WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 183,042
COMMITMENTS
37,754 67,376 13,609 106,574 80,526 157,937 161,511 25,105 21,531
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,659)
-532 -1,321 -453 1,353 794 368 -980 -2,027 -679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 36.8 7.4 58.2 44.0 86.3 88.2 13.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
86 83 46 52 58 156 175
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 184,701
COMMITMENTS
38,286 68,697 14,062 105,221 79,732 157,569 162,491 27,132 22,210
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -1,860)
2,021 -6,372 -1,057 -1,546 6,499 -582 -930 -1,278 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 37.2 7.6 57.0 43.2 85.3 88.0 14.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
90 87 49 54 58 166 180
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 592,919
COMMITMENTS
80,354 161,481 33,313 386,856 269,356 500,523 464,150 92,396 128,769
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,710)
1,805 -8,279 -1,712 -770 5,616 -677 -4,375 -1,033 2,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 27.2 5.6 65.2 45.4 84.4 78.3 15.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 653)
145 163 91 229 241 425 460
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 594,629
COMMITMENTS
78,549 169,760 35,025 387,626 263,740 501,200 468,525 93,429 126,104
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 5,543)
2,811 -3,343 1,763 956 6,198 5,530 4,618 13 925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 28.5 5.9 65.2 44.4 84.3 78.8 15.7 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 652)
148 157 98 224 241 429 459
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,165
COMMITMENTS
1,381 815 26 1,978 4,630 3,385 5,471 3,780 1,694
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 436)
331 73 10 -176 236 165 319 271 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 11.4 0.4 27.6 64.6 47.2 76.4 52.8 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 5 1 14 11 28 16
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,729
COMMITMENTS
1,050 742 16 2,154 4,394 3,220 5,152 3,509 1,577
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 136)
-43 -441 6 -310 368 -347 -67 483 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 11.0 0.2 32.0 65.3 47.9 76.6 52.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 4 1 15 12 27 16
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 236,272
COMMITMENTS
36,521 67,090 16,287 144,920 100,484 197,728 183,861 38,544 52,411
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -6,418)
-1,041 -3,477 -1,518 3,318 1,216 759 -3,779 -7,177 -2,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 28.4 6.9 61.3 42.5 83.7 77.8 16.3 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
88 125 76 92 109 235 264
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 242,690
COMMITMENTS
37,562 70,567 17,805 141,602 99,268 196,969 187,640 45,721 55,050
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -10,365)
5,510 993 -5,180 -7,097 -1,863 -6,767 -6,050 -3,598 -4,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 29.1 7.3 58.3 40.9 81.2 77.3 18.8 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
103 136 87 95 110 261 281
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 149,081
COMMITMENTS
20,699 34,895 17,696 86,979 75,816 125,374 128,407 23,707 20,674
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -473)
4,877 -9,201 629 -6,172 7,047 -666 -1,525 193 1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 23.4 11.9 58.3 50.9 84.1 86.1 15.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
35 31 28 50 45 102 99
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 149,554
COMMITMENTS
15,822 44,096 17,067 93,151 68,769 126,040 129,932 23,514 19,622
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -5,119)
-1,677 -3,349 321 -2,244 284 -3,600 -2,744 -1,519 -2,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 29.5 11.4 62.3 46.0 84.3 86.9 15.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
29 36 30 53 42 101 103
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 602,846
COMMITMENTS
160,159 95,122 26,520 328,180 375,187 514,859 496,829 87,987 106,017
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -46,450)
-24,397 -3,960 -1,974 -7,538 -37,289 -33,909 -43,223 -12,541 -3,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 15.8 4.4 54.4 62.2 85.4 82.4 14.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
40 38 17 56 80 108 125
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 649,296
COMMITMENTS
184,556 99,082 28,494 335,718 412,476 548,768 540,052 100,528 109,244
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 5,119)
-10,040 10,488 -400 21,255 4,525 10,815 14,613 -5,696 -9,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 15.3 4.4 51.7 63.5 84.5 83.2 15.5 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
43 43 21 58 91 116 142
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,477
COMMITMENTS
8,532 26,662 23,153 86,088 69,968 117,773 119,783 26,704 24,694
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -476)
1,834 -1,418 -158 -268 1,446 1,408 -130 -1,884 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 18.5 16.0 59.6 48.4 81.5 82.9 18.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
23 47 42 50 50 108 120
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,953
COMMITMENTS
6,698 28,080 23,311 86,356 68,522 116,365 119,913 28,588 25,040
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -555)
-3,182 -1,169 1,391 2,553 -3,527 762 -3,305 -1,317 2,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 19.4 16.1 59.6 47.3 80.3 82.7 19.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
19 44 41 53 46 106 116
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,426
COMMITMENTS
1,358 1,331 103 888 1,678 2,349 3,112 2,077 1,314
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -64)
159 134 2 -261 -190 -100 -54 36 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 30.1 2.3 20.1 37.9 53.1 70.3 46.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 9 3 4 7 14 16
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,490
COMMITMENTS
1,199 1,197 101 1,149 1,868 2,449 3,166 2,041 1,324
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 58)
-85 -112 -28 -172 259 -285 119 343 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 26.7 2.2 25.6 41.6 54.5 70.5 45.5 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 6 4 9 8 18 16
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 248,617
COMMITMENTS
62,456 70,027 1,400 159,101 128,534 222,957 199,961 25,660 48,656
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,240)
3,880 5,258 -2,371 4 -2,611 1,513 276 -273 964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 28.2 0.6 64.0 51.7 89.7 80.4 10.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
18 49 5 44 66 65 117
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 247,377
COMMITMENTS
58,576 64,769 3,771 159,097 131,145 221,444 199,685 25,933 47,692
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 8,737)
