WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 204,294
COMMITMENTS
36,768 77,173 18,962 116,047 80,359 171,777 176,494 32,517 27,800
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 11,311)
-245 10,747 2,570 6,533 -2,434 8,858 10,883 2,453 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 37.8 9.3 56.8 39.3 84.1 86.4 15.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
91 105 57 50 63 170 207
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
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 631,557
COMMITMENTS
80,205 194,209 30,615 420,238 265,788 531,058 490,612 100,499 140,945
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 18,484)
-4,300 42,768 2,067 16,783 -29,019 14,550 15,816 3,934 2,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 30.8 4.8 66.5 42.1 84.1 77.7 15.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
150 185 104 244 227 455 469
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
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,962
COMMITMENTS
2,671 228 107 1,105 5,158 3,883 5,493 4,079 2,469
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,038)
788 -372 58 -299 586 547 272 491 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 2.9 1.3 13.9 64.8 48.8 69.0 51.2 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
19 3 4 8 14 29 19
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
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,702
COMMITMENTS
27,455 101,769 16,428 158,347 77,775 202,230 195,972 45,472 51,730
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 14,107)
-1,144 21,632 638 6,881 -10,801 6,375 11,469 7,732 2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 41.1 6.6 63.9 31.4 81.6 79.1 18.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
75 164 78 96 114 232 307
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 165,137
COMMITMENTS
21,012 52,996 17,953 103,101 71,120 142,066 142,069 23,071 23,068
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 12,179)
275 10,554 1,782 8,149 -2,208 10,206 10,128 1,973 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 32.1 10.9 62.4 43.1 86.0 86.0 14.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
30 51 29 52 40 104 112
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 679,522
COMMITMENTS
189,534 121,738 7,383 367,157 425,643 564,074 554,764 115,448 124,758
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 33,877)
3,246 9,178 1,219 25,715 22,387 30,180 32,784 3,697 1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 17.9 1.1 54.0 62.6 83.0 81.6 17.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
50 47 18 69 91 132 144
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 159,993
COMMITMENTS
7,249 40,001 26,801 99,003 68,625 133,053 135,427 26,940 24,566
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,802)
-6,841 13,196 2,338 14,991 -6,586 10,488 8,948 314 1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 25.0 16.8 61.9 42.9 83.2 84.6 16.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
22 52 47 54 47 113 129
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
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,143
COMMITMENTS
1,631 1,553 89 1,105 1,162 2,825 2,804 1,318 1,339
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 109)
4 41 42 132 48 178 131 -69 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 37.5 2.1 26.7 28.0 68.2 67.7 31.8 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 10 3 8 7 21 17
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 295,603
COMMITMENTS
79,632 88,714 1,074 185,839 148,334 266,545 238,122 29,058 57,481
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 23,430)
6,453 1,063 700 12,531 17,710 19,684 19,473 3,746 3,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 30.0 0.4 62.9 50.2 90.2 80.6 9.8 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
26 56 3 49 70 77 127
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,668,148
COMMITMENTS
414,968 381,422 28,892 1053201 930,769 1497061 1341083 171,087 327,065
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -15,543)
12,005 -26,678 1,771 -25,314 14,671 -11,538 -10,236 -4,005 -5,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 22.9 1.7 63.1 55.8 89.7 80.4 10.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
59 114 41 105 177 189 308
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,167,979
COMMITMENTS
328,104 221,977 12,221 756,772 768,889 1097097 1003087 70,882 164,892
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,502)
9,982 -16,671 766 -4,637 22,368 6,111 6,463 -4,609 -4,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 19.0 1.0 64.8 65.8 93.9 85.9 6.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
56 88 22 78 134 144 235
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 371,356
COMMITMENTS
128,677 42,070 50,781 173,745 263,801 353,203 356,652 18,153 14,704
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 18,365)
9,089 -730 8,755 3,758 13,797 21,602 21,822 -3,237 -3,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 11.3 13.7 46.8 71.0 95.1 96.0 4.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
39 20 27 53 56 103 92
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,582
COMMITMENTS
14,891 8,689 69 25,371 32,236 40,331 40,994 6,251 5,588
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,085)
-2,278 -918 -34 117 -332 -2,195 -1,284 1,110 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 18.7 0.1 54.5 69.2 86.6 88.0 13.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
32 18 2 26 12 60 30
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 AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 59,142
COMMITMENTS
13,434 21,137 181 37,817 28,989 51,432 50,307 7,710 8,835
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,430)
