WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 204,294: 36,768 77,173 18,962 116,047 80,359 171,777 176,494: 32,517 27,800
Old : 168,544: 45,235 75,403 5,472 91,738 65,370 142,445 146,245: 26,099 22,299
Other: 35,750: 3,351 13,588 1,672 24,309 14,989 29,332 30,249: 6,418 5,501
: : :
: : Changes in Commitments from: January 11, 2005 :
: 11,311: -245 10,747 2,570 6,533 -2,434 8,858 10,883: 2,453 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 37.8 9.3 56.8 39.3 84.1 86.4: 15.9 13.6
Old : 100.0: 26.8 44.7 3.2 54.4 38.8 84.5 86.8: 15.5 13.2
Other: 100.0: 9.4 38.0 4.7 68.0 41.9 82.0 84.6: 18.0 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 91 105 57 50 63 170 207:
Old : 281: 102 101 38 40 58 154 187:
Other: 110: 22 36 18 29 43 64 85:
:----------------------------------------------------------------------------------------------------
: 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 24.3 46.5 31.4 32.2 23.8 46.1 30.2
Old : 36.5 24.9 49.3 32.7 36.5 24.9 49.3 32.6
Other: 56.2 37.1 64.4 47.3 56.0 34.3 60.7 44.3
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 192,983: 37,013 66,426 16,392 109,514 82,793 162,919 165,611: 30,064 27,372
Old : 161,416: 44,173 64,273 5,113 86,611 69,249 135,897 138,635: 25,519 22,781
Other: 31,567: 3,034 12,347 1,085 22,903 13,544 27,022 26,976: 4,545 4,591
: : :
: : Changes in Commitments from: January 4, 2005 :
: -2,018: -1,048 -10,483 1,103 -1,478 5,927 -1,423 -3,453: -595 1,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 34.4 8.5 56.7 42.9 84.4 85.8: 15.6 14.2
Old : 100.0: 27.4 39.8 3.2 53.7 42.9 84.2 85.9: 15.8 14.1
Other: 100.0: 9.6 39.1 3.4 72.6 42.9 85.6 85.5: 14.4 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 96 91 54 50 64 169 191:
Old : 269: 100 89 33 43 58 156 167:
Other: 105: 16 37 18 23 44 54 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 26.8 45.1 34.1 30.7 26.0 44.7 32.4
Old : 33.8 27.9 46.7 35.7 33.8 27.7 46.5 35.4
Other: 63.1 36.9 72.4 48.0 61.6 33.0 66.7 43.6
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 631,557: 80,205 194,209 30,615 420,238 265,788 531,058 490,612: 100,499 140,945
Old : 551,560: 76,137 187,964 24,722 358,163 225,309 459,022 437,995: 92,538 113,565
Other: 79,997: 9,273 11,450 688 62,075 40,479 72,036 52,617: 7,961 27,380
: : :
: : Changes in Commitments from: January 11, 2005 :
: 18,484: -4,300 42,768 2,067 16,783 -29,019 14,550 15,816: 3,934 2,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 30.8 4.8 66.5 42.1 84.1 77.7: 15.9 22.3
Old : 100.0: 13.8 34.1 4.5 64.9 40.8 83.2 79.4: 16.8 20.6
Other: 100.0: 11.6 14.3 0.9 77.6 50.6 90.0 65.8: 10.0 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 673: 150 185 104 244 227 455 469:
Old : 661: 149 186 88 233 207 436 436:
Other: 339: 49 66 10 80 178 134 249:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 13.8 29.1 18.7 17.9 13.0 28.9 17.4
Old : 18.9 14.2 30.1 19.7 18.9 13.7 29.8 18.7
Other: 47.1 14.2 56.4 22.4 47.1 13.9 56.4 22.1
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 613,073: 84,505 151,441 28,548 403,455 294,807 516,508 474,796: 96,565 138,277
Old : 537,457: 81,507 145,425 23,373 343,413 255,262 448,293 424,060: 89,164 113,397
Other: 75,616: 7,516 10,534 657 60,042 39,545 68,215 50,736: 7,401 24,880
: : :
: : Changes in Commitments from: January 4, 2005 :
: 8,556: 2,940 -22,559 -320 3,483 24,941 6,103 2,062: 2,453 6,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 24.7 4.7 65.8 48.1 84.2 77.4: 15.8 22.6
Old : 100.0: 15.2 27.1 4.3 63.9 47.5 83.4 78.9: 16.6 21.1
Other: 100.0: 9.9 13.9 0.9 79.4 52.3 90.2 67.1: 9.8 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 669: 167 151 101 248 244 468 455:
Old : 654: 167 147 88 238 227 453 422:
Other: 345: 48 59 8 78 192 129 256:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 17.2 28.5 22.5 17.4 15.4 28.2 20.4
Old : 18.0 18.1 29.1 24.2 18.0 16.4 28.7 22.0
Other: 49.2 13.8 58.3 22.1 49.2 13.4 58.2 21.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,962: 2,671 228 107 1,105 5,158 3,883 5,493: 4,079 2,469
Old : 7,580: 2,625 273 55 1,045 5,048 3,725 5,376: 3,855 2,204
Other: 382: 93 2 5 60 110 158 117: 224 265
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,038: 788 -372 58 -299 586 547 272: 491 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 2.9 1.3 13.9 64.8 48.8 69.0: 51.2 31.0
Old : 100.0: 34.6 3.6 0.7 13.8 66.6 49.1 70.9: 50.9 29.1
Other: 100.0: 24.3 0.5 1.3 15.7 28.8 41.4 30.6: 58.6 69.4
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 19 3 4 8 14 29 19:
Old : 36: 19 3 4 8 14 29 19:
Other: 10: 4 1 1 2 4 6 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 45.1 33.3 58.8 18.5 41.0 26.1 49.6
Old : 24.2 46.1 34.2 60.3 19.4 41.9 27.5 51.5
Other: 38.7 28.8 41.4 30.6 37.4 28.3 39.5 28.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,924: 1,883 600 49 1,404 4,572 3,336 5,221: 3,588 1,703
Old : 6,679: 1,814 603 46 1,382 4,456 3,242 5,105: 3,437 1,574
Other: 245: 72 0 0 22 116 94 116: 151 129
: : :
: : Changes in Commitments from: January 4, 2005 :
: 79: 476 -76 23 -454 121 45 68: 34 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 8.7 0.7 20.3 66.0 48.2 75.4: 51.8 24.6
Old : 100.0: 27.2 9.0 0.7 20.7 66.7 48.5 76.4: 51.5 23.6
Other: 100.0: 29.4 0.0 0.0 9.0 47.3 38.4 47.3: 61.6 52.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 16 5 2 10 11 27 17:
Old : 35: 16 5 2 10 11 27 17:
Other: 10: 4 0 0 2 6 6 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 50.1 31.9 64.1 16.9 46.2 25.3 57.6
Old : 22.6 50.3 32.8 64.7 17.5 46.7 26.1 58.1
Other: 36.3 46.1 38.4 47.3 32.2 42.0 33.5 42.4
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 247,702: 27,455 101,769 16,428 158,347 77,775 202,230 195,972: 45,472 51,730
Old : 227,360: 26,489 105,063 9,930 150,833 65,734 187,252 180,727: 40,108 46,633
Other: 20,342: 7,371 3,111 93 7,514 12,041 14,978 15,245: 5,364 5,097
: : :
: : Changes in Commitments from: January 11, 2005 :
: 14,107: -1,144 21,632 638 6,881 -10,801 6,375 11,469: 7,732 2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 41.1 6.6 63.9 31.4 81.6 79.1: 18.4 20.9
Old : 100.0: 11.7 46.2 4.4 66.3 28.9 82.4 79.5: 17.6 20.5
Other: 100.0: 36.2 15.3 0.5 36.9 59.2 73.6 74.9: 26.4 25.1
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 75 164 78 96 114 232 307:
Old : 385: 78 166 55 94 102 210 288:
Other: 131: 36 28 4 25 53 64 82:
:----------------------------------------------------------------------------------------------------
: 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 16.1 42.3 22.8 29.0 15.4 39.5 21.1
Old : 31.6 17.2 44.7 23.6 31.1 17.1 44.0 23.4
Other: 34.2 44.4 47.3 51.5 34.1 43.6 47.2 50.8
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 233,595: 28,599 80,137 15,790 151,466 88,576 195,855 184,503: 37,740 49,092
Old : 214,153: 27,119 83,522 9,858 144,089 76,837 181,066 170,217: 33,087 43,936
Other: 19,442: 7,315 2,450 97 7,377 11,739 14,789 14,286: 4,653 5,156
: : :
: : Changes in Commitments from: January 4, 2005 :
: -79: -1,536 4,932 -624 4,254 -584 2,094 3,724: -2,173 -3,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 34.3 6.8 64.8 37.9 83.8 79.0: 16.2 21.0
Old : 100.0: 12.7 39.0 4.6 67.3 35.9 84.5 79.5: 15.5 20.5
Other: 100.0: 37.6 12.6 0.5 37.9 60.4 76.1 73.5: 23.9 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 89 134 80 97 115 242 282:
Old : 366: 86 137 60 94 105 220 266:
Other: 127: 39 20 4 24 54 66 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 17.4 42.3 23.8 29.3 16.0 39.2 21.5
Old : 32.2 18.0 44.8 24.2 31.2 17.9 43.8 23.9
Other: 34.2 45.2 47.6 53.3 34.1 44.4 47.5 52.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 165,137: 21,012 52,996 17,953 103,101 71,120 142,066 142,069: 23,071 23,068
Old : 148,386: 21,785 53,863 10,921 95,807 61,823 128,513 126,607: 19,873 21,779
Other: 16,751: 3,231 3,137 3,028 7,294 9,297 13,553 15,462: 3,198 1,289
: : :
: : Changes in Commitments from: January 11, 2005 :
: 12,179: 275 10,554 1,782 8,149 -2,208 10,206 10,128: 1,973 2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 32.1 10.9 62.4 43.1 86.0 86.0: 14.0 14.0
Old : 100.0: 14.7 36.3 7.4 64.6 41.7 86.6 85.3: 13.4 14.7
Other: 100.0: 19.3 18.7 18.1 43.5 55.5 80.9 92.3: 19.1 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 30 51 29 52 40 104 112:
Old : 156: 38 52 27 51 39 103 109:
Other: 44: 11 10 11 20 11 37 26:
:----------------------------------------------------------------------------------------------------
: 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 27.2 34.5 35.9 18.2 21.0 29.3 28.3
Old : 23.2 27.4 36.0 36.1 22.0 24.8 34.8 32.9
Other: 35.2 53.1 51.5 71.9 25.3 47.2 38.2 56.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 152,958: 20,737 42,442 16,171 94,952 73,328 131,860 131,941: 21,098 21,017
Old : 137,520: 21,385 42,795 10,046 88,024 64,616 119,455 117,457: 18,065 20,063
Other: 15,438: 2,581 2,876 2,896 6,928 8,712 12,405 14,484: 3,033 954
: : :
: : Changes in Commitments from: January 4, 2005 :
: 5,919: 1,124 3,632 -1,065 5,601 2,876 5,660 5,443: 259 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 27.7 10.6 62.1 47.9 86.2 86.3: 13.8 13.7
Old : 100.0: 15.6 31.1 7.3 64.0 47.0 86.9 85.4: 13.1 14.6
Other: 100.0: 16.7 18.6 18.8 44.9 56.4 80.4 93.8: 19.6 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 38 37 28 51 43 100 106:
Old : 143: 41 41 23 50 42 97 101:
Other: 42: 10 11 9 19 9 35 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 31.5 34.0 39.7 19.1 25.5 29.6 33.2
Old : 24.7 31.3 36.3 40.1 23.5 28.7 35.1 37.4
Other: 35.8 55.6 52.1 75.2 25.7 48.3 37.1 56.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 679,522: 189,534 121,738 7,383 367,157 425,643 564,074 554,764: 115,448 124,758
Old : 679,522: 189,534 121,738 7,383 367,157 425,643 564,074 554,764: 115,448 124,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 33,877: 3,246 9,178 1,219 25,715 22,387 30,180 32,784: 3,697 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 17.9 1.1 54.0 62.6 83.0 81.6: 17.0 18.4
Old : 100.0: 27.9 17.9 1.1 54.0 62.6 83.0 81.6: 17.0 18.4
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 : 214: 50 47 18 69 91 132 144:
Old : 214: 50 47 18 69 91 132 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 18.1 35.7 29.2 20.1 17.5 28.1 26.1
Old : 25.6 18.1 35.7 29.2 20.1 17.5 28.1 26.1
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 645,645: 186,288 112,560 6,164 341,442 403,256 533,894 521,980: 111,751 123,665
Old : 645,645: 186,288 112,560 6,164 341,442 403,256 533,894 521,980: 111,751 123,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 39,915: 9,629 1,924 1,821 18,288 31,315 29,738 35,060: 10,177 4,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 17.4 1.0 52.9 62.5 82.7 80.8: 17.3 19.2
Old : 100.0: 28.9 17.4 1.0 52.9 62.5 82.7 80.8: 17.3 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 44 44 15 59 82 115 130:
Old : 193: 44 44 15 59 82 115 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 19.4 35.6 31.5 18.8 18.6 26.7 28.1
Old : 25.6 19.4 35.6 31.5 18.8 18.6 26.7 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 159,993: 7,249 40,001 26,801 99,003 68,625 133,053 135,427: 26,940 24,566
Old : 144,407: 10,781 39,055 18,574 90,248 62,983 119,603 120,612: 24,804 23,795
Other: 15,586: 1,494 5,972 3,201 8,755 5,642 13,450 14,815: 2,136 771
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,802: -6,841 13,196 2,338 14,991 -6,586 10,488 8,948: 314 1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 25.0 16.8 61.9 42.9 83.2 84.6: 16.8 15.4
Old : 100.0: 7.5 27.0 12.9 62.5 43.6 82.8 83.5: 17.2 16.5
Other: 100.0: 9.6 38.3 20.5 56.2 36.2 86.3 95.1: 13.7 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 22 52 47 54 47 113 129:
Old : 161: 30 50 43 52 45 109 125:
Other: 60: 11 17 12 28 13 49 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 : 28.0 22.6 40.8 30.9 25.0 11.4 31.9 18.0
Old : 28.4 22.0 40.4 30.4 26.4 12.3 34.0 19.7
Other: 39.5 52.8 55.5 67.7 35.1 40.1 44.1 51.4
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 149,191: 14,090 26,805 24,463 84,012 75,211 122,565 126,479: 26,626 22,712
Old : 135,153: 17,713 26,246 16,694 75,636 70,404 110,043 113,344: 25,110 21,809
Other: 14,038: 1,206 5,388 2,940 8,376 4,807 12,522 13,135: 1,516 903
: : :
: : Changes in Commitments from: January 4, 2005 :
: -2,893: 5,699 -6,512 -1,714 -9,533 7,119 -5,548 -1,107: 2,655 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 18.0 16.4 56.3 50.4 82.2 84.8: 17.8 15.2
Old : 100.0: 13.1 19.4 12.4 56.0 52.1 81.4 83.9: 18.6 16.1
Other: 100.0: 8.6 38.4 20.9 59.7 34.2 89.2 93.6: 10.8 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 30 49 46 51 50 119 124:
Old : 162: 41 46 42 50 50 117 121:
Other: 60: 11 18 11 27 11 48 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 26.0 37.1 35.3 24.6 17.1 30.6 25.3
Old : 26.0 25.5 35.5 34.9 25.1 19.3 31.6 28.4
Other: 46.8 55.4 63.1 69.6 43.6 41.1 52.7 52.2
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,143: 1,631 1,553 89 1,105 1,162 2,825 2,804: 1,318 1,339
Old : 4,140: 1,631 1,554 86 1,105 1,161 2,822 2,801: 1,318 1,339
Other: 3: 1 0 2 0 1 3 3: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 109: 4 41 42 132 48 178 131: -69 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 37.5 2.1 26.7 28.0 68.2 67.7: 31.8 32.3