-183 1,531 -1,934 10,349 12,677 8,232 12,274 505 -3,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 26.2 1.5 64.3 53.0 89.5 80.7 10.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
17 50 8 47 69 69 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,611,687
COMMITMENTS
395,758 348,175 19,059 1045916 965,333 1460733 1332567 150,954 279,120
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 9,726)
23,427 5,434 -2,884 11,276 7,087 31,819 9,637 -22,093 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 21.6 1.2 64.9 59.9 90.6 82.7 9.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
53 101 28 91 170 162 281
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,601,961
COMMITMENTS
372,331 342,741 21,943 1034640 958,246 1428914 1322930 173,047 279,031
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -63,055)
-30,236 -10,551 -13,085 -25,888 -3,967 -69,209 -27,603 6,154 -35,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 21.4 1.4 64.6 59.8 89.2 82.6 10.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
53 119 38 93 171 175 300
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,154,246
COMMITMENTS
322,838 206,128 43,306 712,896 739,723 1079040 989,157 75,206 165,089
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -35,141)
-10,602 -12,328 -6,182 -3,600 -6,096 -20,384 -24,606 -14,757 -10,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 17.9 3.8 61.8 64.1 93.5 85.7 6.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
46 86 16 73 130 126 225
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,189,387
COMMITMENTS
333,440 218,456 49,488 716,496 745,819 1099424 1013763 89,963 175,624
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -224,741)
-37,998 -9,348 -143,515 -28,909 -74,250 -210,422 -227,113 -14,319 2,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 18.4 4.2 60.2 62.7 92.4 85.2 7.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
54 88 18 75 132 137 230
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 471,762
COMMITMENTS
182,569 43,796 54,237 208,147 357,458 444,953 455,491 26,809 16,271
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,165)
3,192 5,537 -2,182 2,193 -514 3,203 2,841 -38 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 9.3 11.5 44.1 75.8 94.3 96.6 5.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
52 20 27 64 59 125 98
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 468,597
COMMITMENTS
179,377 38,259 56,419 205,954 357,972 441,750 452,650 26,847 15,947
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -877)
-10,213 -6,274 -7,604 12,947 11,131 -4,870 -2,747 3,993 1,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 8.2 12.0 44.0 76.4 94.3 96.6 5.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
51 16 24 63 60 121 94
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,296
COMMITMENTS
19,620 9,541 31 25,133 32,690 44,784 42,262 4,512 7,034
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,070)
1,914 229 -2 283 770 2,195 997 -1,125 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 19.4 0.1 51.0 66.3 90.8 85.7 9.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 18 1 21 12 54 30
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,226
COMMITMENTS
17,706 9,312 33 24,850 31,920 42,589 41,265 5,637 6,961
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -23,349)
-2,321 -3,435 -1,140 -12,080 -6,646 -15,541 -11,221 -7,808 -12,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 19.3 0.1 51.5 66.2 88.3 85.6 11.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
31 17 1 19 11 51 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 35,701
COMMITMENTS
8,476 10,811 226 19,437 15,773 28,139 26,810 7,562 8,891
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -5,247)
766 1,977 -203 1,884 1,847 2,447 3,621 -7,694 -8,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 30.3 0.6 54.4 44.2 78.8 75.1 21.2 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 22 2 22 11 44 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,948
COMMITMENTS
7,710 8,834 429 17,553 13,926 25,692 23,189 15,256 17,759
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -40,399)
-6,547 -7,116 -1,683 -26,029 -36,161 -34,259 -44,960 -6,140 4,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 21.6 1.0 42.9 34.0 62.7 56.6 37.3 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
21 23 2 18 12 39 37
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,307
COMMITMENTS
2,031 6,400 1,006 32,906 27,529 35,943 34,935 364 1,372
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -705)
-295 -614 0 -577 -96 -872 -710 167 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 17.6 2.8 90.6 75.8 99.0 96.2 1.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 21 2 17 15 23 36
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,012
COMMITMENTS
2,326 7,014 1,006 33,483 27,625 36,815 35,645 197 1,367
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 278)
64 13 0 293 347 357 360 -79 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 19.0 2.7 90.5 74.6 99.5 96.3 0.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 22 2 17 15 23 37
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,126
COMMITMENTS
681 1,580 0 12,433 11,090 13,114 12,670 12 456
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -386)
296 -76 0 -669 -122 -373 -198 -13 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 12.0 0.0 94.7 84.5 99.9 96.5 0.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 7 0 8 10 10 17
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,512
COMMITMENTS
385 1,656 0 13,102 11,212 13,487 12,868 25 644
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 684)
-194 -120 0 862 608 668 488 16 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 12.3 0.0 97.0 83.0 99.8 95.2 0.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 8 0 8 9 10 17
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,130
COMMITMENTS
4,206 2,156 1,145 16,676 16,563 22,027 19,864 2,103 4,266
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 719)
184 187 78 749 821 1,011 1,086 -292 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 8.9 4.7 69.1 68.6 91.3 82.3 8.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 9 15 33 42 60 61
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,411
COMMITMENTS
4,022 1,969 1,067 15,927 15,742 21,016 18,778 2,395 4,633
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 722)
88 43 103 279 369 470 515 252 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 8.4 4.6 68.0 67.2 89.8 80.2 10.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 9 13 31 41 58 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,092
COMMITMENTS
24,370 7,192 14,677 38,088 41,546 77,135 63,415 18,957 32,677
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 2,775)
138 650 883 719 137 1,740 1,670 1,035 1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 7.5 15.3 39.6 43.2 80.3 66.0 19.7 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
51 34 45 24 35 111 89
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 93,317
COMMITMENTS
24,232 6,542 13,794 37,369 41,409 75,395 61,745 17,922 31,572