2,400 3,170 -83 2,255 419 4,572 3,506 -1,142 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 35.7 0.3 63.9 49.0 87.0 85.1 13.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
27 28 1 24 16 52 44
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,897
COMMITMENTS
1,892 10,337 1,014 36,780 27,239 39,686 38,590 211 1,307
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,022)
196 3,942 8 3,937 153 4,141 4,103 -119 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 25.9 2.5 92.2 68.3 99.5 96.7 0.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 22 3 17 16 24 38
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 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,463
COMMITMENTS
0 1,747 0 13,451 11,252 13,451 12,999 12 464
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 197)
0 193 0 197 0 197 193 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.0 0.0 99.9 83.6 99.9 96.6 0.1 3.4
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 01/11/05 |
--------------------------------------------------------------| 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
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,613
COMMITMENTS
2,925 2,771 1,099 17,874 16,668 21,898 20,538 2,715 4,075
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,867)
803 370 207 759 1,017 1,769 1,594 98 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 11.3 4.5 72.6 67.7 89.0 83.4 11.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
24 7 13 32 33 60 49
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,915
COMMITMENTS
31,028 5,967 15,649 36,348 47,531 83,025 69,147 20,890 34,768
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 361)
530 -247 84 -1,480 400 -866 237 1,227 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 5.7 15.1 35.0 45.7 79.9 66.5 20.1 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
65 21 47 22 32 123 87
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,022
COMMITMENTS
375 463 90 921 403 1,386 956 636 1,066
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 27)
-137 -143 -1 136 34 -2 -110 29 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 22.9 4.5 45.5 19.9 68.5 47.3 31.5 52.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 12 3 7 3 14 16
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 143,906
COMMITMENTS
43,679 16,234 20,589 61,453 70,672 125,721 107,495 18,185 36,411
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 319)
2,652 1,201 554 -2,657 -1,718 549 37 -230 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 11.3 14.3 42.7 49.1 87.4 74.7 12.6 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
57 30 37 48 101 125 156
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,521
COMMITMENTS
1,262 658 55 481 1,897 1,798 2,610 1,723 911
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -196)
-149 38 -55 -92 -42 -296 -59 100 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 18.7 1.6 13.7 53.9 51.1 74.1 48.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 6 5 12 17 30 26
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 18,877
COMMITMENTS
5,979 2,792 1,985 6,913 3,593 14,877 8,370 4,000 10,507
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 759)
555 -67 322 -106 21 771 276 -12 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 14.8 10.5 36.6 19.0 78.8 44.3 21.2 55.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
26 17 18 27 39 66 65
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 77,385
COMMITMENTS
19,773 14,273 403 29,262 49,283 49,438 63,959 27,947 13,426
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,535)
456 4,849 -5 6,683 1,804 7,134 6,648 401 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 18.4 0.5 37.8 63.7 63.9 82.7 36.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 12 4 22 16 41 32
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,151
COMMITMENTS
11,217 12,317 15 27,306 27,276 38,538 39,608 13,613 12,543
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,483)
-666 494 -20 1,493 -2,378 807 -1,904 -2,290 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 23.6 0.0 52.4 52.3 73.9 75.9 26.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 5 2 13 6 26 13
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 72,418
COMMITMENTS
47,902 5,122 500 14,292 61,813 62,694 67,435 9,724 4,983
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,261)
9,369 -1,275 -188 -2,919 7,350 6,262 5,887 -3,001 -2,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.1 7.1 0.7 19.7 85.4 86.6 93.1 13.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
48 8 1 14 18 63 27
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 64,508
COMMITMENTS
21,007 2,292 13 21,563 47,502 42,583 49,807 21,925 14,701
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,959)
-1,749 928 0 -653 -4,164 -2,402 -3,236 443 1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 3.6 0.0 33.4 73.6 66.0 77.2 34.0 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 5 1 11 12 31 18
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 171,109
COMMITMENTS
39,872 31,993 1 88,284 120,135 128,157 152,129 42,952 18,980
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 9,241)
4,664 20,530 -197 -3,896 -10,548 571 9,785 8,670 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 18.7 0.0 51.6 70.2 74.9 88.9 25.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
27 12 1 21 19 49 31
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 131,661
COMMITMENTS
28,380 18,467 889 44,413 62,300 73,682 81,656 57,979 50,005
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -12,124)
-5,034 1,234 319 5,516 -6,558 801 -5,005 -12,925 -7,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 14.0 0.7 33.7 47.3 56.0 62.0 44.0 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
31 20 7 29 19 61 45
