WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 219,798: 36,624 76,492 29,417 120,490 86,280 186,531 192,189: 33,267 27,610
Old : 188,901: 42,376 74,574 16,795 101,019 74,323 160,190 165,692: 28,712 23,210
Other: 30,897: 3,649 11,318 3,222 19,471 11,957 26,342 26,497: 4,555 4,400
: : :
: : Changes in Commitments from: December 28, 2004 :
: 13,005: -345 9,635 3,000 4,772 -4,017 7,427 8,618: 5,578 4,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 34.8 13.4 54.8 39.3 84.9 87.4: 15.1 12.6
Old : 100.0: 22.4 39.5 8.9 53.5 39.3 84.8 87.7: 15.2 12.3
Other: 100.0: 11.8 36.6 10.4 63.0 38.7 85.3 85.8: 14.7 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 100 103 72 64 69 196 220:
Old : 287: 104 100 62 62 64 186 206:
Other: 114: 22 34 31 23 47 65 94:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 26.4 41.5 32.7 27.3 25.5 41.0 31.2
Old : 29.9 27.5 43.0 34.1 29.8 26.4 42.5 33.0
Other: 54.0 34.9 63.0 46.5 53.6 34.8 60.2 46.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 726,517: 69,924 179,408 95,077 449,443 300,387 614,444 574,872: 112,073 151,645
Old : 647,127: 66,472 174,604 84,043 393,116 263,576 543,631 522,223: 103,496 124,905
Other: 79,389: 6,893 8,245 7,593 56,326 36,811 70,812 52,649: 8,577 26,740
: : :
: : Changes in Commitments from: December 28, 2004 :
: 13,440: 719 14,784 -4,441 17,494 -1,749 13,772 8,595: -332 4,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 24.7 13.1 61.9 41.3 84.6 79.1: 15.4 20.9
Old : 100.0: 10.3 27.0 13.0 60.7 40.7 84.0 80.7: 16.0 19.3
Other: 100.0: 8.7 10.4 9.6 70.9 46.4 89.2 66.3: 10.8 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 162 194 154 293 267 542 538:
Old : 711: 163 189 143 288 254 528 516:
Other: 345: 48 61 35 83 192 147 272:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 14.4 23.2 19.5 13.9 11.5 22.7 15.7
Old : 15.1 15.1 24.6 20.6 14.8 12.5 23.5 17.1
Other: 38.9 11.3 47.2 17.8 38.9 9.8 46.5 16.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,710: 1,247 668 463 2,117 4,696 3,828 5,827: 3,883 1,883
Old : 7,519: 1,219 673 430 2,095 4,595 3,744 5,698: 3,775 1,821
Other: 191: 37 3 25 22 101 84 129: 107 62
: : :
: : Changes in Commitments from: December 28, 2004 :
: -313: -22 -141 67 -119 -180 -74 -254: -239 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.7 6.0 27.5 60.9 49.6 75.6: 50.4 24.4
Old : 100.0: 16.2 8.9 5.7 27.9 61.1 49.8 75.8: 50.2 24.2
Other: 100.0: 19.2 1.8 13.0 11.5 52.9 43.8 67.8: 56.2 32.2
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 15 6 6 14 13 31 23:
Old : 37: 16 5 6 14 13 31 23:
Other: 11: 3 2 3 2 6 6 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 47.0 29.2 60.0 12.1 43.7 19.6 53.7
Old : 19.6 47.0 29.2 60.2 12.2 44.0 20.0 54.2
Other: 42.5 62.2 43.8 67.0 24.5 47.2 24.5 48.4
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 308,712: 31,343 53,815 65,965 161,547 124,859 258,855 244,639: 49,856 64,073
Old : 288,879: 30,855 56,062 58,488 154,430 115,628 243,773 230,178: 45,106 58,701
Other: 19,833: 5,609 2,874 2,356 7,117 9,231 15,082 14,461: 4,750 5,371
: : :
: : Changes in Commitments from: December 28, 2004 :
: 6,196: -5,675 8,308 3,866 6,126 -7,856 4,318 4,319: 1,878 1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 17.4 21.4 52.3 40.4 83.9 79.2: 16.1 20.8
Old : 100.0: 10.7 19.4 20.2 53.5 40.0 84.4 79.7: 15.6 20.3
Other: 100.0: 28.3 14.5 11.9 35.9 46.5 76.0 72.9: 24.0 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 112 138 122 111 125 292 324:
Old : 398: 107 140 109 108 115 276 308:
Other: 128: 40 25 15 25 50 70 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 19.4 40.3 27.1 18.8 7.5 25.4 11.3
Old : 30.9 18.8 41.9 26.8 19.8 7.1 26.8 10.9
Other: 31.9 37.2 44.2 45.5 28.0 32.2 39.2 39.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 162,616: 15,576 38,886 26,776 98,436 75,366 140,788 141,028: 21,828 21,588
Old : 147,561: 16,655 39,432 19,951 91,718 67,327 128,324 126,710: 19,238 20,851
Other: 15,054: 2,543 3,076 3,203 6,718 8,039 12,464 14,318: 2,590 737
: : :
: : Changes in Commitments from: December 28, 2004 :
: -445: -2,287 4,043 547 4,174 -5,232 2,434 -643: -2,879 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 23.9 16.5 60.5 46.3 86.6 86.7: 13.4 13.3