Old : 100.0: 39.4 37.5 2.1 26.7 28.0 68.2 67.7: 31.8 32.3
Other: 100.0: 33.3 0.0 66.7 0.0 33.3 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 10 10 3 8 7 21 17:
Old : 31: 10 10 3 8 7 21 17:
Other: 4: 1 0 2 0 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 42.3 50.3 53.6 36.0 41.5 47.8 52.1
Old : 36.0 42.3 50.3 53.6 36.0 41.5 47.8 52.1
Other: 100.0 100.0 100.0 100.0 33.3 33.3 33.3 33.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,034: 1,627 1,512 47 973 1,114 2,647 2,673: 1,387 1,361
Old : 4,031: 1,627 1,513 44 973 1,113 2,644 2,670: 1,387 1,361
Other: 3: 1 0 2 0 1 3 3: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -386: 95 37 -104 -130 -345 -139 -412: -247 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 37.5 1.2 24.1 27.6 65.6 66.3: 34.4 33.7
Old : 100.0: 40.4 37.5 1.1 24.1 27.6 65.6 66.2: 34.4 33.8
Other: 100.0: 33.3 0.0 66.7 0.0 33.3 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 10 10 3 6 7 19 17:
Old : 30: 10 10 2 6 7 18 17:
Other: 4: 1 0 2 0 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 42.9 51.9 54.1 37.5 42.2 51.0 53.3
Old : 37.5 42.9 51.9 54.1 37.5 42.2 51.0 53.3
Other: 100.0 100.0 100.0 100.0 33.3 33.3 33.3 33.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 295,603: 79,632 88,714 1,074 185,839 148,334 266,545 238,122: 29,058 57,481
Old : 295,603: 79,632 88,714 1,074 185,839 148,334 266,545 238,122: 29,058 57,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 23,430: 6,453 1,063 700 12,531 17,710 19,684 19,473: 3,746 3,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 30.0 0.4 62.9 50.2 90.2 80.6: 9.8 19.4
Old : 100.0: 26.9 30.0 0.4 62.9 50.2 90.2 80.6: 9.8 19.4
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 : 175: 26 56 3 49 70 77 127:
Old : 175: 26 56 3 49 70 77 127:
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 17.6 44.9 25.9 29.9 17.5 43.8 25.0
Old : 30.3 17.6 44.9 25.9 29.9 17.5 43.8 25.0
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 272,173: 73,179 87,651 374 173,308 130,624 246,861 218,649: 25,312 53,524
Old : 272,173: 73,179 87,651 374 173,308 130,624 246,861 218,649: 25,312 53,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,739: 5,376 3,308 -151 16,639 12,873 21,864 16,030: -2,125 3,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 32.2 0.1 63.7 48.0 90.7 80.3: 9.3 19.7
Old : 100.0: 26.9 32.2 0.1 63.7 48.0 90.7 80.3: 9.3 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 22 57 2 48 67 71 125:
Old : 167: 22 57 2 48 67 71 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 14.9 44.9 22.5 30.0 14.9 43.8 22.1
Old : 30.1 14.9 44.9 22.5 30.0 14.9 43.8 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,668,148: 414,968 381,422 28,892 1,053,201 930,769 1,497,061 1,341,083: 171,087 327,065
Old : 1,668,148: 414,968 381,422 28,892 1,053,201 930,769 1,497,061 1,341,083: 171,087 327,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -15,543: 12,005 -26,678 1,771 -25,314 14,671 -11,538 -10,236: -4,005 -5,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 22.9 1.7 63.1 55.8 89.7 80.4: 10.3 19.6
Old : 100.0: 24.9 22.9 1.7 63.1 55.8 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 : 382: 59 114 41 105 177 189 308:
Old : 382: 59 114 41 105 177 189 308:
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 : 44.9 14.4 56.0 22.8 44.4 12.9 52.0 18.9
Old : 44.9 14.4 56.0 22.8 44.4 12.9 52.0 18.9
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,683,691: 402,963 408,100 27,121 1,078,515 916,098 1,508,599 1,351,319: 175,092 332,372
Old : 1,683,691: 402,963 408,100 27,121 1,078,515 916,098 1,508,599 1,351,319: 175,092 332,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 7,213: -467 36,655 -9,777 -301 -24,520 -10,545 2,358: 17,758 4,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 24.2 1.6 64.1 54.4 89.6 80.3: 10.4 19.7
Old : 100.0: 23.9 24.2 1.6 64.1 54.4 89.6 80.3: 10.4 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 54 112 35 106 177 180 304:
Old : 382: 54 112 35 106 177 180 304:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 14.3 56.7 23.2 44.3 12.9 52.4 19.8
Old : 44.8 14.3 56.7 23.2 44.3 12.9 52.4 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,167,979: 328,104 221,977 12,221 756,772 768,889 1,097,097 1,003,087: 70,882 164,892
Old : 1,167,979: 328,104 221,977 12,221 756,772 768,889 1,097,097 1,003,087: 70,882 164,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,502: 9,982 -16,671 766 -4,637 22,368 6,111 6,463: -4,609 -4,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 19.0 1.0 64.8 65.8 93.9 85.9: 6.1 14.1
Old : 100.0: 28.1 19.0 1.0 64.8 65.8 93.9 85.9: 6.1 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 : 307: 56 88 22 78 134 144 235:
Old : 307: 56 88 22 78 134 144 235:
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 19.2 42.6 29.7 22.0 18.4 37.8 27.2
Old : 26.0 19.2 42.6 29.7 22.0 18.4 37.8 27.2
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,166,477: 318,122 238,648 11,455 761,409 746,521 1,090,986 996,624: 75,491 169,853
Old : 1,166,477: 318,122 238,648 11,455 761,409 746,521 1,090,986 996,624: 75,491 169,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,475: -1,701 -10,007 1,425 41,531 31,161 41,255 22,579: -21,780 -3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 20.5 1.0 65.3 64.0 93.5 85.4: 6.5 14.6
Old : 100.0: 27.3 20.5 1.0 65.3 64.0 93.5 85.4: 6.5 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 53 89 25 79 128 146 229:
Old : 299: 53 89 25 79 128 146 229:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 18.4 45.6 27.3 24.7 17.7 41.1 26.0
Old : 27.5 18.4 45.6 27.3 24.7 17.7 41.1 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 371,356: 128,677 42,070 50,781 173,745 263,801 353,203 356,652: 18,153 14,704
Old : 371,356: 128,677 42,070 50,781 173,745 263,801 353,203 356,652: 18,153 14,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 18,365: 9,089 -730 8,755 3,758 13,797 21,602 21,822: -3,237 -3,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 11.3 13.7 46.8 71.0 95.1 96.0: 4.9 4.0
Old : 100.0: 34.7 11.3 13.7 46.8 71.0 95.1 96.0: 4.9 4.0
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 : 131: 39 20 27 53 56 103 92:
Old : 131: 39 20 27 53 56 103 92:
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 : 30.7 34.1 45.5 49.4 26.9 32.9 38.0 45.8
Old : 30.7 34.1 45.5 49.4 26.9 32.9 38.0 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 352,991: 119,588 42,800 42,026 169,987 250,004 331,601 334,830: 21,390 18,161
Old : 352,991: 119,588 42,800 42,026 169,987 250,004 331,601 334,830: 21,390 18,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 14,040: 740 5,060 5,453 11,264 -88 17,457 10,425: -3,417 3,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 12.1 11.9 48.2 70.8 93.9 94.9: 6.1 5.1
Old : 100.0: 33.9 12.1 11.9 48.2 70.8 93.9 94.9: 6.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 37 21 25 54 58 103 93:
Old : 134: 37 21 25 54 58 103 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 31.3 43.6 46.0 25.7 29.3 37.4 42.1
Old : 29.0 31.3 43.6 46.0 25.7 29.3 37.4 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 46,582: 14,891 8,689 69 25,371 32,236 40,331 40,994: 6,251 5,588
Old : 46,582: 14,891 8,689 69 25,371 32,236 40,331 40,994: 6,251 5,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,085: -2,278 -918 -34 117 -332 -2,195 -1,284: 1,110 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 18.7 0.1 54.5 69.2 86.6 88.0: 13.4 12.0
Old : 100.0: 32.0 18.7 0.1 54.5 69.2 86.6 88.0: 13.4 12.0
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 : 84: 32 18 2 26 12 60 30:
Old : 84: 32 18 2 26 12 60 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 : 37.4 67.3 54.5 78.9 37.4 67.3 54.5 78.4
Old : 37.4 67.3 54.5 78.9 37.4 67.3 54.5 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 47,667: 17,169 9,607 103 25,254 32,568 42,526 42,278: 5,141 5,389
Old : 47,667: 17,169 9,607 103 25,254 32,568 42,526 42,278: 5,141 5,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,913: -2,494 586 56 550 -348 -1,888 294: -25 -2,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 20.2 0.2 53.0 68.3 89.2 88.7: 10.8 11.3
Old : 100.0: 36.0 20.2 0.2 53.0 68.3 89.2 88.7: 10.8 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 35 23 3 27 12 65 35:
Old : 93: 35 23 3 27 12 65 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 66.3 55.1 77.8 38.3 66.3 55.1 77.0
Old : 38.3 66.3 55.1 77.8 38.3 66.3 55.1 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 59,142: 13,434 21,137 181 37,817 28,989 51,432 50,307: 7,710 8,835
Old : 59,142: 13,434 21,137 181 37,817 28,989 51,432 50,307: 7,710 8,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,430: 2,400 3,170 -83 2,255 419 4,572 3,506: -1,142 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 35.7 0.3 63.9 49.0 87.0 85.1: 13.0 14.9
Old : 100.0: 22.7 35.7 0.3 63.9 49.0 87.0 85.1: 13.0 14.9
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 : 90: 27 28 1 24 16 52 44:
Old : 90: 27 28 1 24 16 52 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 : 38.2 62.4 59.1 69.8 38.0 62.4 58.9 69.1
Old : 38.2 62.4 59.1 69.8 38.0 62.4 58.9 69.1
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 55,712: 11,034 17,967 264 35,562 28,570 46,860 46,801: 8,852 8,911
Old : 55,712: 11,034 17,967 264 35,562 28,570 46,860 46,801: 8,852 8,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 8,610: 2,367 4,086 67 8,806 5,300 11,240 9,453: -2,630 -843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 32.2 0.5 63.8 51.3 84.1 84.0: 15.9 16.0
Old : 100.0: 19.8 32.2 0.5 63.8 51.3 84.1 84.0: 15.9 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 28 24 2 22 16 51 41:
Old : 87: 28 24 2 22 16 51 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 62.9 58.8 70.6 41.8 62.9 58.8 70.3
Old : 41.9 62.9 58.8 70.6 41.8 62.9 58.8 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 39,897: 1,892 10,337 1,014 36,780 27,239 39,686 38,590: 211 1,307
Old : 39,897: 1,892 10,337 1,014 36,780 27,239 39,686 38,590: 211 1,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 4,022: 196 3,942 8 3,937 153 4,141 4,103: -119 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 25.9 2.5 92.2 68.3 99.5 96.7: 0.5 3.3
Old : 100.0: 4.7 25.9 2.5 92.2 68.3 99.5 96.7: 0.5 3.3
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 : 55: 4 22 3 17 16 24 38:
Old : 55: 4 22 3 17 16 24 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 : 52.1 47.2 79.9 71.5 52.1 46.8 79.8 71.0
Old : 52.1 47.2 79.9 71.5 52.1 46.8 79.8 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 35,875: 1,696 6,395 1,006 32,843 27,086 35,545 34,487: 330 1,388
Old : 35,875: 1,696 6,395 1,006 32,843 27,086 35,545 34,487: 330 1,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -380: 148 -69 0 -520 -331 -372 -400: -8 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 17.8 2.8 91.5 75.5 99.1 96.1: 0.9 3.9
Old : 100.0: 4.7 17.8 2.8 91.5 75.5 99.1 96.1: 0.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 21 2 17 15 23 36:
Old : 53: 4 21 2 17 15 23 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 51.8 79.0 72.0 52.4 51.2 78.9 71.4
Old : 52.4 51.8 79.0 72.0 52.4 51.2 78.9 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,463: 0 1,747 0 13,451 11,252 13,451 12,999: 12 464
Old : 13,463: 0 1,747 0 13,451 11,252 13,451 12,999: 12 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 197: 0 193 0 197 0 197 193: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.0 0.0 99.9 83.6 99.9 96.6: 0.1 3.4
Old : 100.0: 0.0 13.0 0.0 99.9 83.6 99.9 96.6: 0.1 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 : 24: 0 7 0 8 10 8 17:
Old : 24: 0 7 0 8 10 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.0 73.7 99.9 84.9 84.0 70.9 97.1 82.1
Old : 84.0 73.7 99.9 84.9 84.0 70.9 97.1 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,266: 0 1,554 0 13,254 11,252 13,254 12,806: 12 460
Old : 13,266: 0 1,554 0 13,254 11,252 13,254 12,806: 12 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -333: -500 -135 0 176 -190 -324 -325: -9 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.7 0.0 99.9 84.8 99.9 96.5: 0.1 3.5
Old : 100.0: 0.0 11.7 0.0 99.9 84.8 99.9 96.5: 0.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 7 0 8 10 8 17:
Old : 24: 0 7 0 8 10 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.8 74.8 99.9 85.6 83.8 72.0 97.0 82.8
Old : 83.8 74.8 99.9 85.6 83.8 72.0 97.0 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 24,613: 2,925 2,771 1,099 17,874 16,668 21,898 20,538: 2,715 4,075
Old : 24,613: 2,925 2,771 1,099 17,874 16,668 21,898 20,538: 2,715 4,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,867: 803 370 207 759 1,017 1,769 1,594: 98 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.3 4.5 72.6 67.7 89.0 83.4: 11.0 16.6
Old : 100.0: 11.9 11.3 4.5 72.6 67.7 89.0 83.4: 11.0 16.6
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 : 83: 24 7 13 32 33 60 49:
Old : 83: 24 7 13 32 33 60 49:
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 : 51.8 34.6 60.4 51.7 51.8 34.2 58.7 49.9
Old : 51.8 34.6 60.4 51.7 51.8 34.2 58.7 49.9