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -4,265)
357 -254 -2,504 -1,921 -3,616 -4,068 -6,374 -197 2,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 7.0 14.8 40.0 44.4 80.8 66.2 19.2 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
53 31 47 23 33 109 89
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,953
COMMITMENTS
551 422 150 725 312 1,426 884 527 1,069
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 44)
-126 19 37 158 65 69 121 -25 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 21.6 7.7 37.1 16.0 73.0 45.3 27.0 54.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 11 1 5 2 11 14
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,909
COMMITMENTS
677 403 113 567 247 1,357 763 552 1,146
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -62)
-79 -27 13 124 40 58 26 -120 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 21.1 5.9 29.7 12.9 71.1 40.0 28.9 60.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 10 2 3 2 10 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 133,896
COMMITMENTS
38,997 15,438 16,185 63,737 70,944 118,919 102,567 14,977 31,329
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 6,463)
4,615 -582 197 1,117 5,103 5,929 4,718 534 1,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 11.5 12.1 47.6 53.0 88.8 76.6 11.2 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
53 38 36 40 95 109 156
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 127,433
COMMITMENTS
34,382 16,020 15,988 62,620 65,841 112,990 97,849 14,443 29,584
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 9,267)
8,094 -165 977 1,238 5,085 10,309 5,897 -1,042 3,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 12.6 12.5 49.1 51.7 88.7 76.8 11.3 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
43 39 37 37 88 98 147
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,875
COMMITMENTS
814 692 209 808 1,556 1,831 2,457 2,044 1,418
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 303)
267 -92 -23 -86 269 158 154 145 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 17.9 5.4 20.9 40.2 47.3 63.4 52.7 36.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 9 9 6 12 24 24
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,572
COMMITMENTS
547 784 232 894 1,287 1,673 2,303 1,899 1,269
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 183)
-74 35 94 -80 -121 -60 8 243 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 21.9 6.5 25.0 36.0 46.8 64.5 53.2 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 10 7 9 9 23 22
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 16,027
COMMITMENTS
3,668 2,701 1,465 6,521 2,861 11,654 7,027 4,373 9,000
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 428)
443 142 -146 -29 -27 268 -31 160 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 16.9 9.1 40.7 17.9 72.7 43.8 27.3 56.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 23 13 27 28 54 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 15,599
COMMITMENTS
3,225 2,559 1,611 6,550 2,888 11,386 7,058 4,213 8,541
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -46)
1,165 -865 -339 -662 162 164 -1,042 -210 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 16.4 10.3 42.0 18.5 73.0 45.2 27.0 54.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 23 19 27 29 60 61
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 66,171
COMMITMENTS
19,215 13,081 366 17,599 41,225 37,180 54,672 28,991 11,499
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 719)
-1,207 -1,065 0 2,326 3,219 1,119 2,154 -400 -1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 19.8 0.6 26.6 62.3 56.2 82.6 43.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 8 2 19 17 34 27
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 65,452
COMMITMENTS
20,422 14,146 366 15,273 38,006 36,061 52,518 29,391 12,934
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -35,861)
-1,467 1,334 -2 -35,554 -28,106 -37,023 -26,774 1,162 -9,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 21.6 0.6 23.3 58.1 55.1 80.2 44.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 8 2 17 18 36 28
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 60,282
COMMITMENTS
33,728 8,739 0 7,955 44,575 41,683 53,314 18,599 6,968
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,448)
3,623 -9,814 0 -1,311 12,961 2,312 3,147 1,136 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 14.5 0.0 13.2 73.9 69.1 88.4 30.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
21 3 0 8 9 29 12
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 56,834
COMMITMENTS
30,105 18,553 0 9,266 31,614 39,371 50,167 17,463 6,667
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 163)
-4,214 1,794 0 4,108 -1,483 -106 311 269 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.0 32.6 0.0 16.3 55.6 69.3 88.3 30.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
21 4 0 11 8 32 12
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 85,605
COMMITMENTS
54,120 6,053 666 20,840 72,692 75,626 79,411 9,979 6,194
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -96)
-2,976 -24 666 2,716 -719 406 -77 -502 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.2 7.1 0.8 24.3 84.9 88.3 92.8 11.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
47 12 2 15 17 64 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 85,701
COMMITMENTS
57,096 6,077 0 18,124 73,411 75,220 79,488 10,481 6,213
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 2,658)
730 -179 -197 1,406 2,163 1,939 1,787 719 871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.6 7.1 0.0 21.1 85.7 87.8 92.8 12.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
47 10 0 15 17 62 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,644
COMMITMENTS
33,131 12,980 0 19,585 53,575 52,716 66,555 24,928 11,089
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,438)
-4,361 10,270 0 1,996 -12,873 -2,365 -2,603 -1,073 -835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 16.7 0.0 25.2 69.0 67.9 85.7 32.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
23 10 0 9 13 32 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 81,082
COMMITMENTS
37,492 2,710 0 17,589 66,448 55,081 69,158 26,001 11,924
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 3,751)
-3,743 261 0 6,791 2,302 3,048 2,563 703 1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 3.3 0.0 21.7 82.0 67.9 85.3 32.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
26 8 0 9 13 35 21
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 150,488
COMMITMENTS
39,240 11,487 177 74,288 124,182 113,705 135,846 36,783 14,642
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 4,783)
5,867 -1,310 -19 -3,004 8,484 2,844 7,155 1,939 -2,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 7.6 0.1 49.4 82.5 75.6 90.3 24.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 14 2 16 20 42 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 145,705
COMMITMENTS
33,373 12,797 196 77,292 115,698 110,861 128,691 34,844 17,014
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -273)
-263 562 19 -1,141 -775 -1,385 -194 1,112 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 8.8 0.1 53.0 79.4 76.1 88.3 23.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
