WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 183,042: 37,754 67,376 13,609 106,574 80,526 157,937 161,511: 25,105 21,531
Old : 157,956: 42,579 65,788 4,543 89,063 69,706 136,185 140,037: 21,771 17,919
Other: 25,086: 3,071 9,484 1,170 17,511 10,820 21,752 21,474: 3,334 3,612
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,659: -532 -1,321 -453 1,353 794 368 -980: -2,027 -679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 36.8 7.4 58.2 44.0 86.3 88.2: 13.7 11.8
Old : 100.0: 27.0 41.6 2.9 56.4 44.1 86.2 88.7: 13.8 11.3
Other: 100.0: 12.2 37.8 4.7 69.8 43.1 86.7 85.6: 13.3 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 86 83 46 52 58 156 175:
Old : 250: 89 81 28 48 53 146 155:
Other: 98: 19 28 15 21 41 49 77:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 30.5 44.0 38.1 30.4 29.7 43.7 36.9
Old : 33.1 31.3 45.1 39.5 33.0 30.4 44.8 38.6
Other: 60.9 42.1 72.0 54.6 60.7 39.9 68.8 52.4
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 184,701: 38,286 68,697 14,062 105,221 79,732 157,569 162,491: 27,132 22,210
Old : 160,082: 43,451 67,041 4,624 87,931 69,738 136,006 141,403: 24,076 18,679
Other: 24,619: 3,266 10,087 1,007 17,290 9,994 21,563 21,088: 3,056 3,531
: : :
: : Changes in Commitments from: December 14, 2004 :
: -1,860: 2,021 -6,372 -1,057 -1,546 6,499 -582 -930: -1,278 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 37.2 7.6 57.0 43.2 85.3 88.0: 14.7 12.0
Old : 100.0: 27.1 41.9 2.9 54.9 43.6 85.0 88.3: 15.0 11.7
Other: 100.0: 13.3 41.0 4.1 70.2 40.6 87.6 85.7: 12.4 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 90 87 49 54 58 166 180:
Old : 260: 94 86 32 50 53 154 162:
Other: 100: 18 31 12 21 41 47 78:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 30.1 43.1 37.8 30.0 29.3 42.7 36.6
Old : 32.4 31.1 43.7 39.2 32.4 30.1 43.6 38.2
Other: 61.5 40.8 72.7 53.7 61.3 38.8 69.6 51.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 592,919: 80,354 161,481 33,313 386,856 269,356 500,523 464,150: 92,396 128,769
Old : 531,280: 77,238 155,996 29,020 339,538 239,192 445,796 424,208: 85,484 107,072
Other: 61,639: 7,034 9,403 375 47,318 30,164 54,727 39,942: 6,912 21,697
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,710: 1,805 -8,279 -1,712 -770 5,616 -677 -4,375: -1,033 2,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 27.2 5.6 65.2 45.4 84.4 78.3: 15.6 21.7
Old : 100.0: 14.5 29.4 5.5 63.9 45.0 83.9 79.8: 16.1 20.2
Other: 100.0: 11.4 15.3 0.6 76.8 48.9 88.8 64.8: 11.2 35.2
: : :
:# Traders : Number of Traders in Each Category :
All : 653: 145 163 91 229 241 425 460:
Old : 642: 146 160 82 220 227 410 436:
Other: 328: 42 59 3 70 182 113 243:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 16.7 27.3 22.3 16.6 16.1 27.0 21.5
Old : 17.7 18.2 28.1 24.0 17.5 17.6 27.7 23.3
Other: 47.4 11.3 55.4 20.0 47.4 11.2 55.4 19.9
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 594,629: 78,549 169,760 35,025 387,626 263,740 501,200 468,525: 93,429 126,104
Old : 534,060: 77,689 165,564 28,859 340,825 234,370 447,373 428,793: 86,687 105,267
Other: 60,569: 6,656 9,992 370 46,801 29,370 53,827 39,732: 6,742 20,837
: : :
: : Changes in Commitments from: December 14, 2004 :
: 5,543: 2,811 -3,343 1,763 956 6,198 5,530 4,618: 13 925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 28.5 5.9 65.2 44.4 84.3 78.8: 15.7 21.2
Old : 100.0: 14.5 31.0 5.4 63.8 43.9 83.8 80.3: 16.2 19.7
Other: 100.0: 11.0 16.5 0.6 77.3 48.5 88.9 65.6: 11.1 34.4
: : :
:# Traders : Number of Traders in Each Category :
All : 652: 148 157 98 224 241 429 459:
Old : 641: 150 156 87 216 226 417 431:
Other: 329: 42 58 3 69 185 112 245:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 16.9 27.0 22.5 16.5 16.2 26.7 21.8
Old : 17.6 18.4 27.7 24.4 17.4 17.8 27.4 23.7
Other: 47.5 11.6 55.4 20.3 47.5 11.6 55.4 20.2
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,165: 1,381 815 26 1,978 4,630 3,385 5,471: 3,780 1,694
Old : 7,010: 1,323 815 26 1,956 4,529 3,305 5,370: 3,705 1,640
Other: 155: 58 0 0 22 101 80 101: 75 54
: : :
: : Changes in Commitments from: December 21, 2004 :
: 436: 331 73 10 -176 236 165 319: 271 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.4 0.4 27.6 64.6 47.2 76.4: 52.8 23.6
Old : 100.0: 18.9 11.6 0.4 27.9 64.6 47.1 76.6: 52.9 23.4
Other: 100.0: 37.4 0.0 0.0 14.2 65.2 51.6 65.2: 48.4 34.8
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 5 1 14 11 28 16:
Old : 35: 13 5 1 14 11 28 16:
Other: 8: 2 0 0 2 6 4 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 : 19.2 49.9 29.3 65.7 13.1 48.2 21.8 61.4
Old : 19.3 49.7 29.3 65.8 13.3 48.3 21.8 61.8
Other: 51.6 63.9 51.6 65.2 43.9 56.8 43.9 57.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,729: 1,050 742 16 2,154 4,394 3,220 5,152: 3,509 1,577
Old : 6,586: 1,022 742 16 2,132 4,314 3,170 5,072: 3,416 1,514
Other: 143: 28 0 0 22 80 50 80: 93 63
: : :
: : Changes in Commitments from: December 14, 2004 :
: 136: -43 -441 6 -310 368 -347 -67: 483 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 11.0 0.2 32.0 65.3 47.9 76.6: 52.1 23.4
Old : 100.0: 15.5 11.3 0.2 32.4 65.5 48.1 77.0: 51.9 23.0
Other: 100.0: 19.6 0.0 0.0 15.4 55.9 35.0 55.9: 65.0 44.1
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 4 1 15 12 27 16:
Old : 34: 11 4 1 15 12 27 16:
Other: 7: 1 0 0 2 6 3 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 : 21.7 50.7 30.8 65.4 15.6 48.4 23.4 60.5
Old : 21.8 50.8 31.1 65.6 15.7 48.7 23.5 61.1
Other: 35.0 54.5 35.0 55.9 26.6 46.9 26.6 47.6
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 236,272: 36,521 67,090 16,287 144,920 100,484 197,728 183,861: 38,544 52,411
Old : 220,436: 36,159 69,469 10,985 138,726 92,090 185,870 172,544: 34,566 47,892
Other: 15,836: 5,607 2,866 57 6,194 8,394 11,858 11,317: 3,978 4,519
: : :
: : Changes in Commitments from: December 21, 2004 :
: -6,418: -1,041 -3,477 -1,518 3,318 1,216 759 -3,779: -7,177 -2,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 28.4 6.9 61.3 42.5 83.7 77.8: 16.3 22.2
Old : 100.0: 16.4 31.5 5.0 62.9 41.8 84.3 78.3: 15.7 21.7
Other: 100.0: 35.4 18.1 0.4 39.1 53.0 74.9 71.5: 25.1 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 88 125 76 92 109 235 264:
Old : 349: 85 126 64 89 102 218 253:
Other: 114: 31 22 3 22 48 55 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 18.0 39.5 25.6 26.5 16.1 35.0 21.0
Old : 30.6 18.1 41.6 25.4 28.0 17.7 37.9 22.9
Other: 39.6 38.2 51.0 46.7 39.3 37.3 50.8 45.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 242,690: 37,562 70,567 17,805 141,602 99,268 196,969 187,640: 45,721 55,050
Old : 227,191: 37,057 72,827 12,672 135,656 91,280 185,385 176,779: 41,806 50,412
Other: 15,499: 5,398 2,633 240 5,946 7,988 11,584 10,861: 3,915 4,638
: : :
: : Changes in Commitments from: December 14, 2004 :
: -10,365: 5,510 993 -5,180 -7,097 -1,863 -6,767 -6,050: -3,598 -4,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 29.1 7.3 58.3 40.9 81.2 77.3: 18.8 22.7
Old : 100.0: 16.3 32.1 5.6 59.7 40.2 81.6 77.8: 18.4 22.2
Other: 100.0: 34.8 17.0 1.5 38.4 51.5 74.7 70.1: 25.3 29.9
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 103 136 87 95 110 261 281:
Old : 378: 98 139 81 93 105 249 274:
Other: 113: 32 20 4 22 47 56 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 18.2 36.1 25.2 23.8 15.7 32.0 20.4
Old : 27.1 18.0 37.9 24.8 25.1 17.2 34.0 22.1
Other: 39.1 37.3 50.2 46.0 38.9 36.3 49.9 45.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 149,081: 20,699 34,895 17,696 86,979 75,816 125,374 128,407: 23,707 20,674
Old : 134,690: 22,097 35,637 11,389 80,446 67,914 113,932 114,940: 20,758 19,750
Other: 14,391: 2,279 2,935 2,630 6,533 7,902 11,442 13,467: 2,949 924
: : :
: : Changes in Commitments from: December 21, 2004 :
: -473: 4,877 -9,201 629 -6,172 7,047 -666 -1,525: 193 1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 23.4 11.9 58.3 50.9 84.1 86.1: 15.9 13.9
Old : 100.0: 16.4 26.5 8.5 59.7 50.4 84.6 85.3: 15.4 14.7
Other: 100.0: 15.8 20.4 18.3 45.4 54.9 79.5 93.6: 20.5 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 35 31 28 50 45 102 99:
Old : 136: 38 33 24 49 44 98 95:
Other: 38: 7 11 10 17 9 32 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 : 21.0 32.1 31.7 40.6 15.7 24.8 24.7 33.0
Old : 22.0 32.2 31.9 41.3 19.4 27.9 29.0 36.9
Other: 35.5 54.6 52.0 75.9 25.4 43.8 36.2 53.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 149,554: 15,822 44,096 17,067 93,151 68,769 126,040 129,932: 23,514 19,622
Old : 135,516: 17,554 45,037 10,693 86,745 61,130 114,992 116,860: 20,524 18,656
Other: 14,038: 2,287 3,078 2,355 6,406 7,639 11,048 13,072: 2,990 966
: : :
: : Changes in Commitments from: December 14, 2004 :
: -5,119: -1,677 -3,349 321 -2,244 284 -3,600 -2,744: -1,519 -2,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 29.5 11.4 62.3 46.0 84.3 86.9: 15.7 13.1
Old : 100.0: 13.0 33.2 7.9 64.0 45.1 84.9 86.2: 15.1 13.8
Other: 100.0: 16.3 21.9 16.8 45.6 54.4 78.7 93.1: 21.3 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 29 36 30 53 42 101 103:
Old : 138: 35 38 26 52 40 98 98:
Other: 40: 8 11 9 18 9 32 24:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 29.7 34.1 38.7 18.2 21.9 28.1 30.2
Old : 23.3 29.8 34.8 39.3 22.1 25.2 32.8 34.2
Other: 35.4 54.7 51.5 75.9 26.1 44.2 36.5 55.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 602,846: 160,159 95,122 26,520 328,180 375,187 514,859 496,829: 87,987 106,017
Old : 602,846: 160,159 95,122 26,520 328,180 375,187 514,859 496,829: 87,987 106,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -46,450: -24,397 -3,960 -1,974 -7,538 -37,289 -33,909 -43,223: -12,541 -3,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 15.8 4.4 54.4 62.2 85.4 82.4: 14.6 17.6
Old : 100.0: 26.6 15.8 4.4 54.4 62.2 85.4 82.4: 14.6 17.6
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 : 182: 40 38 17 56 80 108 125:
Old : 182: 40 38 17 56 80 108 125:
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 : 26.7 18.3 39.3 31.2 21.0 17.5 29.5 27.2
Old : 26.7 18.3 39.3 31.2 21.0 17.5 29.5 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 649,296: 184,556 99,082 28,494 335,718 412,476 548,768 540,052: 100,528 109,244
Old : 649,296: 184,556 99,082 28,494 335,718 412,476 548,768 540,052: 100,528 109,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 5,119: -10,040 10,488 -400 21,255 4,525 10,815 14,613: -5,696 -9,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 15.3 4.4 51.7 63.5 84.5 83.2: 15.5 16.8
Old : 100.0: 28.4 15.3 4.4 51.7 63.5 84.5 83.2: 15.5 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 43 43 21 58 91 116 142:
Old : 198: 43 43 21 58 91 116 142:
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 : 25.3 18.4 36.6 30.7 20.0 16.7 28.8 26.9
Old : 25.3 18.4 36.6 30.7 20.0 16.7 28.8 26.9
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 144,477: 8,532 26,662 23,153 86,088 69,968 117,773 119,783: 26,704 24,694
Old : 131,278: 12,048 26,729 15,927 78,451 65,576 106,426 108,232: 24,852 23,046
Other: 13,199: 1,257 4,706 2,453 7,637 4,392 11,347 11,551: 1,852 1,648
: : :
: : Changes in Commitments from: December 21, 2004 :
: -476: 1,834 -1,418 -158 -268 1,446 1,408 -130: -1,884 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 18.5 16.0 59.6 48.4 81.5 82.9: 18.5 17.1
Old : 100.0: 9.2 20.4 12.1 59.8 50.0 81.1 82.4: 18.9 17.6
Other: 100.0: 9.5 35.7 18.6 57.9 33.3 86.0 87.5: 14.0 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 23 47 42 50 50 108 120:
Old : 150: 28 46 40 50 49 106 118:
Other: 51: 11 12 8 24 9 42 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 23.0 35.6 32.2 22.0 14.5 29.7 22.4
Old : 24.7 22.6 34.8 31.8 22.3 16.1 30.5 24.9
Other: 44.4 56.8 60.2 72.6 41.9 43.1 51.2 54.7
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 144,953: 6,698 28,080 23,311 86,356 68,522 116,365 119,913: 28,588 25,040
Old : 131,857: 10,151 28,087 16,301 78,939 64,320 105,391 108,708: 26,466 23,149
Other: 13,096: 994 4,440 2,563 7,417 4,202 10,974 11,205: 2,122 1,891
: : :
: : Changes in Commitments from: December 14, 2004 :
: -555: -3,182 -1,169 1,391 2,553 -3,527 762 -3,305: -1,317 2,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 19.4 16.1 59.6 47.3 80.3 82.7: 19.7 17.3
Old : 100.0: 7.7 21.3 12.4 59.9 48.8 79.9 82.4: 20.1 17.6
Other: 100.0: 7.6 33.9 19.6 56.6 32.1 83.8 85.6: 16.2 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 19 44 41 53 46 106 116:
Old : 146: 26 42 40 53 45 105 114:
Other: 48: 10 13 8 23 8 40 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 : 23.8 23.7 35.8 33.5 22.2 14.9 30.7 22.6
Old : 24.2 23.2 34.8 32.6 22.5 16.6 31.5 25.1
Other: 44.0 56.7 60.4 72.3 41.1 42.7 50.1 53.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,426: 1,358 1,331 103 888 1,678 2,349 3,112: 2,077 1,314
Old : 4,424: 1,358 1,331 101 888 1,678 2,347 3,110: 2,077 1,314
Other: 2: 0 0 2 0 0 2 2: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -64: 159 134 2 -261 -190 -100 -54: 36 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 30.1 2.3 20.1 37.9 53.1 70.3: 46.9 29.7
Old : 100.0: 30.7 30.1 2.3 20.1 37.9 53.1 70.3: 46.9 29.7
Other: 100.0: 0.0 0.0 100.0 0.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 7 9 3 4 7 14 16:
Old : 27: 7 9 3 4 7 14 16:
Other: 2: 0 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 43.9 46.1 58.6 34.7 43.9 46.1 58.6
Old : 34.7 43.9 46.1 58.6 34.7 43.9 46.1 58.6
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,490: 1,199 1,197 101 1,149 1,868 2,449 3,166: 2,041 1,324
Old : 4,488: 1,199 1,197 99 1,149 1,868 2,447 3,164: 2,041 1,324
Other: 2: 0 0 2 0 0 2 2: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 58: -85 -112 -28 -172 259 -285 119: 343 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 26.7 2.2 25.6 41.6 54.5 70.5: 45.5 29.5
Old : 100.0: 26.7 26.7 2.2 25.6 41.6 54.5 70.5: 45.5 29.5
Other: 100.0: 0.0 0.0 100.0 0.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 7 6 4 9 8 18 16:
Old : 27: 7 6 4 9 8 18 16:
Other: 2: 0 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 44.0 44.4 58.3 33.5 41.2 43.3 55.0
Old : 33.5 44.0 44.4 58.3 33.5 41.2 43.3 55.0
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 248,617: 62,456 70,027 1,400 159,101 128,534 222,957 199,961: 25,660 48,656
Old : 248,617: 62,456 70,027 1,400 159,101 128,534 222,957 199,961: 25,660 48,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,240: 3,880 5,258 -2,371 4 -2,611 1,513 276: -273 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 28.2 0.6 64.0 51.7 89.7 80.4: 10.3 19.6
Old : 100.0: 25.1 28.2 0.6 64.0 51.7 89.7 80.4: 10.3 19.6
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 : 152: 18 49 5 44 66 65 117:
Old : 152: 18 49 5 44 66 65 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 14.0 47.9 22.5 30.6 13.6 43.0 21.0
Old : 34.5 14.0 47.9 22.5 30.6 13.6 43.0 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 247,377: 58,576 64,769 3,771 159,097 131,145 221,444 199,685: 25,933 47,692
Old : 247,377: 58,576 64,769 3,771 159,097 131,145 221,444 199,685: 25,933 47,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 8,737: -183 1,531 -1,934 10,349 12,677 8,232 12,274: 505 -3,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 26.2 1.5 64.3 53.0 89.5 80.7: 10.5 19.3
Old : 100.0: 23.7 26.2 1.5 64.3 53.0 89.5 80.7: 10.5 19.3
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 : 155: 17 50 8 47 69 69 123:
Old : 155: 17 50 8 47 69 69 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 13.6 47.8 22.3 30.8 13.2 43.1 19.9
Old : 34.6 13.6 47.8 22.3 30.8 13.2 43.1 19.9
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,611,687: 395,758 348,175 19,059 1,045,916 965,333 1,460,733 1,332,567: 150,954 279,120
Old : 1,611,687: 395,758 348,175 19,059 1,045,916 965,333 1,460,733 1,332,567: 150,954 279,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 9,726: 23,427 5,434 -2,884 11,276 7,087 31,819 9,637: -22,093 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 21.6 1.2 64.9 59.9 90.6 82.7: 9.4 17.3
Old : 100.0: 24.6 21.6 1.2 64.9 59.9 90.6 82.7: 9.4 17.3
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 : 353: 53 101 28 91 170 162 281:
Old : 353: 53 101 28 91 170 162 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 17.6 58.0 26.5 46.6 15.8 55.8 23.0
Old : 47.0 17.6 58.0 26.5 46.6 15.8 55.8 23.0
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, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,601,961: 372,331 342,741 21,943 1,034,640 958,246 1,428,914 1,322,930: 173,047 279,031
Old : 1,601,961: 372,331 342,741 21,943 1,034,640 958,246 1,428,914 1,322,930: 173,047 279,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -63,055: -30,236 -10,551 -13,085 -25,888 -3,967 -69,209 -27,603: 6,154 -35,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 21.4 1.4 64.6 59.8 89.2 82.6: 10.8 17.4
Old : 100.0: 23.2 21.4 1.4 64.6 59.8 89.2 82.6: 10.8 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 53 119 38 93 171 175 300:
Old : 374: 53 119 38 93 171 175 300:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 16.9 56.3 25.3 44.8 14.8 53.9 21.2
Old : 45.2 16.9 56.3 25.3 44.8 14.8 53.9 21.2
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,154,246: 322,838 206,128 43,306 712,896 739,723 1,079,040 989,157: 75,206 165,089
Old : 1,154,246: 322,838 206,128 43,306 712,896 739,723 1,079,040 989,157: 75,206 165,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -35,141: -10,602 -12,328 -6,182 -3,600 -6,096 -20,384 -24,606: -14,757 -10,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 17.9 3.8 61.8 64.1 93.5 85.7: 6.5 14.3
Old : 100.0: 28.0 17.9 3.8 61.8 64.1 93.5 85.7: 6.5 14.3
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 : 288: 46 86 16 73 130 126 225:
Old : 288: 46 86 16 73 130 126 225:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 19.2 44.2 29.4 24.4 18.6 40.8 27.7
Old : 26.4 19.2 44.2 29.4 24.4 18.6 40.8 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,189,387: 333,440 218,456 49,488 716,496 745,819 1,099,424 1,013,763: 89,963 175,624
Old : 1,189,387: 333,440 218,456 49,488 716,496 745,819 1,099,424 1,013,763: 89,963 175,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -224,741: -37,998 -9,348 -143,515 -28,909 -74,250 -210,422 -227,113: -14,319 2,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 18.4 4.2 60.2 62.7 92.4 85.2: 7.6 14.8
Old : 100.0: 28.0 18.4 4.2 60.2 62.7 92.4 85.2: 7.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 54 88 18 75 132 137 230:
Old : 301: 54 88 18 75 132 137 230:
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 : 27.3 17.4 44.5 26.8 24.7 16.8 40.3 25.5
Old : 27.3 17.4 44.5 26.8 24.7 16.8 40.3 25.5
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 471,762: 182,569 43,796 54,237 208,147 357,458 444,953 455,491: 26,809 16,271
Old : 471,762: 182,569 43,796 54,237 208,147 357,458 444,953 455,491: 26,809 16,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 3,165: 3,192 5,537 -2,182 2,193 -514 3,203 2,841: -38 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 9.3 11.5 44.1 75.8 94.3 96.6: 5.7 3.4
Old : 100.0: 38.7 9.3 11.5 44.1 75.8 94.3 96.6: 5.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 52 20 27 64 59 125 98:
Old : 152: 52 20 27 64 59 125 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 34.6 37.3 47.0 19.1 34.0 29.8 45.4
Old : 23.6 34.6 37.3 47.0 19.1 34.0 29.8 45.4
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, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 468,597: 179,377 38,259 56,419 205,954 357,972 441,750 452,650: 26,847 15,947
Old : 468,597: 179,377 38,259 56,419 205,954 357,972 441,750 452,650: 26,847 15,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -877: -10,213 -6,274 -7,604 12,947 11,131 -4,870 -2,747: 3,993 1,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 8.2 12.0 44.0 76.4 94.3 96.6: 5.7 3.4
Old : 100.0: 38.3 8.2 12.0 44.0 76.4 94.3 96.6: 5.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 51 16 24 63 60 121 94:
Old : 147: 51 16 24 63 60 121 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 34.5 37.3 47.8 18.8 34.2 29.8 45.8
Old : 23.6 34.5 37.3 47.8 18.8 34.2 29.8 45.8
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 49,296: 19,620 9,541 31 25,133 32,690 44,784 42,262: 4,512 7,034
Old : 49,296: 19,620 9,541 31 25,133 32,690 44,784 42,262: 4,512 7,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,070: 1,914 229 -2 283 770 2,195 997: -1,125 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 19.4 0.1 51.0 66.3 90.8 85.7: 9.2 14.3
Old : 100.0: 39.8 19.4 0.1 51.0 66.3 90.8 85.7: 9.2 14.3
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 : 80: 32 18 1 21 12 54 30:
Old : 80: 32 18 1 21 12 54 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 64.9 58.3 75.2 36.9 64.9 58.3 74.6
Old : 36.9 64.9 58.3 75.2 36.9 64.9 58.3 74.6
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, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 48,226: 17,706 9,312 33 24,850 31,920 42,589 41,265: 5,637 6,961
Old : 48,226: 17,706 9,312 33 24,850 31,920 42,589 41,265: 5,637 6,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -23,349: -2,321 -3,435 -1,140 -12,080 -6,646 -15,541 -11,221: -7,808 -12,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 19.3 0.1 51.5 66.2 88.3 85.6: 11.7 14.4
Old : 100.0: 36.7 19.3 0.1 51.5 66.2 88.3 85.6: 11.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 31 17 1 19 11 51 28:
Old : 77: 31 17 1 19 11 51 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 65.8 56.0 75.4 37.6 65.8 56.0 75.1
Old : 37.6 65.8 56.0 75.4 37.6 65.8 56.0 75.1
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,701: 8,476 10,811 226 19,437 15,773 28,139 26,810: 7,562 8,891
Old : 35,701: 8,476 10,811 226 19,437 15,773 28,139 26,810: 7,562 8,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -5,247: 766 1,977 -203 1,884 1,847 2,447 3,621: -7,694 -8,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 30.3 0.6 54.4 44.2 78.8 75.1: 21.2 24.9
Old : 100.0: 23.7 30.3 0.6 54.4 44.2 78.8 75.1: 21.2 24.9
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 : 74: 22 22 2 22 11 44 35:
Old : 74: 22 22 2 22 11 44 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 : 37.0 49.0 50.9 58.3 36.9 49.0 50.4 58.3
Old : 37.0 49.0 50.9 58.3 36.9 49.0 50.4 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,948: 7,710 8,834 429 17,553 13,926 25,692 23,189: 15,256 17,759
Old : 40,948: 7,710 8,834 429 17,553 13,926 25,692 23,189: 15,256 17,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -40,399: -6,547 -7,116 -1,683 -26,029 -36,161 -34,259 -44,960: -6,140 4,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 21.6 1.0 42.9 34.0 62.7 56.6: 37.3 43.4
Old : 100.0: 18.8 21.6 1.0 42.9 34.0 62.7 56.6: 37.3 43.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 21 23 2 18 12 39 37:
Old : 71: 21 23 2 18 12 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 33.3 44.3 40.6 30.7 33.3 43.6 40.6
Old : 30.8 33.3 44.3 40.6 30.7 33.3 43.6 40.6
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,307: 2,031 6,400 1,006 32,906 27,529 35,943 34,935: 364 1,372
Old : 36,307: 2,031 6,400 1,006 32,906 27,529 35,943 34,935: 364 1,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -705: -295 -614 0 -577 -96 -872 -710: 167 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 17.6 2.8 90.6 75.8 99.0 96.2: 1.0 3.8
Old : 100.0: 5.6 17.6 2.8 90.6 75.8 99.0 96.2: 1.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 52.6 51.9 79.6 72.3 52.6 51.4 79.5 71.8
Old : 52.6 51.9 79.6 72.3 52.6 51.4 79.5 71.8
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, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,012: 2,326 7,014 1,006 33,483 27,625 36,815 35,645: 197 1,367
Old : 37,012: 2,326 7,014 1,006 33,483 27,625 36,815 35,645: 197 1,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 278: 64 13 0 293 347 357 360: -79 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 19.0 2.7 90.5 74.6 99.5 96.3: 0.5 3.7
Old : 100.0: 6.3 19.0 2.7 90.5 74.6 99.5 96.3: 0.5 3.7
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 : 54: 4 22 2 17 15 23 37:
Old : 54: 4 22 2 17 15 23 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 50.9 80.2 71.1 53.7 50.4 80.1 70.6
Old : 53.7 50.9 80.2 71.1 53.7 50.4 80.1 70.6
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, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,126: 681 1,580 0 12,433 11,090 13,114 12,670: 12 456
Old : 13,126: 681 1,580 0 12,433 11,090 13,114 12,670: 12 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -386: 296 -76 0 -669 -122 -373 -198: -13 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 12.0 0.0 94.7 84.5 99.9 96.5: 0.1 3.5
Old : 100.0: 5.2 12.0 0.0 94.7 84.5 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 : 26: 2 7 0 8 10 10 17:
Old : 26: 2 7 0 8 10 10 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 : 82.6 74.7 97.2 86.1 82.6 71.8 96.8 83.2
Old : 82.6 74.7 97.2 86.1 82.6 71.8 96.8 83.2
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, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,512: 385 1,656 0 13,102 11,212 13,487 12,868: 25 644
Old : 13,512: 385 1,656 0 13,102 11,212 13,487 12,868: 25 644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 684: -194 -120 0 862 608 668 488: 16 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 12.3 0.0 97.0 83.0 99.8 95.2: 0.2 4.8
Old : 100.0: 2.8 12.3 0.0 97.0 83.0 99.8 95.2: 0.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 8 0 8 9 10 17:
Old : 26: 2 8 0 8 9 10 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 : 81.1 74.0 97.0 85.2 81.1 71.2 96.0 82.4
Old : 81.1 74.0 97.0 85.2 81.1 71.2 96.0 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,130: 4,206 2,156 1,145 16,676 16,563 22,027 19,864: 2,103 4,266
Old : 24,130: 4,206 2,156 1,145 16,676 16,563 22,027 19,864: 2,103 4,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 719: 184 187 78 749 821 1,011 1,086: -292 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.9 4.7 69.1 68.6 91.3 82.3: 8.7 17.7
Old : 100.0: 17.4 8.9 4.7 69.1 68.6 91.3 82.3: 8.7 17.7
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 : 86: 22 9 15 33 42 60 61:
Old : 86: 22 9 15 33 42 60 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 30.6 61.4 46.4 47.7 30.2 57.4 45.3
Old : 47.7 30.6 61.4 46.4 47.7 30.2 57.4 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,411: 4,022 1,969 1,067 15,927 15,742 21,016 18,778: 2,395 4,633
