WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 192,983
COMMITMENTS
37,013 66,426 16,392 109,514 82,793 162,919 165,611 30,064 27,372
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -2,018)
-1,048 -10,483 1,103 -1,478 5,927 -1,423 -3,453 -595 1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 34.4 8.5 56.7 42.9 84.4 85.8 15.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
96 91 54 50 64 169 191
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 195,001
COMMITMENTS
38,061 76,909 15,289 110,992 76,866 164,342 169,064 30,659 25,937
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 11,959)
307 9,533 1,680 4,418 -3,660 6,405 7,553 5,554 4,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 39.4 7.8 56.9 39.4 84.3 86.7 15.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
90 94 46 54 60 165 188
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 613,073
COMMITMENTS
84,505 151,441 28,548 403,455 294,807 516,508 474,796 96,565 138,277
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 8,556)
2,940 -22,559 -320 3,483 24,941 6,103 2,062 2,453 6,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 24.7 4.7 65.8 48.1 84.2 77.4 15.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 669)
167 151 101 248 244 468 455
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 604,517
COMMITMENTS
81,565 174,000 28,868 399,972 269,866 510,405 472,734 94,112 131,783
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 11,598)
1,211 12,519 -4,445 13,116 510 9,882 8,584 1,716 3,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 28.8 4.8 66.2 44.6 84.4 78.2 15.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 659)
156 160 95 233 239 437 458
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,924
COMMITMENTS
1,883 600 49 1,404 4,572 3,336 5,221 3,588 1,703
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 79)
476 -76 23 -454 121 45 68 34 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 8.7 0.7 20.3 66.0 48.2 75.4 51.8 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
16 5 2 10 11 27 17
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,845
COMMITMENTS
1,407 676 26 1,858 4,451 3,291 5,153 3,554 1,692
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -320)
26 -139 0 -120 -179 -94 -318 -226 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 9.9 0.4 27.1 65.0 48.1 75.3 51.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 5 1 13 11 28 16
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 233,595
COMMITMENTS
28,599 80,137 15,790 151,466 88,576 195,855 184,503 37,740 49,092
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -79)
-1,536 4,932 -624 4,254 -584 2,094 3,724 -2,173 -3,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 34.3 6.8 64.8 37.9 83.8 79.0 16.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
89 134 80 97 115 242 282
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 233,674
COMMITMENTS
30,135 75,205 16,414 147,212 89,160 193,761 180,779 39,913 52,895
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,598)
-6,386 8,115 127 2,292 -11,324 -3,967 -3,082 1,369 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 32.2 7.0 63.0 38.2 82.9 77.4 17.1 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
83 129 74 93 114 229 277
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 152,958
COMMITMENTS
20,737 42,442 16,171 94,952 73,328 131,860 131,941 21,098 21,017
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 5,919)
1,124 3,632 -1,065 5,601 2,876 5,660 5,443 259 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 27.7 10.6 62.1 47.9 86.2 86.3 13.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
38 37 28 51 43 100 106
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 147,039
COMMITMENTS
19,613 38,810 17,236 89,351 70,452 126,200 126,498 20,839 20,541
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,042)
-1,086 3,915 -460 2,372 -5,364 826 -1,909 -2,868 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 26.4 11.7 60.8 47.9 85.8 86.0 14.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
32 41 29 51 41 99 106
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 645,645
COMMITMENTS
186,288 112,560 6,164 341,442 403,256 533,894 521,980 111,751 123,665
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 39,915)
9,629 1,924 1,821 18,288 31,315 29,738 35,060 10,177 4,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 17.4 1.0 52.9 62.5 82.7 80.8 17.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
44 44 15 59 82 115 130
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 605,730
COMMITMENTS
176,659 110,636 4,343 323,154 371,941 504,156 486,920 101,574 118,810
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 2,884)
16,500 15,514 -22,177 -5,026 -3,246 -10,703 -9,909 13,587 12,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 18.3 0.7 53.3 61.4 83.2 80.4 16.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
41 39 16 57 82 110 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 149,191
COMMITMENTS
14,090 26,805 24,463 84,012 75,211 122,565 126,479 26,626 22,712
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -2,893)
5,699 -6,512 -1,714 -9,533 7,119 -5,548 -1,107 2,655 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 18.0 16.4 56.3 50.4 82.2 84.8 17.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
30 49 46 51 50 119 124
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,084
COMMITMENTS
8,391 33,317 26,177 93,545 68,092 128,113 127,586 23,971 24,498
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 7,607)
-141 6,655 3,024 7,457 -1,876 10,340 7,803 -2,733 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 21.9 17.2 61.5 44.8 84.2 83.9 15.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
20 51 47 52 51 111 131
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,034
COMMITMENTS
1,627 1,512 47 973 1,114 2,647 2,673 1,387 1,361
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -386)
95 37 -104 -130 -345 -139 -412 -247 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 37.5 1.2 24.1 27.6 65.6 66.3 34.4 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 10 3 6 7 19 17
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,420
COMMITMENTS
1,532 1,475 151 1,103 1,459 2,786 3,085 1,634 1,335
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6)
174 144 48 215 -219 437 -27 -443 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 33.4 3.4 25.0 33.0 63.0 69.8 37.0 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 10 3 6 8 18 18
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 272,173
COMMITMENTS
73,179 87,651 374 173,308 130,624 246,861 218,649 25,312 53,524
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,739)
5,376 3,308 -151 16,639 12,873 21,864 16,030 -2,125 3,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 32.2 0.1 63.7 48.0 90.7 80.3 9.3 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
22 57 2 48 67 71 125
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 252,434
COMMITMENTS
67,803 84,343 525 156,669 117,751 224,997 202,619 27,437 49,815
