Other: 100.0: 9.9 13.9 0.9 79.4 52.3 90.2 67.1: 9.8 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 669: 167 151 101 248 244 468 455:
Old : 654: 167 147 88 238 227 453 422:
Other: 345: 48 59 8 78 192 129 256:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 17.2 28.5 22.5 17.4 15.4 28.2 20.4
Old : 18.0 18.1 29.1 24.2 18.0 16.4 28.7 22.0
Other: 49.2 13.8 58.3 22.1 49.2 13.4 58.2 21.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,924: 1,883 600 49 1,404 4,572 3,336 5,221: 3,588 1,703
Old : 6,679: 1,814 603 46 1,382 4,456 3,242 5,105: 3,437 1,574
Other: 245: 72 0 0 22 116 94 116: 151 129
: : :
: : Changes in Commitments from: January 4, 2005 :
: 79: 476 -76 23 -454 121 45 68: 34 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 8.7 0.7 20.3 66.0 48.2 75.4: 51.8 24.6
Old : 100.0: 27.2 9.0 0.7 20.7 66.7 48.5 76.4: 51.5 23.6
Other: 100.0: 29.4 0.0 0.0 9.0 47.3 38.4 47.3: 61.6 52.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 16 5 2 10 11 27 17:
Old : 35: 16 5 2 10 11 27 17:
Other: 10: 4 0 0 2 6 6 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 50.1 31.9 64.1 16.9 46.2 25.3 57.6
Old : 22.6 50.3 32.8 64.7 17.5 46.7 26.1 58.1
Other: 36.3 46.1 38.4 47.3 32.2 42.0 33.5 42.4
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 233,595: 28,599 80,137 15,790 151,466 88,576 195,855 184,503: 37,740 49,092
Old : 214,153: 27,119 83,522 9,858 144,089 76,837 181,066 170,217: 33,087 43,936
Other: 19,442: 7,315 2,450 97 7,377 11,739 14,789 14,286: 4,653 5,156
: : :
: : Changes in Commitments from: January 4, 2005 :
: -79: -1,536 4,932 -624 4,254 -584 2,094 3,724: -2,173 -3,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 34.3 6.8 64.8 37.9 83.8 79.0: 16.2 21.0
Old : 100.0: 12.7 39.0 4.6 67.3 35.9 84.5 79.5: 15.5 20.5
Other: 100.0: 37.6 12.6 0.5 37.9 60.4 76.1 73.5: 23.9 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 89 134 80 97 115 242 282:
Old : 366: 86 137 60 94 105 220 266:
Other: 127: 39 20 4 24 54 66 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 17.4 42.3 23.8 29.3 16.0 39.2 21.5
Old : 32.2 18.0 44.8 24.2 31.2 17.9 43.8 23.9
Other: 34.2 45.2 47.6 53.3 34.1 44.4 47.5 52.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 152,958: 20,737 42,442 16,171 94,952 73,328 131,860 131,941: 21,098 21,017
Old : 137,520: 21,385 42,795 10,046 88,024 64,616 119,455 117,457: 18,065 20,063
Other: 15,438: 2,581 2,876 2,896 6,928 8,712 12,405 14,484: 3,033 954
: : :
: : Changes in Commitments from: January 4, 2005 :
: 5,919: 1,124 3,632 -1,065 5,601 2,876 5,660 5,443: 259 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 27.7 10.6 62.1 47.9 86.2 86.3: 13.8 13.7
Old : 100.0: 15.6 31.1 7.3 64.0 47.0 86.9 85.4: 13.1 14.6
Other: 100.0: 16.7 18.6 18.8 44.9 56.4 80.4 93.8: 19.6 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 38 37 28 51 43 100 106:
Old : 143: 41 41 23 50 42 97 101:
Other: 42: 10 11 9 19 9 35 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 31.5 34.0 39.7 19.1 25.5 29.6 33.2
Old : 24.7 31.3 36.3 40.1 23.5 28.7 35.1 37.4
Other: 35.8 55.6 52.1 75.2 25.7 48.3 37.1 56.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 645,645: 186,288 112,560 6,164 341,442 403,256 533,894 521,980: 111,751 123,665
Old : 645,645: 186,288 112,560 6,164 341,442 403,256 533,894 521,980: 111,751 123,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 39,915: 9,629 1,924 1,821 18,288 31,315 29,738 35,060: 10,177 4,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 17.4 1.0 52.9 62.5 82.7 80.8: 17.3 19.2
Old : 100.0: 28.9 17.4 1.0 52.9 62.5 82.7 80.8: 17.3 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 44 44 15 59 82 115 130:
Old : 193: 44 44 15 59 82 115 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 19.4 35.6 31.5 18.8 18.6 26.7 28.1
Old : 25.6 19.4 35.6 31.5 18.8 18.6 26.7 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 149,191: 14,090 26,805 24,463 84,012 75,211 122,565 126,479: 26,626 22,712
Old : 135,153: 17,713 26,246 16,694 75,636 70,404 110,043 113,344: 25,110 21,809
Other: 14,038: 1,206 5,388 2,940 8,376 4,807 12,522 13,135: 1,516 903
: : :
: : Changes in Commitments from: January 4, 2005 :
: -2,893: 5,699 -6,512 -1,714 -9,533 7,119 -5,548 -1,107: 2,655 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 18.0 16.4 56.3 50.4 82.2 84.8: 17.8 15.2
Old : 100.0: 13.1 19.4 12.4 56.0 52.1 81.4 83.9: 18.6 16.1
Other: 100.0: 8.6 38.4 20.9 59.7 34.2 89.2 93.6: 10.8 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 30 49 46 51 50 119 124:
Old : 162: 41 46 42 50 50 117 121:
Other: 60: 11 18 11 27 11 48 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 26.0 37.1 35.3 24.6 17.1 30.6 25.3
Old : 26.0 25.5 35.5 34.9 25.1 19.3 31.6 28.4
Other: 46.8 55.4 63.1 69.6 43.6 41.1 52.7 52.2
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,034: 1,627 1,512 47 973 1,114 2,647 2,673: 1,387 1,361
Old : 4,031: 1,627 1,513 44 973 1,113 2,644 2,670: 1,387 1,361
Other: 3: 1 0 2 0 1 3 3: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -386: 95 37 -104 -130 -345 -139 -412: -247 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 37.5 1.2 24.1 27.6 65.6 66.3: 34.4 33.7
Old : 100.0: 40.4 37.5 1.1 24.1 27.6 65.6 66.2: 34.4 33.8
Other: 100.0: 33.3 0.0 66.7 0.0 33.3 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 10 10 3 6 7 19 17:
Old : 30: 10 10 2 6 7 18 17:
Other: 4: 1 0 2 0 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 42.9 51.9 54.1 37.5 42.2 51.0 53.3
Old : 37.5 42.9 51.9 54.1 37.5 42.2 51.0 53.3
Other: 100.0 100.0 100.0 100.0 33.3 33.3 33.3 33.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 272,173: 73,179 87,651 374 173,308 130,624 246,861 218,649: 25,312 53,524
Old : 272,173: 73,179 87,651 374 173,308 130,624 246,861 218,649: 25,312 53,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,739: 5,376 3,308 -151 16,639 12,873 21,864 16,030: -2,125 3,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 32.2 0.1 63.7 48.0 90.7 80.3: 9.3 19.7
Old : 100.0: 26.9 32.2 0.1 63.7 48.0 90.7 80.3: 9.3 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 22 57 2 48 67 71 125:
Old : 167: 22 57 2 48 67 71 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 14.9 44.9 22.5 30.0 14.9 43.8 22.1
Old : 30.1 14.9 44.9 22.5 30.0 14.9 43.8 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,683,691: 402,963 408,100 27,121 1,078,515 916,098 1,508,599 1,351,319: 175,092 332,372
Old : 1,683,691: 402,963 408,100 27,121 1,078,515 916,098 1,508,599 1,351,319: 175,092 332,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 7,213: -467 36,655 -9,777 -301 -24,520 -10,545 2,358: 17,758 4,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 24.2 1.6 64.1 54.4 89.6 80.3: 10.4 19.7
Old : 100.0: 23.9 24.2 1.6 64.1 54.4 89.6 80.3: 10.4 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 54 112 35 106 177 180 304:
Old : 382: 54 112 35 106 177 180 304:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 14.3 56.7 23.2 44.3 12.9 52.4 19.8
Old : 44.8 14.3 56.7 23.2 44.3 12.9 52.4 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,166,477: 318,122 238,648 11,455 761,409 746,521 1,090,986 996,624: 75,491 169,853
Old : 1,166,477: 318,122 238,648 11,455 761,409 746,521 1,090,986 996,624: 75,491 169,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,475: -1,701 -10,007 1,425 41,531 31,161 41,255 22,579: -21,780 -3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 20.5 1.0 65.3 64.0 93.5 85.4: 6.5 14.6