27 11 3 17 19 45 32
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 147,687
COMMITMENTS
44,526 27,712 1,347 42,625 65,999 88,498 95,058 59,189 52,629
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 537)
5,059 -23,919 350 -6,011 19,325 -602 -4,244 1,139 4,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 18.8 0.9 28.9 44.7 59.9 64.4 40.1 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
33 25 6 28 18 66 45
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 147,150
COMMITMENTS
39,467 51,631 997 48,636 46,674 89,100 99,302 58,050 47,848
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 10,737)
2,703 325 460 2,584 5,405 5,747 6,190 4,990 4,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 35.1 0.7 33.1 31.7 60.6 67.5 39.4 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
31 20 6 25 19 59 42
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 40,657
COMMITMENTS
10,186 0 100 28,214 36,882 38,500 36,982 2,157 3,675
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,135)
1,286 -354 0 -92 1,172 1,194 818 -59 317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 0.0 0.2 69.4 90.7 94.7 91.0 5.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 1 15 25 18 26
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,522
COMMITMENTS
8,900 354 100 28,306 35,710 37,306 36,164 2,216 3,358
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 5,674)
-448 -586 0 4,938 5,161 4,490 4,575 1,184 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 0.9 0.3 71.6 90.4 94.4 91.5 5.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 1 16 25 19 27
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 6,626,943
COMMITMENTS
593,628 951,081 954,072 4683924 4069589 6231624 5974742 395,319 652,201
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 85,380)
26,121 47,213 7,481 94,499 56,750 128,101 111,444 -42,721 -26,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 14.4 14.4 70.7 61.4 94.0 90.2 6.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
65 98 115 170 195 303 361
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 6,541,563
COMMITMENTS
567,507 903,868 946,591 4589425 4012839 6103523 5863298 438,040 678,265
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 213,480)
45,574 214,678 39,546 193,185 33,504 278,305 287,728 -64,825 -74,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 13.8 14.5 70.2 61.3 93.3 89.6 6.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
63 105 117 167 194 302 361
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 667,211
COMMITMENTS
56,327 59,991 2,551 453,884 503,665 512,762 566,207 154,449 101,004
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -4,170)
-634 -480 384 -1,354 1,127 -1,604 1,031 -2,566 -5,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 9.0 0.4 68.0 75.5 76.9 84.9 23.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
32 29 10 87 64 127 95
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 671,381
COMMITMENTS
56,961 60,471 2,167 455,238 502,538 514,366 565,176 157,015 106,205
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -113,383)
-13,523 -9,307 -8,214 -47,233 -37,956 -68,970 -55,477 -44,413 -57,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 9.0 0.3 67.8 74.9 76.6 84.2 23.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
33 26 8 85 63 125 90
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 727,822
COMMITMENTS
188,587 78,516 7,202 300,558 586,286 496,347 672,004 231,475 55,818
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 13,628)
-13,176 -9,030 1,512 20,864 31,468 9,200 23,950 4,428 -10,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 10.8 1.0 41.3 80.6 68.2 92.3 31.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
79 66 16 67 64 156 136
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 714,194
COMMITMENTS
201,763 87,546 5,690 279,694 554,818 487,147 648,054 227,047 66,140
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -568,410)
-65,593 -98,491 -53,663 -277,286 -344,798 -396,542 -496,952 -171,868 -71,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 12.3 0.8 39.2 77.7 68.2 90.7 31.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
77 67 12 64 67 149 138
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,122
COMMITMENTS
1,746 256 0 8,743 11,604 10,489 11,860 2,633 1,262
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 24)
126 146 0 -145 -467 -19 -321 43 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 2.0 0.0 66.6 88.4 79.9 90.4 20.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 2 0 23 16 29 18
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,098
COMMITMENTS
1,620 110 0 8,888 12,071 10,508 12,181 2,590 917
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -6,371)
83 -892 -694 -4,609 -2,866 -5,220 -4,452 -1,151 -1,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 0.8 0.0 67.9 92.2 80.2 93.0 19.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 1 0 22 18 27 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 22,130
COMMITMENTS
2,789 3,665 141 16,354 15,697 19,284 19,503 2,846 2,627
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,192)
729 -435 45 145 1,043 919 653 273 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 16.6 0.6 73.9 70.9 87.1 88.1 12.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 5 2 25 19 35 24
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 20,938
COMMITMENTS
2,060 4,100 96 16,209 14,654 18,365 18,850 2,573 2,088
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -25,818)
-5,761 55 -3,058 -9,738 -21,248 -18,557 -24,251 -7,261 -1,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 19.6 0.5 77.4 70.0 87.7 90.0 12.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 7 1 24 19 30 26
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,015
COMMITMENTS
13,252 13,097 139 32,179 43,884 45,570 57,120 19,445 7,895
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,793)
-1,811 847 -152 1,565 -1,274 -398 -579 -1,395 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 20.1 0.2 49.5 67.5 70.1 87.9 29.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
24 32 1 49 32 73 65
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 66,808
COMMITMENTS
15,063 12,250 291 30,614 45,158 45,968 57,699 20,840 9,109
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -56,153)
-2,552 2,745 -4,720 -42,940 -5,128 -50,212 -7,103 -5,941 -49,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 18.3 0.4 45.8 67.6 68.8 86.4 31.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
25 33 2 44 34 70 69
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 265,898
COMMITMENTS
133,621 38,507 3,062 103,535 154,191 240,218 195,760 25,680 70,138
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 19,828)
4,933 4,706 1,801 12,442 11,108 19,176 17,615 652 2,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 14.5 1.2 38.9 58.0 90.3 73.6 9.7 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
89 60 8 41 40 135 103
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 246,070
COMMITMENTS