Old : 100.0: 11.3 26.7 13.5 62.2 45.6 87.0 85.9: 13.0 14.1
Other: 100.0: 16.9 20.4 21.3 44.6 53.4 82.8 95.1: 17.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 32 46 33 52 45 102 114:
Old : 144: 35 47 28 51 44 97 109:
Other: 44: 10 14 12 17 10 35 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 29.0 34.1 36.9 19.1 22.4 27.8 29.5
Old : 25.4 28.8 36.0 36.7 22.8 25.0 32.2 32.7
Other: 36.1 53.5 49.2 75.0 22.2 42.3 33.3 51.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 727,236: 169,059 107,293 72,767 373,145 412,226 614,970 592,286: 112,265 134,950
Old : 727,236: 169,059 107,293 72,767 373,145 412,226 614,970 592,286: 112,265 134,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 12,681: 15,919 15,819 -16,244 -915 -713 -1,240 -1,138: 13,921 13,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 14.8 10.0 51.3 56.7 84.6 81.4: 15.4 18.6
Old : 100.0: 23.2 14.8 10.0 51.3 56.7 84.6 81.4: 15.4 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 41 47 38 69 94 133 156:
Old : 195: 41 47 38 69 94 133 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 16.2 32.3 26.7 16.6 14.8 23.0 21.6
Old : 22.8 16.2 32.3 26.7 16.6 14.8 23.0 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 168,077: 7,967 31,829 35,151 99,244 74,908 142,362 141,888: 25,715 26,190
Old : 153,995: 11,606 31,534 27,269 91,069 70,153 129,944 128,956: 24,052 25,040
Other: 14,082: 1,069 5,003 3,174 8,175 4,755 12,419 12,932: 1,663 1,150
: : :
: : Changes in Commitments from: December 28, 2004 :
: 8,120: -51 6,772 2,894 7,672 -1,611 10,515 8,056: -2,395 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 18.9 20.9 59.0 44.6 84.7 84.4: 15.3 15.6
Old : 100.0: 7.5 20.5 17.7 59.1 45.6 84.4 83.7: 15.6 16.3
Other: 100.0: 7.6 35.5 22.5 58.1 33.8 88.2 91.8: 11.8 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 26 51 52 56 56 119 142:
Old : 167: 35 51 50 56 55 118 139:
Other: 57: 10 18 15 26 11 48 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 21.1 36.8 29.1 23.5 12.8 30.6 19.0
Old : 25.9 20.7 36.0 28.4 24.1 13.9 31.8 21.3
Other: 43.8 53.8 61.5 70.9 41.2 40.2 49.9 51.1
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,892: 1,541 1,430 359 1,212 1,634 3,113 3,423: 1,780 1,469
Old : 4,890: 1,541 1,430 357 1,212 1,634 3,111 3,421: 1,780 1,469
Other: 2: 0 0 2 0 0 2 2: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 89: 165 151 79 288 -158 531 72: -442 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 29.2 7.3 24.8 33.4 63.6 70.0: 36.4 30.0
Old : 100.0: 31.5 29.2 7.3 24.8 33.4 63.6 70.0: 36.4 30.0
Other: 100.0: 0.0 0.0 100.0 0.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 8 3 11 10 23 20:
Old : 34: 11 8 3 11 10 23 20:
Other: 2: 0 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 38.2 45.5 49.4 29.0 38.1 41.8 48.0
Old : 31.8 38.2 45.5 49.4 29.0 38.1 41.8 48.0
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 252,479: 67,803 84,343 525 156,669 117,751 224,997 202,619: 27,482 49,860
Old : 252,479: 67,803 84,343 525 156,669 117,751 224,997 202,619: 27,482 49,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,802: 5,347 14,316 -875 -2,432 -10,783 2,040 2,658: 1,762 1,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 33.4 0.2 62.1 46.6 89.1 80.3: 10.9 19.7
Old : 100.0: 26.9 33.4 0.2 62.1 46.6 89.1 80.3: 10.9 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 19 55 4 48 66 69 123:
Old : 163: 19 55 4 48 66 69 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 12.7 45.4 21.0 30.8 12.7 43.4 20.8
Old : 31.2 12.7 45.4 21.0 30.8 12.7 43.4 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,140,053: 393,805 347,239 264,198 1,310,557 1,170,547 1,968,560 1,781,984: 171,494 358,070
Old : 2,140,053: 393,805 347,239 264,198 1,310,557 1,170,547 1,968,560 1,781,984: 171,494 358,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 123,830: 6,129 15,775 63,423 48,126 -6,396 117,679 72,802: 6,151 51,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.2 12.3 61.2 54.7 92.0 83.3: 8.0 16.7
Old : 100.0: 18.4 16.2 12.3 61.2 54.7 92.0 83.3: 8.0 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 46 116 89 137 199 249 338:
Old : 379: 46 116 89 137 199 249 338:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 12.6 48.1 19.7 34.0 9.9 42.4 15.4
