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
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 206,793: 36,969 66,857 26,418 115,718 90,297 179,104 183,571: 27,689 23,222
Old : 178,174: 41,233 65,308 15,167 97,727 78,362 154,126 158,836: 24,048 19,337
Other: 28,619: 3,404 9,217 3,583 17,991 11,935 24,978 24,734: 3,641 3,885
: : :
: : Changes in Commitments from: December 21, 2004 :
: -2,161: -347 -1,438 -695 1,027 705 -15 -1,429: -2,146 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 32.3 12.8 56.0 43.7 86.6 88.8: 13.4 11.2
Old : 100.0: 23.1 36.7 8.5 54.8 44.0 86.5 89.1: 13.5 10.9
Other: 100.0: 11.9 32.2 12.5 62.9 41.7 87.3 86.4: 12.7 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 93 94 69 63 68 189 204:
Old : 270: 96 91 58 61 63 181 189:
Other: 108: 20 33 29 23 45 61 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 29.3 41.6 36.0 28.4 27.9 40.8 34.2
Old : 31.0 30.4 43.0 37.6 31.0 28.8 41.9 36.0
Other: 54.4 36.9 64.3 48.2 53.9 35.0 61.1 46.3
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 713,077: 69,205 164,624 99,517 431,949 302,136 600,672 566,277: 112,405 146,800
Old : 637,967: 67,042 159,415 88,119 378,688 268,449 533,848 515,983: 104,119 121,984
Other: 75,110: 5,799 8,844 7,763 53,261 33,686 66,824 50,294: 8,286 24,815
: : :
: : Changes in Commitments from: December 21, 2004 :
: -7,362: -65 -8,206 -3,988 -2,111 2,743 -6,165 -9,451: -1,197 2,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 23.1 14.0 60.6 42.4 84.2 79.4: 15.8 20.6
Old : 100.0: 10.5 25.0 13.8 59.4 42.1 83.7 80.9: 16.3 19.1
Other: 100.0: 7.7 11.8 10.3 70.9 44.8 89.0 67.0: 11.0 33.0
: : :
:# Traders : Number of Traders in Each Category :
All : 717: 149 200 147 285 269 528 536:
Old : 704: 149 197 138 280 258 514 516:
Other: 343: 47 63 32 83 187 143 269:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 15.1 23.0 20.2 14.1 12.7 22.7 17.2
Old : 15.1 16.0 24.2 21.5 14.9 13.9 23.4 18.7
Other: 38.9 10.9 47.3 18.4 38.9 9.8 46.6 16.4
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,023: 1,269 809 396 2,236 4,876 3,901 6,081: 4,122 1,942
Old : 7,839: 1,236 808 371 2,214 4,775 3,821 5,954: 4,018 1,885
Other: 185: 36 4 23 22 101 80 127: 104 57
: : :
: : Changes in Commitments from: December 21, 2004 :
: 486: 267 91 71 -127 218 211 380: 275 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 10.1 4.9 27.9 60.8 48.6 75.8: 51.4 24.2
Old : 100.0: 15.8 10.3 4.7 28.2 60.9 48.7 76.0: 51.3 24.0
Other: 100.0: 19.3 1.9 12.4 11.9 54.7 43.6 69.0: 56.4 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 6 5 15 13 31 22:
Old : 37: 15 5 5 15 13 31 22:
Other: 10: 2 2 2 2 6 5 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 46.5 28.5 60.8 11.7 43.5 19.8 55.3
Old : 18.5 46.5 28.6 61.0 11.9 43.7 20.2 55.7
Other: 43.3 64.6 43.6 68.8 24.7 48.8 24.7 50.1
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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 302,516: 37,018 45,507 62,099 155,421 132,715 254,538 240,320: 47,978 62,196
Old : 283,963: 36,320 46,764 55,704 148,354 124,294 240,378 226,762: 43,585 57,201
Other: 18,553: 4,859 2,904 2,233 7,068 8,421 14,160 13,558: 4,393 4,995
: : :
: : Changes in Commitments from: December 21, 2004 :
: -21,235: -683 -2,486 -11,036 -1,240 -2,568 -12,958 -16,090: -8,277 -5,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 15.0 20.5 51.4 43.9 84.1 79.4: 15.9 20.6
Old : 100.0: 12.8 16.5 19.6 52.2 43.8 84.7 79.9: 15.3 20.1
Other: 100.0: 26.2 15.7 12.0 38.1 45.4 76.3 73.1: 23.7 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 110 141 114 108 120 292 304:
Old : 390: 106 141 105 106 113 279 293:
Other: 123: 31 30 13 24 48 66 80:
:----------------------------------------------------------------------------------------------------
: 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 19.7 39.3 27.7 17.9 8.6 24.6 12.0
Old : 29.7 19.0 40.7 27.3 18.8 7.6 25.9 11.3
Other: 34.2 38.0 46.0 46.3 29.9 31.8 39.9 39.0
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 163,061: 17,863 34,843 26,229 94,262 80,599 138,354 141,670: 24,707 21,390
Old : 148,604: 19,343 35,602 19,840 87,720 72,697 126,903 128,139: 21,701 20,466
Other: 14,456: 2,218 2,939 2,691 6,542 7,902 11,451 13,532: 3,006 925
: : :
: : Changes in Commitments from: December 21, 2004 :