128,688 33,801 1,261 91,093 143,083 221,042 178,145 25,028 67,925
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -295,138)
-20,776 -34,221 -15,804 -33,804 -229,215 -70,384 -279,240 -224,754 -15,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.3 13.7 0.5 37.0 58.1 89.8 72.4 10.2 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
91 54 8 43 42 139 99
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,977
COMMITMENTS
30,330 73 75 8,428 51,620 38,833 51,768 22,144 9,209
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,694)
1,261 8 -8 -528 2,926 725 2,926 969 -1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.7 0.1 0.1 13.8 84.7 63.7 84.9 36.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
18 1 1 7 15 26 16
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 59,283
COMMITMENTS
29,069 65 83 8,956 48,694 38,108 48,842 21,175 10,441
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 2,446)
-558 -1 1 1,459 1,535 902 1,535 1,544 911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.0 0.1 0.1 15.1 82.1 64.3 82.4 35.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
18 1 1 6 14 25 15
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 20,569
COMMITMENTS
1,811 5,386 21 14,833 12,068 16,665 17,475 3,904 3,094
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -521)
7 -204 0 -277 64 -270 -140 -251 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 26.2 0.1 72.1 58.7 81.0 85.0 19.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
7 18 1 39 21 47 39
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 21,090
COMMITMENTS
1,804 5,590 21 15,110 12,004 16,935 17,615 4,155 3,475
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -18,555)
-2,362 -1,698 -1,648 -12,682 -3,631 -16,692 -6,977 -1,863 -11,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 26.5 0.1 71.6 56.9 80.3 83.5 19.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
7 19 1 39 22 47 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 101,381
COMMITMENTS
18,356 18,161 568 71,818 77,784 90,742 96,513 10,639 4,868
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,264)
1,118 -2,918 10 -558 2,732 570 -176 -3,834 -3,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 17.9 0.6 70.8 76.7 89.5 95.2 10.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
24 28 6 38 37 65 68
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 104,645
COMMITMENTS
17,238 21,079 558 72,376 75,052 90,172 96,689 14,473 7,956
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -85,728)
-4,605 -22,573 -5,249 -29,745 -57,681 -39,599 -85,503 -46,129 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 20.1 0.5 69.2 71.7 86.2 92.4 13.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
25 28 5 36 34 64 64
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,598
COMMITMENTS
12,317 8,975 87 9,160 15,732 21,564 24,794 7,034 3,804
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 595)
1,218 703 -7 117 628 1,328 1,324 -733 -729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 31.4 0.3 32.0 55.0 75.4 86.7 24.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
38 22 2 23 21 62 44
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,003
COMMITMENTS
11,099 8,272 94 9,043 15,104 20,236 23,470 7,767 4,533
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -1,772)
547 -2,221 79 -2,639 1,016 -2,013 -1,126 241 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 29.5 0.3 32.3 53.9 72.3 83.8 27.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
35 20 2 21 21 57 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 7,182
COMMITMENTS
3,034 883 0 1,767 290 4,801 1,173 2,381 6,009
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -2,836)
987 32 -316 765 -2,800 1,436 -3,084 -4,272 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 12.3 0.0 24.6 4.0 66.8 16.3 33.2 83.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 6 0 5 2 13 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 112,568
COMMITMENTS
432 6,593 2,574 46,087 77,949 49,093 87,116 63,475 25,452
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 820)
-265 1 0 -41 1,202 -306 1,203 1,126 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 5.9 2.3 40.9 69.2 43.6 77.4 56.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 14 3 13 23 18 39
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 111,748
COMMITMENTS
697 6,592 2,574 46,128 76,747 49,399 85,913 62,349 25,835
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -4,016)
82 -330 0 1,880 -3,675 1,962 -4,005 -5,978 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 5.9 2.3 41.3 68.7 44.2 76.9 55.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 14 3 12 22 18 38
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 99,266
COMMITMENTS
42,318 4,612 4,943 21,040 82,284 68,301 91,839 30,965 7,427
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 840)
101 59 49 -298 51 -148 159 988 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 4.6 5.0 21.2 82.9 68.8 92.5 31.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
86 13 24 20 33 114 64
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 98,426
COMMITMENTS
42,217 4,553 4,894 21,338 82,233 68,449 91,680 29,977 6,746
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -3,345)
-4,339 1,222 247 1,264 -4,803 -2,828 -3,334 -517 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 4.6 5.0 21.7 83.5 69.5 93.1 30.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
89 15 25 19 35 117 68
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 93,230
COMMITMENTS
33,281 6,758 10,909 34,586 68,186 78,776 85,853 14,454 7,377
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 7,056)
4,560 1,254 1,380 -399 3,493 5,541 6,127 1,515 929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 7.2 11.7 37.1 73.1 84.5 92.1 15.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
64 28 23 35 39 112 80
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 86,174
COMMITMENTS
28,721 5,504 9,529 34,985 64,693 73,235 79,726 12,939 6,448
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 2,641)
3,162 555 254 -1,132 1,985 2,284 2,794 357 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 6.4 11.1 40.6 75.1 85.0 92.5 15.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
61 29 24 36 40 111 81
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 330,965
COMMITMENTS
169,514 70,761 19,125 85,507 223,002 274,146 312,888 56,819 18,077
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 11,010)
7,118 -1,382 354 1,246 12,423 8,718 11,395 2,292 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.2 21.4 5.8 25.8 67.4 82.8 94.5 17.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
129 41 34 35 42 187 99
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 319,955
COMMITMENTS
162,396 72,143 18,771 84,261 210,579 265,428 301,493 54,527 18,462
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 3,926)
2,394 -65 1,489 182 3,702 4,065 5,126 -139 -1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.8 22.5 5.9 26.3 65.8 83.0 94.2 17.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
128 45 33 34 42 185 103
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 116,541