Old : 23,411: 4,022 1,969 1,067 15,927 15,742 21,016 18,778: 2,395 4,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 722: 88 43 103 279 369 470 515: 252 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.4 4.6 68.0 67.2 89.8 80.2: 10.2 19.8
Old : 100.0: 17.2 8.4 4.6 68.0 67.2 89.8 80.2: 10.2 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 22 9 13 31 41 58 58:
Old : 85: 22 9 13 31 41 58 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 30.2 59.1 45.7 46.2 28.9 55.6 43.6
Old : 46.2 30.2 59.1 45.7 46.2 28.9 55.6 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 96,092: 24,370 7,192 14,677 38,088 41,546 77,135 63,415: 18,957 32,677
Old : 95,673: 24,418 7,117 14,629 37,947 41,462 76,994 63,208: 18,679 32,465
Other: 419: 0 123 0 141 84 141 207: 278 212
: : :
: : Changes in Commitments from: December 21, 2004 :
: 2,775: 138 650 883 719 137 1,740 1,670: 1,035 1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 7.5 15.3 39.6 43.2 80.3 66.0: 19.7 34.0
Old : 100.0: 25.5 7.4 15.3 39.7 43.3 80.5 66.1: 19.5 33.9
Other: 100.0: 0.0 29.4 0.0 33.7 20.0 33.7 49.4: 66.3 50.6
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 51 34 45 24 35 111 89:
Old : 144: 51 34 45 24 35 111 89:
Other: 8: 0 2 0 4 3 4 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 24.8 35.6 32.6 26.2 23.4 35.6 30.9
Old : 26.3 24.9 35.7 32.8 26.3 23.7 35.7 31.2
Other: 33.7 49.2 33.7 49.4 30.8 46.5 30.8 46.5
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 93,317: 24,232 6,542 13,794 37,369 41,409 75,395 61,745: 17,922 31,572
Old : 92,941: 24,329 6,521 13,652 37,291 41,335 75,272 61,508: 17,669 31,433
Other: 376: 45 163 0 78 74 123 237: 253 139
: : :
: : Changes in Commitments from: December 14, 2004 :
: -4,265: 357 -254 -2,504 -1,921 -3,616 -4,068 -6,374: -197 2,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 7.0 14.8 40.0 44.4 80.8 66.2: 19.2 33.8
Old : 100.0: 26.2 7.0 14.7 40.1 44.5 81.0 66.2: 19.0 33.8
Other: 100.0: 12.0 43.4 0.0 20.7 19.7 32.7 63.0: 67.3 37.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 53 31 47 23 33 109 89:
Old : 142: 53 33 47 23 33 109 89:
Other: 10: 2 2 0 3 3 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 26.0 36.4 33.8 26.6 24.8 36.4 32.4
Old : 26.7 26.1 36.5 34.0 26.7 24.9 36.5 32.6
Other: 32.4 62.8 32.7 63.0 32.4 62.8 32.7 63.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,953: 551 422 150 725 312 1,426 884: 527 1,069
Old : 1,953: 551 422 150 725 312 1,426 884: 527 1,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 44: -126 19 37 158 65 69 121: -25 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 21.6 7.7 37.1 16.0 73.0 45.3: 27.0 54.7
Old : 100.0: 28.2 21.6 7.7 37.1 16.0 73.0 45.3: 27.0 54.7
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 : 23: 6 11 1 5 2 11 14:
Old : 23: 6 11 1 5 2 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 29.2 67.7 39.3 45.8 23.0 57.6 29.3
Old : 48.6 29.2 67.7 39.3 45.8 23.0 57.6 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,909: 677 403 113 567 247 1,357 763: 552 1,146
Old : 1,909: 677 403 113 567 247 1,357 763: 552 1,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -62: -79 -27 13 124 40 58 26: -120 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 21.1 5.9 29.7 12.9 71.1 40.0: 28.9 60.0
Old : 100.0: 35.5 21.1 5.9 29.7 12.9 71.1 40.0: 28.9 60.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 10 2 3 2 10 13:
Old : 20: 6 10 2 3 2 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 24.4 69.3 35.1 52.0 20.4 59.3 26.9
Old : 52.8 24.4 69.3 35.1 52.0 20.4 59.3 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 133,896: 38,997 15,438 16,185 63,737 70,944 118,919 102,567: 14,977 31,329
Old : 133,896: 38,997 15,438 16,185 63,737 70,944 118,919 102,567: 14,977 31,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 6,463: 4,615 -582 197 1,117 5,103 5,929 4,718: 534 1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 11.5 12.1 47.6 53.0 88.8 76.6: 11.2 23.4
Old : 100.0: 29.1 11.5 12.1 47.6 53.0 88.8 76.6: 11.2 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 53 38 36 40 95 109 156:
Old : 199: 53 38 36 40 95 109 156:
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 : 25.1 15.8 43.6 25.5 22.1 11.2 35.5 19.0
Old : 25.1 15.8 43.6 25.5 22.1 11.2 35.5 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 127,433: 34,382 16,020 15,988 62,620 65,841 112,990 97,849: 14,443 29,584
Old : 127,433: 34,382 16,020 15,988 62,620 65,841 112,990 97,849: 14,443 29,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 9,267: 8,094 -165 977 1,238 5,085 10,309 5,897: -1,042 3,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.6 12.5 49.1 51.7 88.7 76.8: 11.3 23.2
Old : 100.0: 27.0 12.6 12.5 49.1 51.7 88.7 76.8: 11.3 23.2
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 : 181: 43 39 37 37 88 98 147:
Old : 181: 43 39 37 37 88 98 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 16.9 45.1 26.8 22.9 12.2 37.5 20.6
Old : 26.0 16.9 45.1 26.8 22.9 12.2 37.5 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,875: 814 692 209 808 1,556 1,831 2,457: 2,044 1,418
Old : 3,875: 814 692 209 808 1,556 1,831 2,457: 2,044 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 303: 267 -92 -23 -86 269 158 154: 145 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 17.9 5.4 20.9 40.2 47.3 63.4: 52.7 36.6
Old : 100.0: 21.0 17.9 5.4 20.9 40.2 47.3 63.4: 52.7 36.6
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 : 35: 12 9 9 6 12 24 24:
Old : 35: 12 9 9 6 12 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 39.0 29.3 49.6 17.9 39.0 28.3 48.9
Old : 18.5 39.0 29.3 49.6 17.9 39.0 28.3 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,572: 547 784 232 894 1,287 1,673 2,303: 1,899 1,269
Old : 3,572: 547 784 232 894 1,287 1,673 2,303: 1,899 1,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 183: -74 35 94 -80 -121 -60 8: 243 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 21.9 6.5 25.0 36.0 46.8 64.5: 53.2 35.5
Old : 100.0: 15.3 21.9 6.5 25.0 36.0 46.8 64.5: 53.2 35.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 10 7 9 9 23 22:
Old : 36: 9 10 7 9 9 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 38.7 27.4 49.7 16.6 38.7 26.8 49.6
Old : 17.1 38.7 27.4 49.7 16.6 38.7 26.8 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 16,027: 3,668 2,701 1,465 6,521 2,861 11,654 7,027: 4,373 9,000
Old : 16,027: 3,668 2,701 1,465 6,521 2,861 11,654 7,027: 4,373 9,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 428: 443 142 -146 -29 -27 268 -31: 160 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 16.9 9.1 40.7 17.9 72.7 43.8: 27.3 56.2
Old : 100.0: 22.9 16.9 9.1 40.7 17.9 72.7 43.8: 27.3 56.2
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 : 87: 19 23 13 27 28 54 57:
Old : 87: 19 23 13 27 28 54 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 12.9 36.1 19.8 23.6 10.9 33.1 15.8
Old : 23.8 12.9 36.1 19.8 23.6 10.9 33.1 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 15,599: 3,225 2,559 1,611 6,550 2,888 11,386 7,058: 4,213 8,541
Old : 15,599: 3,225 2,559 1,611 6,550 2,888 11,386 7,058: 4,213 8,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -46: 1,165 -865 -339 -662 162 164 -1,042: -210 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 16.4 10.3 42.0 18.5 73.0 45.2: 27.0 54.8
Old : 100.0: 20.7 16.4 10.3 42.0 18.5 73.0 45.2: 27.0 54.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 20 23 19 27 29 60 61:
Old : 91: 20 23 19 27 29 60 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 13.0 35.0 20.0 22.2 11.0 33.0 15.5
Old : 22.4 13.0 35.0 20.0 22.2 11.0 33.0 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 66,171: 19,215 13,081 366 17,599 41,225 37,180 54,672: 28,991 11,499
Old : 66,171: 19,215 13,081 366 17,599 41,225 37,180 54,672: 28,991 11,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 719: -1,207 -1,065 0 2,326 3,219 1,119 2,154: -400 -1,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 19.8 0.6 26.6 62.3 56.2 82.6: 43.8 17.4
Old : 100.0: 29.0 19.8 0.6 26.6 62.3 56.2 82.6: 43.8 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 15 8 2 19 17 34 27:
Old : 51: 15 8 2 19 17 34 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 45.2 33.3 63.1 20.7 45.2 32.0 62.3
Old : 20.8 45.2 33.3 63.1 20.7 45.2 32.0 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 65,452: 20,422 14,146 366 15,273 38,006 36,061 52,518: 29,391 12,934
Old : 65,452: 20,422 14,146 366 15,273 38,006 36,061 52,518: 29,391 12,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -35,861: -1,467 1,334 -2 -35,554 -28,106 -37,023 -26,774: 1,162 -9,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 21.6 0.6 23.3 58.1 55.1 80.2: 44.9 19.8
Old : 100.0: 31.2 21.6 0.6 23.3 58.1 55.1 80.2: 44.9 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 19 8 2 17 18 36 28:
Old : 55: 19 8 2 17 18 36 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 42.1 28.3 59.7 18.1 42.1 28.1 58.9
Old : 18.1 42.1 28.3 59.7 18.1 42.1 28.1 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 60,282: 33,728 8,739 0 7,955 44,575 41,683 53,314: 18,599 6,968
Old : 60,282: 33,728 8,739 0 7,955 44,575 41,683 53,314: 18,599 6,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 3,448: 3,623 -9,814 0 -1,311 12,961 2,312 3,147: 1,136 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 14.5 0.0 13.2 73.9 69.1 88.4: 30.9 11.6
Old : 100.0: 56.0 14.5 0.0 13.2 73.9 69.1 88.4: 30.9 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 21 3 0 8 9 29 12:
Old : 38: 21 3 0 8 9 29 12:
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 : 25.2 67.9 39.2 83.8 25.2 67.8 39.2 82.8
Old : 25.2 67.9 39.2 83.8 25.2 67.8 39.2 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 56,834: 30,105 18,553 0 9,266 31,614 39,371 50,167: 17,463 6,667
Old : 56,834: 30,105 18,553 0 9,266 31,614 39,371 50,167: 17,463 6,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 163: -4,214 1,794 0 4,108 -1,483 -106 311: 269 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 32.6 0.0 16.3 55.6 69.3 88.3: 30.7 11.7
Old : 100.0: 53.0 32.6 0.0 16.3 55.6 69.3 88.3: 30.7 11.7
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 : 40: 21 4 0 11 8 32 12:
Old : 40: 21 4 0 11 8 32 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 59.5 39.5 80.9 25.9 59.5 39.5 80.2
Old : 25.9 59.5 39.5 80.9 25.9 59.5 39.5 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 85,605: 54,120 6,053 666 20,840 72,692 75,626 79,411: 9,979 6,194
Old : 85,605: 54,120 6,053 666 20,840 72,692 75,626 79,411: 9,979 6,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -96: -2,976 -24 666 2,716 -719 406 -77: -502 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 7.1 0.8 24.3 84.9 88.3 92.8: 11.7 7.2
Old : 100.0: 63.2 7.1 0.8 24.3 84.9 88.3 92.8: 11.7 7.2
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 : 88: 47 12 2 15 17 64 30:
Old : 88: 47 12 2 15 17 64 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 59.8 49.9 78.1 34.1 59.1 49.9 77.0
Old : 34.1 59.8 49.9 78.1 34.1 59.1 49.9 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 85,701: 57,096 6,077 0 18,124 73,411 75,220 79,488: 10,481 6,213
Old : 85,701: 57,096 6,077 0 18,124 73,411 75,220 79,488: 10,481 6,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 2,658: 730 -179 -197 1,406 2,163 1,939 1,787: 719 871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 7.1 0.0 21.1 85.7 87.8 92.8: 12.2 7.2
Old : 100.0: 66.6 7.1 0.0 21.1 85.7 87.8 92.8: 12.2 7.2
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 : 85: 47 10 0 15 17 62 27:
Old : 85: 47 10 0 15 17 62 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 62.3 51.9 80.2 34.4 62.0 51.9 79.6
Old : 34.4 62.3 51.9 80.2 34.4 62.0 51.9 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 77,644: 33,131 12,980 0 19,585 53,575 52,716 66,555: 24,928 11,089
Old : 77,644: 33,131 12,980 0 19,585 53,575 52,716 66,555: 24,928 11,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -3,438: -4,361 10,270 0 1,996 -12,873 -2,365 -2,603: -1,073 -835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 16.7 0.0 25.2 69.0 67.9 85.7: 32.1 14.3
Old : 100.0: 42.7 16.7 0.0 25.2 69.0 67.9 85.7: 32.1 14.3
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 : 52: 23 10 0 9 13 32 23:
Old : 52: 23 10 0 9 13 32 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 55.8 37.2 77.9 23.9 55.8 37.2 76.5
Old : 23.9 55.8 37.2 77.9 23.9 55.8 37.2 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 81,082: 37,492 2,710 0 17,589 66,448 55,081 69,158: 26,001 11,924
Old : 81,082: 37,492 2,710 0 17,589 66,448 55,081 69,158: 26,001 11,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 3,751: -3,743 261 0 6,791 2,302 3,048 2,563: 703 1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 3.3 0.0 21.7 82.0 67.9 85.3: 32.1 14.7
Old : 100.0: 46.2 3.3 0.0 21.7 82.0 67.9 85.3: 32.1 14.7
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 : 53: 26 8 0 9 13 35 21:
Old : 53: 26 8 0 9 13 35 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 55.8 36.1 78.0 22.4 55.8 36.1 76.6
Old : 22.4 55.8 36.1 78.0 22.4 55.8 36.1 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 150,488: 39,240 11,487 177 74,288 124,182 113,705 135,846: 36,783 14,642