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 50,467
COMMITMENTS
10,128 700 100 29,271 45,423 39,499 46,223 10,968 4,244
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,473)
-82 0 0 -4,566 3,556 -4,648 3,556 8,121 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 1.4 0.2 58.0 90.0 78.3 91.6 21.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 17 26 20 28
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,216,303
COMMITMENTS
569,566 1196512 886,283 5302614 4374289 6758463 6457084 457,840 759,219
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 53,011)
-5,797 1,646 -21,282 103,981 62,344 76,902 42,708 -23,891 10,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 16.6 12.3 73.5 60.6 93.7 89.5 6.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
63 113 119 172 191 309 364
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 676,897
COMMITMENTS
69,692 56,108 9,284 456,248 511,754 535,224 577,146 141,673 99,751
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -8,713)
6,223 -1,809 1,657 -1,135 1,862 6,745 1,710 -15,458 -10,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 8.3 1.4 67.4 75.6 79.1 85.3 20.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
38 28 19 89 67 140 101
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 843,323
COMMITMENTS
188,401 123,760 10,436 349,260 632,509 548,097 766,705 295,226 76,618
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 23,352)
-19,376 11,172 -1,150 26,460 10,000 5,934 20,022 17,418 3,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 14.7 1.2 41.4 75.0 65.0 90.9 35.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
85 81 19 71 71 169 158
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,957
COMMITMENTS
2,055 0 0 8,145 12,111 10,200 12,111 2,757 846
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -114)
128 0 0 -268 88 -140 88 26 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 0.0 0.0 62.9 93.5 78.7 93.5 21.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 0 0 23 18 31 18
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,266
COMMITMENTS
1,742 4,353 342 20,581 17,650 22,665 22,345 2,601 2,921
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -514)
661 594 -20 -1,491 -463 -850 111 336 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 17.2 1.4 81.5 69.9 89.7 88.4 10.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 7 2 24 22 29 30
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 74,610
COMMITMENTS
8,240 14,642 318 33,629 51,060 42,187 66,020 32,423 8,590
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,470)
-4,579 367 167 1,645 1,816 -2,767 2,350 5,237 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 19.6 0.4 45.1 68.4 56.5 88.5 43.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
26 37 3 51 37 78 76
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 341,867
COMMITMENTS
121,176 65,306 4,537 182,328 150,359 308,041 220,202 33,826 121,665
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 16,274)
-418 -801 -150 20,144 11,804 19,576 10,853 -3,302 5,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 19.1 1.3 53.3 44.0 90.1 64.4 9.9 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
87 65 12 50 42 141 115
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,081
COMMITMENTS
27,749 534 15 15,419 54,133 43,183 54,682 21,898 10,399
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,396)
1,255 17 -55 758 1,405 1,958 1,367 438 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 0.8 0.0 23.7 83.2 66.4 84.0 33.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 2 1 10 14 28 16
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 22,550
COMMITMENTS
2,039 8,170 106 16,475 11,289 18,620 19,565 3,930 2,985
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 945)
-41 758 11 843 -10 813 759 132 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 36.2 0.5 73.1 50.1 82.6 86.8 17.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
9 20 3 41 22 52 43
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 142,522
COMMITMENTS
22,737 17,494 1,153 103,256 108,502 127,146 127,149 15,376 15,373
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,515)
1,998 36 -31 -1,570 4,790 397 4,795 7,118 2,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 12.3 0.8 72.4 76.1 89.2 89.2 10.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
21 31 5 38 37 62 70
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,572
COMMITMENTS
13,405 6,652 90 10,324 19,824 23,819 26,566 8,753 6,006
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,264)
372 -547 8 1,155 907 1,535 368 -271 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 20.4 0.3 31.7 60.9 73.1 81.6 26.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
42 19 2 26 25 69 45
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 126,440
COMMITMENTS
299 5,884 2,732 60,942 83,238 63,973 91,854 62,467 34,586
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,661)
100 -502 -150 4,588 5,166 4,538 4,514 6,123 6,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 4.7 2.2 48.2 65.8 50.6 72.6 49.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 12 3 15 24 20 38
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
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 98,962
COMMITMENTS
42,288 9,642 6,253 20,620 74,229 69,161 90,124 29,801 8,838
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 773)
118 590 21 1,197 295 1,336 906 -563 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 9.7 6.3 20.8 75.0 69.9 91.1 30.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
96 16 30 22 36 125 77
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 81,248
COMMITMENTS
23,417 5,836 10,604 34,140 57,434 68,161 73,874 13,087 7,374
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -11)