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,817)
5,347 14,316 -875 -2,432 -10,783 2,040 2,658 1,777 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 33.4 0.2 62.1 46.6 89.1 80.3 10.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
19 55 4 48 66 69 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,683,691
COMMITMENTS
402,963 408,100 27,121 1078515 916,098 1508599 1351319 175,092 332,372
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 7,213)
-467 36,655 -9,777 -301 -24,520 -10,545 2,358 17,758 4,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 24.2 1.6 64.1 54.4 89.6 80.3 10.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
54 112 35 106 177 180 304
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,676,478
COMMITMENTS
403,430 371,445 36,898 1078816 940,618 1519144 1348961 157,334 327,517
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 64,791)
7,672 23,270 17,839 32,900 -24,715 58,411 16,394 6,380 48,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 22.2 2.2 64.4 56.1 90.6 80.5 9.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
47 106 35 94 174 166 291
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,166,477
COMMITMENTS
318,122 238,648 11,455 761,409 746,521 1090986 996,624 75,491 169,853
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,475)
-1,701 -10,007 1,425 41,531 31,161 41,255 22,579 -21,780 -3,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 20.5 1.0 65.3 64.0 93.5 85.4 6.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
53 89 25 79 128 146 229
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,147,002
COMMITMENTS
319,823 248,655 10,030 719,878 715,360 1049731 974,045 97,271 172,957
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -7,244)
-3,015 42,527 -33,276 6,982 -24,363 -29,309 -15,112 22,065 7,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 21.7 0.9 62.8 62.4 91.5 84.9 8.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
52 84 16 73 131 132 224
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 352,991
COMMITMENTS
119,588 42,800 42,026 169,987 250,004 331,601 334,830 21,390 18,161
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 14,040)
740 5,060 5,453 11,264 -88 17,457 10,425 -3,417 3,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 12.1 11.9 48.2 70.8 93.9 94.9 6.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
37 21 25 54 58 103 93
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 338,951
COMMITMENTS
118,848 37,740 36,573 158,723 250,092 314,144 324,405 24,807 14,546
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -132,811)
-63,721 -6,056 -17,664 -49,424 -107,366 -130,809 -131,086 -2,002 -1,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 11.1 10.8 46.8 73.8 92.7 95.7 7.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
35 18 24 58 53 105 84
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,667
COMMITMENTS
17,169 9,607 103 25,254 32,568 42,526 42,278 5,141 5,389
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,913)
-2,494 586 56 550 -348 -1,888 294 -25 -2,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 20.2 0.2 53.0 68.3 89.2 88.7 10.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
35 23 3 27 12 65 35
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,580
COMMITMENTS
19,663 9,021 47 24,704 32,916 44,414 41,984 5,166 7,596
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 284)
43 -520 16 -429 226 -370 -278 654 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 18.2 0.1 49.8 66.4 89.6 84.7 10.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
35 18 2 23 13 60 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 55,712
COMMITMENTS
11,034 17,967 264 35,562 28,570 46,860 46,801 8,852 8,911
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 8,610)
2,367 4,086 67 8,806 5,300 11,240 9,453 -2,630 -843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 32.2 0.5 63.8 51.3 84.1 84.0 15.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
28 24 2 22 16 51 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 47,102
COMMITMENTS
8,667 13,881 197 26,756 23,270 35,620 37,348 11,482 9,754
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 11,401)
191 3,070 -29 7,319 7,497 7,481 10,538 3,920 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 29.5 0.4 56.8 49.4 75.6 79.3 24.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
26 19 2 19 12 46 32
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,875
COMMITMENTS
1,696 6,395 1,006 32,843 27,086 35,545 34,487 330 1,388
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -380)
148 -69 0 -520 -331 -372 -400 -8 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 17.8 2.8 91.5 75.5 99.1 96.1 0.9 3.9
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 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,255
COMMITMENTS
1,548 6,464 1,006 33,363 27,417 35,917 34,887 338 1,368
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -52)
-483 64 0 457 -112 -26 -48 -26 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 17.8 2.8 92.0 75.6 99.1 96.2 0.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 21 2 17 15 23 36
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,266
COMMITMENTS
0 1,554 0 13,254 11,252 13,254 12,806 12 460
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -333)
-500 -135 0 176 -190 -324 -325 -9 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.7 0.0 99.9 84.8 99.9 96.5 0.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 8 10 8 17
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,599
COMMITMENTS
500 1,689 0 13,078 11,442 13,578 13,131 21 468
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 473)
-181 109 0 645 352 464 461 9 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 12.4 0.0 96.2 84.1 99.8 96.6 0.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 7 0 8 10 9 17
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,746
COMMITMENTS
2,122 2,401 892 17,115 15,651 20,129 18,944 2,617 3,802
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,940)
436 464 -174 1,146 1,610 1,408 1,900 532 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 10.6 3.9 75.2 68.8 88.5 83.3 11.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 7 10 29 33 51 46
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,806
COMMITMENTS
1,686 1,937 1,066 15,969 14,041 18,721 17,044 2,085 3,762
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -3,324)
-2,520 -219 -79 -707 -2,522 -3,306 -2,820 -18 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 9.3 5.1 76.8 67.5 90.0 81.9 10.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
15 10 12 30 32 51 48
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,554
COMMITMENTS
30,498 6,214 15,565 37,828 47,131 83,891 68,910 19,663 34,644
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,860)
2,341 -1,590 -1,891 -1,203 3,369 -753 -112 -1,107 -1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 6.0 15.0 36.5 45.5 81.0 66.5 19.0 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