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,746: 2,122 2,401 892 17,115 15,651 20,129 18,944: 2,617 3,802
Old : 22,746: 2,122 2,401 892 17,115 15,651 20,129 18,944: 2,617 3,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,940: 436 464 -174 1,146 1,610 1,408 1,900: 532 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 10.6 3.9 75.2 68.8 88.5 83.3: 11.5 16.7
Old : 100.0: 9.3 10.6 3.9 75.2 68.8 88.5 83.3: 11.5 16.7
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 : 77: 18 7 10 29 33 51 46:
Old : 77: 18 7 10 29 33 51 46:
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 : 53.9 34.0 64.2 51.0 53.9 33.6 61.4 49.1
Old : 53.9 34.0 64.2 51.0 53.9 33.6 61.4 49.1
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,915: 31,028 5,967 15,649 36,348 47,531 83,025 69,147: 20,890 34,768
Old : 103,057: 31,181 5,967 15,489 36,016 47,377 82,686 68,833: 20,371 34,224
Other: 858: 7 160 0 332 154 339 314: 519 544
: : :
: : Changes in Commitments from: January 11, 2005 :
: 361: 530 -247 84 -1,480 400 -866 237: 1,227 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.7 15.1 35.0 45.7 79.9 66.5: 20.1 33.5
Old : 100.0: 30.3 5.8 15.0 34.9 46.0 80.2 66.8: 19.8 33.2
Other: 100.0: 0.8 18.6 0.0 38.7 17.9 39.5 36.6: 60.5 63.4
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 65 21 47 22 32 123 87:
Old : 152: 65 21 47 21 32 122 87:
Other: 9: 1 1 0 5 3 6 4:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 26.4 33.6 36.3 22.9 25.8 32.5 34.0
Old : 23.1 26.6 33.9 36.6 23.1 26.2 32.7 34.5
Other: 38.1 36.6 39.5 36.6 36.0 34.5 37.4 34.5
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 103,554: 30,498 6,214 15,565 37,828 47,131 83,891 68,910: 19,663 34,644
Old : 102,803: 30,651 6,214 15,405 37,553 46,983 83,609 68,602: 19,194 34,201
Other: 751: 7 160 0 275 148 282 308: 469 443
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,860: 2,341 -1,590 -1,891 -1,203 3,369 -753 -112: -1,107 -1,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 6.0 15.0 36.5 45.5 81.0 66.5: 19.0 33.5
Old : 100.0: 29.8 6.0 15.0 36.5 45.7 81.3 66.7: 18.7 33.3
Other: 100.0: 0.9 21.3 0.0 36.6 19.7 37.5 41.0: 62.5 59.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 64 22 47 22 35 119 89:
Old : 151: 64 22 47 21 35 118 89:
Other: 9: 1 1 0 4 4 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 : 24.4 26.7 35.0 35.4 24.4 25.9 34.3 33.2
Old : 24.6 26.8 35.3 35.7 24.6 26.3 34.6 33.6
Other: 36.6 40.5 37.5 41.0 34.2 38.6 35.2 38.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,022: 375 463 90 921 403 1,386 956: 636 1,066
Old : 2,022: 375 463 90 921 403 1,386 956: 636 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 27: -137 -143 -1 136 34 -2 -110: 29 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 22.9 4.5 45.5 19.9 68.5 47.3: 31.5 52.7
Old : 100.0: 18.5 22.9 4.5 45.5 19.9 68.5 47.3: 31.5 52.7
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 : 25: 4 12 3 7 3 14 16:
Old : 25: 4 12 3 7 3 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 : 49.9 28.4 62.0 38.8 49.3 25.1 57.9 31.8
Old : 49.9 28.4 62.0 38.8 49.3 25.1 57.9 31.8
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,995: 512 606 91 785 369 1,388 1,066: 607 929
Old : 1,995: 512 606 91 785 369 1,388 1,066: 607 929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 15: 73 63 -17 -89 18 -33 64: 48 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 30.4 4.6 39.3 18.5 69.6 53.4: 30.4 46.6
Old : 100.0: 25.7 30.4 4.6 39.3 18.5 69.6 53.4: 30.4 46.6
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 : 31: 7 16 2 7 3 16 19:
Old : 31: 7 16 2 7 3 16 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 : 43.7 26.8 58.2 40.4 43.7 24.0 54.9 32.8
Old : 43.7 26.8 58.2 40.4 43.7 24.0 54.9 32.8
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 143,906: 43,679 16,234 20,589 61,453 70,672 125,721 107,495: 18,185 36,411
Old : 143,906: 43,679 16,234 20,589 61,453 70,672 125,721 107,495: 18,185 36,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 319: 2,652 1,201 554 -2,657 -1,718 549 37: -230 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.3 14.3 42.7 49.1 87.4 74.7: 12.6 25.3
Old : 100.0: 30.4 11.3 14.3 42.7 49.1 87.4 74.7: 12.6 25.3
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 : 206: 57 30 37 48 101 125 156:
Old : 206: 57 30 37 48 101 125 156:
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 : 23.1 12.1 39.9 22.1 20.0 10.3 33.6 17.3
Old : 23.1 12.1 39.9 22.1 20.0 10.3 33.6 17.3
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 143,587: 41,027 15,033 20,035 64,110 72,390 125,172 107,458: 18,415 36,129
Old : 143,587: 41,027 15,033 20,035 64,110 72,390 125,172 107,458: 18,415 36,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 7,229: 4,939 -51 1,616 -2,482 -1,843 4,073 -278: 3,156 7,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 10.5 14.0 44.6 50.4 87.2 74.8: 12.8 25.2
Old : 100.0: 28.6 10.5 14.0 44.6 50.4 87.2 74.8: 12.8 25.2
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 : 198: 58 30 36 45 91 120 147:
Old : 198: 58 30 36 45 91 120 147:
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 : 23.4 13.6 40.1 23.1 20.6 10.2 34.3 18.2
Old : 23.4 13.6 40.1 23.1 20.6 10.2 34.3 18.2
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,521: 1,262 658 55 481 1,897 1,798 2,610: 1,723 911
Old : 3,521: 1,262 658 55 481 1,897 1,798 2,610: 1,723 911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -196: -149 38 -55 -92 -42 -296 -59: 100 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 18.7 1.6 13.7 53.9 51.1 74.1: 48.9 25.9
Old : 100.0: 35.8 18.7 1.6 13.7 53.9 51.1 74.1: 48.9 25.9
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 : 43: 16 6 5 12 17 30 26:
Old : 43: 16 6 5 12 17 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 : 21.8 47.8 31.7 59.4 21.3 47.8 31.1 59.4
Old : 21.8 47.8 31.7 59.4 21.3 47.8 31.1 59.4
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,717: 1,411 620 110 573 1,939 2,094 2,669: 1,623 1,048
Old : 3,717: 1,411 620 110 573 1,939 2,094 2,669: 1,623 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 89: 173 -5 -28 66 138 211 105: -122 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 16.7 3.0 15.4 52.2 56.3 71.8: 43.7 28.2
Old : 100.0: 38.0 16.7 3.0 15.4 52.2 56.3 71.8: 43.7 28.2
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 : 44: 17 6 5 13 17 33 25:
Old : 44: 17 6 5 13 17 33 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 : 22.4 44.6 33.3 54.6 21.5 44.6 32.1 54.2
Old : 22.4 44.6 33.3 54.6 21.5 44.6 32.1 54.2
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,877: 5,979 2,792 1,985 6,913 3,593 14,877 8,370: 4,000 10,507
Old : 18,877: 5,979 2,792 1,985 6,913 3,593 14,877 8,370: 4,000 10,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 759: 555 -67 322 -106 21 771 276: -12 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 14.8 10.5 36.6 19.0 78.8 44.3: 21.2 55.7
Old : 100.0: 31.7 14.8 10.5 36.6 19.0 78.8 44.3: 21.2 55.7
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 : 102: 26 17 18 27 39 66 65:
Old : 102: 26 17 18 27 39 66 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 : 25.5 13.0 38.3 18.0 22.2 11.0 33.3 15.7
Old : 25.5 13.0 38.3 18.0 22.2 11.0 33.3 15.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 18,118: 5,424 2,859 1,663 7,019 3,572 14,106 8,094: 4,012 10,024
Old : 18,118: 5,424 2,859 1,663 7,019 3,572 14,106 8,094: 4,012 10,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,146: 834 -216 107 269 139 1,210 30: -64 1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 15.8 9.2 38.7 19.7 77.9 44.7: 22.1 55.3
Old : 100.0: 29.9 15.8 9.2 38.7 19.7 77.9 44.7: 22.1 55.3
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 : 90: 25 17 15 28 31 62 56:
Old : 90: 25 17 15 28 31 62 56:
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 : 24.0 12.8 38.1 19.2 21.8 11.6 33.1 16.4
Old : 24.0 12.8 38.1 19.2 21.8 11.6 33.1 16.4
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 77,385: 19,773 14,273 403 29,262 49,283 49,438 63,959: 27,947 13,426
Old : 77,385: 19,773 14,273 403 29,262 49,283 49,438 63,959: 27,947 13,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 7,535: 456 4,849 -5 6,683 1,804 7,134 6,648: 401 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 18.4 0.5 37.8 63.7 63.9 82.7: 36.1 17.3
Old : 100.0: 25.6 18.4 0.5 37.8 63.7 63.9 82.7: 36.1 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 : 61: 19 12 4 22 16 41 32:
Old : 61: 19 12 4 22 16 41 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 : 19.1 46.6 31.7 61.8 17.8 46.6 30.2 61.5
Old : 19.1 46.6 31.7 61.8 17.8 46.6 30.2 61.5
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 69,850: 19,317 9,424 408 22,579 47,479 42,304 57,311: 27,546 12,539
Old : 69,850: 19,317 9,424 408 22,579 47,479 42,304 57,311: 27,546 12,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,205: -1,131 -1,362 67 1,765 328 701 -967: -1,906 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 13.5 0.6 32.3 68.0 60.6 82.0: 39.4 18.0
Old : 100.0: 27.7 13.5 0.6 32.3 68.0 60.6 82.0: 39.4 18.0
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 : 57: 18 11 3 20 16 39 29:
Old : 57: 18 11 3 20 16 39 29:
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 : 18.3 48.0 31.0 63.0 16.9 48.0 28.0 62.7
Old : 18.3 48.0 31.0 63.0 16.9 48.0 28.0 62.7
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,151: 11,217 12,317 15 27,306 27,276 38,538 39,608: 13,613 12,543
Old : 52,151: 11,217 12,317 15 27,306 27,276 38,538 39,608: 13,613 12,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,483: -666 494 -20 1,493 -2,378 807 -1,904: -2,290 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 23.6 0.0 52.4 52.3 73.9 75.9: 26.1 24.1
Old : 100.0: 21.5 23.6 0.0 52.4 52.3 73.9 75.9: 26.1 24.1
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: 13 5 2 13 6 26 13:
Old : 33: 13 5 2 13 6 26 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 : 37.0 55.6 52.8 70.7 37.0 55.6 52.8 70.6
Old : 37.0 55.6 52.8 70.7 37.0 55.6 52.8 70.6
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 53,634: 11,883 11,823 35 25,813 29,654 37,731 41,512: 15,903 12,122
Old : 53,634: 11,883 11,823 35 25,813 29,654 37,731 41,512: 15,903 12,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,646: -7,505 3,930 33 13,547 -3,424 6,075 539: -3,429 2,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 22.0 0.1 48.1 55.3 70.3 77.4: 29.7 22.6
Old : 100.0: 22.2 22.0 0.1 48.1 55.3 70.3 77.4: 29.7 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 : 32: 12 5 3 11 7 23 15:
Old : 32: 12 5 3 11 7 23 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 : 33.6 57.1 51.5 71.5 33.6 57.1 51.5 71.4
Old : 33.6 57.1 51.5 71.5 33.6 57.1 51.5 71.4
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,418: 47,902 5,122 500 14,292 61,813 62,694 67,435: 9,724 4,983
Old : 72,418: 47,902 5,122 500 14,292 61,813 62,694 67,435: 9,724 4,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,261: 9,369 -1,275 -188 -2,919 7,350 6,262 5,887: -3,001 -2,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 7.1 0.7 19.7 85.4 86.6 93.1: 13.4 6.9
Old : 100.0: 66.1 7.1 0.7 19.7 85.4 86.6 93.1: 13.4 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 : 87: 48 8 1 14 18 63 27:
Old : 87: 48 8 1 14 18 63 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 : 36.4 56.9 51.9 75.8 36.4 56.0 51.9 74.9
Old : 36.4 56.9 51.9 75.8 36.4 56.0 51.9 74.9
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 69,157: 38,533 6,397 688 17,211 54,463 56,432 61,548: 12,725 7,609
Old : 69,157: 38,533 6,397 688 17,211 54,463 56,432 61,548: 12,725 7,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -5,711: -4,248 -3,473 77 -4,156 -2,798 -8,327 -6,194: 2,616 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 9.2 1.0 24.9 78.8 81.6 89.0: 18.4 11.0
Old : 100.0: 55.7 9.2 1.0 24.9 78.8 81.6 89.0: 18.4 11.0
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 : 83: 42 12 3 13 17 56 32:
Old : 83: 42 12 3 13 17 56 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 : 34.3 58.5 49.1 74.3 34.3 57.5 49.1 73.4
Old : 34.3 58.5 49.1 74.3 34.3 57.5 49.1 73.4
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 64,508: 21,007 2,292 13 21,563 47,502 42,583 49,807: 21,925 14,701
Old : 64,508: 21,007 2,292 13 21,563 47,502 42,583 49,807: 21,925 14,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,959: -1,749 928 0 -653 -4,164 -2,402 -3,236: 443 1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 3.6 0.0 33.4 73.6 66.0 77.2: 34.0 22.8
Old : 100.0: 32.6 3.6 0.0 33.4 73.6 66.0 77.2: 34.0 22.8
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 : 43: 20 5 1 11 12 31 18:
Old : 43: 20 5 1 11 12 31 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 : 25.3 50.3 37.1 71.3 25.0 50.3 35.5 68.1
Old : 25.3 50.3 37.1 71.3 25.0 50.3 35.5 68.1
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 66,467: 22,756 1,364 13 22,216 51,666 44,985 53,043: 21,482 13,424
Old : 66,467: 22,756 1,364 13 22,216 51,666 44,985 53,043: 21,482 13,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -9,532: -1,702 -10,571 0 -5,061 243 -6,763 -10,328: -2,769 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 2.1 0.0 33.4 77.7 67.7 79.8: 32.3 20.2
Old : 100.0: 34.2 2.1 0.0 33.4 77.7 67.7 79.8: 32.3 20.2