Old : 150,488: 39,240 11,487 177 74,288 124,182 113,705 135,846: 36,783 14,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 4,783: 5,867 -1,310 -19 -3,004 8,484 2,844 7,155: 1,939 -2,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 7.6 0.1 49.4 82.5 75.6 90.3: 24.4 9.7
Old : 100.0: 26.1 7.6 0.1 49.4 82.5 75.6 90.3: 24.4 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 26 14 2 16 20 42 36:
Old : 68: 26 14 2 16 20 42 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 : 41.7 65.6 53.0 77.3 31.9 56.0 41.2 64.2
Old : 41.7 65.6 53.0 77.3 31.9 56.0 41.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 145,705: 33,373 12,797 196 77,292 115,698 110,861 128,691: 34,844 17,014
Old : 145,705: 33,373 12,797 196 77,292 115,698 110,861 128,691: 34,844 17,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -273: -263 562 19 -1,141 -775 -1,385 -194: 1,112 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 8.8 0.1 53.0 79.4 76.1 88.3: 23.9 11.7
Old : 100.0: 22.9 8.8 0.1 53.0 79.4 76.1 88.3: 23.9 11.7
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 : 66: 27 11 3 17 19 45 32:
Old : 66: 27 11 3 17 19 45 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 63.0 53.1 76.4 32.6 51.7 40.1 61.5
Old : 42.7 63.0 53.1 76.4 32.6 51.7 40.1 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 147,687: 44,526 27,712 1,347 42,625 65,999 88,498 95,058: 59,189 52,629
Old : 147,687: 44,526 27,712 1,347 42,625 65,999 88,498 95,058: 59,189 52,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 537: 5,059 -23,919 350 -6,011 19,325 -602 -4,244: 1,139 4,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 18.8 0.9 28.9 44.7 59.9 64.4: 40.1 35.6
Old : 100.0: 30.1 18.8 0.9 28.9 44.7 59.9 64.4: 40.1 35.6
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 : 94: 33 25 6 28 18 66 45:
Old : 94: 33 25 6 28 18 66 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 31.1 26.8 47.1 17.1 30.8 25.9 44.8
Old : 17.5 31.1 26.8 47.1 17.1 30.8 25.9 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 147,150: 39,467 51,631 997 48,636 46,674 89,100 99,302: 58,050 47,848
Old : 147,150: 39,467 51,631 997 48,636 46,674 89,100 99,302: 58,050 47,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 10,737: 2,703 325 460 2,584 5,405 5,747 6,190: 4,990 4,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 35.1 0.7 33.1 31.7 60.6 67.5: 39.4 32.5
Old : 100.0: 26.8 35.1 0.7 33.1 31.7 60.6 67.5: 39.4 32.5
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 : 84: 31 20 6 25 19 59 42:
Old : 84: 31 20 6 25 19 59 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 34.8 30.9 51.5 21.9 34.7 30.8 49.5
Old : 21.9 34.8 30.9 51.5 21.9 34.7 30.8 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 40,657: 10,186 0 100 28,214 36,882 38,500 36,982: 2,157 3,675
Old : 40,657: 10,186 0 100 28,214 36,882 38,500 36,982: 2,157 3,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,135: 1,286 -354 0 -92 1,172 1,194 818: -59 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 0.2 69.4 90.7 94.7 91.0: 5.3 9.0
Old : 100.0: 25.1 0.0 0.2 69.4 90.7 94.7 91.0: 5.3 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 0 1 15 25 18 26:
Old : 34: 3 0 1 15 25 18 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 34.7 73.9 53.6 47.6 27.3 60.2 42.7
Old : 50.3 34.7 73.9 53.6 47.6 27.3 60.2 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 39,522: 8,900 354 100 28,306 35,710 37,306 36,164: 2,216 3,358
Old : 39,522: 8,900 354 100 28,306 35,710 37,306 36,164: 2,216 3,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 5,674: -448 -586 0 4,938 5,161 4,490 4,575: 1,184 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 0.9 0.3 71.6 90.4 94.4 91.5: 5.6 8.5
Old : 100.0: 22.5 0.9 0.3 71.6 90.4 94.4 91.5: 5.6 8.5
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 : 36: 3 1 1 16 25 19 27:
Old : 36: 3 1 1 16 25 19 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 32.6 72.8 53.1 45.4 28.2 59.0 43.8
Old : 46.5 32.6 72.8 53.1 45.4 28.2 59.0 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 6,626,943: 593,628 951,081 954,072 4,683,924 4,069,589 6,231,624 5,974,742: 395,319 652,201
Old : 6,626,943: 593,628 951,081 954,072 4,683,924 4,069,589 6,231,624 5,974,742: 395,319 652,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 85,380: 26,121 47,213 7,481 94,499 56,750 128,101 111,444: -42,721 -26,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.4 14.4 70.7 61.4 94.0 90.2: 6.0 9.8
Old : 100.0: 9.0 14.4 14.4 70.7 61.4 94.0 90.2: 6.0 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 65 98 115 170 195 303 361:
Old : 390: 65 98 115 170 195 303 361:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 13.6 47.5 22.5 27.7 12.0 40.4 19.1
Old : 30.3 13.6 47.5 22.5 27.7 12.0 40.4 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 6,541,563: 567,507 903,868 946,591 4,589,425 4,012,839 6,103,523 5,863,298: 438,040 678,265
Old : 6,541,563: 567,507 903,868 946,591 4,589,425 4,012,839 6,103,523 5,863,298: 438,040 678,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 213,480: 45,574 214,678 39,546 193,185 33,504 278,305 287,728: -64,825 -74,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 13.8 14.5 70.2 61.3 93.3 89.6: 6.7 10.4
Old : 100.0: 8.7 13.8 14.5 70.2 61.3 93.3 89.6: 6.7 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 63 105 117 167 194 302 361:
Old : 390: 63 105 117 167 194 302 361:
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 : 30.0 13.7 46.6 22.9 27.5 12.0 39.4 18.9
Old : 30.0 13.7 46.6 22.9 27.5 12.0 39.4 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 667,211: 56,327 59,991 2,551 453,884 503,665 512,762 566,207: 154,449 101,004
Old : 667,211: 56,327 59,991 2,551 453,884 503,665 512,762 566,207: 154,449 101,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -4,170: -634 -480 384 -1,354 1,127 -1,604 1,031: -2,566 -5,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.0 0.4 68.0 75.5 76.9 84.9: 23.1 15.1
Old : 100.0: 8.4 9.0 0.4 68.0 75.5 76.9 84.9: 23.1 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 32 29 10 87 64 127 95:
Old : 177: 32 29 10 87 64 127 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 32.6 30.3 46.7 20.3 32.5 29.3 46.6
Old : 21.2 32.6 30.3 46.7 20.3 32.5 29.3 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 671,381: 56,961 60,471 2,167 455,238 502,538 514,366 565,176: 157,015 106,205
Old : 671,381: 56,961 60,471 2,167 455,238 502,538 514,366 565,176: 157,015 106,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -113,383: -13,523 -9,307 -8,214 -47,233 -37,956 -68,970 -55,477: -44,413 -57,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.0 0.3 67.8 74.9 76.6 84.2: 23.4 15.8
Old : 100.0: 8.5 9.0 0.3 67.8 74.9 76.6 84.2: 23.4 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 33 26 8 85 63 125 90:
Old : 173: 33 26 8 85 63 125 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 32.7 30.3 46.3 20.2 32.7 29.3 46.3
Old : 21.2 32.7 30.3 46.3 20.2 32.7 29.3 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 727,822: 188,587 78,516 7,202 300,558 586,286 496,347 672,004: 231,475 55,818
Old : 727,822: 188,587 78,516 7,202 300,558 586,286 496,347 672,004: 231,475 55,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 13,628: -13,176 -9,030 1,512 20,864 31,468 9,200 23,950: 4,428 -10,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 10.8 1.0 41.3 80.6 68.2 92.3: 31.8 7.7
Old : 100.0: 25.9 10.8 1.0 41.3 80.6 68.2 92.3: 31.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 79 66 16 67 64 156 136:
Old : 247: 79 66 16 67 64 156 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 41.9 31.8 60.0 21.2 37.8 30.0 54.9
Old : 21.3 41.9 31.8 60.0 21.2 37.8 30.0 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 714,194: 201,763 87,546 5,690 279,694 554,818 487,147 648,054: 227,047 66,140
Old : 714,194: 201,763 87,546 5,690 279,694 554,818 487,147 648,054: 227,047 66,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -568,410: -65,593 -98,491 -53,663 -277,286 -344,798 -396,542 -496,952: -171,868 -71,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 12.3 0.8 39.2 77.7 68.2 90.7: 31.8 9.3
Old : 100.0: 28.3 12.3 0.8 39.2 77.7 68.2 90.7: 31.8 9.3
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 : 249: 77 67 12 64 67 149 138:
Old : 249: 77 67 12 64 67 149 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 42.5 30.7 57.2 20.7 37.6 28.9 52.2
Old : 20.8 42.5 30.7 57.2 20.7 37.6 28.9 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,122: 1,746 256 0 8,743 11,604 10,489 11,860: 2,633 1,262
Old : 13,122: 1,746 256 0 8,743 11,604 10,489 11,860: 2,633 1,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 24: 126 146 0 -145 -467 -19 -321: 43 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 2.0 0.0 66.6 88.4 79.9 90.4: 20.1 9.6
Old : 100.0: 13.3 2.0 0.0 66.6 88.4 79.9 90.4: 20.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 2 0 23 16 29 18:
Old : 46: 6 2 0 23 16 29 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 45.5 44.5 68.9 27.0 45.5 44.5 68.5
Old : 27.0 45.5 44.5 68.9 27.0 45.5 44.5 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,098: 1,620 110 0 8,888 12,071 10,508 12,181: 2,590 917
Old : 13,098: 1,620 110 0 8,888 12,071 10,508 12,181: 2,590 917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -6,371: 83 -892 -694 -4,609 -2,866 -5,220 -4,452: -1,151 -1,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.8 0.0 67.9 92.2 80.2 93.0: 19.8 7.0
Old : 100.0: 12.4 0.8 0.0 67.9 92.2 80.2 93.0: 19.8 7.0
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 : 44: 5 1 0 22 18 27 19:
Old : 44: 5 1 0 22 18 27 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 45.7 45.7 69.1 27.2 45.7 45.6 68.9
Old : 27.2 45.7 45.7 69.1 27.2 45.7 45.6 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 22,130: 2,789 3,665 141 16,354 15,697 19,284 19,503: 2,846 2,627
Old : 22,130: 2,789 3,665 141 16,354 15,697 19,284 19,503: 2,846 2,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,192: 729 -435 45 145 1,043 919 653: 273 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.6 0.6 73.9 70.9 87.1 88.1: 12.9 11.9
Old : 100.0: 12.6 16.6 0.6 73.9 70.9 87.1 88.1: 12.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 8 5 2 25 19 35 24:
Old : 51: 8 5 2 25 19 35 24:
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 : 38.1 42.0 52.8 64.4 38.0 40.2 51.5 62.6
Old : 38.1 42.0 52.8 64.4 38.0 40.2 51.5 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 20,938: 2,060 4,100 96 16,209 14,654 18,365 18,850: 2,573 2,088
Old : 20,938: 2,060 4,100 96 16,209 14,654 18,365 18,850: 2,573 2,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -25,818: -5,761 55 -3,058 -9,738 -21,248 -18,557 -24,251: -7,261 -1,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 19.6 0.5 77.4 70.0 87.7 90.0: 12.3 10.0
Old : 100.0: 9.8 19.6 0.5 77.4 70.0 87.7 90.0: 12.3 10.0
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 : 50: 5 7 1 24 19 30 26:
Old : 50: 5 7 1 24 19 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 42.9 61.2 61.3 46.3 39.6 60.6 58.0
Old : 46.3 42.9 61.2 61.3 46.3 39.6 60.6 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 65,015: 13,252 13,097 139 32,179 43,884 45,570 57,120: 19,445 7,895
Old : 65,015: 13,252 13,097 139 32,179 43,884 45,570 57,120: 19,445 7,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,793: -1,811 847 -152 1,565 -1,274 -398 -579: -1,395 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 20.1 0.2 49.5 67.5 70.1 87.9: 29.9 12.1
Old : 100.0: 20.4 20.1 0.2 49.5 67.5 70.1 87.9: 29.9 12.1
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 : 127: 24 32 1 49 32 73 65:
Old : 127: 24 32 1 49 32 73 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 45.9 33.1 60.2 21.5 44.3 32.6 58.4
Old : 22.0 45.9 33.1 60.2 21.5 44.3 32.6 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 66,808: 15,063 12,250 291 30,614 45,158 45,968 57,699: 20,840 9,109
Old : 66,808: 15,063 12,250 291 30,614 45,158 45,968 57,699: 20,840 9,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -56,153: -2,552 2,745 -4,720 -42,940 -5,128 -50,212 -7,103: -5,941 -49,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 18.3 0.4 45.8 67.6 68.8 86.4: 31.2 13.6
Old : 100.0: 22.5 18.3 0.4 45.8 67.6 68.8 86.4: 31.2 13.6
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 : 127: 25 33 2 44 34 70 69:
Old : 127: 25 33 2 44 34 70 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 44.3 33.7 57.6 21.3 42.7 33.2 55.8
Old : 21.8 44.3 33.7 57.6 21.3 42.7 33.2 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 265,898: 133,621 38,507 3,062 103,535 154,191 240,218 195,760: 25,680 70,138
Old : 265,898: 133,621 38,507 3,062 103,535 154,191 240,218 195,760: 25,680 70,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 19,828: 4,933 4,706 1,801 12,442 11,108 19,176 17,615: 652 2,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 14.5 1.2 38.9 58.0 90.3 73.6: 9.7 26.4
Old : 100.0: 50.3 14.5 1.2 38.9 58.0 90.3 73.6: 9.7 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 89 60 8 41 40 135 103:
Old : 221: 89 60 8 41 40 135 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 30.3 44.9 44.5 26.9 29.5 40.4 40.2