COMMITMENTS
16,830 2,875 2,103 91,132 110,206 110,065 115,184 6,476 1,357
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,176)
-2,498 696 154 -392 -3,738 -2,736 -2,888 -440 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 2.5 1.8 78.2 94.6 94.4 98.8 5.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
41 18 16 43 34 94 62
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 119,717
COMMITMENTS
19,328 2,179 1,949 91,524 113,944 112,801 118,072 6,916 1,645
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 613)
-304 -187 292 1,788 2,033 1,776 2,138 -1,163 -1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 1.8 1.6 76.5 95.2 94.2 98.6 5.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
44 16 16 41 34 97 58
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 353,075
COMMITMENTS
91,292 51,285 27,806 173,679 245,268 292,777 324,359 60,298 28,716
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 17,343)
9,249 -2,467 2,530 -2,490 17,034 9,289 17,097 8,054 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 14.5 7.9 49.2 69.5 82.9 91.9 17.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
59 39 37 60 51 149 100
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 335,732
COMMITMENTS
82,043 53,752 25,276 176,169 228,234 283,488 307,262 52,244 28,470
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 15,117)
-10,537 3,529 1,517 20,925 12,771 11,905 17,817 3,212 -2,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 16.0 7.5 52.5 68.0 84.4 91.5 15.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
52 39 37 56 51 137 101
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 110,637
COMMITMENTS
49,418 13,716 9,252 41,645 82,927 100,315 105,895 10,322 4,742
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,095)
-1,513 873 353 603 -870 -557 356 -538 -1,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 12.4 8.4 37.6 75.0 90.7 95.7 9.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
146 56 52 88 107 265 196
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 111,732
COMMITMENTS
50,931 12,843 8,899 41,042 83,797 100,872 105,539 10,860 6,193
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 7,081)
3,291 -125 2,597 1,292 3,942 7,180 6,414 -99 667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 11.5 8.0 36.7 75.0 90.3 94.5 9.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
140 56 51 90 110 263 197
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,359
COMMITMENTS
4,600 1,381 243 2,528 7,083 7,371 8,707 1,988 652
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 219)
83 246 28 490 343 601 617 -382 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 14.8 2.6 27.0 75.7 78.8 93.0 21.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
14 4 3 5 6 22 11
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,140
COMMITMENTS
4,517 1,135 215 2,038 6,740 6,770 8,090 2,370 1,050
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 566)
94 160 -31 148 91 211 220 355 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 12.4 2.4 22.3 73.7 74.1 88.5 25.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
13 4 2 5 6 20 10
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 67,584
COMMITMENTS
12,252 23,479 3,019 41,054 29,169 56,325 55,667 11,259 11,917
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,654)
-217 -604 -672 800 696 -89 -580 -1,565 -1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 34.7 4.5 60.7 43.2 83.3 82.4 16.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
31 31 18 53 54 91 100
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 69,238
COMMITMENTS
12,469 24,083 3,691 40,254 28,473 56,414 56,247 12,824 12,991
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 287)
-490 -1,374 150 -493 1,002 -833 -222 1,120 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 34.8 5.3 58.1 41.1 81.5 81.2 18.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
35 34 20 50 53 89 105
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 33,743
COMMITMENTS
1,353 9,759 1,838 22,673 15,596 25,864 27,193 7,879 6,550
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 654)
40 324 -309 1,335 959 1,066 974 -412 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 28.9 5.4 67.2 46.2 76.6 80.6 23.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
10 21 7 36 22 49 48
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 33,089
COMMITMENTS
1,313 9,435 2,147 21,338 14,637 24,798 26,219 8,291 6,870
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -57)
-102 381 -76 -707 -1,185 -885 -880 828 823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 28.5 6.5 64.5 44.2 74.9 79.2 25.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
9 20 7 35 19 47 45
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 83,450
COMMITMENTS
13,466 42,423 3,441 56,342 31,550 73,249 77,414 10,201 6,036
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 179)
-440 1,685 -201 323 -1,117 -318 367 497 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 50.8 4.1 67.5 37.8 87.8 92.8 12.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
77 112 46 72 61 185 189
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 83,271
COMMITMENTS
13,906 40,738 3,642 56,019 32,667 73,567 77,047 9,704 6,224
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -2,281)
1,171 -3,687 -367 -3,906 1,418 -3,102 -2,636 821 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 48.9 4.4 67.3 39.2 88.3 92.5 11.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
78 106 44 73 59 185 181
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,998
COMMITMENTS
13,615 2,152 2,318 12,990 28,358 28,923 32,828 5,075 1,170
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -858)
-344 61 -757 365 -104 -736 -800 -122 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 6.3 6.8 38.2 83.4 85.1 96.6 14.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
56 13 20 27 18 88 49
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,856
COMMITMENTS
13,959 2,091 3,075 12,625 28,462 29,659 33,628 5,197 1,228
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -3,709)
-1,939 154 -1,151 -617 -2,685 -3,707 -3,682 -2 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 6.0 8.8 36.2 81.7 85.1 96.5 14.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
53 14 26 27 20 89 56
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,370
COMMITMENTS
6,360 19,279 2,021 16,903 2,205 25,284 23,505 2,086 3,865
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,325)
561 1,703 -26 2,685 718 3,220 2,395 105 930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 70.4 7.4 61.8 8.1 92.4 85.9 7.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 31 3 5 8 12 42
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,045
COMMITMENTS
5,799 17,576 2,047 14,218 1,487 22,064 21,110 1,981 2,935
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -766)
445 -1,393 -3 -1,316 727 -874 -669 108 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 73.1 8.5 59.1 6.2 91.8 87.8 8.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 29 4 6 8 15 40
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 25,079
COMMITMENTS