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 : 39: 18 2 1 13 11 31 14:
Old : 39: 18 2 1 13 11 31 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 : 29.2 54.7 42.8 75.1 29.2 54.7 40.8 71.8
Old : 29.2 54.7 42.8 75.1 29.2 54.7 40.8 71.8
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 171,109: 39,872 31,993 1 88,284 120,135 128,157 152,129: 42,952 18,980
Old : 171,109: 39,872 31,993 1 88,284 120,135 128,157 152,129: 42,952 18,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 9,241: 4,664 20,530 -197 -3,896 -10,548 571 9,785: 8,670 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 18.7 0.0 51.6 70.2 74.9 88.9: 25.1 11.1
Old : 100.0: 23.3 18.7 0.0 51.6 70.2 74.9 88.9: 25.1 11.1
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 : 68: 27 12 1 21 19 49 31:
Old : 68: 27 12 1 21 19 49 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 : 38.1 57.1 50.8 71.3 30.8 50.1 41.3 61.5
Old : 38.1 57.1 50.8 71.3 30.8 50.1 41.3 61.5
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 161,868: 35,208 11,463 198 92,180 130,683 127,586 142,344: 34,282 19,524
Old : 161,868: 35,208 11,463 198 92,180 130,683 127,586 142,344: 34,282 19,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 5,998: 1,236 211 73 3,691 3,980 5,000 4,264: 998 1,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.1 0.1 56.9 80.7 78.8 87.9: 21.2 12.1
Old : 100.0: 21.8 7.1 0.1 56.9 80.7 78.8 87.9: 21.2 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 : 69: 31 11 3 19 19 51 32:
Old : 69: 31 11 3 19 19 51 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 : 43.1 61.5 55.6 74.2 35.8 51.9 44.7 61.9
Old : 43.1 61.5 55.6 74.2 35.8 51.9 44.7 61.9
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 131,661: 28,380 18,467 889 44,413 62,300 73,682 81,656: 57,979 50,005
Old : 131,661: 28,380 18,467 889 44,413 62,300 73,682 81,656: 57,979 50,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -12,124: -5,034 1,234 319 5,516 -6,558 801 -5,005: -12,925 -7,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.0 0.7 33.7 47.3 56.0 62.0: 44.0 38.0
Old : 100.0: 21.6 14.0 0.7 33.7 47.3 56.0 62.0: 44.0 38.0
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 : 85: 31 20 7 29 19 61 45:
Old : 85: 31 20 7 29 19 61 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 : 17.7 32.4 26.0 45.2 17.6 31.0 25.5 41.7
Old : 17.7 32.4 26.0 45.2 17.6 31.0 25.5 41.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 143,785: 33,414 17,233 570 38,897 68,858 72,881 86,661: 70,904 57,124
Old : 143,785: 33,414 17,233 570 38,897 68,858 72,881 86,661: 70,904 57,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,594: -2,392 -7,502 -745 1,517 5,315 -1,620 -2,932: 4,214 5,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 12.0 0.4 27.1 47.9 50.7 60.3: 49.3 39.7
Old : 100.0: 23.2 12.0 0.4 27.1 47.9 50.7 60.3: 49.3 39.7
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 : 82: 31 15 6 28 20 61 39:
Old : 82: 31 15 6 28 20 61 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 : 13.8 29.4 22.1 45.2 13.7 28.7 21.1 41.8
Old : 13.8 29.4 22.1 45.2 13.7 28.7 21.1 41.8
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,467: 10,128 700 100 29,271 45,423 39,499 46,223: 10,968 4,244
Old : 50,467: 10,128 700 100 29,271 45,423 39,499 46,223: 10,968 4,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,473: -82 0 0 -4,566 3,556 -4,648 3,556: 8,121 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.4 0.2 58.0 90.0 78.3 91.6: 21.7 8.4
Old : 100.0: 20.1 1.4 0.2 58.0 90.0 78.3 91.6: 21.7 8.4
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 : 35: 3 1 1 17 26 20 28:
Old : 35: 3 1 1 17 26 20 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 : 39.3 35.9 60.0 55.0 35.2 32.4 49.3 50.3
Old : 39.3 35.9 60.0 55.0 35.2 32.4 49.3 50.3
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 46,994: 10,210 700 100 33,837 41,867 44,147 42,667: 2,847 4,327
Old : 46,994: 10,210 700 100 33,837 41,867 44,147 42,667: 2,847 4,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,989: 805 700 -475 1,678 2,113 2,008 2,338: 981 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 1.5 0.2 72.0 89.1 93.9 90.8: 6.1 9.2
Old : 100.0: 21.7 1.5 0.2 72.0 89.1 93.9 90.8: 6.1 9.2
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 : 38: 3 1 1 19 28 22 30:
Old : 38: 3 1 1 19 28 22 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 : 44.3 36.0 69.8 52.7 43.5 29.5 60.8 44.9
Old : 44.3 36.0 69.8 52.7 43.5 29.5 60.8 44.9
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,216,303: 569,566 1,196,512 886,283 5,302,614 4,374,289 6,758,463 6,457,084: 457,840 759,219
Old : 7,216,303: 569,566 1,196,512 886,283 5,302,614 4,374,289 6,758,463 6,457,084: 457,840 759,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 53,011: -5,797 1,646 -21,282 103,981 62,344 76,902 42,708: -23,891 10,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 16.6 12.3 73.5 60.6 93.7 89.5: 6.3 10.5
Old : 100.0: 7.9 16.6 12.3 73.5 60.6 93.7 89.5: 6.3 10.5
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 : 396: 63 113 119 172 191 309 364:
Old : 396: 63 113 119 172 191 309 364:
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 13.9 48.0 23.6 27.4 12.2 40.6 18.7
Old : 30.0 13.9 48.0 23.6 27.4 12.2 40.6 18.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,163,292: 575,363 1,194,866 907,565 5,198,633 4,311,945 6,681,561 6,414,376: 481,731 748,916
Old : 7,163,292: 575,363 1,194,866 907,565 5,198,633 4,311,945 6,681,561 6,414,376: 481,731 748,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 382,183: -25,725 139,963 32,578 336,026 152,832 342,879 325,373: 39,304 56,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 16.7 12.7 72.6 60.2 93.3 89.5: 6.7 10.5
Old : 100.0: 8.0 16.7 12.7 72.6 60.2 93.3 89.5: 6.7 10.5
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 : 402: 67 101 117 176 200 315 365:
Old : 402: 67 101 117 176 200 315 365:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 13.4 48.0 22.2 27.2 11.9 40.9 18.2
Old : 29.8 13.4 48.0 22.2 27.2 11.9 40.9 18.2
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 676,897: 69,692 56,108 9,284 456,248 511,754 535,224 577,146: 141,673 99,751
Old : 676,897: 69,692 56,108 9,284 456,248 511,754 535,224 577,146: 141,673 99,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -8,713: 6,223 -1,809 1,657 -1,135 1,862 6,745 1,710: -15,458 -10,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.3 1.4 67.4 75.6 79.1 85.3: 20.9 14.7
Old : 100.0: 10.3 8.3 1.4 67.4 75.6 79.1 85.3: 20.9 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 : 184: 38 28 19 89 67 140 101:
Old : 184: 38 28 19 89 67 140 101:
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 : 20.4 32.1 29.9 46.3 19.7 32.0 28.9 46.2
Old : 20.4 32.1 29.9 46.3 19.7 32.0 28.9 46.2
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 685,610: 63,469 57,917 7,627 457,383 509,892 528,479 575,436: 157,131 110,174
Old : 685,610: 63,469 57,917 7,627 457,383 509,892 528,479 575,436: 157,131 110,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 5,500: 2,711 -1,351 3,727 1,128 4,850 7,566 7,226: -2,066 -1,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 8.4 1.1 66.7 74.4 77.1 83.9: 22.9 16.1
Old : 100.0: 9.3 8.4 1.1 66.7 74.4 77.1 83.9: 22.9 16.1
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 : 184: 34 33 17 89 66 137 102:
Old : 184: 34 33 17 89 66 137 102:
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 : 20.4 31.3 29.8 45.4 19.6 31.2 28.8 45.3
Old : 20.4 31.3 29.8 45.4 19.6 31.2 28.8 45.3
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 843,323: 188,401 123,760 10,436 349,260 632,509 548,097 766,705: 295,226 76,618
Old : 843,323: 188,401 123,760 10,436 349,260 632,509 548,097 766,705: 295,226 76,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 23,352: -19,376 11,172 -1,150 26,460 10,000 5,934 20,022: 17,418 3,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.7 1.2 41.4 75.0 65.0 90.9: 35.0 9.1
Old : 100.0: 22.3 14.7 1.2 41.4 75.0 65.0 90.9: 35.0 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 : 276: 85 81 19 71 71 169 158:
Old : 276: 85 81 19 71 71 169 158:
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 35.8 29.3 49.5 17.4 33.0 27.1 44.7
Old : 18.1 35.8 29.3 49.5 17.4 33.0 27.1 44.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 819,971: 207,777 112,588 11,586 322,800 622,509 542,163 746,683: 277,808 73,288
Old : 819,971: 207,777 112,588 11,586 322,800 622,509 542,163 746,683: 277,808 73,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,638: 2,325 17,433 -1,682 20,461 1,750 21,104 17,501: -1,466 2,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 13.7 1.4 39.4 75.9 66.1 91.1: 33.9 8.9
Old : 100.0: 25.3 13.7 1.4 39.4 75.9 66.1 91.1: 33.9 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 : 276: 92 75 20 66 72 168 157:
Old : 276: 92 75 20 66 72 168 157:
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 : 19.1 38.0 29.7 52.0 18.6 34.7 27.8 46.6
Old : 19.1 38.0 29.7 52.0 18.6 34.7 27.8 46.6
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,957: 2,055 0 0 8,145 12,111 10,200 12,111: 2,757 846
Old : 12,957: 2,055 0 0 8,145 12,111 10,200 12,111: 2,757 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -114: 128 0 0 -268 88 -140 88: 26 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 0.0 62.9 93.5 78.7 93.5: 21.3 6.5
Old : 100.0: 15.9 0.0 0.0 62.9 93.5 78.7 93.5: 21.3 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 : 48: 8 0 0 23 18 31 18:
Old : 48: 8 0 0 23 18 31 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 : 26.2 44.5 44.4 72.4 26.2 44.5 44.4 72.4
Old : 26.2 44.5 44.4 72.4 26.2 44.5 44.4 72.4
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,071: 1,927 0 0 8,413 12,023 10,340 12,023: 2,731 1,048
Old : 13,071: 1,927 0 0 8,413 12,023 10,340 12,023: 2,731 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -159: 125 -140 0 7 133 132 -7: -291 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.0 0.0 64.4 92.0 79.1 92.0: 20.9 8.0
Old : 100.0: 14.7 0.0 0.0 64.4 92.0 79.1 92.0: 20.9 8.0
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 : 48: 7 0 0 25 18 32 18:
Old : 48: 7 0 0 25 18 32 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 : 25.9 44.1 44.0 69.7 25.9 44.1 44.0 69.5
Old : 25.9 44.1 44.0 69.7 25.9 44.1 44.0 69.5
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,266: 1,742 4,353 342 20,581 17,650 22,665 22,345: 2,601 2,921
Old : 25,266: 1,742 4,353 342 20,581 17,650 22,665 22,345: 2,601 2,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -514: 661 594 -20 -1,491 -463 -850 111: 336 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 17.2 1.4 81.5 69.9 89.7 88.4: 10.3 11.6
Old : 100.0: 6.9 17.2 1.4 81.5 69.9 89.7 88.4: 10.3 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 : 51: 4 7 2 24 22 29 30:
Old : 51: 4 7 2 24 22 29 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 : 51.5 41.6 67.3 62.9 48.7 37.6 61.7 55.5
Old : 51.5 41.6 67.3 62.9 48.7 37.6 61.7 55.5
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,780: 1,081 3,759 362 22,072 18,113 23,515 22,234: 2,265 3,546
Old : 25,780: 1,081 3,759 362 22,072 18,113 23,515 22,234: 2,265 3,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,191: -911 -366 73 3,118 2,535 2,280 2,242: -89 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 14.6 1.4 85.6 70.3 91.2 86.2: 8.8 13.8
Old : 100.0: 4.2 14.6 1.4 85.6 70.3 91.2 86.2: 8.8 13.8
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 : 47: 3 6 2 23 20 28 26:
Old : 47: 3 6 2 23 20 28 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 : 49.9 40.1 68.0 64.0 49.9 36.4 65.6 59.1
Old : 49.9 40.1 68.0 64.0 49.9 36.4 65.6 59.1
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 74,610: 8,240 14,642 318 33,629 51,060 42,187 66,020: 32,423 8,590
Old : 74,610: 8,240 14,642 318 33,629 51,060 42,187 66,020: 32,423 8,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,470: -4,579 367 167 1,645 1,816 -2,767 2,350: 5,237 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 19.6 0.4 45.1 68.4 56.5 88.5: 43.5 11.5
Old : 100.0: 11.0 19.6 0.4 45.1 68.4 56.5 88.5: 43.5 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 : 137: 26 37 3 51 37 78 76:
Old : 137: 26 37 3 51 37 78 76:
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 : 16.4 42.0 25.5 56.4 15.8 37.0 22.2 50.3
Old : 16.4 42.0 25.5 56.4 15.8 37.0 22.2 50.3
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,140: 12,819 14,275 151 31,984 49,244 44,954 63,670: 27,186 8,470
Old : 72,140: 12,819 14,275 151 31,984 49,244 44,954 63,670: 27,186 8,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 8,520: -1,208 3,688 11 4,758 4,644 3,561 8,343: 4,959 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 19.8 0.2 44.3 68.3 62.3 88.3: 37.7 11.7
Old : 100.0: 17.8 19.8 0.2 44.3 68.3 62.3 88.3: 37.7 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 : 142: 33 37 2 50 36 83 75:
Old : 142: 33 37 2 50 36 83 75:
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 : 17.0 42.1 26.1 55.7 16.4 37.5 23.3 49.3
Old : 17.0 42.1 26.1 55.7 16.4 37.5 23.3 49.3
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 341,867: 121,176 65,306 4,537 182,328 150,359 308,041 220,202: 33,826 121,665