64 22 47 22 35 119 89
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 105,414
COMMITMENTS
28,157 7,804 17,456 39,031 43,762 84,644 69,022 20,770 36,392
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 9,322)
3,787 612 2,779 943 2,216 7,509 5,607 1,813 3,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 7.4 16.6 37.0 41.5 80.3 65.5 19.7 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
59 33 46 25 36 121 89
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,995
COMMITMENTS
512 606 91 785 369 1,388 1,066 607 929
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 15)
73 63 -17 -89 18 -33 64 48 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 30.4 4.6 39.3 18.5 69.6 53.4 30.4 46.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 16 2 7 3 16 19
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,980
COMMITMENTS
439 543 108 874 351 1,421 1,002 559 978
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 27)
-112 121 -42 149 39 -5 118 32 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 27.4 5.5 44.1 17.7 71.8 50.6 28.2 49.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 13 2 7 3 14 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 143,587
COMMITMENTS
41,027 15,033 20,035 64,110 72,390 125,172 107,458 18,415 36,129
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 7,229)
4,939 -51 1,616 -2,482 -1,843 4,073 -278 3,156 7,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 10.5 14.0 44.6 50.4 87.2 74.8 12.8 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
58 30 36 45 91 120 147
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,358
COMMITMENTS
36,088 15,084 18,419 66,592 74,233 121,099 107,736 15,259 28,622
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 2,462)
-2,909 -354 2,234 2,855 3,289 2,180 5,169 282 -2,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 11.1 13.5 48.8 54.4 88.8 79.0 11.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
51 37 38 40 95 110 154
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,717
COMMITMENTS
1,411 620 110 573 1,939 2,094 2,669 1,623 1,048
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 89)
173 -5 -28 66 138 211 105 -122 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 16.7 3.0 15.4 52.2 56.3 71.8 43.7 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 6 5 13 17 33 25
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,628
COMMITMENTS
1,238 625 138 507 1,801 1,883 2,564 1,745 1,064
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -247)
424 -67 -71 -301 245 52 107 -299 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 17.2 3.8 14.0 49.6 51.9 70.7 48.1 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 4 7 9 14 30 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 18,118
COMMITMENTS
5,424 2,859 1,663 7,019 3,572 14,106 8,094 4,012 10,024
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,146)
834 -216 107 269 139 1,210 30 -64 1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 15.8 9.2 38.7 19.7 77.9 44.7 22.1 55.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 17 15 28 31 62 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 16,972
COMMITMENTS
4,590 3,075 1,556 6,750 3,433 12,896 8,064 4,076 8,908
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 945)
922 374 91 229 572 1,242 1,037 -297 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 18.1 9.2 39.8 20.2 76.0 47.5 24.0 52.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 22 14 29 29 59 58
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 69,850
COMMITMENTS
19,317 9,424 408 22,579 47,479 42,304 57,311 27,546 12,539
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,205)
-1,131 -1,362 67 1,765 328 701 -967 -1,906 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 13.5 0.6 32.3 68.0 60.6 82.0 39.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 11 3 20 16 39 29
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 71,055
COMMITMENTS
20,448 10,786 341 20,814 47,151 41,603 58,278 29,452 12,777
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 4,884)
1,233 -2,295 -25 3,215 5,926 4,423 3,606 461 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 15.2 0.5 29.3 66.4 58.6 82.0 41.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 9 1 19 16 38 26
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 53,634
COMMITMENTS
11,883 11,823 35 25,813 29,654 37,731 41,512 15,903 12,122
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,646)
-7,505 3,930 33 13,547 -3,424 6,075 539 -3,429 2,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 22.0 0.1 48.1 55.3 70.3 77.4 29.7 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 5 3 11 7 23 15
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 50,988
COMMITMENTS
19,388 7,893 2 12,266 33,078 31,656 40,973 19,332 10,015
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -9,294)
-14,340 -846 2 4,311 -11,497 -10,027 -12,341 733 3,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 15.5 0.0 24.1 64.9 62.1 80.4 37.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 3 1 12 6 26 10
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 69,157
COMMITMENTS
38,533 6,397 688 17,211 54,463 56,432 61,548 12,725 7,609
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -5,711)
-4,248 -3,473 77 -4,156 -2,798 -8,327 -6,194 2,616 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 9.2 1.0 24.9 78.8 81.6 89.0 18.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
42 12 3 13 17 56 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 74,868
COMMITMENTS
42,781 9,870 611 21,367 57,261 64,759 67,742 10,109 7,126
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -10,737)
-11,339 3,817 -55 527 -15,431 -10,867 -11,669 130 932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.1 13.2 0.8 28.5 76.5 86.5 90.5 13.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
43 11 3 16 15 62 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,467
COMMITMENTS
22,756 1,364 13 22,216 51,666 44,985 53,043 21,482 13,424
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -9,532)
-1,702 -10,571 0 -5,061 243 -6,763 -10,328 -2,769 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 2.1 0.0 33.4 77.7 67.7 79.8 32.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 2 1 13 11 31 14
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 75,999
COMMITMENTS
24,458 11,935 13 27,277 51,423 51,748 63,371 24,251 12,628
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,645)
-8,673 -1,045 13 7,692 -2,152 -968 -3,184 -677 1,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 15.7 0.0 35.9 67.7 68.1 83.4 31.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 6 1 12 13 34 20
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 161,868
COMMITMENTS
35,208 11,463 198 92,180 130,683 127,586 142,344 34,282 19,524
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 5,998)
1,236 211 73 3,691 3,980 5,000 4,264 998 1,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 7.1 0.1 56.9 80.7 78.8 87.9 21.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