18,300 1,145 0 770 21,078 19,070 22,223 6,009 2,856
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 487)
219 11 0 -9 -295 210 -284 277 771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.0 4.6 0.0 3.1 84.0 76.0 88.6 24.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 1 0 1 13 9 14
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 24,592
COMMITMENTS
18,081 1,134 0 779 21,373 18,860 22,507 5,732 2,085
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 4,765)
3,892 -619 0 227 5,076 4,119 4,457 646 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.5 4.6 0.0 3.2 86.9 76.7 91.5 23.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 1 0 1 14 9 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,132
COMMITMENTS
11,416 22,327 11,466 112,243 100,055 135,125 133,848 24,007 25,284
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -10,803)
-4,500 -5,765 -4,383 1,672 218 -7,211 -9,930 -3,592 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 14.0 7.2 70.5 62.9 84.9 84.1 15.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
21 28 30 68 67 111 105
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 169,935
COMMITMENTS
15,916 28,092 15,849 110,571 99,837 142,336 143,778 27,599 26,157
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 6,243)
6,750 -2,896 -1,025 -556 10,393 5,169 6,472 1,074 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 16.5 9.3 65.1 58.8 83.8 84.6 16.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
25 30 32 67 64 111 109
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 385,876
COMMITMENTS
19,946 63,609 103,717 202,233 192,228 325,896 359,554 59,980 26,322
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -10,821)
-715 -144 653 -10,598 -11,724 -10,660 -11,215 -161 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 16.5 26.9 52.4 49.8 84.5 93.2 15.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
45 50 57 92 71 168 154
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 396,697
COMMITMENTS
20,661 63,753 103,064 212,831 203,952 336,556 370,769 60,141 25,928
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 5,303)
2,551 10,693 -1,245 4,601 -3,135 5,907 6,313 -604 -1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 16.1 26.0 53.7 51.4 84.8 93.5 15.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
44 52 61 100 79 175 164
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,570
COMMITMENTS
652 6,420 2,772 62,873 59,943 66,297 69,135 4,273 1,435
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 652)
-56 0 56 652 596 652 652 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 9.1 3.9 89.1 84.9 93.9 98.0 6.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 27 23 28 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,918
COMMITMENTS
708 6,420 2,716 62,221 59,347 65,645 68,483 4,273 1,435
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 1,136)
-646 0 646 1,136 490 1,136 1,136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 9.2 3.9 89.0 84.9 93.9 97.9 6.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 27 23 28 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,885
COMMITMENTS
4,688 9,932 2,140 41,629 33,678 48,457 45,750 2,428 5,135
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -2,630)
2,996 0 -2,996 -2,962 0 -2,962 -2,996 332 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 19.5 4.2 81.8 66.2 95.2 89.9 4.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 13 17 16
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,515
COMMITMENTS
1,692 9,932 5,136 44,591 33,678 51,419 48,746 2,096 4,769
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 18.6 9.6 83.3 62.9 96.1 91.1 3.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 16 14 18 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,419
COMMITMENTS
879 955 1,424 32,002 33,598 34,305 35,977 4,114 2,442
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -142)
-13 483 655 -1,150 -1,218 -508 -80 366 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 2.5 3.7 83.3 87.5 89.3 93.6 10.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 11 13 13 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,561
COMMITMENTS
892 472 769 33,152 34,816 34,813 36,057 3,748 2,504
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 1.2 2.0 86.0 90.3 90.3 93.5 9.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 12 13 14 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,113
COMMITMENTS
2,954 3,398 1,257 28,745 29,927 32,956 34,582 3,157 1,531
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 148)
5 0 -254 248 948 -1 694 149 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.4 3.5 79.6 82.9 91.3 95.8 8.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 20 16 23 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,965
COMMITMENTS
2,949 3,398 1,511 28,497 28,979 32,957 33,888 3,008 2,077
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 603)
-49 0 -155 776 88 572 -67 31 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.4 4.2 79.2 80.6 91.6 94.2 8.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 19 16 22 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,381
COMMITMENTS
1,550 160 1,176 46,873 45,979 49,599 47,315 2,782 5,066
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 701)
0 -124 124 1,005 639 1,129 639 -428 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.3 2.2 89.5 87.8 94.7 90.3 5.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 22 19 24 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,680
COMMITMENTS
1,550 284 1,052 45,868 45,340 48,470 46,676 3,210 5,004
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -103)
-152 -366 90 -225 235 -287 -41 184 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.5 2.0 88.8 87.7 93.8 90.3 6.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 22 19 24 21
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 27,346
COMMITMENTS
4,712 3,488 0 21,792 19,732 26,504 23,220 842 4,126
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 12.8 0.0 79.7 72.2 96.9 84.9 3.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 0 11 11 14 13
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 879,323
COMMITMENTS
172,158 53,348 129,009 565,887 686,114 867,054 868,471 12,269 10,852
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 14,721)
-6,164 -5,623 6,133 11,754 14,106 11,723 14,616 2,998 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 6.1 14.7 64.4 78.0 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
16 13 23 88 77 114 104
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 864,602
COMMITMENTS
178,322 58,971 122,876 554,133 672,008 855,331 853,855 9,271 10,747
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 39,246)
7,274 -1,601 8,776 24,657 31,421 40,707 38,596 -1,461 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 6.8 14.2 64.1 77.7 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
16 12 24 80 72 107 98
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,054
COMMITMENTS
9,105 14,030 18,864 28,268 25,499 56,237 58,393 4,817 2,661
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -16,533)