Old : 341,867: 121,176 65,306 4,537 182,328 150,359 308,041 220,202: 33,826 121,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 16,274: -418 -801 -150 20,144 11,804 19,576 10,853: -3,302 5,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 19.1 1.3 53.3 44.0 90.1 64.4: 9.9 35.6
Old : 100.0: 35.4 19.1 1.3 53.3 44.0 90.1 64.4: 9.9 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 : 233: 87 65 12 50 42 141 115:
Old : 233: 87 65 12 50 42 141 115:
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 : 34.2 23.4 50.6 33.1 29.9 21.1 46.3 28.6
Old : 34.2 23.4 50.6 33.1 29.9 21.1 46.3 28.6
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 325,593: 121,594 66,107 4,687 162,184 138,555 288,465 209,349: 37,128 116,244
Old : 325,593: 121,594 66,107 4,687 162,184 138,555 288,465 209,349: 37,128 116,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,396: -4,746 -7,744 -2,988 22,504 -1,862 14,770 -12,594: 4,626 31,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 20.3 1.4 49.8 42.6 88.6 64.3: 11.4 35.7
Old : 100.0: 37.3 20.3 1.4 49.8 42.6 88.6 64.3: 11.4 35.7
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 : 237: 91 68 10 49 42 144 116:
Old : 237: 91 68 10 49 42 144 116:
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 : 35.8 23.0 49.4 33.2 31.8 19.9 45.0 26.8
Old : 35.8 23.0 49.4 33.2 31.8 19.9 45.0 26.8
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 65,081: 27,749 534 15 15,419 54,133 43,183 54,682: 21,898 10,399
Old : 65,081: 27,749 534 15 15,419 54,133 43,183 54,682: 21,898 10,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,396: 1,255 17 -55 758 1,405 1,958 1,367: 438 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 0.8 0.0 23.7 83.2 66.4 84.0: 33.6 16.0
Old : 100.0: 42.6 0.8 0.0 23.7 83.2 66.4 84.0: 33.6 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 17 2 1 10 14 28 16:
Old : 37: 17 2 1 10 14 28 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 : 31.5 52.6 46.1 76.7 31.2 52.4 45.7 76.3
Old : 31.5 52.6 46.1 76.7 31.2 52.4 45.7 76.3
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 62,685: 26,494 517 70 14,661 52,728 41,225 53,315: 21,460 9,370
Old : 62,685: 26,494 517 70 14,661 52,728 41,225 53,315: 21,460 9,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -4,074: -5,789 -1,153 -96 3,774 -2,763 -2,111 -4,012: -1,963 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 0.8 0.1 23.4 84.1 65.8 85.1: 34.2 14.9
Old : 100.0: 42.3 0.8 0.1 23.4 84.1 65.8 85.1: 34.2 14.9
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 : 39: 19 2 1 10 14 30 16:
Old : 39: 19 2 1 10 14 30 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 : 27.9 51.1 42.8 75.4 27.6 50.9 42.5 74.6
Old : 27.9 51.1 42.8 75.4 27.6 50.9 42.5 74.6
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,550: 2,039 8,170 106 16,475 11,289 18,620 19,565: 3,930 2,985
Old : 22,550: 2,039 8,170 106 16,475 11,289 18,620 19,565: 3,930 2,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 945: -41 758 11 843 -10 813 759: 132 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 36.2 0.5 73.1 50.1 82.6 86.8: 17.4 13.2
Old : 100.0: 9.0 36.2 0.5 73.1 50.1 82.6 86.8: 17.4 13.2
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: 9 20 3 41 22 52 43:
Old : 85: 9 20 3 41 22 52 43:
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 : 24.0 40.2 37.5 51.1 23.8 36.6 36.5 47.5
Old : 24.0 40.2 37.5 51.1 23.8 36.6 36.5 47.5
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,605: 2,080 7,412 95 15,632 11,299 17,807 18,806: 3,798 2,799
Old : 21,605: 2,080 7,412 95 15,632 11,299 17,807 18,806: 3,798 2,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,191: 267 1,761 -16 1,099 -46 1,350 1,699: -159 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 34.3 0.4 72.4 52.3 82.4 87.0: 17.6 13.0
Old : 100.0: 9.6 34.3 0.4 72.4 52.3 82.4 87.0: 17.6 13.0
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 : 84: 10 18 3 40 21 51 41:
Old : 84: 10 18 3 40 21 51 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 37.4 38.2 50.9 24.6 37.4 38.0 50.9
Old : 24.8 37.4 38.2 50.9 24.6 37.4 38.0 50.9
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 142,522: 22,737 17,494 1,153 103,256 108,502 127,146 127,149: 15,376 15,373
Old : 142,522: 22,737 17,494 1,153 103,256 108,502 127,146 127,149: 15,376 15,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 7,515: 1,998 36 -31 -1,570 4,790 397 4,795: 7,118 2,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.3 0.8 72.4 76.1 89.2 89.2: 10.8 10.8
Old : 100.0: 16.0 12.3 0.8 72.4 76.1 89.2 89.2: 10.8 10.8
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 : 112: 21 31 5 38 37 62 70:
Old : 112: 21 31 5 38 37 62 70:
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 : 45.3 38.3 60.2 54.6 42.7 36.5 53.9 49.0
Old : 45.3 38.3 60.2 54.6 42.7 36.5 53.9 49.0
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 135,007: 20,739 17,458 1,184 104,826 103,712 126,749 122,354: 8,258 12,653
Old : 135,007: 20,739 17,458 1,184 104,826 103,712 126,749 122,354: 8,258 12,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 26,479: 7,457 4,138 -177 23,521 18,526 30,801 22,487: -4,322 3,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.9 0.9 77.6 76.8 93.9 90.6: 6.1 9.4
Old : 100.0: 15.4 12.9 0.9 77.6 76.8 93.9 90.6: 6.1 9.4
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 : 119: 26 33 5 36 39 65 74:
Old : 119: 26 33 5 36 39 65 74:
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 40.5 61.7 55.0 42.9 40.5 58.2 53.7
Old : 46.2 40.5 61.7 55.0 42.9 40.5 58.2 53.7
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,572: 13,405 6,652 90 10,324 19,824 23,819 26,566: 8,753 6,006
Old : 32,572: 13,405 6,652 90 10,324 19,824 23,819 26,566: 8,753 6,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,264: 372 -547 8 1,155 907 1,535 368: -271 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 20.4 0.3 31.7 60.9 73.1 81.6: 26.9 18.4
Old : 100.0: 41.2 20.4 0.3 31.7 60.9 73.1 81.6: 26.9 18.4
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 : 108: 42 19 2 26 25 69 45:
Old : 108: 42 19 2 26 25 69 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 : 15.6 34.1 25.8 49.4 14.6 29.2 23.8 43.1
Old : 15.6 34.1 25.8 49.4 14.6 29.2 23.8 43.1
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,308: 13,033 7,199 82 9,169 18,917 22,284 26,198: 9,024 5,110
Old : 31,308: 13,033 7,199 82 9,169 18,917 22,284 26,198: 9,024 5,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -912: 192 -1,680 -5 -305 1,401 -118 -284: -794 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 23.0 0.3 29.3 60.4 71.2 83.7: 28.8 16.3
Old : 100.0: 41.6 23.0 0.3 29.3 60.4 71.2 83.7: 28.8 16.3
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 : 102: 41 17 2 26 24 68 42:
Old : 102: 41 17 2 26 24 68 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 : 15.5 32.0 25.2 49.0 14.8 29.6 24.2 44.4
Old : 15.5 32.0 25.2 49.0 14.8 29.6 24.2 44.4
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 126,440: 299 5,884 2,732 60,942 83,238 63,973 91,854: 62,467 34,586
Old : 126,440: 299 5,884 2,732 60,942 83,238 63,973 91,854: 62,467 34,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,661: 100 -502 -150 4,588 5,166 4,538 4,514: 6,123 6,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.7 2.2 48.2 65.8 50.6 72.6: 49.4 27.4
Old : 100.0: 0.2 4.7 2.2 48.2 65.8 50.6 72.6: 49.4 27.4
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 : 44: 3 12 3 15 24 20 38:
Old : 44: 3 12 3 15 24 20 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 : 43.1 55.0 47.8 62.0 6.3 20.2 7.3 24.7
Old : 43.1 55.0 47.8 62.0 6.3 20.2 7.3 24.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 115,779: 199 6,386 2,882 56,354 78,072 59,435 87,340: 56,344 28,439
Old : 115,779: 199 6,386 2,882 56,354 78,072 59,435 87,340: 56,344 28,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 4,539: -250 286 0 10,346 -988 10,096 -702: -5,557 5,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.5 2.5 48.7 67.4 51.3 75.4: 48.7 24.6
Old : 100.0: 0.2 5.5 2.5 48.7 67.4 51.3 75.4: 48.7 24.6
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: 2 14 4 15 24 20 40:
Old : 45: 2 14 4 15 24 20 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 : 43.0 54.4 48.2 62.6 6.7 20.8 7.7 25.9
Old : 43.0 54.4 48.2 62.6 6.7 20.8 7.7 25.9
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 98,962: 42,288 9,642 6,253 20,620 74,229 69,161 90,124: 29,801 8,838
Old : 98,962: 42,288 9,642 6,253 20,620 74,229 69,161 90,124: 29,801 8,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 773: 118 590 21 1,197 295 1,336 906: -563 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 9.7 6.3 20.8 75.0 69.9 91.1: 30.1 8.9
Old : 100.0: 42.7 9.7 6.3 20.8 75.0 69.9 91.1: 30.1 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 : 158: 96 16 30 22 36 125 77:
Old : 158: 96 16 30 22 36 125 77:
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 : 18.4 34.3 27.1 50.3 15.7 30.0 22.5 45.7
Old : 18.4 34.3 27.1 50.3 15.7 30.0 22.5 45.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 98,189: 42,170 9,052 6,232 19,423 73,934 67,825 89,218: 30,364 8,971
Old : 98,189: 42,170 9,052 6,232 19,423 73,934 67,825 89,218: 30,364 8,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,307: -977 4,255 1,345 580 -3,703 948 1,897: 359 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 9.2 6.3 19.8 75.3 69.1 90.9: 30.9 9.1
Old : 100.0: 42.9 9.2 6.3 19.8 75.3 69.1 90.9: 30.9 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 : 159: 96 16 30 21 35 128 74:
Old : 159: 96 16 30 21 35 128 74:
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 : 18.4 33.9 27.1 50.9 15.7 30.1 22.3 46.8
Old : 18.4 33.9 27.1 50.9 15.7 30.1 22.3 46.8
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 81,248: 23,417 5,836 10,604 34,140 57,434 68,161 73,874: 13,087 7,374
Old : 81,248: 23,417 5,836 10,604 34,140 57,434 68,161 73,874: 13,087 7,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -11: 229 720 58 -675 -1,651 -388 -873: 377 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 7.2 13.1 42.0 70.7 83.9 90.9: 16.1 9.1
Old : 100.0: 28.8 7.2 13.1 42.0 70.7 83.9 90.9: 16.1 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 : 134: 50 32 22 37 40 103 82:
Old : 134: 50 32 22 37 40 103 82:
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 46.7 37.7 60.6 21.8 43.7 33.3 53.5
Old : 25.2 46.7 37.7 60.6 21.8 43.7 33.3 53.5
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 81,259: 23,188 5,116 10,546 34,815 59,085 68,549 74,747: 12,710 6,512
Old : 81,259: 23,188 5,116 10,546 34,815 59,085 68,549 74,747: 12,710 6,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -5,902: -3,357 -1,165 -665 -1,096 -2,938 -5,118 -4,768: -784 -1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.3 13.0 42.8 72.7 84.4 92.0: 15.6 8.0
Old : 100.0: 28.5 6.3 13.0 42.8 72.7 84.4 92.0: 15.6 8.0
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 : 133: 53 30 22 36 40 104 79:
Old : 133: 53 30 22 36 40 104 79:
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 : 26.1 46.6 38.1 60.7 22.3 44.0 33.3 54.3
Old : 26.1 46.6 38.1 60.7 22.3 44.0 33.3 54.3
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 275,630: 107,825 78,259 20,038 93,319 156,259 221,182 254,556: 54,448 21,074
Old : 275,630: 107,825 78,259 20,038 93,319 156,259 221,182 254,556: 54,448 21,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 169: -1,672 5,549 868 -1,114 -8,521 -1,918 -2,104: 2,087 2,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 28.4 7.3 33.9 56.7 80.2 92.4: 19.8 7.6
Old : 100.0: 39.1 28.4 7.3 33.9 56.7 80.2 92.4: 19.8 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 : 216: 108 50 39 39 35 174 105:
Old : 216: 108 50 39 39 35 174 105:
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 : 24.8 30.8 33.7 49.2 22.7 27.7 29.1 42.4
Old : 24.8 30.8 33.7 49.2 22.7 27.7 29.1 42.4
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 275,461: 109,497 72,710 19,170 94,433 164,780 223,100 256,660: 52,361 18,801
Old : 275,461: 109,497 72,710 19,170 94,433 164,780 223,100 256,660: 52,361 18,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -26,837: -30,974 5,482 2,332 5,132 -30,263 -23,510 -22,449: -3,327 -4,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 26.4 7.0 34.3 59.8 81.0 93.2: 19.0 6.8
Old : 100.0: 39.8 26.4 7.0 34.3 59.8 81.0 93.2: 19.0 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 : 212: 108 47 39 38 34 171 101:
Old : 212: 108 47 39 38 34 171 101:
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 : 24.0 32.2 32.9 52.1 22.0 28.8 28.9 45.2
Old : 24.0 32.2 32.9 52.1 22.0 28.8 28.9 45.2
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 10,406: 4,724 1,269 248 3,413 8,367 8,385 9,884: 2,021 522
Old : 10,406: 4,724 1,269 248 3,413 8,367 8,385 9,884: 2,021 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 482: -89 -145 3 1,138 1,258 1,052 1,116: -570 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 12.2 2.4 32.8 80.4 80.6 95.0: 19.4 5.0
Old : 100.0: 45.4 12.2 2.4 32.8 80.4 80.6 95.0: 19.4 5.0
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: 15 5 3 4 6 21 13:
Old : 27: 15 5 3 4 6 21 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 : 58.4 86.8 70.0 92.4 41.5 63.5 48.6 65.7