Old : 37.5 12.6 48.1 19.7 34.0 9.9 42.4 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,326,282: 333,080 255,536 105,305 789,631 787,910 1,228,016 1,148,751: 98,267 177,532
Old : 1,326,282: 333,080 255,536 105,305 789,631 787,910 1,228,016 1,148,751: 98,267 177,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 14,091: -2,485 41,114 -17,371 13,368 -16,548 -6,488 7,195: 20,580 6,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 19.3 7.9 59.5 59.4 92.6 86.6: 7.4 13.4
Old : 100.0: 25.1 19.3 7.9 59.5 59.4 92.6 86.6: 7.4 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 59 83 54 90 143 171 258:
Old : 303: 59 83 54 90 143 171 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 16.6 41.0 25.4 21.3 15.4 35.8 23.1
Old : 24.9 16.6 41.0 25.4 21.3 15.4 35.8 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 444,716: 109,262 31,998 129,524 180,002 267,771 418,788 429,293: 25,928 15,422
Old : 444,716: 109,262 31,998 129,524 180,002 267,771 418,788 429,293: 25,928 15,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -207,908: -75,820 -20,282 -64,530 -61,164 -120,024 -201,514 -204,836: -6,394 -3,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.2 29.1 40.5 60.2 94.2 96.5: 5.8 3.5
Old : 100.0: 24.6 7.2 29.1 40.5 60.2 94.2 96.5: 5.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 42 25 35 61 62 119 107:
Old : 145: 42 25 35 61 62 119 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 33.5 44.4 48.0 16.0 26.0 25.5 36.2
Old : 29.0 33.5 44.4 48.0 16.0 26.0 25.5 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 51,434: 19,712 9,235 797 25,202 33,289 45,712 43,321: 5,722 8,113
Old : 51,434: 19,712 9,235 797 25,202 33,289 45,712 43,321: 5,722 8,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 261: 6 -613 38 -413 355 -369 -220: 630 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 18.0 1.5 49.0 64.7 88.9 84.2: 11.1 15.8
Old : 100.0: 38.3 18.0 1.5 49.0 64.7 88.9 84.2: 11.1 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 38 18 13 26 15 72 38:
Old : 90: 38 18 13 26 15 72 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 62.9 55.3 73.1 36.8 62.8 55.3 72.2
Old : 36.8 62.9 55.3 73.1 36.8 62.8 55.3 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 52,573: 6,203 13,805 3,750 30,656 24,856 40,610 42,411: 11,964 10,162
Old : 52,573: 6,203 13,805 3,750 30,656 24,856 40,610 42,411: 11,964 10,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 12,729: -1,064 2,584 1,675 8,034 7,834 8,645 12,093: 4,084 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 26.3 7.1 58.3 47.3 77.2 80.7: 22.8 19.3
Old : 100.0: 11.8 26.3 7.1 58.3 47.3 77.2 80.7: 22.8 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 34 19 19 19 16 58 49:
Old : 81: 34 19 19 19 16 58 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 51.1 53.4 59.7 40.5 49.9 50.2 56.9
Old : 41.1 51.1 53.4 59.7 40.5 49.9 50.2 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,255: 1,548 6,464 1,006 33,363 27,417 35,917 34,887: 338 1,368
Old : 36,255: 1,548 6,464 1,006 33,363 27,417 35,917 34,887: 338 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -52: -483 64 0 457 -112 -26 -48: -26 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 17.8 2.8 92.0 75.6 99.1 96.2: 0.9 3.8
Old : 100.0: 4.3 17.8 2.8 92.0 75.6 99.1 96.2: 0.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 21 2 17 15 23 36:
Old : 53: 4 21 2 17 15 23 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 51.7 80.4 72.1 53.6 51.1 80.3 71.6
Old : 53.6 51.7 80.4 72.1 53.6 51.1 80.3 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,599: 500 1,689 0 13,078 11,442 13,578 13,131: 21 468
Old : 13,599: 500 1,689 0 13,078 11,442 13,578 13,131: 21 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 473: -181 109 0 645 352 464 461: 9 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 12.4 0.0 96.2 84.1 99.8 96.6: 0.2 3.4
Old : 100.0: 3.7 12.4 0.0 96.2 84.1 99.8 96.6: 0.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 7 0 8 10 9 17:
Old : 25: 1 7 0 8 10 9 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 74.7 97.6 85.7 80.4 71.9 97.1 82.9
Old : 80.4 74.7 97.6 85.7 80.4 71.9 97.1 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2005