-7,226 -9,162 -1,221 -9,551 -7,394 -17,998 -17,777 1,465 1,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 23.0 30.9 46.3 41.8 92.1 95.6 7.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 4 8 18 17 28 25
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,587
COMMITMENTS
16,331 23,192 20,085 37,819 32,893 74,235 76,170 3,352 1,417
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 480)
3,854 -4,488 -908 -2,058 5,824 888 428 -408 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 29.9 25.9 48.7 42.4 95.7 98.2 4.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 8 11 20 21 34 33
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,318
COMMITMENTS
4,663 180 5,481 23,657 27,736 33,801 33,397 517 921
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -39)
-10 -30 360 -609 -1,029 -259 -699 220 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 0.5 16.0 68.9 80.8 98.5 97.3 1.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 5 25 24 30 30
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,357
COMMITMENTS
4,673 210 5,121 24,266 28,765 34,060 34,096 297 261
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 1,299)
300 -260 1,350 -171 349 1,479 1,439 -180 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 0.6 14.9 70.6 83.7 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 5 25 25 30 31
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,354
COMMITMENTS
1,957 5,048 1,070 18,327 15,236 21,354 21,354 0 0
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -90)
0 0 0 82 82 82 82 -172 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 23.6 5.0 85.8 71.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 17 16 20 20
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,444
COMMITMENTS
1,957 5,048 1,070 18,245 15,154 21,272 21,272 172 172
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 1,004)
-854 754 82 1,776 168 1,004 1,004 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 23.5 5.0 85.1 70.7 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 17 16 20 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,654
COMMITMENTS
888 2,090 1,094 5,649 4,470 7,631 7,654 23 0
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 27.3 14.3 73.8 58.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 12 12 17 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,654
COMMITMENTS
888 2,090 1,094 5,649 4,470 7,631 7,654 23 0
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 875)
88 -630 508 279 997 875 875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 27.3 14.3 73.8 58.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 12 12 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 656,458
COMMITMENTS
69,987 64,968 73,706 469,138 455,359 612,831 594,033 43,627 62,425
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -5,335)
182 -3,199 -658 4,181 3,797 3,705 -60 -9,040 -5,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 9.9 11.2 71.5 69.4 93.4 90.5 6.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
42 60 65 79 81 168 168
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 661,793
COMMITMENTS
69,805 68,167 74,364 464,957 451,562 609,126 594,093 52,667 67,700
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -42,341)
1,495 -9,215 -9,843 -34,791 -22,796 -43,139 -41,854 798 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 10.3 11.2 70.3 68.2 92.0 89.8 8.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
46 54 63 75 78 164 161
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,636
COMMITMENTS
7,207 2,494 91 2,579 8,897 9,877 11,482 2,759 1,154
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 521)
346 384 -59 262 194 549 519 -28 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.0 19.7 0.7 20.4 70.4 78.2 90.9 21.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
63 15 3 10 22 74 40
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,115
COMMITMENTS
6,861 2,110 150 2,317 8,703 9,328 10,963 2,787 1,152
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 257)
-137 263 -78 228 128 13 313 244 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.6 17.4 1.2 19.1 71.8 77.0 90.5 23.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
61 17 3 9 22 72 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,327
COMMITMENTS
2,299 156 0 2,422 5,096 4,721 5,252 1,606 1,075
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -47)
628 -800 -292 -463 938 -127 -154 80 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 2.5 0.0 38.3 80.5 74.6 83.0 25.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 2 0 10 12 25 14
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,374
COMMITMENTS
1,671 956 292 2,885 4,158 4,848 5,406 1,526 968
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -164)
-12 -10 212 -281 -388 -81 -186 -83 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 15.0 4.6 45.3 65.2 76.1 84.8 23.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 7 3 11 11 27 21
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 164,582
COMMITMENTS
15,470 13,174 12,037 125,190 123,189 152,697 148,400 11,885 16,182
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 8,075)
812 2,071 755 5,767 3,659 7,334 6,485 741 1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 8.0 7.3 76.1 74.8 92.8 90.2 7.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
25 25 28 73 72 117 113
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 156,507
COMMITMENTS
14,658 11,103 11,282 119,423 119,530 145,363 141,915 11,144 14,592
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -2,124)
-148 -5,595 -936 -2,748 5,377 -3,832 -1,154 1,708 -970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 7.1 7.2 76.3 76.4 92.9 90.7 7.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
25 28 30 71 75 115 119
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,208
COMMITMENTS
15 3,139 5,086 13,927 10,983 19,028 19,208 180 0
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 224)
0 -81 15 329 290 344 224 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 16.3 26.5 72.5 57.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 6 3 17 16 20 23
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,984
COMMITMENTS
15 3,220 5,071 13,598 10,693 18,684 18,984 300 0
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 150)
0 180 45 75 -75 120 150 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 17.0 26.7 71.6 56.3 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 6 3 16 16 19 23
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,007
COMMITMENTS
550 2,516 447 8,010 6,044 9,007 9,007 0 0
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 150)
0 150 0 150 0 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 27.9 5.0 88.9 67.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 16 14 18 16
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,857
COMMITMENTS
550 2,366 447 7,860 6,044 8,857 8,857 0 0
CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -1,205)
-150 -501 -530 -525 -174 -1,205 -1,205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 26.7 5.0 88.7 68.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 16 14 18 16
Updated January 7, 2005