Old : 58.4 86.8 70.0 92.4 41.5 63.5 48.6 65.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,924: 4,813 1,414 245 2,275 7,109 7,333 8,768: 2,591 1,156
Old : 9,924: 4,813 1,414 245 2,275 7,109 7,333 8,768: 2,591 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 545: 224 -10 1 -331 10 -106 1: 651 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 14.2 2.5 22.9 71.6 73.9 88.4: 26.1 11.6
Old : 100.0: 48.5 14.2 2.5 22.9 71.6 73.9 88.4: 26.1 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 : 27: 14 5 3 5 7 22 13:
Old : 27: 14 5 3 5 7 22 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 : 52.2 78.6 61.7 86.5 46.3 69.8 54.0 72.0
Old : 52.2 78.6 61.7 86.5 46.3 69.8 54.0 72.0
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 69,078: 11,884 18,291 4,534 39,492 31,161 55,910 53,986: 13,168 15,092
Old : 53,237: 11,957 18,083 1,334 30,423 22,205 43,714 41,622: 9,523 11,615
Other: 15,841: 1,695 1,976 1,432 9,069 8,956 12,196 12,364: 3,645 3,477
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,136: 1,457 661 1,187 -1,931 -1,084 713 764: 1,423 1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 26.5 6.6 57.2 45.1 80.9 78.2: 19.1 21.8
Old : 100.0: 22.5 34.0 2.5 57.1 41.7 82.1 78.2: 17.9 21.8
Other: 100.0: 10.7 12.5 9.0 57.3 56.5 77.0 78.1: 23.0 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 34 31 20 62 57 104 103:
Old : 147: 33 31 10 57 48 94 85:
Other: 75: 14 10 6 26 38 43 52:
:----------------------------------------------------------------------------------------------------
: 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 21.6 33.7 34.0 19.1 16.8 27.4 27.4
Old : 26.9 23.1 38.8 37.2 26.7 23.0 37.6 37.0
Other: 34.1 42.2 51.8 56.1 32.4 37.1 43.3 44.9
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 66,942: 10,427 17,630 3,347 41,423 32,245 55,197 53,222: 11,745 13,720
Old : 52,746: 10,231 17,430 789 33,019 23,656 44,039 41,875: 8,707 10,871
Other: 14,196: 1,465 1,469 1,289 8,404 8,589 11,158 11,347: 3,038 2,849
: : :
: : Changes in Commitments from: January 4, 2005 :
: -5,354: -1,634 -9,517 36 -4,279 3,589 -5,877 -5,892: 523 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 26.3 5.0 61.9 48.2 82.5 79.5: 17.5 20.5
Old : 100.0: 19.4 33.0 1.5 62.6 44.8 83.5 79.4: 16.5 20.6
Other: 100.0: 10.3 10.3 9.1 59.2 60.5 78.6 79.9: 21.4 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 30 33 17 62 55 97 101:
Old : 144: 28 33 7 57 46 87 84:
Other: 71: 12 10 6 23 36 38 50:
:----------------------------------------------------------------------------------------------------
: 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 23.5 35.9 36.6 20.6 19.1 29.8 29.7
Old : 29.1 26.2 40.8 40.9 28.5 25.8 39.9 39.2
Other: 35.1 40.2 52.1 55.2 34.2 33.3 44.0 42.4
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 36,450: 980 10,687 1,210 25,949 17,182 28,139 29,079: 8,311 7,371
Old : 32,630: 1,664 10,671 318 23,256 15,164 25,238 26,153: 7,392 6,477
Other: 3,820: 46 746 162 2,693 2,018 2,901 2,926: 919 894
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,297: 158 -53 138 453 401 749 486: 548 811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 29.3 3.3 71.2 47.1 77.2 79.8: 22.8 20.2
Old : 100.0: 5.1 32.7 1.0 71.3 46.5 77.3 80.2: 22.7 19.8
Other: 100.0: 1.2 19.5 4.2 70.5 52.8 75.9 76.6: 24.1 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 8 20 6 34 26 45 50:
Old : 69: 10 19 4 33 24 44 46:
Other: 30: 4 4 2 13 15 19 19:
:----------------------------------------------------------------------------------------------------
: 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 : 38.8 27.7 50.4 43.3 27.7 20.2 33.8 29.8
Old : 39.8 29.9 51.3 46.0 27.0 22.4 34.6 33.1
Other: 51.8 45.6 67.4 66.2 44.9 43.5 56.0 56.1
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 35,153: 822 10,740 1,072 25,496 16,781 27,390 28,593: 7,763 6,560
Old : 32,619: 1,507 10,734 287 23,817 15,644 25,611 26,665: 7,008 5,954
Other: 2,534: 44 735 56 1,679 1,137 1,779 1,928: 755 606
: : :
: : Changes in Commitments from: January 4, 2005 :
: -6: -208 10 -802 824 497 -186 -295: 180 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 30.6 3.0 72.5 47.7 77.9 81.3: 22.1 18.7
Old : 100.0: 4.6 32.9 0.9 73.0 48.0 78.5 81.7: 21.5 18.3
Other: 100.0: 1.7 29.0 2.2 66.3 44.9 70.2 76.1: 29.8 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 8 20 5 34 23 43 47:
Old : 67: 8 20 3 33 21 42 43:
Other: 29: 4 4 2 10 14 16 18:
:----------------------------------------------------------------------------------------------------
: 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 33.2 53.7 49.1 24.2 20.8 31.3 30.4
Old : 44.4 34.9 55.2 51.9 24.4 22.5 32.6 32.8
Other: 49.5 53.7 64.3 69.1 38.6 50.7 51.1 57.7
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 94,731: 27,894 24,880 6,959 46,941 56,870 81,794 88,709: 12,937 6,022
Old : 86,666: 27,899 25,852 5,074 41,538 50,044 74,511 80,970: 12,155 5,696
Other: 8,065: 1,383 416 497 5,403 6,826 7,283 7,739: 782 326
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,675: 607 -687 -286 1,801 3,515 2,122 2,542: 553 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 26.3 7.3 49.6 60.0 86.3 93.6: 13.7 6.4
Old : 100.0: 32.2 29.8 5.9 47.9 57.7 86.0 93.4: 14.0 6.6
Other: 100.0: 17.1 5.2 6.2 67.0 84.6 90.3 96.0: 9.7 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 109 88 60 66 65 220 180:
Old : 295: 109 88 52 55 64 202 177:
Other: 83: 24 14 9 28 24 60 43:
:----------------------------------------------------------------------------------------------------
: 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 28.5 33.2 37.8 21.4 25.9 31.3 34.2
Old : 23.4 28.0 35.1 37.3 23.4 26.1 34.1 34.1
Other: 41.7 50.1 56.4 63.3 33.7 49.7 44.2 62.2
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 92,056: 27,287 25,567 7,245 45,140 53,355 79,672 86,167: 12,384 5,889
Old : 83,773: 27,274 26,900 5,172 39,802 46,151 72,248 78,223: 11,525 5,550
Other: 8,283: 1,648 302 438 5,338 7,204 7,424 7,944: 859 339
: : :
: : Changes in Commitments from: January 4, 2005 :
: 9,351: 11,388 -11,610 2,833 -7,065 17,298 7,156 8,521: 2,195 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 27.8 7.9 49.0 58.0 86.5 93.6: 13.5 6.4
Old : 100.0: 32.6 32.1 6.2 47.5 55.1 86.2 93.4: 13.8 6.6
Other: 100.0: 19.9 3.6 5.3 64.4 87.0 89.6 95.9: 10.4 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 101 98 68 68 69 219 196:
Old : 299: 102 97 59 58 66 201 191:
Other: 82: 23 13 8 28 26 57 44:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 27.4 31.4 36.1 19.6 24.2 29.5 31.8
Old : 21.5 26.5 33.3 35.1 21.5 23.4 32.1 31.1
Other: 40.5 52.3 55.8 65.1 32.6 51.9 44.0 63.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,427: 9,989 1,544 3,381 15,628 27,667 28,998 32,592: 4,429 835
Old : 33,401: 9,994 1,545 3,375 15,609 27,647 28,978 32,567: 4,423 834
Other: 26: 1 5 0 19 20 20 25: 6 1
: : :
: : Changes in Commitments from: January 11, 2005 :
: 847: -1,765 -544 824 2,005 924 1,064 1,204: -217 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 4.6 10.1 46.8 82.8 86.8 97.5: 13.2 2.5
Old : 100.0: 29.9 4.6 10.1 46.7 82.8 86.8 97.5: 13.2 2.5
Other: 100.0: 3.8 19.2 0.0 73.1 76.9 76.9 96.2: 23.1 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 44 14 22 32 14 86 45:
Old : 101: 45 15 22 32 14 86 45:
Other: 4: 1 1 0 1 1 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 : 33.3 61.5 43.3 79.2 16.4 40.9 24.5 58.1
Old : 33.2 61.6 43.3 79.2 16.5 41.0 24.5 58.2
Other: 76.9 96.2 76.9 96.2 76.9 96.2 76.9 96.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 32,580: 11,754 2,088 2,557 13,623 26,743 27,934 31,388: 4,646 1,192
Old : 32,555: 11,759 2,088 2,552 13,604 26,723 27,915 31,363: 4,640 1,192
Other: 25: 0 5 0 19 20 19 25: 6 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,965: -2,391 371 152 374 -2,295 -1,865 -1,772: -100 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 6.4 7.8 41.8 82.1 85.7 96.3: 14.3 3.7
Old : 100.0: 36.1 6.4 7.8 41.8 82.1 85.7 96.3: 14.3 3.7
Other: 100.0: 0.0 20.0 0.0 76.0 80.0 76.0 100.0: 24.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 45 13 18 30 14 79 44:
Old : 98: 46 13 18 30 14 79 44:
Other: 3: 0 1 0 1 1 1 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 : 30.8 59.4 42.2 78.7 18.3 42.3 27.7 61.3
Old : 30.7 59.5 42.1 78.7 18.3 42.4 27.7 61.4
Other: 76.0 100.0 76.0 100.0 76.0 100.0 76.0 100.0
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 116,940: 18,705 12,592 2,294 88,970 100,500 109,969 115,386: 6,971 1,554
Old : 75,122: 18,248 12,228 1,426 49,004 60,103 68,678 73,757: 6,444 1,365
Other: 41,818: 1,038 945 287 39,966 40,397 41,291 41,629: 527 189
: : :
: : Changes in Commitments from: January 11, 2005 :
: -879: 2,808 796 -106 -4,336 -1,726 -1,634 -1,036: 755 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 10.8 2.0 76.1 85.9 94.0 98.7: 6.0 1.3
Old : 100.0: 24.3 16.3 1.9 65.2 80.0 91.4 98.2: 8.6 1.8
Other: 100.0: 2.5 2.3 0.7 95.6 96.6 98.7 99.5: 1.3 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 48 30 12 46 32 100 72:
Old : 132: 50 32 12 44 31 98 71:
Other: 39: 6 5 2 20 19 26 26:
:----------------------------------------------------------------------------------------------------
: 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 : 37.9 46.3 54.8 64.0 22.0 27.4 29.2 35.1
Old : 31.7 39.6 47.0 57.9 30.7 34.0 43.2 49.9
Other: 69.7 73.2 84.7 87.0 55.0 62.4 65.7 72.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 117,819: 15,897 11,796 2,400 93,306 102,226 111,603 116,422: 6,216 1,397
Old : 77,563: 15,497 11,206 1,638 54,703 63,620 71,838 76,464: 5,725 1,099
Other: 40,256: 862 1,052 300 38,603 38,606 39,765 39,958: 491 298
: : :
: : Changes in Commitments from: January 4, 2005 :
: -318: -38 5,569 593 -1,331 -5,972 -776 190: 458 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 10.0 2.0 79.2 86.8 94.7 98.8: 5.3 1.2
Old : 100.0: 20.0 14.4 2.1 70.5 82.0 92.6 98.6: 7.4 1.4
Other: 100.0: 2.1 2.6 0.7 95.9 95.9 98.8 99.3: 1.2 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 43 27 16 44 35 97 74:
Old : 126: 47 28 16 41 35 94 74:
Other: 40: 5 7 2 21 16 27 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 : 38.3 47.1 55.9 64.9 21.0 28.4 28.3 35.9
Old : 34.6 40.3 49.4 59.7 33.0 33.6 44.9 50.5
Other: 65.2 75.5 82.7 87.2 50.2 63.8 64.1 71.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 350,458: 87,229 48,067 31,118 169,792 235,513 288,139 314,698: 62,319 35,760
Old : 350,458: 87,229 48,067 31,118 169,792 235,513 288,139 314,698: 62,319 35,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -3,263: -1,338 -5,940 -131 -3,326 2,115 -4,795 -3,956: 1,532 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 13.7 8.9 48.4 67.2 82.2 89.8: 17.8 10.2
Old : 100.0: 24.9 13.7 8.9 48.4 67.2 82.2 89.8: 17.8 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 : 162: 57 32 45 58 51 142 105:
Old : 162: 57 32 45 58 51 142 105:
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 : 15.6 31.3 27.3 48.8 14.8 24.4 25.4 40.7
Old : 15.6 31.3 27.3 48.8 14.8 24.4 25.4 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 353,721: 88,567 54,007 31,249 173,118 233,398 292,934 318,654: 60,787 35,067
Old : 353,721: 88,567 54,007 31,249 173,118 233,398 292,934 318,654: 60,787 35,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -27,082: -24,281 -442 -1,848 3,489 -30,636 -22,640 -32,926: -4,442 5,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 15.3 8.8 48.9 66.0 82.8 90.1: 17.2 9.9
Old : 100.0: 25.0 15.3 8.8 48.9 66.0 82.8 90.1: 17.2 9.9
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 : 174: 58 40 42 57 53 144 110:
Old : 174: 58 40 42 57 53 144 110:
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 : 15.9 30.6 27.9 47.3 15.2 23.3 26.0 38.8
Old : 15.9 30.6 27.9 47.3 15.2 23.3 26.0 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 100,093: 42,441 11,033 9,724 37,767 74,369 89,932 95,126: 10,161 4,967
Old : 97,781: 42,444 12,148 8,392 37,051 72,550 87,887 93,090: 9,894 4,691
Other: 2,312: 1,180 68 149 716 1,819 2,045 2,036: 267 276
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,332: 2,076 394 746 -1,513 -338 1,309 802: 23 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 11.0 9.7 37.7 74.3 89.8 95.0: 10.2 5.0
Old : 100.0: 43.4 12.4 8.6 37.9 74.2 89.9 95.2: 10.1 4.8
Other: 100.0: 51.0 2.9 6.4 31.0 78.7 88.5 88.1: 11.5 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 146 47 66 91 109 271 203:
Old : 334: 146 52 66 89 109 269 203:
Other: 63: 11 3 6 24 34 37 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 : 14.9 25.4 25.5 38.3 14.7 21.5 24.5 33.3
Old : 15.2 25.9 26.1 38.7 15.0 22.0 25.0 33.8
Other: 54.3 43.0 71.7 58.0 46.4 42.2 61.4 52.2
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 98,761: 40,365 10,639 8,978 39,280 74,707 88,623 94,324: 10,138 4,437
Old : 96,514: 40,358 11,861 7,622 38,646 72,928 86,626 92,411: 9,888 4,103
Other: 2,247: 1,240 11 123 634 1,779 1,997 1,913: 250 334
: : :
: : Changes in Commitments from: January 4, 2005 :
: -8,848: -6,385 -566 -926 -1,751 -7,414 -9,062 -8,906: 214 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 10.8 9.1 39.8 75.6 89.7 95.5: 10.3 4.5
Old : 100.0: 41.8 12.3 7.9 40.0 75.6 89.8 95.7: 10.2 4.3