31 11 3 19 19 51 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 155,870
COMMITMENTS
33,972 11,252 125 88,489 126,703 122,586 138,080 33,284 17,790
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,382)
-5,268 -235 -52 14,201 2,521 8,881 2,234 -3,499 3,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 7.2 0.1 56.8 81.3 78.6 88.6 21.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
30 13 2 21 18 51 33
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 143,785
COMMITMENTS
33,414 17,233 570 38,897 68,858 72,881 86,661 70,904 57,124
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,594)
-2,392 -7,502 -745 1,517 5,315 -1,620 -2,932 4,214 5,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 12.0 0.4 27.1 47.9 50.7 60.3 49.3 39.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
31 15 6 28 20 61 39
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 141,191
COMMITMENTS
35,806 24,735 1,315 37,380 63,543 74,501 89,593 66,690 51,598
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,496)
-8,720 -2,977 -32 -5,245 -2,456 -13,997 -5,465 7,501 -1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 17.5 0.9 26.5 45.0 52.8 63.5 47.2 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
36 21 6 28 20 67 44
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 46,994
COMMITMENTS
10,210 700 100 33,837 41,867 44,147 42,667 2,847 4,327
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,989)
805 700 -475 1,678 2,113 2,008 2,338 981 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 1.5 0.2 72.0 89.1 93.9 90.8 6.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 19 28 22 30
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 44,005
COMMITMENTS
9,405 0 575 32,159 39,754 42,139 40,329 1,866 3,676
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,348)
-781 0 475 3,945 2,872 3,639 3,347 -291 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 0.0 1.3 73.1 90.3 95.8 91.6 4.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 1 19 25 22 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,163,292
COMMITMENTS
575,363 1194866 907,565 5198633 4311945 6681561 6414376 481,731 748,916
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 382,183)
-25,725 139,963 32,578 336,026 152,832 342,879 325,373 39,304 56,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 16.7 12.7 72.6 60.2 93.3 89.5 6.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
67 101 117 176 200 315 365
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 6,781,109
COMMITMENTS
601,088 1054903 874,987 4862607 4159113 6338682 6089003 442,427 692,106
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 154,166)
7,460 103,822 -79,085 178,683 89,524 107,058 114,261 47,108 39,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 15.6 12.9 71.7 61.3 93.5 89.8 6.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
67 104 117 170 195 306 363
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 685,610
COMMITMENTS
63,469 57,917 7,627 457,383 509,892 528,479 575,436 157,131 110,174
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 5,500)
2,711 -1,351 3,727 1,128 4,850 7,566 7,226 -2,066 -1,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 8.4 1.1 66.7 74.4 77.1 83.9 22.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
34 33 17 89 66 137 102
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 680,110
COMMITMENTS
60,758 59,268 3,900 456,255 505,042 520,913 568,210 159,197 111,900
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,899)
4,431 -723 1,349 2,371 1,377 8,151 2,003 4,748 10,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 8.7 0.6 67.1 74.3 76.6 83.5 23.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
34 35 11 88 66 129 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 819,971
COMMITMENTS
207,777 112,588 11,586 322,800 622,509 542,163 746,683 277,808 73,288
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,638)
2,325 17,433 -1,682 20,461 1,750 21,104 17,501 -1,466 2,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 13.7 1.4 39.4 75.9 66.1 91.1 33.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
92 75 20 66 72 168 157
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 800,333
COMMITMENTS
205,452 95,155 13,268 302,339 620,759 521,059 729,182 279,274 71,151
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 72,511)
16,865 16,639 6,066 1,781 34,473 24,712 57,178 47,799 15,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 11.9 1.7 37.8 77.6 65.1 91.1 34.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
90 65 21 66 68 167 143
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,071
COMMITMENTS
1,927 0 0 8,413 12,023 10,340 12,023 2,731 1,048
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -159)
125 -140 0 7 133 132 -7 -291 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 0.0 0.0 64.4 92.0 79.1 92.0 20.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 0 0 25 18 32 18
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,230
COMMITMENTS
1,802 140 0 8,406 11,890 10,208 12,030 3,022 1,200
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 108)
56 -116 0 -337 286 -281 170 389 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 1.1 0.0 63.5 89.9 77.2 90.9 22.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 1 0 24 17 30 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,780
COMMITMENTS
1,081 3,759 362 22,072 18,113 23,515 22,234 2,265 3,546
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,191)
-911 -366 73 3,118 2,535 2,280 2,242 -89 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 14.6 1.4 85.6 70.3 91.2 86.2 8.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 6 2 23 20 28 26
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 23,589
COMMITMENTS
1,992 4,125 289 18,954 15,578 21,235 19,992 2,354 3,597
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,459)
-797 460 148 2,600 -119 1,951 489 -492 970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 17.5 1.2 80.4 66.0 90.0 84.8 10.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 7 3 25 17 35 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 72,140
COMMITMENTS
12,819 14,275 151 31,984 49,244 44,954 63,670 27,186 8,470
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 8,520)
-1,208 3,688 11 4,758 4,644 3,561 8,343 4,959 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 19.8 0.2 44.3 68.3 62.3 88.3 37.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
33 37 2 50 36 83 75
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,620
COMMITMENTS
14,027 10,587 140 27,226 44,600 41,393 55,327 22,227 8,293
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,395)
775 -2,510 1 -4,953 716 -4,177 -1,793 2,782 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 16.6 0.2 42.8 70.1 65.1 87.0 34.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
30 34 1 43 31 73 66
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 325,593
COMMITMENTS
121,594 66,107 4,687 162,184 138,555 288,465 209,349 37,128 116,244