Old : 28.2 30.3 44.9 44.5 26.9 29.5 40.4 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 246,070: 128,688 33,801 1,261 91,093 143,083 221,042 178,145: 25,028 67,925
Old : 246,070: 128,688 33,801 1,261 91,093 143,083 221,042 178,145: 25,028 67,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -295,138: -20,776 -34,221 -15,804 -33,804 -229,215 -70,384 -279,240: -224,754 -15,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 13.7 0.5 37.0 58.1 89.8 72.4: 10.2 27.6
Old : 100.0: 52.3 13.7 0.5 37.0 58.1 89.8 72.4: 10.2 27.6
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 : 221: 91 54 8 43 42 139 99:
Old : 221: 91 54 8 43 42 139 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 31.4 43.1 43.5 27.9 30.5 39.0 39.0
Old : 28.9 31.4 43.1 43.5 27.9 30.5 39.0 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 60,977: 30,330 73 75 8,428 51,620 38,833 51,768: 22,144 9,209
Old : 60,977: 30,330 73 75 8,428 51,620 38,833 51,768: 22,144 9,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,694: 1,261 8 -8 -528 2,926 725 2,926: 969 -1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 0.1 0.1 13.8 84.7 63.7 84.9: 36.3 15.1
Old : 100.0: 49.7 0.1 0.1 13.8 84.7 63.7 84.9: 36.3 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 18 1 1 7 15 26 16:
Old : 36: 18 1 1 7 15 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 54.2 42.0 75.1 26.3 54.0 42.0 74.7
Old : 26.3 54.2 42.0 75.1 26.3 54.0 42.0 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 59,283: 29,069 65 83 8,956 48,694 38,108 48,842: 21,175 10,441
Old : 59,283: 29,069 65 83 8,956 48,694 38,108 48,842: 21,175 10,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 2,446: -558 -1 1 1,459 1,535 902 1,535: 1,544 911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 0.1 0.1 15.1 82.1 64.3 82.4: 35.7 17.6
Old : 100.0: 49.0 0.1 0.1 15.1 82.1 64.3 82.4: 35.7 17.6
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 : 35: 18 1 1 6 14 25 15:
Old : 35: 18 1 1 6 14 25 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 53.5 42.1 73.2 26.9 53.3 41.7 72.9
Old : 26.9 53.5 42.1 73.2 26.9 53.3 41.7 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 20,569: 1,811 5,386 21 14,833 12,068 16,665 17,475: 3,904 3,094
Old : 20,569: 1,811 5,386 21 14,833 12,068 16,665 17,475: 3,904 3,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -521: 7 -204 0 -277 64 -270 -140: -251 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 26.2 0.1 72.1 58.7 81.0 85.0: 19.0 15.0
Old : 100.0: 8.8 26.2 0.1 72.1 58.7 81.0 85.0: 19.0 15.0
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 : 82: 7 18 1 39 21 47 39:
Old : 82: 7 18 1 39 21 47 39:
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 : 25.5 34.1 38.6 46.8 24.7 34.1 37.8 46.8
Old : 25.5 34.1 38.6 46.8 24.7 34.1 37.8 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 21,090: 1,804 5,590 21 15,110 12,004 16,935 17,615: 4,155 3,475
Old : 21,090: 1,804 5,590 21 15,110 12,004 16,935 17,615: 4,155 3,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -18,555: -2,362 -1,698 -1,648 -12,682 -3,631 -16,692 -6,977: -1,863 -11,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 26.5 0.1 71.6 56.9 80.3 83.5: 19.7 16.5
Old : 100.0: 8.6 26.5 0.1 71.6 56.9 80.3 83.5: 19.7 16.5
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 : 83: 7 19 1 39 22 47 41:
Old : 83: 7 19 1 39 22 47 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 : 24.9 32.5 37.8 45.0 24.1 32.5 37.0 45.0
Old : 24.9 32.5 37.8 45.0 24.1 32.5 37.0 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 101,381: 18,356 18,161 568 71,818 77,784 90,742 96,513: 10,639 4,868
Old : 101,381: 18,356 18,161 568 71,818 77,784 90,742 96,513: 10,639 4,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -3,264: 1,118 -2,918 10 -558 2,732 570 -176: -3,834 -3,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 17.9 0.6 70.8 76.7 89.5 95.2: 10.5 4.8
Old : 100.0: 18.1 17.9 0.6 70.8 76.7 89.5 95.2: 10.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 24 28 6 38 37 65 68:
Old : 111: 24 28 6 38 37 65 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 41.3 53.1 55.4 36.1 40.1 50.9 52.8
Old : 36.9 41.3 53.1 55.4 36.1 40.1 50.9 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 104,645: 17,238 21,079 558 72,376 75,052 90,172 96,689: 14,473 7,956
Old : 104,645: 17,238 21,079 558 72,376 75,052 90,172 96,689: 14,473 7,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -85,728: -4,605 -22,573 -5,249 -29,745 -57,681 -39,599 -85,503: -46,129 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 20.1 0.5 69.2 71.7 86.2 92.4: 13.8 7.6
Old : 100.0: 16.5 20.1 0.5 69.2 71.7 86.2 92.4: 13.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 25 28 5 36 34 64 64:
Old : 108: 25 28 5 36 34 64 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 40.6 52.9 54.9 34.7 40.0 48.5 53.2
Old : 35.4 40.6 52.9 54.9 34.7 40.0 48.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 28,598: 12,317 8,975 87 9,160 15,732 21,564 24,794: 7,034 3,804
Old : 28,598: 12,317 8,975 87 9,160 15,732 21,564 24,794: 7,034 3,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 595: 1,218 703 -7 117 628 1,328 1,324: -733 -729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 31.4 0.3 32.0 55.0 75.4 86.7: 24.6 13.3
Old : 100.0: 43.1 31.4 0.3 32.0 55.0 75.4 86.7: 24.6 13.3
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 : 101: 38 22 2 23 21 62 44:
Old : 101: 38 22 2 23 21 62 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 32.3 26.0 46.9 14.7 32.3 25.0 46.5
Old : 15.1 32.3 26.0 46.9 14.7 32.3 25.0 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 28,003: 11,099 8,272 94 9,043 15,104 20,236 23,470: 7,767 4,533
Old : 28,003: 11,099 8,272 94 9,043 15,104 20,236 23,470: 7,767 4,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -1,772: 547 -2,221 79 -2,639 1,016 -2,013 -1,126: 241 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 29.5 0.3 32.3 53.9 72.3 83.8: 27.7 16.2
Old : 100.0: 39.6 29.5 0.3 32.3 53.9 72.3 83.8: 27.7 16.2
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 : 93: 35 20 2 21 21 57 42:
Old : 93: 35 20 2 21 21 57 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 33.4 28.3 46.8 16.9 33.3 26.9 46.6
Old : 17.6 33.4 28.3 46.8 16.9 33.3 26.9 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 7,182: 3,034 883 0 1,767 290 4,801 1,173: 2,381 6,009
Old : 7,182: 3,034 883 0 1,767 290 4,801 1,173: 2,381 6,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -2,836: 987 32 -316 765 -2,800 1,436 -3,084: -4,272 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 12.3 0.0 24.6 4.0 66.8 16.3: 33.2 83.7
Old : 100.0: 42.2 12.3 0.0 24.6 4.0 66.8 16.3: 33.2 83.7
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 : 20: 8 6 0 5 2 13 8:
Old : 20: 8 6 0 5 2 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 10.5 57.9 16.3 41.1 10.5 56.5 14.9
Old : 42.5 10.5 57.9 16.3 41.1 10.5 56.5 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 112,568: 432 6,593 2,574 46,087 77,949 49,093 87,116: 63,475 25,452
Old : 112,568: 432 6,593 2,574 46,087 77,949 49,093 87,116: 63,475 25,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 820: -265 1 0 -41 1,202 -306 1,203: 1,126 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.9 2.3 40.9 69.2 43.6 77.4: 56.4 22.6
Old : 100.0: 0.4 5.9 2.3 40.9 69.2 43.6 77.4: 56.4 22.6
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 : 45: 3 14 3 13 23 18 39:
Old : 45: 3 14 3 13 23 18 39:
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 : 38.4 58.2 41.9 66.8 5.2 29.7 5.9 33.9
Old : 38.4 58.2 41.9 66.8 5.2 29.7 5.9 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 111,748: 697 6,592 2,574 46,128 76,747 49,399 85,913: 62,349 25,835
Old : 111,748: 697 6,592 2,574 46,128 76,747 49,399 85,913: 62,349 25,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -4,016: 82 -330 0 1,880 -3,675 1,962 -4,005: -5,978 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.9 2.3 41.3 68.7 44.2 76.9: 55.8 23.1
Old : 100.0: 0.6 5.9 2.3 41.3 68.7 44.2 76.9: 55.8 23.1
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 : 44: 4 14 3 12 22 18 38:
Old : 44: 4 14 3 12 22 18 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 58.5 42.5 67.2 5.3 29.2 5.8 33.2
Old : 39.2 58.5 42.5 67.2 5.3 29.2 5.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 99,266: 42,318 4,612 4,943 21,040 82,284 68,301 91,839: 30,965 7,427
Old : 99,266: 42,318 4,612 4,943 21,040 82,284 68,301 91,839: 30,965 7,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 840: 101 59 49 -298 51 -148 159: 988 681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 4.6 5.0 21.2 82.9 68.8 92.5: 31.2 7.5
Old : 100.0: 42.6 4.6 5.0 21.2 82.9 68.8 92.5: 31.2 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 86 13 24 20 33 114 64:
Old : 141: 86 13 24 20 33 114 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 37.2 31.2 56.3 16.9 32.6 24.4 49.8
Old : 21.4 37.2 31.2 56.3 16.9 32.6 24.4 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 98,426: 42,217 4,553 4,894 21,338 82,233 68,449 91,680: 29,977 6,746
Old : 98,426: 42,217 4,553 4,894 21,338 82,233 68,449 91,680: 29,977 6,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -3,345: -4,339 1,222 247 1,264 -4,803 -2,828 -3,334: -517 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 4.6 5.0 21.7 83.5 69.5 93.1: 30.5 6.9
Old : 100.0: 42.9 4.6 5.0 21.7 83.5 69.5 93.1: 30.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 89 15 25 19 35 117 68:
Old : 147: 89 15 25 19 35 117 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 37.3 31.0 56.5 16.7 32.6 24.2 49.7
Old : 21.4 37.3 31.0 56.5 16.7 32.6 24.2 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 93,230: 33,281 6,758 10,909 34,586 68,186 78,776 85,853: 14,454 7,377
Old : 93,230: 33,281 6,758 10,909 34,586 68,186 78,776 85,853: 14,454 7,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 7,056: 4,560 1,254 1,380 -399 3,493 5,541 6,127: 1,515 929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 7.2 11.7 37.1 73.1 84.5 92.1: 15.5 7.9
Old : 100.0: 35.7 7.2 11.7 37.1 73.1 84.5 92.1: 15.5 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 64 28 23 35 39 112 80:
Old : 142: 64 28 23 35 39 112 80:
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 : 25.3 45.1 36.6 58.6 22.3 40.9 31.8 52.1
Old : 25.3 45.1 36.6 58.6 22.3 40.9 31.8 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 86,174: 28,721 5,504 9,529 34,985 64,693 73,235 79,726: 12,939 6,448
Old : 86,174: 28,721 5,504 9,529 34,985 64,693 73,235 79,726: 12,939 6,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 2,641: 3,162 555 254 -1,132 1,985 2,284 2,794: 357 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 6.4 11.1 40.6 75.1 85.0 92.5: 15.0 7.5
Old : 100.0: 33.3 6.4 11.1 40.6 75.1 85.0 92.5: 15.0 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 61 29 24 36 40 111 81:
Old : 139: 61 29 24 36 40 111 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 46.5 39.3 59.5 23.6 42.8 33.9 53.1
Old : 27.0 46.5 39.3 59.5 23.6 42.8 33.9 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 330,965: 169,514 70,761 19,125 85,507 223,002 274,146 312,888: 56,819 18,077
Old : 330,965: 169,514 70,761 19,125 85,507 223,002 274,146 312,888: 56,819 18,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 11,010: 7,118 -1,382 354 1,246 12,423 8,718 11,395: 2,292 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 21.4 5.8 25.8 67.4 82.8 94.5: 17.2 5.5
Old : 100.0: 51.2 21.4 5.8 25.8 67.4 82.8 94.5: 17.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 129 41 34 35 42 187 99:
Old : 231: 129 41 34 35 42 187 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 33.7 36.1 55.9 25.9 29.1 33.2 47.6
Old : 25.9 33.7 36.1 55.9 25.9 29.1 33.2 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 319,955: 162,396 72,143 18,771 84,261 210,579 265,428 301,493: 54,527 18,462
Old : 319,955: 162,396 72,143 18,771 84,261 210,579 265,428 301,493: 54,527 18,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 3,926: 2,394 -65 1,489 182 3,702 4,065 5,126: -139 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 22.5 5.9 26.3 65.8 83.0 94.2: 17.0 5.8
Old : 100.0: 50.8 22.5 5.9 26.3 65.8 83.0 94.2: 17.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 128 45 33 34 42 185 103:
Old : 234: 128 45 33 34 42 185 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 33.6 36.4 54.4 25.9 29.7 33.5 47.7
Old : 26.0 33.6 36.4 54.4 25.9 29.7 33.5 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 116,541: 16,830 2,875 2,103 91,132 110,206 110,065 115,184: 6,476 1,357
Old : 80,380: 16,385 2,565 1,410 56,374 75,151 74,169 79,126: 6,211 1,254
Other: 36,161: 742 607 396 34,758 35,055 35,896 36,058: 265 103
: : :
: : Changes in Commitments from: December 21, 2004 :
: -3,176: -2,498 696 154 -392 -3,738 -2,736 -2,888: -440 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.5 1.8 78.2 94.6 94.4 98.8: 5.6 1.2
Old : 100.0: 20.4 3.2 1.8 70.1 93.5 92.3 98.4: 7.7 1.6
Other: 100.0: 2.1 1.7 1.1 96.1 96.9 99.3 99.7: 0.7 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 41 18 16 43 34 94 62:
Old : 112: 42 18 16 38 33 89 60:
Other: 37: 2 5 3 22 17 26 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 51.7 53.1 70.3 19.9 30.3 29.5 39.1