Other: 100.0: 55.2 0.5 5.5 28.2 79.2 88.9 85.1: 11.1 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 129 60 63 92 111 261 208:
Old : 332: 128 68 63 89 111 258 208:
Other: 62: 13 2 5 22 33 35 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 : 15.9 25.0 27.0 38.5 15.6 20.7 26.1 33.0
Old : 16.2 25.4 27.6 38.9 15.9 21.2 26.8 33.5
Other: 56.6 43.4 74.4 58.1 50.1 43.4 65.4 53.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,426: 4,297 10,221 2,012 8,740 3,297 15,049 15,530: 2,377 1,896
Old : 17,426: 4,297 10,221 2,012 8,740 3,297 15,049 15,530: 2,377 1,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -724: -611 143 -72 -185 -582 -868 -511: 144 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 58.7 11.5 50.2 18.9 86.4 89.1: 13.6 10.9
Old : 100.0: 24.7 58.7 11.5 50.2 18.9 86.4 89.1: 13.6 10.9
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 : 40: 5 24 3 5 6 11 33:
Old : 40: 5 24 3 5 6 11 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 : 81.5 41.1 85.2 61.6 67.3 35.4 70.1 53.2
Old : 81.5 41.1 85.2 61.6 67.3 35.4 70.1 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 18,150: 4,908 10,078 2,084 8,925 3,879 15,917 16,041: 2,233 2,109
Old : 18,150: 4,908 10,078 2,084 8,925 3,879 15,917 16,041: 2,233 2,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -3,939: -759 -4,454 55 -3,343 1,724 -4,047 -2,675: 108 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 55.5 11.5 49.2 21.4 87.7 88.4: 12.3 11.6
Old : 100.0: 27.0 55.5 11.5 49.2 21.4 87.7 88.4: 12.3 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 : 45: 8 25 4 7 5 16 34:
Old : 45: 8 25 4 7 5 16 34:
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 : 71.5 41.1 83.6 64.9 60.5 37.7 67.1 55.6
Old : 71.5 41.1 83.6 64.9 60.5 37.7 67.1 55.6
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 154,755: 12,754 26,076 11,368 105,746 91,181 129,868 128,625: 24,887 26,130
Old : 154,755: 12,754 26,076 11,368 105,746 91,181 129,868 128,625: 24,887 26,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 4,264: 2,810 1,097 -725 1,502 1,232 3,587 1,604: 677 2,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 16.8 7.3 68.3 58.9 83.9 83.1: 16.1 16.9
Old : 100.0: 8.2 16.8 7.3 68.3 58.9 83.9 83.1: 16.1 16.9
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 : 131: 26 30 33 57 68 104 111:
Old : 131: 26 30 33 57 68 104 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 15.7 40.9 25.9 26.6 11.1 34.6 18.5
Old : 29.6 15.7 40.9 25.9 26.6 11.1 34.6 18.5
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 150,491: 9,944 24,979 12,093 104,244 89,949 126,281 127,021: 24,210 23,470
Old : 150,491: 9,944 24,979 12,093 104,244 89,949 126,281 127,021: 24,210 23,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 997: -872 584 75 1,917 1,014 1,120 1,673: -123 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 16.6 8.0 69.3 59.8 83.9 84.4: 16.1 15.6
Old : 100.0: 6.6 16.6 8.0 69.3 59.8 83.9 84.4: 16.1 15.6
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 : 128: 19 30 28 63 68 103 107:
Old : 128: 19 30 28 63 68 103 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 16.6 40.8 26.0 26.5 10.8 35.0 18.2
Old : 29.5 16.6 40.8 26.0 26.5 10.8 35.0 18.2
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 410,253: 22,250 77,740 106,635 223,440 199,170 352,325 383,545: 57,928 26,708
Old : 410,253: 22,250 77,740 106,635 223,440 199,170 352,325 383,545: 57,928 26,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 5,012: 1,237 1,845 849 5,224 5,184 7,310 7,878: -2,298 -2,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 18.9 26.0 54.5 48.5 85.9 93.5: 14.1 6.5
Old : 100.0: 5.4 18.9 26.0 54.5 48.5 85.9 93.5: 14.1 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 : 220: 45 64 73 102 83 189 185:
Old : 220: 45 64 73 102 83 189 185:
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 : 16.2 22.2 26.9 35.2 6.9 10.4 9.7 15.8
Old : 16.2 22.2 26.9 35.2 6.9 10.4 9.7 15.8
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 405,241: 21,013 75,895 105,786 218,216 193,986 345,015 375,667: 60,226 29,574
Old : 405,241: 21,013 75,895 105,786 218,216 193,986 345,015 375,667: 60,226 29,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 9,334: -768 6,481 2,123 6,101 528 7,456 9,132: 1,878 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 18.7 26.1 53.8 47.9 85.1 92.7: 14.9 7.3
Old : 100.0: 5.2 18.7 26.1 53.8 47.9 85.1 92.7: 14.9 7.3
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 : 208: 45 58 64 97 79 177 173:
Old : 208: 45 58 64 97 79 177 173:
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 : 16.9 23.3 28.3 36.6 6.7 11.0 9.8 16.4
Old : 16.9 23.3 28.3 36.6 6.7 11.0 9.8 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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,270: 3,015 4,708 2,121 59,695 61,223 64,831 68,052: 4,439 1,218
Old : 69,270: 3,015 4,708 2,121 59,695 61,223 64,831 68,052: 4,439 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,063: 0 -1,712 0 711 3,631 711 1,919: 352 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.8 3.1 86.2 88.4 93.6 98.2: 6.4 1.8
Old : 100.0: 4.4 6.8 3.1 86.2 88.4 93.6 98.2: 6.4 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 : 36: 1 1 1 30 25 31 27:
Old : 36: 1 1 1 30 25 31 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 : 43.7 58.0 64.2 72.3 42.0 53.7 52.1 62.3
Old : 43.7 58.0 64.2 72.3 42.0 53.7 52.1 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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,207: 3,015 6,420 2,121 58,984 57,592 64,120 66,133: 4,087 2,074
Old : 68,207: 3,015 6,420 2,121 58,984 57,592 64,120 66,133: 4,087 2,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -267: 0 0 0 217 -1,123 217 -1,123: -484 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.4 3.1 86.5 84.4 94.0 97.0: 6.0 3.0
Old : 100.0: 4.4 9.4 3.1 86.5 84.4 94.0 97.0: 6.0 3.0
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: 1 1 1 29 23 30 25:
Old : 34: 1 1 1 29 23 30 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 : 44.5 57.5 65.3 72.0 42.7 53.0 52.9 61.2
Old : 44.5 57.5 65.3 72.0 42.7 53.0 52.9 61.2
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,053: 5,266 2,464 428 37,120 36,980 42,814 39,872: 2,239 5,181
Old : 45,053: 5,266 2,464 428 37,120 36,980 42,814 39,872: 2,239 5,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 302: 0 0 0 302 302 302 302: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 5.5 0.9 82.4 82.1 95.0 88.5: 5.0 11.5
Old : 100.0: 11.7 5.5 0.9 82.4 82.1 95.0 88.5: 5.0 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 : 22: 1 2 1 15 13 17 15:
Old : 22: 1 2 1 15 13 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 : 51.3 62.5 82.4 77.9 45.8 61.2 73.4 73.1
Old : 51.3 62.5 82.4 77.9 45.8 61.2 73.4 73.1
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,751: 5,266 2,464 428 36,818 36,678 42,512 39,570: 2,239 5,181
Old : 44,751: 5,266 2,464 428 36,818 36,678 42,512 39,570: 2,239 5,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 124: 0 0 0 124 552 124 552: 0 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.5 1.0 82.3 82.0 95.0 88.4: 5.0 11.6
Old : 100.0: 11.8 5.5 1.0 82.3 82.0 95.0 88.4: 5.0 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 : 22: 1 2 1 15 13 17 15:
Old : 22: 1 2 1 15 13 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 : 51.6 62.9 82.0 78.4 45.8 61.7 73.6 73.6
Old : 51.6 62.9 82.0 78.4 45.8 61.7 73.6 73.6
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,607: 3,781 3,635 1,661 25,753 27,884 31,195 33,180: 3,412 1,427
Old : 34,607: 3,781 3,635 1,661 25,753 27,884 31,195 33,180: 3,412 1,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,002: 517 1,336 617 2,050 1,162 3,184 3,115: -182 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.5 4.8 74.4 80.6 90.1 95.9: 9.9 4.1
Old : 100.0: 10.9 10.5 4.8 74.4 80.6 90.1 95.9: 9.9 4.1
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 : 26: 2 2 3 21 18 24 22:
Old : 26: 2 2 3 21 18 24 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 : 42.1 38.8 65.2 61.0 36.3 31.0 52.9 49.2
Old : 42.1 38.8 65.2 61.0 36.3 31.0 52.9 49.2
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,605: 3,264 2,299 1,044 23,703 26,722 28,011 30,065: 3,594 1,540
Old : 31,605: 3,264 2,299 1,044 23,703 26,722 28,011 30,065: 3,594 1,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,558: 1,625 278 -60 -754 1,324 811 1,542: 747 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.3 3.3 75.0 84.5 88.6 95.1: 11.4 4.9
Old : 100.0: 10.3 7.3 3.3 75.0 84.5 88.6 95.1: 11.4 4.9
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 : 25: 2 2 2 19 16 22 19:
Old : 25: 2 2 2 19 16 22 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 : 41.5 40.9 65.2 63.8 37.1 33.3 53.6 54.1
Old : 41.5 40.9 65.2 63.8 37.1 33.3 53.6 54.1
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,079: 4,788 489 1,678 50,186 49,541 56,652 51,708: 2,427 7,371
Old : 59,079: 4,788 489 1,678 50,186 49,541 56,652 51,708: 2,427 7,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,733: -58 205 360 1,878 1,503 2,180 2,068: -447 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.8 2.8 84.9 83.9 95.9 87.5: 4.1 12.5
Old : 100.0: 8.1 0.8 2.8 84.9 83.9 95.9 87.5: 4.1 12.5
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 : 27: 1 1 2 23 17 25 19:
Old : 27: 1 1 2 23 17 25 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 : 46.5 60.5 70.7 72.4 40.9 49.6 57.8 59.2
Old : 46.5 60.5 70.7 72.4 40.9 49.6 57.8 59.2
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,346: 4,846 284 1,318 48,308 48,038 54,472 49,640: 2,874 7,706
Old : 57,346: 4,846 284 1,318 48,308 48,038 54,472 49,640: 2,874 7,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 7,244: 3,110 0 452 3,745 5,025 7,307 5,477: -63 1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.5 2.3 84.2 83.8 95.0 86.6: 5.0 13.4
Old : 100.0: 8.5 0.5 2.3 84.2 83.8 95.0 86.6: 5.0 13.4
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 : 26: 1 1 2 22 18 24 20:
Old : 26: 1 1 2 22 18 24 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 : 44.6 59.3 70.3 71.4 38.1 47.4 55.3 57.3
Old : 44.6 59.3 70.3 71.4 38.1 47.4 55.3 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,739: 1,872 394 1,156 17,023 20,361 20,051 21,911: 6,688 4,828
Old : 26,739: 1,872 394 1,156 17,023 20,361 20,051 21,911: 6,688 4,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,623: 285 -174 -43 1,734 1,502 1,976 1,285: -353 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.5 4.3 63.7 76.1 75.0 81.9: 25.0 18.1
Old : 100.0: 7.0 1.5 4.3 63.7 76.1 75.0 81.9: 25.0 18.1
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 : 21: 1 1 2 13 14 15 16:
Old : 21: 1 1 2 13 14 15 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 : 47.7 40.7 65.1 63.0 44.2 37.3 52.4 56.2
Old : 47.7 40.7 65.1 63.0 44.2 37.3 52.4 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 25,116: 1,587 568 1,199 15,289 18,859 18,075 20,626: 7,041 4,490
Old : 25,116: 1,587 568 1,199 15,289 18,859 18,075 20,626: 7,041 4,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.3 4.8 60.9 75.1 72.0 82.1: 28.0 17.9
Old : 100.0: 6.3 2.3 4.8 60.9 75.1 72.0 82.1: 28.0 17.9
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 : 20: 1 1 2 12 13 14 15:
Old : 20: 1 1 2 12 13 14 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 : 46.7 43.4 62.8 67.1 42.9 39.7 53.4 59.8
Old : 46.7 43.4 62.8 67.1 42.9 39.7 53.4 59.8
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 906,796: 216,464 67,311 144,467 529,802 688,496 890,733 900,274: 16,063 6,522
Old : 906,796: 216,464 67,311 144,467 529,802 688,496 890,733 900,274: 16,063 6,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 22,987: 16,569 6,223 1,832 4,747 14,729 23,148 22,784: -161 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 7.4 15.9 58.4 75.9 98.2 99.3: 1.8 0.7
Old : 100.0: 23.9 7.4 15.9 58.4 75.9 98.2 99.3: 1.8 0.7
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 : 114: 15 14 26 78 72 108 99:
Old : 114: 15 14 26 78 72 108 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 : 32.9 23.2 45.0 36.8 27.5 19.3 33.4 28.7
Old : 32.9 23.2 45.0 36.8 27.5 19.3 33.4 28.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 883,809: 199,895 61,088 142,635 525,055 673,767 867,585 877,490: 16,224 6,319
Old : 883,809: 199,895 61,088 142,635 525,055 673,767 867,585 877,490: 16,224 6,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 31,692: 13,723 1,828 14,711 309 13,844 28,743 30,383: 2,949 1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 6.9 16.1 59.4 76.2 98.2 99.3: 1.8 0.7
Old : 100.0: 22.6 6.9 16.1 59.4 76.2 98.2 99.3: 1.8 0.7
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 : 108: 15 12 25 73 69 101 95:
Old : 108: 15 12 25 73 69 101 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 : 33.0 23.6 45.0 36.8 26.4 19.2 32.5 28.5
Old : 33.0 23.6 45.0 36.8 26.4 19.2 32.5 28.5
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 88,728: 24,714 22,990 20,337 39,782 43,421 84,833 86,748: 3,895 1,980
Old : 88,728: 24,714 22,990 20,337 39,782 43,421 84,833 86,748: 3,895 1,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,119: 12,213 5,083 -2,123 -257 6,425 9,833 9,385: 286 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 25.9 22.9 44.8 48.9 95.6 97.8: 4.4 2.2