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,396)
-4,746 -7,744 -2,988 22,504 -1,862 14,770 -12,594 4,626 31,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 20.3 1.4 49.8 42.6 88.6 64.3 11.4 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
91 68 10 49 42 144 116
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 306,197
COMMITMENTS
126,340 73,851 7,675 139,680 140,417 273,695 221,943 32,502 84,254
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 40,299)
-7,281 35,344 4,613 36,145 -13,774 33,477 26,183 6,822 14,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 24.1 2.5 45.6 45.9 89.4 72.5 10.6 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
90 69 11 42 45 139 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,685
COMMITMENTS
26,494 517 70 14,661 52,728 41,225 53,315 21,460 9,370
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -4,074)
-5,789 -1,153 -96 3,774 -2,763 -2,111 -4,012 -1,963 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 0.8 0.1 23.4 84.1 65.8 85.1 34.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 2 1 10 14 30 16
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 66,759
COMMITMENTS
32,283 1,670 166 10,887 55,491 43,336 57,327 23,423 9,432
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,782)
1,953 1,597 91 2,459 3,871 4,503 5,559 1,279 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 2.5 0.2 16.3 83.1 64.9 85.9 35.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
20 2 1 9 16 29 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 21,605
COMMITMENTS
2,080 7,412 95 15,632 11,299 17,807 18,806 3,798 2,799
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,191)
267 1,761 -16 1,099 -46 1,350 1,699 -159 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 34.3 0.4 72.4 52.3 82.4 87.0 17.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
10 18 3 40 21 51 41
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 20,414
COMMITMENTS
1,813 5,651 111 14,533 11,345 16,457 17,107 3,957 3,307
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -155)
2 265 90 -300 -723 -208 -368 53 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 27.7 0.5 71.2 55.6 80.6 83.8 19.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
7 20 3 37 20 46 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 135,007
COMMITMENTS
20,739 17,458 1,184 104,826 103,712 126,749 122,354 8,258 12,653
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 26,479)
7,457 4,138 -177 23,521 18,526 30,801 22,487 -4,322 3,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 12.9 0.9 77.6 76.8 93.9 90.6 6.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
26 33 5 36 39 65 74
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 108,528
COMMITMENTS
13,282 13,320 1,361 81,305 85,186 95,948 99,867 12,580 8,661
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 7,147)
-5,074 -4,841 793 9,487 7,402 5,206 3,354 1,941 3,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 12.3 1.3 74.9 78.5 88.4 92.0 11.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 30 8 37 36 65 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,308
COMMITMENTS
13,033 7,199 82 9,169 18,917 22,284 26,198 9,024 5,110
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -912)
192 -1,680 -5 -305 1,401 -118 -284 -794 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 23.0 0.3 29.3 60.4 71.2 83.7 28.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
41 17 2 26 24 68 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,220
COMMITMENTS
12,841 8,879 87 9,474 17,516 22,402 26,482 9,818 5,738
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,622)
524 -96 0 314 1,784 838 1,688 2,784 1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 27.6 0.3 29.4 54.4 69.5 82.2 30.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
37 19 2 26 23 64 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 8,193
COMMITMENTS
3,468 451 0 2,174 1,583 5,642 2,034 2,551 6,159
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,011)
434 -432 0 407 1,293 841 861 170 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 5.5 0.0 26.5 19.3 68.9 24.8 31.1 75.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 0 4 8 11 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 115,779
COMMITMENTS
199 6,386 2,882 56,354 78,072 59,435 87,340 56,344 28,439
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 4,539)
-250 286 0 10,346 -988 10,096 -702 -5,557 5,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 5.5 2.5 48.7 67.4 51.3 75.4 48.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 14 4 15 24 20 40
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 111,240
COMMITMENTS
449 6,100 2,882 46,008 79,060 49,339 88,042 61,901 23,198
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,328)
17 -493 308 -79 1,111 246 926 -1,574 -2,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 5.5 2.6 41.4 71.1 44.4 79.1 55.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 14 4 13 24 19 40
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 98,189
COMMITMENTS
42,170 9,052 6,232 19,423 73,934 67,825 89,218 30,364 8,971
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,307)
-977 4,255 1,345 580 -3,703 948 1,897 359 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 9.2 6.3 19.8 75.3 69.1 90.9 30.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
96 16 30 21 35 128 74
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 96,882
COMMITMENTS
43,147 4,797 4,887 18,843 77,637 66,877 87,321 30,005 9,561
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,384)
829 185 -56 -2,197 -4,647 -1,424 -4,518 -960 2,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 5.0 5.0 19.4 80.1 69.0 90.1 31.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
97 13 27 20 34 123 70
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 81,259
COMMITMENTS
23,188 5,116 10,546 34,815 59,085 68,549 74,747 12,710 6,512
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -5,902)
-3,357 -1,165 -665 -1,096 -2,938 -5,118 -4,768 -784 -1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 6.3 13.0 42.8 72.7 84.4 92.0 15.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
53 30 22 36 40 104 79
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 87,161
COMMITMENTS
26,545 6,281 11,211 35,911 62,023 73,667 79,515 13,494 7,646
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,069)
-6,736 -477 302 1,325 -6,163 -5,109 -6,338 -960 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 7.2 12.9 41.2 71.2 84.5 91.2 15.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
56 28 23 34 39 102 79
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 275,461
COMMITMENTS
109,497 72,710 19,170 94,433 164,780 223,100 256,660 52,361 18,801
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -26,837)
-30,974 5,482 2,332 5,132 -30,263 -23,510 -22,449 -3,327 -4,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 26.4 7.0 34.3 59.8 81.0 93.2 19.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
108 47 39 38 34 171 101
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 302,298