Old : 33.2 45.5 48.8 65.4 29.5 38.8 44.1 56.2
Other: 68.7 79.6 81.5 90.1 50.0 66.3 61.9 72.6
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 119,717: 19,328 2,179 1,949 91,524 113,944 112,801 118,072: 6,916 1,645
Old : 84,764: 18,618 1,958 1,310 58,230 79,930 78,158 83,198: 6,606 1,566
Other: 34,953: 831 342 518 33,294 34,014 34,643 34,874: 310 79
: : :
: : Changes in Commitments from: December 14, 2004 :
: 613: -304 -187 292 1,788 2,033 1,776 2,138: -1,163 -1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 1.8 1.6 76.5 95.2 94.2 98.6: 5.8 1.4
Old : 100.0: 22.0 2.3 1.5 68.7 94.3 92.2 98.2: 7.8 1.8
Other: 100.0: 2.4 1.0 1.5 95.3 97.3 99.1 99.8: 0.9 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 44 16 16 41 34 97 58:
Old : 112: 44 19 16 38 33 94 56:
Other: 38: 7 2 5 20 18 27 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 52.2 52.1 71.5 18.8 31.4 28.4 40.4
Old : 32.3 44.6 47.4 67.3 27.3 38.6 42.0 57.4
Other: 71.8 81.0 84.3 90.9 52.2 67.3 64.5 73.2
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 353,075: 91,292 51,285 27,806 173,679 245,268 292,777 324,359: 60,298 28,716
Old : 353,075: 91,292 51,285 27,806 173,679 245,268 292,777 324,359: 60,298 28,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 17,343: 9,249 -2,467 2,530 -2,490 17,034 9,289 17,097: 8,054 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 14.5 7.9 49.2 69.5 82.9 91.9: 17.1 8.1
Old : 100.0: 25.9 14.5 7.9 49.2 69.5 82.9 91.9: 17.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 59 39 37 60 51 149 100:
Old : 174: 59 39 37 60 51 149 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 36.6 27.5 52.4 16.0 29.1 25.2 43.6
Old : 16.8 36.6 27.5 52.4 16.0 29.1 25.2 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 335,732: 82,043 53,752 25,276 176,169 228,234 283,488 307,262: 52,244 28,470
Old : 335,732: 82,043 53,752 25,276 176,169 228,234 283,488 307,262: 52,244 28,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 15,117: -10,537 3,529 1,517 20,925 12,771 11,905 17,817: 3,212 -2,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 16.0 7.5 52.5 68.0 84.4 91.5: 15.6 8.5
Old : 100.0: 24.4 16.0 7.5 52.5 68.0 84.4 91.5: 15.6 8.5
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 : 164: 52 39 37 56 51 137 101:
Old : 164: 52 39 37 56 51 137 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 35.9 28.9 52.5 16.6 28.4 26.9 43.3
Old : 17.3 35.9 28.9 52.5 16.6 28.4 26.9 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 110,637: 49,418 13,716 9,252 41,645 82,927 100,315 105,895: 10,322 4,742
Old : 108,830: 49,404 14,778 8,160 41,156 81,440 98,720 104,378: 10,110 4,452
Other: 1,807: 1,086 10 20 489 1,487 1,595 1,517: 212 290
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,095: -1,513 873 353 603 -870 -557 356: -538 -1,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 12.4 8.4 37.6 75.0 90.7 95.7: 9.3 4.3
Old : 100.0: 45.4 13.6 7.5 37.8 74.8 90.7 95.9: 9.3 4.1
Other: 100.0: 60.1 0.6 1.1 27.1 82.3 88.3 84.0: 11.7 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 146 56 52 88 107 265 196:
Old : 343: 144 62 51 86 107 262 196:
Other: 58: 10 1 4 20 35 30 40:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 24.3 28.3 36.7 17.1 19.9 28.0 31.9
Old : 17.4 24.3 28.8 36.9 17.4 20.0 28.4 32.2
Other: 55.9 38.7 76.5 54.1 53.4 38.7 71.0 52.0
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 111,732: 50,931 12,843 8,899 41,042 83,797 100,872 105,539: 10,860 6,193
Old : 109,906: 50,923 13,881 7,817 40,550 82,270 99,290 103,968: 10,616 5,938
Other: 1,826: 1,056 10 34 492 1,527 1,582 1,571: 244 255
: : :
: : Changes in Commitments from: December 14, 2004 :
: 7,081: 3,291 -125 2,597 1,292 3,942 7,180 6,414: -99 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 11.5 8.0 36.7 75.0 90.3 94.5: 9.7 5.5
Old : 100.0: 46.3 12.6 7.1 36.9 74.9 90.3 94.6: 9.7 5.4
Other: 100.0: 57.8 0.5 1.9 26.9 83.6 86.6 86.0: 13.4 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 140 56 51 90 110 263 197:
Old : 342: 138 61 51 87 110 260 197:
Other: 58: 9 1 4 20 36 29 41:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 23.8 28.3 36.0 17.1 19.4 27.9 31.2
Old : 17.4 23.8 28.7 36.1 17.4 19.5 28.4 31.5
Other: 54.8 40.4 75.4 54.7 51.6 29.4 64.3 43.6
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,359: 4,600 1,381 243 2,528 7,083 7,371 8,707: 1,988 652
Old : 9,359: 4,600 1,381 243 2,528 7,083 7,371 8,707: 1,988 652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 219: 83 246 28 490 343 601 617: -382 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 14.8 2.6 27.0 75.7 78.8 93.0: 21.2 7.0
Old : 100.0: 49.2 14.8 2.6 27.0 75.7 78.8 93.0: 21.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 14 4 3 5 6 22 11:
Old : 25: 14 4 3 5 6 22 11:
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 : 55.9 83.7 67.9 91.6 49.2 71.6 55.9 73.7
Old : 55.9 83.7 67.9 91.6 49.2 71.6 55.9 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,140: 4,517 1,135 215 2,038 6,740 6,770 8,090: 2,370 1,050
Old : 9,140: 4,517 1,135 215 2,038 6,740 6,770 8,090: 2,370 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 566: 94 160 -31 148 91 211 220: 355 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 12.4 2.4 22.3 73.7 74.1 88.5: 25.9 11.5
Old : 100.0: 49.4 12.4 2.4 22.3 73.7 74.1 88.5: 25.9 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 13 4 2 5 6 20 10:
Old : 23: 13 4 2 5 6 20 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 79.6 64.2 87.4 49.5 71.4 56.2 73.5
Old : 53.5 79.6 64.2 87.4 49.5 71.4 56.2 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 67,584: 12,252 23,479 3,019 41,054 29,169 56,325 55,667: 11,259 11,917
Old : 54,698: 11,524 23,793 334 33,938 21,464 45,796 45,591: 8,902 9,107
Other: 12,886: 1,665 623 1,748 7,116 7,705 10,529 10,076: 2,357 2,810
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,654: -217 -604 -672 800 696 -89 -580: -1,565 -1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 34.7 4.5 60.7 43.2 83.3 82.4: 16.7 17.6
Old : 100.0: 21.1 43.5 0.6 62.0 39.2 83.7 83.4: 16.3 16.6
Other: 100.0: 12.9 4.8 13.6 55.2 59.8 81.7 78.2: 18.3 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 31 31 18 53 54 91 100:
Old : 142: 30 35 8 51 44 84 84:
Other: 64: 12 10 5 16 32 31 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 23.6 37.4 38.2 21.3 19.4 31.1 32.1
Old : 31.5 25.6 43.2 41.8 30.4 25.2 41.9 41.3
Other: 41.7 47.5 59.2 59.8 36.3 37.7 48.6 44.7
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,238: 12,469 24,083 3,691 40,254 28,473 56,414 56,247: 12,824 12,991
Old : 56,074: 11,726 24,258 624 33,020 20,834 45,370 45,716: 10,704 10,358
Other: 13,164: 1,686 768 2,124 7,234 7,639 11,044 10,531: 2,120 2,633
: : :
: : Changes in Commitments from: December 14, 2004 :
: 287: -490 -1,374 150 -493 1,002 -833 -222: 1,120 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 34.8 5.3 58.1 41.1 81.5 81.2: 18.5 18.8
Old : 100.0: 20.9 43.3 1.1 58.9 37.2 80.9 81.5: 19.1 18.5
Other: 100.0: 12.8 5.8 16.1 55.0 58.0 83.9 80.0: 16.1 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 35 34 20 50 53 89 105:
Old : 146: 32 37 10 48 43 82 89:
Other: 65: 12 11 5 16 33 31 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 23.0 36.4 36.8 20.2 18.9 29.8 30.9
Old : 30.0 25.0 41.4 40.5 29.0 24.7 40.2 39.9
Other: 44.6 49.5 61.7 63.0 36.3 36.4 47.8 44.7
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,743: 1,353 9,759 1,838 22,673 15,596 25,864 27,193: 7,879 6,550
Old : 31,933: 2,221 9,704 935 21,513 15,254 24,669 25,893: 7,264 6,040
Other: 1,810: 34 957 1 1,160 342 1,195 1,300: 615 510
: : :
: : Changes in Commitments from: December 21, 2004 :
: 654: 40 324 -309 1,335 959 1,066 974: -412 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 28.9 5.4 67.2 46.2 76.6 80.6: 23.4 19.4
Old : 100.0: 7.0 30.4 2.9 67.4 47.8 77.3 81.1: 22.7 18.9
Other: 100.0: 1.9 52.9 0.1 64.1 18.9 66.0 71.8: 34.0 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 10 21 7 36 22 49 48:
Old : 71: 12 19 5 35 19 48 43:
Other: 27: 3 4 1 10 11 14 15:
:----------------------------------------------------------------------------------------------------
: 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 : 37.6 32.9 47.4 48.9 18.8 22.5 27.0 31.3
Old : 38.4 34.7 48.3 51.5 18.5 23.6 27.7 33.0
Other: 50.2 62.0 62.9 69.2 50.2 61.9 62.9 68.8
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,089: 1,313 9,435 2,147 21,338 14,637 24,798 26,219: 8,291 6,870
Old : 31,289: 2,164 9,394 1,263 20,178 14,296 23,605 24,953: 7,684 6,336
Other: 1,800: 32 924 1 1,160 341 1,193 1,266: 607 534
: : :
: : Changes in Commitments from: December 14, 2004 :
: -57: -102 381 -76 -707 -1,185 -885 -880: 828 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 28.5 6.5 64.5 44.2 74.9 79.2: 25.1 20.8
Old : 100.0: 6.9 30.0 4.0 64.5 45.7 75.4 79.8: 24.6 20.2
Other: 100.0: 1.8 51.3 0.1 64.4 18.9 66.3 70.3: 33.7 29.7
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 9 20 7 35 19 47 45:
Old : 70: 11 19 6 34 16 46 41:
Other: 26: 3 4 1 10 10 14 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 32.1 46.2 49.5 18.2 22.6 25.6 31.7
Old : 35.6 33.9 46.9 51.5 17.4 23.8 25.9 33.4
Other: 50.5 60.9 63.2 68.2 50.5 60.8 63.2 67.8
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 83,450: 13,466 42,423 3,441 56,342 31,550 73,249 77,414: 10,201 6,036
Old : 75,027: 12,948 43,056 2,039 50,686 24,515 65,673 69,610: 9,354 5,417
Other: 8,423: 1,663 512 257 5,656 7,035 7,576 7,804: 847 619
: : :
: : Changes in Commitments from: December 21, 2004 :
: 179: -440 1,685 -201 323 -1,117 -318 367: 497 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 50.8 4.1 67.5 37.8 87.8 92.8: 12.2 7.2
Old : 100.0: 17.3 57.4 2.7 67.6 32.7 87.5 92.8: 12.5 7.2
Other: 100.0: 19.7 6.1 3.1 67.1 83.5 89.9 92.7: 10.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 77 112 46 72 61 185 189:
Old : 278: 80 111 41 66 60 174 186:
Other: 72: 24 8 5 28 21 56 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 : 25.6 18.9 38.6 30.9 22.4 16.8 33.0 26.1
Old : 26.4 17.5 40.9 29.4 23.7 16.4 35.2 25.1
Other: 41.3 53.2 59.8 66.4 36.6 52.8 48.8 65.3
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 83,271: 13,906 40,738 3,642 56,019 32,667 73,567 77,047: 9,704 6,224
Old : 74,956: 13,319 41,150 2,219 50,397 26,005 65,935 69,374: 9,021 5,582
Other: 8,315: 1,735 736 275 5,622 6,662 7,632 7,673: 683 642
: : :
: : Changes in Commitments from: December 14, 2004 :
: -2,281: 1,171 -3,687 -367 -3,906 1,418 -3,102 -2,636: 821 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 48.9 4.4 67.3 39.2 88.3 92.5: 11.7 7.5
Old : 100.0: 17.8 54.9 3.0 67.2 34.7 88.0 92.6: 12.0 7.4
Other: 100.0: 20.9 8.9 3.3 67.6 80.1 91.8 92.3: 8.2 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 78 106 44 73 59 185 181:
Old : 274: 83 103 37 66 58 172 177:
Other: 72: 22 10 5 27 21 54 33:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 19.6 38.4 31.9 22.1 17.6 32.3 27.0
Old : 26.0 18.2 40.5 30.4 23.4 17.2 34.4 26.0
Other: 44.1 49.7 62.8 62.8 39.3 48.9 51.5 61.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 33,998: 13,615 2,152 2,318 12,990 28,358 28,923 32,828: 5,075 1,170
Old : 33,874: 13,719 2,152 2,214 12,872 28,338 28,805 32,704: 5,069 1,170
Other: 124: 0 104 0 118 20 118 124: 6 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -858: -344 61 -757 365 -104 -736 -800: -122 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 6.3 6.8 38.2 83.4 85.1 96.6: 14.9 3.4
Old : 100.0: 40.5 6.4 6.5 38.0 83.7 85.0 96.5: 15.0 3.5
Other: 100.0: 0.0 83.9 0.0 95.2 16.1 95.2 100.0: 4.8 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 56 13 20 27 18 88 49:
Old : 108: 57 13 20 27 18 88 49:
Other: 4: 0 2 0 1 1 1 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 : 30.8 55.2 39.9 76.7 16.7 43.6 25.4 60.3
Old : 30.5 55.4 39.7 76.9 16.7 43.7 25.5 60.8
Other: 95.2 100.0 95.2 100.0 95.2 100.0 95.2 100.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 34,856: 13,959 2,091 3,075 12,625 28,462 29,659 33,628: 5,197 1,228
Old : 34,732: 14,048 2,081 2,981 12,507 28,442 29,536 33,504: 5,196 1,228
Other: 124: 5 104 0 118 20 123 124: 1 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -3,709: -1,939 154 -1,151 -617 -2,685 -3,707 -3,682: -2 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 6.0 8.8 36.2 81.7 85.1 96.5: 14.9 3.5
Old : 100.0: 40.4 6.0 8.6 36.0 81.9 85.0 96.5: 15.0 3.5
Other: 100.0: 4.0 83.9 0.0 95.2 16.1 99.2 100.0: 0.8 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 53 14 26 27 20 89 56:
Old : 109: 54 14 26 27 20 89 56:
Other: 5: 1 2 0 1 1 2 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 : 30.0 54.6 40.0 74.9 16.9 41.9 25.7 59.9
Old : 29.8 54.8 39.8 75.2 16.9 42.1 25.8 60.4
Other: 99.2 100.0 99.2 100.0 99.2 100.0 99.2 100.0
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 27,370: 6,360 19,279 2,021 16,903 2,205 25,284 23,505: 2,086 3,865
Old : 27,370: 6,360 19,279 2,021 16,903 2,205 25,284 23,505: 2,086 3,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 3,325: 561 1,703 -26 2,685 718 3,220 2,395: 105 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 70.4 7.4 61.8 8.1 92.4 85.9: 7.6 14.1
Old : 100.0: 23.2 70.4 7.4 61.8 8.1 92.4 85.9: 7.6 14.1