229 720 58 -675 -1,651 -388 -873 377 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 7.2 13.1 42.0 70.7 83.9 90.9 16.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
50 32 22 37 40 103 82
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
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 275,630
COMMITMENTS
107,825 78,259 20,038 93,319 156,259 221,182 254,556 54,448 21,074
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 169)
-1,672 5,549 868 -1,114 -8,521 -1,918 -2,104 2,087 2,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 28.4 7.3 33.9 56.7 80.2 92.4 19.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
108 50 39 39 35 174 105
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
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,406
COMMITMENTS
4,724 1,269 248 3,413 8,367 8,385 9,884 2,021 522
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 482)
-89 -145 3 1,138 1,258 1,052 1,116 -570 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 12.2 2.4 32.8 80.4 80.6 95.0 19.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 5 3 4 6 21 13
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
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 69,078
COMMITMENTS
11,884 18,291 4,534 39,492 31,161 55,910 53,986 13,168 15,092
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,136)
1,457 661 1,187 -1,931 -1,084 713 764 1,423 1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 26.5 6.6 57.2 45.1 80.9 78.2 19.1 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
34 31 20 62 57 104 103
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 - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,450
COMMITMENTS
980 10,687 1,210 25,949 17,182 28,139 29,079 8,311 7,371
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,297)
158 -53 138 453 401 749 486 548 811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 29.3 3.3 71.2 47.1 77.2 79.8 22.8 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 20 6 34 26 45 50
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 94,731
COMMITMENTS
27,894 24,880 6,959 46,941 56,870 81,794 88,709 12,937 6,022
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,675)
607 -687 -286 1,801 3,515 2,122 2,542 553 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 26.3 7.3 49.6 60.0 86.3 93.6 13.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
109 88 60 66 65 220 180
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,427
COMMITMENTS
9,989 1,544 3,381 15,628 27,667 28,998 32,592 4,429 835
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 847)
-1,765 -544 824 2,005 924 1,064 1,204 -217 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 4.6 10.1 46.8 82.8 86.8 97.5 13.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
44 14 22 32 14 86 45
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
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 116,940
COMMITMENTS
18,705 12,592 2,294 88,970 100,500 109,969 115,386 6,971 1,554
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -879)
2,808 796 -106 -4,336 -1,726 -1,634 -1,036 755 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 10.8 2.0 76.1 85.9 94.0 98.7 6.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
48 30 12 46 32 100 72
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 350,458
COMMITMENTS
87,229 48,067 31,118 169,792 235,513 288,139 314,698 62,319 35,760
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -3,263)
-1,338 -5,940 -131 -3,326 2,115 -4,795 -3,956 1,532 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 13.7 8.9 48.4 67.2 82.2 89.8 17.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
57 32 45 58 51 142 105
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
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 100,093
COMMITMENTS
42,441 11,033 9,724 37,767 74,369 89,932 95,126 10,161 4,967
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,332)
2,076 394 746 -1,513 -338 1,309 802 23 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 11.0 9.7 37.7 74.3 89.8 95.0 10.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
146 47 66 91 109 271 203
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,426
COMMITMENTS
4,297 10,221 2,012 8,740 3,297 15,049 15,530 2,377 1,896
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -724)
-611 143 -72 -185 -582 -868 -511 144 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 58.7 11.5 50.2 18.9 86.4 89.1 13.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 24 3 5 6 11 33
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 154,755
COMMITMENTS
12,754 26,076 11,368 105,746 91,181 129,868 128,625 24,887 26,130
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,264)
2,810 1,097 -725 1,502 1,232 3,587 1,604 677 2,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 16.8 7.3 68.3 58.9 83.9 83.1 16.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
26 30 33 57 68 104 111
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 410,253
COMMITMENTS
22,250 77,740 106,635 223,440 199,170 352,325 383,545 57,928 26,708
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 5,012)
1,237 1,845 849 5,224 5,184 7,310 7,878 -2,298 -2,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 18.9 26.0 54.5 48.5 85.9 93.5 14.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
45 64 73 102 83 189 185
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,270
COMMITMENTS
3,015 4,708 2,121 59,695 61,223 64,831 68,052 4,439 1,218
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,063)
0 -1,712 0 711 3,631 711 1,919 352 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 6.8 3.1 86.2 88.4 93.6 98.2 6.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 30 25 31 27
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,053
COMMITMENTS
5,266 2,464 428 37,120 36,980 42,814 39,872 2,239 5,181