COMMITMENTS
140,471 67,228 16,838 89,301 195,043 246,610 279,109 55,688 23,189
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -28,667)
-29,043 -3,533 -2,287 3,794 -27,959 -27,536 -33,779 -1,131 5,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 22.2 5.6 29.5 64.5 81.6 92.3 18.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
118 46 38 35 39 176 104
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,924
COMMITMENTS
4,813 1,414 245 2,275 7,109 7,333 8,768 2,591 1,156
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 545)
224 -10 1 -331 10 -106 1 651 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 14.2 2.5 22.9 71.6 73.9 88.4 26.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
14 5 3 5 7 22 13
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,379
COMMITMENTS
4,589 1,424 244 2,606 7,099 7,439 8,767 1,940 612
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 20)
-11 43 1 78 16 68 60 -48 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 15.2 2.6 27.8 75.7 79.3 93.5 20.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 5 3 5 6 21 12
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 66,942
COMMITMENTS
10,427 17,630 3,347 41,423 32,245 55,197 53,222 11,745 13,720
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -5,354)
-1,634 -9,517 36 -4,279 3,589 -5,877 -5,892 523 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 26.3 5.0 61.9 48.2 82.5 79.5 17.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
30 33 17 62 55 97 101
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 72,296
COMMITMENTS
12,061 27,147 3,311 45,702 28,656 61,074 59,114 11,222 13,182
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 4,712)
-191 3,668 292 4,648 -513 4,749 3,447 -37 1,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 37.5 4.6 63.2 39.6 84.5 81.8 15.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
33 35 20 59 53 98 104
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,153
COMMITMENTS
822 10,740 1,072 25,496 16,781 27,390 28,593 7,763 6,560
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -6)
-208 10 -802 824 497 -186 -295 180 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 30.6 3.0 72.5 47.7 77.9 81.3 22.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 20 5 34 23 43 47
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,159
COMMITMENTS
1,030 10,730 1,874 24,672 16,284 27,576 28,888 7,583 6,271
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,416)
-323 971 36 1,999 688 1,712 1,695 -296 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 30.5 5.3 70.2 46.3 78.4 82.2 21.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 23 9 36 22 49 52
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 92,056
COMMITMENTS
27,287 25,567 7,245 45,140 53,355 79,672 86,167 12,384 5,889
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 9,351)
11,388 -11,610 2,833 -7,065 17,298 7,156 8,521 2,195 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 27.8 7.9 49.0 58.0 86.5 93.6 13.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
101 98 68 68 69 219 196
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 82,705
COMMITMENTS
15,899 37,177 4,412 52,205 36,057 72,516 77,646 10,189 5,059
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -745)
2,433 -5,246 971 -4,137 4,507 -733 232 -12 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 45.0 5.3 63.1 43.6 87.7 93.9 12.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
92 105 57 71 63 203 192
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,580
COMMITMENTS
11,754 2,088 2,557 13,623 26,743 27,934 31,388 4,646 1,192
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,965)
-2,391 371 152 374 -2,295 -1,865 -1,772 -100 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 6.4 7.8 41.8 82.1 85.7 96.3 14.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
45 13 18 30 14 79 44
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,545
COMMITMENTS
14,145 1,717 2,405 13,249 29,038 29,799 33,160 4,746 1,385
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 547)
530 -435 87 259 680 876 332 -329 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 5.0 7.0 38.4 84.1 86.3 96.0 13.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
53 14 21 27 19 90 48
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 117,819
COMMITMENTS
15,897 11,796 2,400 93,306 102,226 111,603 116,422 6,216 1,397
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -318)
-38 5,569 593 -1,331 -5,972 -776 190 458 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 10.0 2.0 79.2 86.8 94.7 98.8 5.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
43 27 16 44 35 97 74
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 118,137
COMMITMENTS
15,935 6,227 1,807 94,637 108,198 112,379 116,232 5,758 1,905
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,596)
-895 3,352 -296 3,505 -2,008 2,314 1,048 -718 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 5.3 1.5 80.1 91.6 95.1 98.4 4.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
38 23 16 43 34 91 66
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 353,721
COMMITMENTS
88,567 54,007 31,249 173,118 233,398 292,934 318,654 60,787 35,067
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -27,082)
-24,281 -442 -1,848 3,489 -30,636 -22,640 -32,926 -4,442 5,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 15.3 8.8 48.9 66.0 82.8 90.1 17.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
58 40 42 57 53 144 110
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 380,803
COMMITMENTS
112,848 54,449 33,097 169,629 264,034 315,574 351,580 65,229 29,223
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 27,728)
21,556 3,164 5,291 -4,050 18,766 22,797 27,221 4,931 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 14.3 8.7 44.5 69.3 82.9 92.3 17.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
63 42 40 61 57 157 109
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 98,761
COMMITMENTS
40,365 10,639 8,978 39,280 74,707 88,623 94,324 10,138 4,437
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -8,848)
-6,385 -566 -926 -1,751 -7,414 -9,062 -8,906 214 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 10.8 9.1 39.8 75.6 89.7 95.5 10.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
129 60 63 92 111 261 208
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 107,609
COMMITMENTS
46,750 11,205 9,904 41,031 82,121 97,685 103,230 9,924 4,379
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -3,028)
-2,668 -2,511 652 -614 -806 -2,630 -2,665 -398 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 10.4 9.2 38.1 76.3 90.8 95.9 9.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
137 61 58 94 110 269 208
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,150
COMMITMENTS
4,908 10,078 2,084 8,925 3,879 15,917 16,041 2,233 2,109
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -3,939)