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 : 51: 6 31 3 5 8 12 42:
Old : 51: 6 31 3 5 8 12 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 40.6 91.5 61.6 79.2 40.6 84.5 57.3
Old : 79.2 40.6 91.5 61.6 79.2 40.6 84.5 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 24,045: 5,799 17,576 2,047 14,218 1,487 22,064 21,110: 1,981 2,935
Old : 24,045: 5,799 17,576 2,047 14,218 1,487 22,064 21,110: 1,981 2,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -766: 445 -1,393 -3 -1,316 727 -874 -669: 108 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 73.1 8.5 59.1 6.2 91.8 87.8: 8.2 12.2
Old : 100.0: 24.1 73.1 8.5 59.1 6.2 91.8 87.8: 8.2 12.2
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 : 51: 7 29 4 6 8 15 40:
Old : 51: 7 29 4 6 8 15 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 47.7 90.4 65.1 73.4 45.4 82.4 60.1
Old : 73.4 47.7 90.4 65.1 73.4 45.4 82.4 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 25,079: 18,300 1,145 0 770 21,078 19,070 22,223: 6,009 2,856
Old : 25,079: 18,300 1,145 0 770 21,078 19,070 22,223: 6,009 2,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 487: 219 11 0 -9 -295 210 -284: 277 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 4.6 0.0 3.1 84.0 76.0 88.6: 24.0 11.4
Old : 100.0: 73.0 4.6 0.0 3.1 84.0 76.0 88.6: 24.0 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 1 0 1 13 9 14:
Old : 23: 8 1 0 1 13 9 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 48.1 74.1 70.6 61.6 48.1 74.1 70.6
Old : 61.6 48.1 74.1 70.6 61.6 48.1 74.1 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 24,592: 18,081 1,134 0 779 21,373 18,860 22,507: 5,732 2,085
Old : 24,592: 18,081 1,134 0 779 21,373 18,860 22,507: 5,732 2,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 4,765: 3,892 -619 0 227 5,076 4,119 4,457: 646 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 4.6 0.0 3.2 86.9 76.7 91.5: 23.3 8.5
Old : 100.0: 73.5 4.6 0.0 3.2 86.9 76.7 91.5: 23.3 8.5
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: 8 1 0 1 14 9 15:
Old : 24: 8 1 0 1 14 9 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 48.9 74.6 71.9 62.1 48.9 74.6 71.9
Old : 62.1 48.9 74.6 71.9 62.1 48.9 74.6 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 159,132: 11,416 22,327 11,466 112,243 100,055 135,125 133,848: 24,007 25,284
Old : 159,132: 11,416 22,327 11,466 112,243 100,055 135,125 133,848: 24,007 25,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -10,803: -4,500 -5,765 -4,383 1,672 218 -7,211 -9,930: -3,592 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 14.0 7.2 70.5 62.9 84.9 84.1: 15.1 15.9
Old : 100.0: 7.2 14.0 7.2 70.5 62.9 84.9 84.1: 15.1 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 21 28 30 68 67 111 105:
Old : 129: 21 28 30 68 67 111 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 17.3 38.7 27.6 21.8 12.5 30.9 19.5
Old : 26.5 17.3 38.7 27.6 21.8 12.5 30.9 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 169,935: 15,916 28,092 15,849 110,571 99,837 142,336 143,778: 27,599 26,157
Old : 169,935: 15,916 28,092 15,849 110,571 99,837 142,336 143,778: 27,599 26,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 6,243: 6,750 -2,896 -1,025 -556 10,393 5,169 6,472: 1,074 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 16.5 9.3 65.1 58.8 83.8 84.6: 16.2 15.4
Old : 100.0: 9.4 16.5 9.3 65.1 58.8 83.8 84.6: 16.2 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 25 30 32 67 64 111 109:
Old : 133: 25 30 32 67 64 111 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 15.5 35.4 25.7 20.2 11.1 28.6 18.0
Old : 24.8 15.5 35.4 25.7 20.2 11.1 28.6 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 385,876: 19,946 63,609 103,717 202,233 192,228 325,896 359,554: 59,980 26,322
Old : 385,876: 19,946 63,609 103,717 202,233 192,228 325,896 359,554: 59,980 26,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -10,821: -715 -144 653 -10,598 -11,724 -10,660 -11,215: -161 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 16.5 26.9 52.4 49.8 84.5 93.2: 15.5 6.8
Old : 100.0: 5.2 16.5 26.9 52.4 49.8 84.5 93.2: 15.5 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 45 50 57 92 71 168 154:
Old : 195: 45 50 57 92 71 168 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 25.3 30.3 38.8 6.3 10.8 9.5 16.2
Old : 19.6 25.3 30.3 38.8 6.3 10.8 9.5 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 396,697: 20,661 63,753 103,064 212,831 203,952 336,556 370,769: 60,141 25,928
Old : 396,697: 20,661 63,753 103,064 212,831 203,952 336,556 370,769: 60,141 25,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 5,303: 2,551 10,693 -1,245 4,601 -3,135 5,907 6,313: -604 -1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 16.1 26.0 53.7 51.4 84.8 93.5: 15.2 6.5
Old : 100.0: 5.2 16.1 26.0 53.7 51.4 84.8 93.5: 15.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 44 52 61 100 79 175 164:
Old : 200: 44 52 61 100 79 175 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 25.1 28.6 38.8 6.1 10.5 9.2 16.4
Old : 19.0 25.1 28.6 38.8 6.1 10.5 9.2 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,570: 652 6,420 2,772 62,873 59,943 66,297 69,135: 4,273 1,435
Old : 70,570: 652 6,420 2,772 62,873 59,943 66,297 69,135: 4,273 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 652: -56 0 56 652 596 652 652: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 9.1 3.9 89.1 84.9 93.9 98.0: 6.1 2.0
Old : 100.0: 0.9 9.1 3.9 89.1 84.9 93.9 98.0: 6.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 27 23 28 25:
Old : 33: 1 1 1 27 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 56.1 63.6 72.6 42.8 51.5 53.2 62.3
Old : 43.1 56.1 63.6 72.6 42.8 51.5 53.2 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,918: 708 6,420 2,716 62,221 59,347 65,645 68,483: 4,273 1,435
Old : 69,918: 708 6,420 2,716 62,221 59,347 65,645 68,483: 4,273 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 1,136: -646 0 646 1,136 490 1,136 1,136: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 9.2 3.9 89.0 84.9 93.9 97.9: 6.1 2.1
Old : 100.0: 1.0 9.2 3.9 89.0 84.9 93.9 97.9: 6.1 2.1
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 : 33: 1 1 1 27 23 28 25:
Old : 33: 1 1 1 27 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 55.7 64.7 72.2 43.2 51.1 53.1 62.0
Old : 43.5 55.7 64.7 72.2 43.2 51.1 53.1 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,885: 4,688 9,932 2,140 41,629 33,678 48,457 45,750: 2,428 5,135
Old : 50,885: 4,688 9,932 2,140 41,629 33,678 48,457 45,750: 2,428 5,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -2,630: 2,996 0 -2,996 -2,962 0 -2,962 -2,996: 332 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 19.5 4.2 81.8 66.2 95.2 89.9: 4.8 10.1
Old : 100.0: 9.2 19.5 4.2 81.8 66.2 95.2 89.9: 4.8 10.1
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 : 22: 1 2 2 15 13 17 16:
Old : 22: 1 2 2 15 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 58.0 79.4 76.0 42.9 57.5 68.3 70.7
Old : 51.0 58.0 79.4 76.0 42.9 57.5 68.3 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,515: 1,692 9,932 5,136 44,591 33,678 51,419 48,746: 2,096 4,769
Old : 53,515: 1,692 9,932 5,136 44,591 33,678 51,419 48,746: 2,096 4,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 18.6 9.6 83.3 62.9 96.1 91.1: 3.9 8.9
Old : 100.0: 3.2 18.6 9.6 83.3 62.9 96.1 91.1: 3.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 2 16 14 18 17:
Old : 23: 1 2 2 16 14 18 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 : 58.9 57.0 81.2 77.9 50.9 54.7 66.8 67.7
Old : 58.9 57.0 81.2 77.9 50.9 54.7 66.8 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,419: 879 955 1,424 32,002 33,598 34,305 35,977: 4,114 2,442
Old : 38,419: 879 955 1,424 32,002 33,598 34,305 35,977: 4,114 2,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -142: -13 483 655 -1,150 -1,218 -508 -80: 366 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.5 3.7 83.3 87.5 89.3 93.6: 10.7 6.4
Old : 100.0: 2.3 2.5 3.7 83.3 87.5 89.3 93.6: 10.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 2 11 13 13 16:
Old : 20: 1 2 2 11 13 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 56.7 84.0 79.8 35.2 32.4 42.5 45.3
Old : 71.0 56.7 84.0 79.8 35.2 32.4 42.5 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,561: 892 472 769 33,152 34,816 34,813 36,057: 3,748 2,504
Old : 38,561: 892 472 769 33,152 34,816 34,813 36,057: 3,748 2,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.2 2.0 86.0 90.3 90.3 93.5: 9.7 6.5
Old : 100.0: 2.3 1.2 2.0 86.0 90.3 90.3 93.5: 9.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 12 13 14 16:
Old : 20: 2 1 2 12 13 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 56.6 83.7 80.5 35.5 32.4 42.4 45.8
Old : 71.2 56.6 83.7 80.5 35.5 32.4 42.4 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,113: 2,954 3,398 1,257 28,745 29,927 32,956 34,582: 3,157 1,531
Old : 36,113: 2,954 3,398 1,257 28,745 29,927 32,956 34,582: 3,157 1,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 148: 5 0 -254 248 948 -1 694: 149 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.4 3.5 79.6 82.9 91.3 95.8: 8.7 4.2
Old : 100.0: 8.2 9.4 3.5 79.6 82.9 91.3 95.8: 8.7 4.2
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 : 27: 3 2 2 20 16 23 20:
Old : 27: 3 2 2 20 16 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 49.1 64.9 70.5 38.4 39.4 52.5 58.5
Old : 44.1 49.1 64.9 70.5 38.4 39.4 52.5 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 35,965: 2,949 3,398 1,511 28,497 28,979 32,957 33,888: 3,008 2,077
Old : 35,965: 2,949 3,398 1,511 28,497 28,979 32,957 33,888: 3,008 2,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 603: -49 0 -155 776 88 572 -67: 31 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.4 4.2 79.2 80.6 91.6 94.2: 8.4 5.8
Old : 100.0: 8.2 9.4 4.2 79.2 80.6 91.6 94.2: 8.4 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 2 19 16 22 20:
Old : 27: 3 2 2 19 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 49.5 65.8 70.0 38.6 40.7 53.3 58.8
Old : 45.0 49.5 65.8 70.0 38.6 40.7 53.3 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,381: 1,550 160 1,176 46,873 45,979 49,599 47,315: 2,782 5,066
Old : 52,381: 1,550 160 1,176 46,873 45,979 49,599 47,315: 2,782 5,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 701: 0 -124 124 1,005 639 1,129 639: -428 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.3 2.2 89.5 87.8 94.7 90.3: 5.3 9.7
Old : 100.0: 3.0 0.3 2.2 89.5 87.8 94.7 90.3: 5.3 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 22 19 24 21:
Old : 27: 1 1 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 59.4 71.1 73.3 42.1 48.4 57.9 59.9
Old : 48.8 59.4 71.1 73.3 42.1 48.4 57.9 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 51,680: 1,550 284 1,052 45,868 45,340 48,470 46,676: 3,210 5,004
Old : 51,680: 1,550 284 1,052 45,868 45,340 48,470 46,676: 3,210 5,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -103: -152 -366 90 -225 235 -287 -41: 184 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.5 2.0 88.8 87.7 93.8 90.3: 6.2 9.7
Old : 100.0: 3.0 0.5 2.0 88.8 87.7 93.8 90.3: 6.2 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 22 19 24 21:
Old : 27: 1 1 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 59.6 71.0 73.7 42.7 50.1 58.6 61.8
Old : 49.5 59.6 71.0 73.7 42.7 50.1 58.6 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 27,346: 4,712 3,488 0 21,792 19,732 26,504 23,220: 842 4,126
Old : 27,346: 4,712 3,488 0 21,792 19,732 26,504 23,220: 842 4,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.8 0.0 79.7 72.2 96.9 84.9: 3.1 15.1
Old : 100.0: 17.2 12.8 0.0 79.7 72.2 96.9 84.9: 3.1 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 0 11 11 14 13:
Old : 25: 3 2 0 11 11 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 60.8 86.7 77.9 64.8 60.8 85.5 77.6
Old : 64.8 60.8 86.7 77.9 64.8 60.8 85.5 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 879,323: 172,158 53,348 129,009 565,887 686,114 867,054 868,471: 12,269 10,852
Old : 879,323: 172,158 53,348 129,009 565,887 686,114 867,054 868,471: 12,269 10,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 14,721: -6,164 -5,623 6,133 11,754 14,106 11,723 14,616: 2,998 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 6.1 14.7 64.4 78.0 98.6 98.8: 1.4 1.2
Old : 100.0: 19.6 6.1 14.7 64.4 78.0 98.6 98.8: 1.4 1.2
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 : 124: 16 13 23 88 77 114 104:
Old : 124: 16 13 23 88 77 114 104:
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 : 31.1 23.6 43.2 38.5 23.7 19.7 30.4 29.8
Old : 31.1 23.6 43.2 38.5 23.7 19.7 30.4 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 864,602: 178,322 58,971 122,876 554,133 672,008 855,331 853,855: 9,271 10,747
Old : 864,602: 178,322 58,971 122,876 554,133 672,008 855,331 853,855: 9,271 10,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 39,246: 7,274 -1,601 8,776 24,657 31,421 40,707 38,596: -1,461 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 6.8 14.2 64.1 77.7 98.9 98.8: 1.1 1.2
Old : 100.0: 20.6 6.8 14.2 64.1 77.7 98.9 98.8: 1.1 1.2
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 : 114: 16 12 24 80 72 107 98:
Old : 114: 16 12 24 80 72 107 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 23.9 44.6 39.1 25.4 19.6 32.1 30.2
Old : 32.3 23.9 44.6 39.1 25.4 19.6 32.1 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,054: 9,105 14,030 18,864 28,268 25,499 56,237 58,393: 4,817 2,661
Old : 61,054: 9,105 14,030 18,864 28,268 25,499 56,237 58,393: 4,817 2,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -16,533: -7,226 -9,162 -1,221 -9,551 -7,394 -17,998 -17,777: 1,465 1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 23.0 30.9 46.3 41.8 92.1 95.6: 7.9 4.4
Old : 100.0: 14.9 23.0 30.9 46.3 41.8 92.1 95.6: 7.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 4 8 18 17 28 25:
Old : 29: 6 4 8 18 17 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 51.0 68.2 72.4 22.0 27.4 31.3 36.6
Old : 52.4 51.0 68.2 72.4 22.0 27.4 31.3 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 77,587: 16,331 23,192 20,085 37,819 32,893 74,235 76,170: 3,352 1,417
Old : 77,587: 16,331 23,192 20,085 37,819 32,893 74,235 76,170: 3,352 1,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 480: 3,854 -4,488 -908 -2,058 5,824 888 428: -408 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 29.9 25.9 48.7 42.4 95.7 98.2: 4.3 1.8
Old : 100.0: 21.0 29.9 25.9 48.7 42.4 95.7 98.2: 4.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 7 8 11 20 21 34 33:
Old : 37: 7 8 11 20 21 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 50.3 65.1 68.1 23.3 26.2 32.6 35.6
Old : 46.2 50.3 65.1 68.1 23.3 26.2 32.6 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 34,318: 4,663 180 5,481 23,657 27,736 33,801 33,397: 517 921
Old : 34,318: 4,663 180 5,481 23,657 27,736 33,801 33,397: 517 921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -39: -10 -30 360 -609 -1,029 -259 -699: 220 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.5 16.0 68.9 80.8 98.5 97.3: 1.5 2.7
Old : 100.0: 13.6 0.5 16.0 68.9 80.8 98.5 97.3: 1.5 2.7
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 : 33: 5 1 5 25 24 30 30:
Old : 33: 5 1 5 25 24 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 67.6 72.9 77.6 46.6 60.6 56.0 63.7
Old : 50.7 67.6 72.9 77.6 46.6 60.6 56.0 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 34,357: 4,673 210 5,121 24,266 28,765 34,060 34,096: 297 261
Old : 34,357: 4,673 210 5,121 24,266 28,765 34,060 34,096: 297 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 1,299: 300 -260 1,350 -171 349 1,479 1,439: -180 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.6 14.9 70.6 83.7 99.1 99.2: 0.9 0.8
Old : 100.0: 13.6 0.6 14.9 70.6 83.7 99.1 99.2: 0.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 2 5 25 25 30 31:
Old : 34: 4 2 5 25 25 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 69.5 73.4 78.6 47.0 63.3 57.5 67.2
Old : 50.8 69.5 73.4 78.6 47.0 63.3 57.5 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 21,354: 1,957 5,048 1,070 18,327 15,236 21,354 21,354: 0 0
Old : 21,354: 1,957 5,048 1,070 18,327 15,236 21,354 21,354: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -90: 0 0 0 82 82 82 82: -172 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 23.6 5.0 85.8 71.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.2 23.6 5.0 85.8 71.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 2 17 16 20 20:
Old : 27: 2 3 2 17 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 61.3 87.7 79.9 71.5 58.7 77.4 72.2
Old : 75.6 61.3 87.7 79.9 71.5 58.7 77.4 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 21,444: 1,957 5,048 1,070 18,245 15,154 21,272 21,272: 172 172
Old : 21,444: 1,957 5,048 1,070 18,245 15,154 21,272 21,272: 172 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 1,004: -854 754 82 1,776 168 1,004 1,004: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 23.5 5.0 85.1 70.7 99.2 99.2: 0.8 0.8
Old : 100.0: 9.1 23.5 5.0 85.1 70.7 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 2 17 16 20 20:
Old : 27: 2 3 2 17 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 61.0 86.9 79.5 70.8 58.4 76.7 71.9
Old : 74.9 61.0 86.9 79.5 70.8 58.4 76.7 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,654: 888 2,090 1,094 5,649 4,470 7,631 7,654: 23 0
Old : 7,654: 888 2,090 1,094 5,649 4,470 7,631 7,654: 23 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 27.3 14.3 73.8 58.4 99.7 100.0: 0.3 0.0
Old : 100.0: 11.6 27.3 14.3 73.8 58.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 3 12 12 17 15:
Old : 24: 3 2 3 12 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 64.3 89.6 91.5 54.3 50.1 71.9 71.8
Old : 61.5 64.3 89.6 91.5 54.3 50.1 71.9 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,654: 888 2,090 1,094 5,649 4,470 7,631 7,654: 23 0
Old : 7,654: 888 2,090 1,094 5,649 4,470 7,631 7,654: 23 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 875: 88 -630 508 279 997 875 875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 27.3 14.3 73.8 58.4 99.7 100.0: 0.3 0.0
Old : 100.0: 11.6 27.3 14.3 73.8 58.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 3 12 12 17 15:
Old : 24: 3 2 3 12 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 64.3 89.6 91.5 54.3 50.1 71.9 71.8
Old : 61.5 64.3 89.6 91.5 54.3 50.1 71.9 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 656,458: 69,987 64,968 73,706 469,138 455,359 612,831 594,033: 43,627 62,425
Old : 656,458: 69,987 64,968 73,706 469,138 455,359 612,831 594,033: 43,627 62,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -5,335: 182 -3,199 -658 4,181 3,797 3,705 -60: -9,040 -5,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 9.9 11.2 71.5 69.4 93.4 90.5: 6.6 9.5
Old : 100.0: 10.7 9.9 11.2 71.5 69.4 93.4 90.5: 6.6 9.5
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 : 201: 42 60 65 79 81 168 168:
Old : 201: 42 60 65 79 81 168 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 23.9 38.1 36.2 17.1 15.3 26.2 21.3
Old : 23.9 23.9 38.1 36.2 17.1 15.3 26.2 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 661,793: 69,805 68,167 74,364 464,957 451,562 609,126 594,093: 52,667 67,700
Old : 661,793: 69,805 68,167 74,364 464,957 451,562 609,126 594,093: 52,667 67,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -42,341: 1,495 -9,215 -9,843 -34,791 -22,796 -43,139 -41,854: 798 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.3 11.2 70.3 68.2 92.0 89.8: 8.0 10.2
Old : 100.0: 10.5 10.3 11.2 70.3 68.2 92.0 89.8: 8.0 10.2
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 : 196: 46 54 63 75 78 164 161:
Old : 196: 46 54 63 75 78 164 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 24.8 37.4 37.0 16.6 15.2 25.2 21.7
Old : 23.5 24.8 37.4 37.0 16.6 15.2 25.2 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,636: 7,207 2,494 91 2,579 8,897 9,877 11,482: 2,759 1,154
Old : 12,636: 7,207 2,494 91 2,579 8,897 9,877 11,482: 2,759 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 521: 346 384 -59 262 194 549 519: -28 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 19.7 0.7 20.4 70.4 78.2 90.9: 21.8 9.1
Old : 100.0: 57.0 19.7 0.7 20.4 70.4 78.2 90.9: 21.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 63 15 3 10 22 74 40:
Old : 110: 63 15 3 10 22 74 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 42.4 38.6 57.8 25.3 42.4 38.6 57.8
Old : 25.3 42.4 38.6 57.8 25.3 42.4 38.6 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,115: 6,861 2,110 150 2,317 8,703 9,328 10,963: 2,787 1,152
Old : 12,115: 6,861 2,110 150 2,317 8,703 9,328 10,963: 2,787 1,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 257: -137 263 -78 228 128 13 313: 244 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 17.4 1.2 19.1 71.8 77.0 90.5: 23.0 9.5
Old : 100.0: 56.6 17.4 1.2 19.1 71.8 77.0 90.5: 23.0 9.5
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 : 110: 61 17 3 9 22 72 41:
Old : 110: 61 17 3 9 22 72 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 : 24.1 43.2 36.1 58.3 24.1 43.2 36.1 58.3
Old : 24.1 43.2 36.1 58.3 24.1 43.2 36.1 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 6,327: 2,299 156 0 2,422 5,096 4,721 5,252: 1,606 1,075
Old : 6,327: 2,299 156 0 2,422 5,096 4,721 5,252: 1,606 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -47: 628 -800 -292 -463 938 -127 -154: 80 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 2.5 0.0 38.3 80.5 74.6 83.0: 25.4 17.0
Old : 100.0: 36.3 2.5 0.0 38.3 80.5 74.6 83.0: 25.4 17.0
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 : 36: 15 2 0 10 12 25 14:
Old : 36: 15 2 0 10 12 25 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 63.4 52.2 76.4 37.6 63.3 52.2 76.2
Old : 37.6 63.4 52.2 76.4 37.6 63.3 52.2 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 6,374: 1,671 956 292 2,885 4,158 4,848 5,406: 1,526 968
Old : 6,374: 1,671 956 292 2,885 4,158 4,848 5,406: 1,526 968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -164: -12 -10 212 -281 -388 -81 -186: -83 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 15.0 4.6 45.3 65.2 76.1 84.8: 23.9 15.2
Old : 100.0: 26.2 15.0 4.6 45.3 65.2 76.1 84.8: 23.9 15.2
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 : 42: 15 7 3 11 11 27 21:
Old : 42: 15 7 3 11 11 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 53.1 47.8 70.0 35.4 52.9 46.9 69.8
Old : 35.4 53.1 47.8 70.0 35.4 52.9 46.9 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 164,582: 15,470 13,174 12,037 125,190 123,189 152,697 148,400: 11,885 16,182
Old : 164,582: 15,470 13,174 12,037 125,190 123,189 152,697 148,400: 11,885 16,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 8,075: 812 2,071 755 5,767 3,659 7,334 6,485: 741 1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.0 7.3 76.1 74.8 92.8 90.2: 7.2 9.8
Old : 100.0: 9.4 8.0 7.3 76.1 74.8 92.8 90.2: 7.2 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 25 25 28 73 72 117 113:
Old : 140: 25 25 28 73 72 117 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 21.2 46.3 32.6 31.2 14.6 38.5 21.5
Old : 34.8 21.2 46.3 32.6 31.2 14.6 38.5 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 156,507: 14,658 11,103 11,282 119,423 119,530 145,363 141,915: 11,144 14,592
Old : 156,507: 14,658 11,103 11,282 119,423 119,530 145,363 141,915: 11,144 14,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -2,124: -148 -5,595 -936 -2,748 5,377 -3,832 -1,154: 1,708 -970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 7.1 7.2 76.3 76.4 92.9 90.7: 7.1 9.3
Old : 100.0: 9.4 7.1 7.2 76.3 76.4 92.9 90.7: 7.1 9.3
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 : 141: 25 28 30 71 75 115 119:
Old : 141: 25 28 30 71 75 115 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 22.1 46.5 33.0 31.5 15.4 39.3 22.3
Old : 35.2 22.1 46.5 33.0 31.5 15.4 39.3 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,208: 15 3,139 5,086 13,927 10,983 19,028 19,208: 180 0
Old : 19,208: 15 3,139 5,086 13,927 10,983 19,028 19,208: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 224: 0 -81 15 329 290 344 224: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 16.3 26.5 72.5 57.2 99.1 100.0: 0.9 0.0
Old : 100.0: 0.1 16.3 26.5 72.5 57.2 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 6 3 17 16 20 23:
Old : 28: 1 6 3 17 16 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 73.6 88.7 86.1 43.2 43.7 54.8 53.9
Old : 68.6 73.6 88.7 86.1 43.2 43.7 54.8 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,984: 15 3,220 5,071 13,598 10,693 18,684 18,984: 300 0
Old : 18,984: 15 3,220 5,071 13,598 10,693 18,684 18,984: 300 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: 150: 0 180 45 75 -75 120 150: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 17.0 26.7 71.6 56.3 98.4 100.0: 1.6 0.0
Old : 100.0: 0.1 17.0 26.7 71.6 56.3 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 6 3 16 16 19 23:
Old : 27: 1 6 3 16 16 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 72.7 89.2 85.5 42.5 42.4 54.3 52.7
Old : 68.6 72.7 89.2 85.5 42.5 42.4 54.3 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,007: 550 2,516 447 8,010 6,044 9,007 9,007: 0 0
Old : 9,007: 550 2,516 447 8,010 6,044 9,007 9,007: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 150: 0 150 0 150 0 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 27.9 5.0 88.9 67.1 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 27.9 5.0 88.9 67.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 16 14 18 16:
Old : 22: 1 1 2 16 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 75.3 80.3 91.1 42.6 50.1 50.8 53.4
Old : 58.4 75.3 80.3 91.1 42.6 50.1 50.8 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, December 21, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,857: 550 2,366 447 7,860 6,044 8,857 8,857: 0 0
Old : 8,857: 550 2,366 447 7,860 6,044 8,857 8,857: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2004 :
: -1,205: -150 -501 -530 -525 -174 -1,205 -1,205: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 26.7 5.0 88.7 68.2 100.0 100.0: 0.0 0.0
Old : 100.0: 6.2 26.7 5.0 88.7 68.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 16 14 18 16:
Old : 22: 1 1 2 16 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 74.8 81.7 90.9 43.4 49.2 50.0 52.6
Old : 59.4 74.8 81.7 90.9 43.4 49.2 50.0 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2005