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 302)
0 0 0 302 302 302 302 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 5.5 0.9 82.4 82.1 95.0 88.5 5.0 11.5
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 01/11/05 |
--------------------------------------------------------------| 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,607
COMMITMENTS
3,781 3,635 1,661 25,753 27,884 31,195 33,180 3,412 1,427
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,002)
517 1,336 617 2,050 1,162 3,184 3,115 -182 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 10.5 4.8 74.4 80.6 90.1 95.9 9.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 21 18 24 22
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,079
COMMITMENTS
4,788 489 1,678 50,186 49,541 56,652 51,708 2,427 7,371
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,733)
-58 205 360 1,878 1,503 2,180 2,068 -447 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 0.8 2.8 84.9 83.9 95.9 87.5 4.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 23 17 25 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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 26,739
COMMITMENTS
1,872 394 1,156 17,023 20,361 20,051 21,911 6,688 4,828
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,623)
285 -174 -43 1,734 1,502 1,976 1,285 -353 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 1.5 4.3 63.7 76.1 75.0 81.9 25.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 14 15 16
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 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 906,796
COMMITMENTS
216,464 67,311 144,467 529,802 688,496 890,733 900,274 16,063 6,522
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 22,987)
16,569 6,223 1,832 4,747 14,729 23,148 22,784 -161 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 7.4 15.9 58.4 75.9 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
15 14 26 78 72 108 99
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,728
COMMITMENTS
24,714 22,990 20,337 39,782 43,421 84,833 86,748 3,895 1,980
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,119)
12,213 5,083 -2,123 -257 6,425 9,833 9,385 286 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 25.9 22.9 44.8 48.9 95.6 97.8 4.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 5 10 22 23 34 34
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,310
COMMITMENTS
5,496 1,830 4,915 23,749 27,375 34,160 34,120 150 190
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 237)
370 440 -260 136 556 246 736 -9 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 5.3 14.3 69.2 79.8 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 6 25 26 31 33
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,039
COMMITMENTS
2,123 4,358 861 17,055 14,820 20,039 20,039 0 0
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 432)
396 348 0 80 128 476 476 -44 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 21.7 4.3 85.1 74.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 2 16 14 19 18
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| 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
302 2,686 1,174 6,060 3,676 7,536 7,536 0 0
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 0)
-242 -242 242 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 35.6 15.6 80.4 48.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 11 10 14 14
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 718,813
COMMITMENTS
86,451 70,526 85,441 495,530 491,377 667,422 647,344 51,391 71,469
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 11,452)
6,888 -423 -4,703 7,307 13,211 9,492 8,085 1,960 3,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 9.8 11.9 68.9 68.4 92.9 90.1 7.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
50 66 70 75 84 174 178
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,785
COMMITMENTS
7,543 2,082 0 2,460 9,574 10,003 11,656 2,782 1,129
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 49)
126 -417 -91 -2 426 33 -82 16 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.0 16.3 0.0 19.2 74.9 78.2 91.2 21.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
66 15 0 9 23 75 38
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,609
COMMITMENTS
2,637 229 0 2,478 5,648 5,115 5,877 1,494 732
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 166)
238 -320 0 -124 453 114 133 52 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 3.5 0.0 37.5 85.5 77.4 88.9 22.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 3 0 9 15 24 18
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 168,381
COMMITMENTS
20,112 8,379 12,137 121,615 133,646 153,864 154,162 14,517 14,219
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,634)
2,654 -1,013 -717 6,667 11,281 8,604 9,551 2,030 1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 5.0 7.2 72.2 79.4 91.4 91.6 8.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
32 26 35 77 80 128 125
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
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,879
COMMITMENTS
0 3,251 4,578 14,046 10,975 18,624 18,804 255 75
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 89)
0 -234 -12 56 260 44 14 45 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.2 24.2 74.4 58.1 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 15 13 17 18
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
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,587
COMMITMENTS
450 2,106 402 7,660 5,929 8,512 8,437 75 150
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -165)
0 75 0 -240 -390 -240 -315 75 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 24.5 4.7 89.2 69.0 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 16 14 18 16
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
Updated January 28, 2005