-759 -4,454 55 -3,343 1,724 -4,047 -2,675 108 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 55.5 11.5 49.2 21.4 87.7 88.4 12.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 25 4 7 5 16 34
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,089
COMMITMENTS
5,667 14,532 2,029 12,268 2,155 19,964 18,716 2,125 3,373
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -5,281)
-693 -4,747 8 -4,635 -50 -5,320 -4,789 39 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 65.8 9.2 55.5 9.8 90.4 84.7 9.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 28 2 5 8 14 38
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 23,325
COMMITMENTS
17,502 0 0 904 20,146 18,406 20,146 4,919 3,179
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,754)
-798 -1,145 0 134 -932 -664 -2,077 -1,090 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.0 0.0 0.0 3.9 86.4 78.9 86.4 21.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 0 0 1 12 9 12
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 150,491
COMMITMENTS
9,944 24,979 12,093 104,244 89,949 126,281 127,021 24,210 23,470
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 997)
-872 584 75 1,917 1,014 1,120 1,673 -123 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 16.6 8.0 69.3 59.8 83.9 84.4 16.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
19 30 28 63 68 103 107
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 149,494
COMMITMENTS
10,816 24,395 12,018 102,327 88,935 125,161 125,348 24,333 24,146
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -9,638)
-600 2,068 552 -9,916 -11,120 -9,964 -8,500 326 -1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 16.3 8.0 68.4 59.5 83.7 83.8 16.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
20 28 30 62 67 103 107
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 405,241
COMMITMENTS
21,013 75,895 105,786 218,216 193,986 345,015 375,667 60,226 29,574
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 9,334)
-768 6,481 2,123 6,101 528 7,456 9,132 1,878 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 18.7 26.1 53.8 47.9 85.1 92.7 14.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
45 58 64 97 79 177 173
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 395,907
COMMITMENTS
21,781 69,414 103,663 212,115 193,458 337,559 366,535 58,348 29,372
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 10,031)
1,835 5,805 -54 9,882 1,230 11,663 6,981 -1,632 3,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 17.5 26.2 53.6 48.9 85.3 92.6 14.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
45 54 60 94 74 170 161
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,207
COMMITMENTS
3,015 6,420 2,121 58,984 57,592 64,120 66,133 4,087 2,074
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -267)
0 0 0 217 -1,123 217 -1,123 -484 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 9.4 3.1 86.5 84.4 94.0 97.0 6.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 29 23 30 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,474
COMMITMENTS
3,015 6,420 2,121 58,767 58,715 63,903 67,256 4,571 1,218
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,096)
2,363 0 -651 -4,106 -1,228 -2,394 -1,879 298 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 9.4 3.1 85.8 85.7 93.3 98.2 6.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 28 23 29 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,751
COMMITMENTS
5,266 2,464 428 36,818 36,678 42,512 39,570 2,239 5,181
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 124)
0 0 0 124 552 124 552 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 5.5 1.0 82.3 82.0 95.0 88.4 5.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 13 17 15
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,627
COMMITMENTS
5,266 2,464 428 36,694 36,126 42,388 39,018 2,239 5,609
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,258)
578 -7,468 -1,712 -4,935 2,448 -6,069 -6,732 -189 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 5.5 1.0 82.2 81.0 95.0 87.4 5.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 15 12 17 14
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 31,605
COMMITMENTS
3,264 2,299 1,044 23,703 26,722 28,011 30,065 3,594 1,540
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,558)
1,625 278 -60 -754 1,324 811 1,542 747 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 7.3 3.3 75.0 84.5 88.6 95.1 11.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 19 16 22 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 30,047
COMMITMENTS
1,639 2,021 1,104 24,457 25,398 27,200 28,523 2,847 1,524
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,066)
-1,315 -1,377 -153 -4,288 -4,529 -5,756 -6,059 -310 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 6.7 3.7 81.4 84.5 90.5 94.9 9.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 18 15 21 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,346
COMMITMENTS
4,846 284 1,318 48,308 48,038 54,472 49,640 2,874 7,706
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 7,244)
3,110 0 452 3,745 5,025 7,307 5,477 -63 1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 0.5 2.3 84.2 83.8 95.0 86.6 5.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 18 24 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,102
COMMITMENTS
1,736 284 866 44,563 43,013 47,165 44,163 2,937 5,939
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,279)
186 124 -310 -2,310 -2,966 -2,434 -3,152 155 873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.6 1.7 88.9 85.9 94.1 88.1 5.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 18 24 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 25,116
COMMITMENTS
1,587 568 1,199 15,289 18,859 18,075 20,626 7,041 4,490
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 2.3 4.8 60.9 75.1 72.0 82.1 28.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 12 13 14 15
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 883,809
COMMITMENTS
199,895 61,088 142,635 525,055 673,767 867,585 877,490 16,224 6,319
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 31,692)
13,723 1,828 14,711 309 13,844 28,743 30,383 2,949 1,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 6.9 16.1 59.4 76.2 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
15 12 25 73 69 101 95
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 852,117
COMMITMENTS
186,172 59,260 127,924 524,746 659,923 838,842 847,107 13,275 5,010
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -27,206)
14,014 5,912 -1,085 -41,141 -26,191 -28,212 -21,364 1,006 -5,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 7.0 15.0 61.6 77.4 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
14 12 24 72 68 99 93
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,609
COMMITMENTS
12,501 17,907 22,460 40,039 36,996 75,000 77,363 3,609 1,246
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 11,188)
4,983 3,310 865 5,769 7,235 11,617 11,410 -429 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 22.8 28.6 50.9 47.1 95.4 98.4 4.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 7 12 22 22 35 35