Old : 100.0: 27.3 20.5 1.0 65.3 64.0 93.5 85.4: 6.5 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 53 89 25 79 128 146 229:
Old : 299: 53 89 25 79 128 146 229:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 18.4 45.6 27.3 24.7 17.7 41.1 26.0
Old : 27.5 18.4 45.6 27.3 24.7 17.7 41.1 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 352,991: 119,588 42,800 42,026 169,987 250,004 331,601 334,830: 21,390 18,161
Old : 352,991: 119,588 42,800 42,026 169,987 250,004 331,601 334,830: 21,390 18,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 14,040: 740 5,060 5,453 11,264 -88 17,457 10,425: -3,417 3,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 12.1 11.9 48.2 70.8 93.9 94.9: 6.1 5.1
Old : 100.0: 33.9 12.1 11.9 48.2 70.8 93.9 94.9: 6.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 37 21 25 54 58 103 93:
Old : 134: 37 21 25 54 58 103 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 31.3 43.6 46.0 25.7 29.3 37.4 42.1
Old : 29.0 31.3 43.6 46.0 25.7 29.3 37.4 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 47,667: 17,169 9,607 103 25,254 32,568 42,526 42,278: 5,141 5,389
Old : 47,667: 17,169 9,607 103 25,254 32,568 42,526 42,278: 5,141 5,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,913: -2,494 586 56 550 -348 -1,888 294: -25 -2,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 20.2 0.2 53.0 68.3 89.2 88.7: 10.8 11.3
Old : 100.0: 36.0 20.2 0.2 53.0 68.3 89.2 88.7: 10.8 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 35 23 3 27 12 65 35:
Old : 93: 35 23 3 27 12 65 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 66.3 55.1 77.8 38.3 66.3 55.1 77.0
Old : 38.3 66.3 55.1 77.8 38.3 66.3 55.1 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 55,712: 11,034 17,967 264 35,562 28,570 46,860 46,801: 8,852 8,911
Old : 55,712: 11,034 17,967 264 35,562 28,570 46,860 46,801: 8,852 8,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 8,610: 2,367 4,086 67 8,806 5,300 11,240 9,453: -2,630 -843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 32.2 0.5 63.8 51.3 84.1 84.0: 15.9 16.0
Old : 100.0: 19.8 32.2 0.5 63.8 51.3 84.1 84.0: 15.9 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 28 24 2 22 16 51 41:
Old : 87: 28 24 2 22 16 51 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 62.9 58.8 70.6 41.8 62.9 58.8 70.3
Old : 41.9 62.9 58.8 70.6 41.8 62.9 58.8 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 35,875: 1,696 6,395 1,006 32,843 27,086 35,545 34,487: 330 1,388
Old : 35,875: 1,696 6,395 1,006 32,843 27,086 35,545 34,487: 330 1,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -380: 148 -69 0 -520 -331 -372 -400: -8 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 17.8 2.8 91.5 75.5 99.1 96.1: 0.9 3.9
Old : 100.0: 4.7 17.8 2.8 91.5 75.5 99.1 96.1: 0.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 21 2 17 15 23 36:
Old : 53: 4 21 2 17 15 23 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 51.8 79.0 72.0 52.4 51.2 78.9 71.4
Old : 52.4 51.8 79.0 72.0 52.4 51.2 78.9 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,266: 0 1,554 0 13,254 11,252 13,254 12,806: 12 460
Old : 13,266: 0 1,554 0 13,254 11,252 13,254 12,806: 12 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -333: -500 -135 0 176 -190 -324 -325: -9 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.7 0.0 99.9 84.8 99.9 96.5: 0.1 3.5
Old : 100.0: 0.0 11.7 0.0 99.9 84.8 99.9 96.5: 0.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 7 0 8 10 8 17:
Old : 24: 0 7 0 8 10 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.8 74.8 99.9 85.6 83.8 72.0 97.0 82.8
Old : 83.8 74.8 99.9 85.6 83.8 72.0 97.0 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2005