Old : 100.0: 27.9 25.9 22.9 44.8 48.9 95.6 97.8: 4.4 2.2
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 : 39: 8 5 10 22 23 34 34:
Old : 39: 8 5 10 22 23 34 34:
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 : 53.8 47.1 68.6 70.7 27.6 34.1 39.3 47.3
Old : 53.8 47.1 68.6 70.7 27.6 34.1 39.3 47.3
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 78,609: 12,501 17,907 22,460 40,039 36,996 75,000 77,363: 3,609 1,246
Old : 78,609: 12,501 17,907 22,460 40,039 36,996 75,000 77,363: 3,609 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 11,188: 4,983 3,310 865 5,769 7,235 11,617 11,410: -429 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 22.8 28.6 50.9 47.1 95.4 98.4: 4.6 1.6
Old : 100.0: 15.9 22.8 28.6 50.9 47.1 95.4 98.4: 4.6 1.6
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: 7 7 12 22 22 35 35:
Old : 38: 7 7 12 22 22 35 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 : 48.9 46.7 64.3 68.6 23.3 23.6 32.7 37.7
Old : 48.9 46.7 64.3 68.6 23.3 23.6 32.7 37.7
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,310: 5,496 1,830 4,915 23,749 27,375 34,160 34,120: 150 190
Old : 34,310: 5,496 1,830 4,915 23,749 27,375 34,160 34,120: 150 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 237: 370 440 -260 136 556 246 736: -9 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 5.3 14.3 69.2 79.8 99.6 99.4: 0.4 0.6
Old : 100.0: 16.0 5.3 14.3 69.2 79.8 99.6 99.4: 0.4 0.6
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: 3 4 6 25 26 31 33:
Old : 35: 3 4 6 25 26 31 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 : 52.9 68.5 74.4 80.1 48.3 60.8 60.5 66.6
Old : 52.9 68.5 74.4 80.1 48.3 60.8 60.5 66.6
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,073: 5,126 1,390 5,175 23,613 26,819 33,914 33,384: 159 689
Old : 34,073: 5,126 1,390 5,175 23,613 26,819 33,914 33,384: 159 689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,163: 126 1,146 -109 1,267 257 1,284 1,294: -121 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.1 15.2 69.3 78.7 99.5 98.0: 0.5 2.0
Old : 100.0: 15.0 4.1 15.2 69.3 78.7 99.5 98.0: 0.5 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 : 34: 3 3 6 25 26 31 32:
Old : 34: 3 3 6 25 26 31 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 : 51.1 68.9 73.9 80.4 47.4 60.3 59.7 65.3
Old : 51.1 68.9 73.9 80.4 47.4 60.3 59.7 65.3
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,039: 2,123 4,358 861 17,055 14,820 20,039 20,039: 0 0
Old : 20,039: 2,123 4,358 861 17,055 14,820 20,039 20,039: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 432: 396 348 0 80 128 476 476: -44 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 21.7 4.3 85.1 74.0 100.0 100.0: 0.0 0.0
Old : 100.0: 10.6 21.7 4.3 85.1 74.0 100.0 100.0: 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 : 25: 2 3 2 16 14 19 18:
Old : 25: 2 3 2 16 14 19 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 : 76.5 61.9 88.3 81.8 73.9 59.4 80.2 75.7
Old : 76.5 61.9 88.3 81.8 73.9 59.4 80.2 75.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,607: 1,727 4,010 861 16,975 14,692 19,563 19,563: 44 44
Old : 19,607: 1,727 4,010 861 16,975 14,692 19,563 19,563: 44 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 193: 46 204 21 82 -76 149 149: 44 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 20.5 4.4 86.6 74.9 99.8 99.8: 0.2 0.2
Old : 100.0: 8.8 20.5 4.4 86.6 74.9 99.8 99.8: 0.2 0.2
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 : 25: 2 3 2 16 12 19 16:
Old : 25: 2 3 2 16 12 19 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 : 76.9 61.9 89.0 81.2 74.2 59.3 80.9 75.0
Old : 76.9 61.9 89.0 81.2 74.2 59.3 80.9 75.0
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,536: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Old : 7,536: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 0: -242 -242 242 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 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 : 21: 1 3 3 11 10 14 14:
Old : 21: 1 3 3 11 10 14 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 : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
Old : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,536: 544 2,928 932 6,060 3,676 7,536 7,536: 0 0
Old : 7,536: 544 2,928 932 6,060 3,676 7,536 7,536: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 676: -298 378 298 676 252 676 928: 0 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 38.9 12.4 80.4 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.2 38.9 12.4 80.4 48.8 100.0 100.0: 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 : 20: 2 2 3 10 10 13 14:
Old : 20: 2 2 3 10 10 13 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 : 68.1 66.1 91.1 89.9 60.7 56.5 74.7 75.3
Old : 68.1 66.1 91.1 89.9 60.7 56.5 74.7 75.3
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 718,813: 86,451 70,526 85,441 495,530 491,377 667,422 647,344: 51,391 71,469
Old : 718,813: 86,451 70,526 85,441 495,530 491,377 667,422 647,344: 51,391 71,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 11,452: 6,888 -423 -4,703 7,307 13,211 9,492 8,085: 1,960 3,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 9.8 11.9 68.9 68.4 92.9 90.1: 7.1 9.9
Old : 100.0: 12.0 9.8 11.9 68.9 68.4 92.9 90.1: 7.1 9.9
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 : 212: 50 66 70 75 84 174 178:
Old : 212: 50 66 70 75 84 174 178:
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 22.8 35.5 34.3 14.9 13.9 22.7 18.9
Old : 22.0 22.8 35.5 34.3 14.9 13.9 22.7 18.9
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 707,361: 79,563 70,949 90,144 488,223 478,166 657,930 639,259: 49,431 68,102
Old : 707,361: 79,563 70,949 90,144 488,223 478,166 657,930 639,259: 49,431 68,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 24,241: 4,996 3,929 16,053 8,644 12,187 29,693 32,169: -5,452 -7,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 10.0 12.7 69.0 67.6 93.0 90.4: 7.0 9.6
Old : 100.0: 11.2 10.0 12.7 69.0 67.6 93.0 90.4: 7.0 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 : 217: 47 68 72 78 83 177 181:
Old : 217: 47 68 72 78 83 177 181:
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 : 21.7 21.7 35.8 33.0 15.5 13.3 23.6 18.1
Old : 21.7 21.7 35.8 33.0 15.5 13.3 23.6 18.1
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,785: 7,543 2,082 0 2,460 9,574 10,003 11,656: 2,782 1,129
Old : 12,785: 7,543 2,082 0 2,460 9,574 10,003 11,656: 2,782 1,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 49: 126 -417 -91 -2 426 33 -82: 16 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 16.3 0.0 19.2 74.9 78.2 91.2: 21.8 8.8
Old : 100.0: 59.0 16.3 0.0 19.2 74.9 78.2 91.2: 21.8 8.8
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 : 113: 66 15 0 9 23 75 38:
Old : 113: 66 15 0 9 23 75 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 : 24.2 42.3 37.7 60.5 24.2 42.3 37.7 60.5
Old : 24.2 42.3 37.7 60.5 24.2 42.3 37.7 60.5
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,736: 7,417 2,499 91 2,462 9,148 9,970 11,738: 2,766 998
Old : 12,736: 7,417 2,499 91 2,462 9,148 9,970 11,738: 2,766 998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 138: 162 -158 57 -136 382 83 281: 55 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 19.6 0.7 19.3 71.8 78.3 92.2: 21.7 7.8
Old : 100.0: 58.2 19.6 0.7 19.3 71.8 78.3 92.2: 21.7 7.8
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 : 117: 65 17 3 9 24 77 43:
Old : 117: 65 17 3 9 24 77 43:
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 : 24.2 42.4 37.6 57.9 24.2 42.4 37.6 57.9
Old : 24.2 42.4 37.6 57.9 24.2 42.4 37.6 57.9
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,609: 2,637 229 0 2,478 5,648 5,115 5,877: 1,494 732
Old : 6,609: 2,637 229 0 2,478 5,648 5,115 5,877: 1,494 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 166: 238 -320 0 -124 453 114 133: 52 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 3.5 0.0 37.5 85.5 77.4 88.9: 22.6 11.1
Old : 100.0: 39.9 3.5 0.0 37.5 85.5 77.4 88.9: 22.6 11.1
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 : 41: 15 3 0 9 15 24 18:
Old : 41: 15 3 0 9 15 24 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 : 38.1 62.2 52.7 76.6 38.1 62.2 52.7 76.6
Old : 38.1 62.2 52.7 76.6 38.1 62.2 52.7 76.6
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 6,443: 2,399 549 0 2,602 5,195 5,001 5,744: 1,442 699
Old : 6,443: 2,399 549 0 2,602 5,195 5,001 5,744: 1,442 699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 242: 106 382 -80 198 12 224 314: 18 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 8.5 0.0 40.4 80.6 77.6 89.2: 22.4 10.8
Old : 100.0: 37.2 8.5 0.0 40.4 80.6 77.6 89.2: 22.4 10.8
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 : 42: 15 5 0 12 13 27 18:
Old : 42: 15 5 0 12 13 27 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 : 37.9 62.1 51.7 76.8 37.9 62.0 51.7 76.6
Old : 37.9 62.1 51.7 76.8 37.9 62.0 51.7 76.6
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 168,381: 20,112 8,379 12,137 121,615 133,646 153,864 154,162: 14,517 14,219
Old : 168,381: 20,112 8,379 12,137 121,615 133,646 153,864 154,162: 14,517 14,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,634: 2,654 -1,013 -717 6,667 11,281 8,604 9,551: 2,030 1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 5.0 7.2 72.2 79.4 91.4 91.6: 8.6 8.4
Old : 100.0: 11.9 5.0 7.2 72.2 79.4 91.4 91.6: 8.6 8.4
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 : 153: 32 26 35 77 80 128 125:
Old : 153: 32 26 35 77 80 128 125:
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 : 32.4 18.6 43.8 29.9 27.9 14.5 35.2 23.5
Old : 32.4 18.6 43.8 29.9 27.9 14.5 35.2 23.5
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 157,747: 17,458 9,392 12,854 114,948 122,365 145,260 144,611: 12,487 13,136
Old : 157,747: 17,458 9,392 12,854 114,948 122,365 145,260 144,611: 12,487 13,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -2,156: 1,016 -4,295 -29 -4,908 2,943 -3,921 -1,381: 1,765 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 6.0 8.1 72.9 77.6 92.1 91.7: 7.9 8.3
Old : 100.0: 11.1 6.0 8.1 72.9 77.6 92.1 91.7: 7.9 8.3
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 : 148: 29 29 35 74 74 123 121:
Old : 148: 29 29 35 74 74 123 121:
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 : 33.2 19.4 45.3 30.9 29.5 14.2 37.2 22.9
Old : 33.2 19.4 45.3 30.9 29.5 14.2 37.2 22.9
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,879: 0 3,251 4,578 14,046 10,975 18,624 18,804: 255 75
Old : 18,879: 0 3,251 4,578 14,046 10,975 18,624 18,804: 255 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 89: 0 -234 -12 56 260 44 14: 45 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.2 24.2 74.4 58.1 98.6 99.6: 1.4 0.4
Old : 100.0: 0.0 17.2 24.2 74.4 58.1 98.6 99.6: 1.4 0.4
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 : 25: 0 5 2 15 13 17 18:
Old : 25: 0 5 2 15 13 17 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 : 66.1 76.6 88.3 88.2 45.0 48.2 56.2 56.8
Old : 66.1 76.6 88.3 88.2 45.0 48.2 56.2 56.8
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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,790: 0 3,485 4,590 13,990 10,715 18,580 18,790: 210 0
Old : 18,790: 0 3,485 4,590 13,990 10,715 18,580 18,790: 210 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 675: 0 -320 270 375 725 645 675: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.5 24.4 74.5 57.0 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 18.5 24.4 74.5 57.0 98.9 100.0: 1.1 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 : 25: 0 5 2 14 13 16 18:
Old : 25: 0 5 2 14 13 16 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 : 67.6 77.5 89.8 89.1 46.8 48.9 56.9 57.7
Old : 67.6 77.5 89.8 89.1 46.8 48.9 56.9 57.7
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, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,587: 450 2,106 402 7,660 5,929 8,512 8,437: 75 150
Old : 8,587: 450 2,106 402 7,660 5,929 8,512 8,437: 75 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -165: 0 75 0 -240 -390 -240 -315: 75 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 24.5 4.7 89.2 69.0 99.1 98.3: 0.9 1.7
Old : 100.0: 5.2 24.5 4.7 89.2 69.0 99.1 98.3: 0.9 1.7
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 : 21: 1 1 2 16 14 18 16:
Old : 21: 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 : 56.4 75.5 79.1 87.9 40.8 50.4 52.2 53.4
Old : 56.4 75.5 79.1 87.9 40.8 50.4 52.2 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, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,752: 450 2,031 402 7,900 6,319 8,752 8,752: 0 0
Old : 8,752: 450 2,031 402 7,900 6,319 8,752 8,752: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 75: 0 -75 0 75 150 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 23.2 4.6 90.3 72.2 100.0 100.0: 0.0 0.0
Old : 100.0: 5.1 23.2 4.6 90.3 72.2 100.0 100.0: 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 : 21: 1 1 2 15 14 17 16:
Old : 21: 1 1 2 15 14 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 : 59.8 74.0 81.2 89.7 44.3 49.0 51.2 52.4
Old : 59.8 74.0 81.2 89.7 44.3 49.0 51.2 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2005