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,421
COMMITMENTS
7,518 14,597 21,595 34,270 29,761 63,383 65,953 4,038 1,468
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 6,367)
-1,587 567 2,731 6,002 4,262 7,146 7,560 -779 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 21.7 32.0 50.8 44.1 94.0 97.8 6.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 9 19 20 30 29
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,073
COMMITMENTS
5,126 1,390 5,175 23,613 26,819 33,914 33,384 159 689
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,163)
126 1,146 -109 1,267 257 1,284 1,294 -121 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 4.1 15.2 69.3 78.7 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 6 25 26 31 32
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,910
COMMITMENTS
5,000 244 5,284 22,346 26,562 32,630 32,090 280 820
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,408)
337 64 -197 -1,311 -1,174 -1,171 -1,307 -237 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 0.7 16.1 67.9 80.7 99.1 97.5 0.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 5 22 24 27 29
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,607
COMMITMENTS
1,727 4,010 861 16,975 14,692 19,563 19,563 44 44
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 193)
46 204 21 82 -76 149 149 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 20.5 4.4 86.6 74.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 2 16 12 19 16
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,414
COMMITMENTS
1,681 3,806 840 16,893 14,768 19,414 19,414 0 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,940)
-276 -1,242 -230 -1,434 -468 -1,940 -1,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 19.6 4.3 87.0 76.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 15 12 17 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,536
COMMITMENTS
544 2,928 932 6,060 3,676 7,536 7,536 0 0
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 676)
-298 378 298 676 252 676 928 0 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 38.9 12.4 80.4 48.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 10 10 13 14
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,860
COMMITMENTS
842 2,550 634 5,384 3,424 6,860 6,608 0 252
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -794)
-46 460 -460 -265 -1,046 -771 -1,046 -23 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 37.2 9.2 78.5 49.9 100.0 96.3 0.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 10 10 13 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 707,361
COMMITMENTS
79,563 70,949 90,144 488,223 478,166 657,930 639,259 49,431 68,102
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 24,241)
4,996 3,929 16,053 8,644 12,187 29,693 32,169 -5,452 -7,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 10.0 12.7 69.0 67.6 93.0 90.4 7.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
47 68 72 78 83 177 181
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 683,120
COMMITMENTS
74,567 67,020 74,091 479,579 465,979 628,237 607,090 54,883 76,030
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 26,662)
4,580 2,052 385 10,441 10,620 15,406 13,057 11,256 13,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 9.8 10.8 70.2 68.2 92.0 88.9 8.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
42 64 63 77 82 163 171
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,736
COMMITMENTS
7,417 2,499 91 2,462 9,148 9,970 11,738 2,766 998
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 138)
162 -158 57 -136 382 83 281 55 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.2 19.6 0.7 19.3 71.8 78.3 92.2 21.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
65 17 3 9 24 77 43
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,598
COMMITMENTS
7,255 2,657 34 2,598 8,766 9,887 11,457 2,711 1,141
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -38)
48 163 -57 19 -131 10 -25 -48 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 21.1 0.3 20.6 69.6 78.5 90.9 21.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
61 20 1 9 23 71 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,443
COMMITMENTS
2,399 549 0 2,602 5,195 5,001 5,744 1,442 699
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 242)
106 382 -80 198 12 224 314 18 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 8.5 0.0 40.4 80.6 77.6 89.2 22.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 5 0 12 13 27 18
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,201
COMMITMENTS
2,293 167 80 2,404 5,183 4,777 5,430 1,424 771
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -126)
-6 11 80 -18 87 56 178 -182 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 2.7 1.3 38.8 83.6 77.0 87.6 23.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 2 1 10 14 26 17
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 157,747
COMMITMENTS
17,458 9,392 12,854 114,948 122,365 145,260 144,611 12,487 13,136
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -2,156)
1,016 -4,295 -29 -4,908 2,943 -3,921 -1,381 1,765 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 6.0 8.1 72.9 77.6 92.1 91.7 7.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
29 29 35 74 74 123 121
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,903
COMMITMENTS
16,442 13,687 12,883 119,856 119,422 149,181 145,992 10,722 13,911
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -4,679)
972 513 846 -5,334 -3,767 -3,516 -2,408 -1,163 -2,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 8.6 8.1 75.0 74.7 93.3 91.3 6.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
29 28 32 75 70 123 116
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,790
COMMITMENTS
0 3,485 4,590 13,990 10,715 18,580 18,790 210 0
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 675)
0 -320 270 375 725 645 675 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.5 24.4 74.5 57.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 14 13 16 18
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,115
COMMITMENTS
0 3,805 4,320 13,615 9,990 17,935 18,115 180 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,093)
-15 666 -766 -312 -993 -1,093 -1,093 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 21.0 23.8 75.2 55.1 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 14 13 16 18
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,752
COMMITMENTS
450 2,031 402 7,900 6,319 8,752 8,752 0 0
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 75)
0 -75 0 75 150 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 23.2 4.6 90.3 72.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 15 14 17 16
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,677
COMMITMENTS
450 2,106 402 7,825 6,169 8,677 8,677 0 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -330)
-100 -410 -45 -185 125 -330 -330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 24.3 4.6 90.2 71.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 15 14 17 16
Updated January 21, 2005