: -4,166: 5,182 -9,310 -1,224 -8,240 5,414 -4,282 -5,120: 115 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 21.4 16.1 57.8 49.4 84.8 86.9: 15.2 13.1
Old : 100.0: 13.0 24.0 13.4 59.0 48.9 85.4 86.2: 14.6 13.8
Other: 100.0: 15.3 20.3 18.6 45.3 54.7 79.2 93.6: 20.8 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 34 35 34 52 48 105 108:
Old : 138: 37 37 30 51 47 101 104:
Other: 38: 7 11 11 17 9 32 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 30.5 32.3 38.4 16.6 23.2 25.0 30.7
Old : 23.4 30.2 32.7 38.7 20.1 25.8 29.0 34.0
Other: 35.4 54.4 51.8 75.6 25.4 43.6 36.1 53.5
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 714,555: 153,140 91,475 89,010 374,060 412,939 616,211 593,423: 98,344 121,132
Old : 714,555: 153,140 91,475 89,010 374,060 412,939 616,211 593,423: 98,344 121,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -67,580: -20,510 -3,555 -18,975 -15,269 -38,829 -54,754 -61,359: -12,826 -6,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 12.8 12.5 52.3 57.8 86.2 83.0: 13.8 17.0
Old : 100.0: 21.4 12.8 12.5 52.3 57.8 86.2 83.0: 13.8 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 36 49 38 68 89 132 149:
Old : 192: 36 49 38 68 89 132 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 16.0 33.9 27.0 17.7 14.6 24.8 21.0
Old : 23.0 16.0 33.9 27.0 17.7 14.6 24.8 21.0
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 159,957: 8,018 25,056 32,257 91,573 76,519 131,847 133,832: 28,110 26,125
Old : 146,681: 11,543 25,058 25,020 83,897 72,127 120,461 122,206: 26,220 24,475
Other: 13,277: 1,196 4,719 2,516 7,675 4,392 11,386 11,626: 1,890 1,650
: : :
: : Changes in Commitments from: December 21, 2004 :
: -2,936: 2,116 -960 -2,062 -692 531 -638 -2,491: -2,298 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.7 20.2 57.2 47.8 82.4 83.7: 17.6 16.3
Old : 100.0: 7.9 17.1 17.1 57.2 49.2 82.1 83.3: 17.9 16.7
Other: 100.0: 9.0 35.5 18.9 57.8 33.1 85.8 87.6: 14.2 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 28 46 48 54 55 116 131:
Old : 159: 33 45 47 54 54 115 129:
Other: 51: 8 15 12 24 9 42 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 : 23.6 22.3 34.1 31.2 20.8 13.9 27.8 21.0
Old : 23.8 21.8 33.2 30.7 21.0 15.3 28.4 23.1
Other: 44.2 56.5 59.9 72.1 41.7 42.6 51.0 54.2
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,803: 1,377 1,279 280 924 1,792 2,581 3,351: 2,222 1,452
Old : 4,801: 1,377 1,279 278 924 1,792 2,579 3,349: 2,222 1,452
Other: 2: 0 0 2 0 0 2 2: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -134: 170 147 -48 -266 -175 -144 -76: 10 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 26.6 5.8 19.2 37.3 53.7 69.8: 46.3 30.2
Old : 100.0: 28.7 26.6 5.8 19.2 37.3 53.7 69.8: 46.3 30.2
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 : 28: 10 6 3 6 9 16 18:
Old : 28: 10 6 3 6 9 16 18:
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 : 31.9 40.4 42.9 54.0 29.9 40.3 40.4 53.9
Old : 32.0 40.4 42.9 54.0 29.9 40.4 40.4 54.0
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 248,678: 62,456 70,027 1,400 159,101 128,534 222,957 199,961: 25,721 48,717
Old : 248,678: 62,456 70,027 1,400 159,101 128,534 222,957 199,961: 25,721 48,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,180: 3,880 5,241 -2,371 4 -2,611 1,513 259: -333 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 28.2 0.6 64.0 51.7 89.7 80.4: 10.3 19.6
Old : 100.0: 25.1 28.2 0.6 64.0 51.7 89.7 80.4: 10.3 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 18 49 5 44 66 65 117:
Old : 152: 18 49 5 44 66 65 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 14.0 47.9 22.5 30.6 13.6 43.0 21.0
Old : 34.5 14.0 47.9 22.5 30.6 13.6 43.0 21.0
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,016,224: 387,675 331,464 200,775 1,262,431 1,176,943 1,850,881 1,709,181: 165,343 307,043
Old : 2,016,224: 387,675 331,464 200,775 1,262,431 1,176,943 1,850,881 1,709,181: 165,343 307,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -114,294: 29,448 47,708 -94,948 -28,406 -67,210 -93,906 -114,450: -20,388 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 16.4 10.0 62.6 58.4 91.8 84.8: 8.2 15.2
Old : 100.0: 19.2 16.4 10.0 62.6 58.4 91.8 84.8: 8.2 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 55 105 82 130 191 236 327:
Old : 367: 55 105 82 130 191 236 327:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 15.0 49.3 22.5 35.9 12.3 44.1 18.3
Old : 39.0 15.0 49.3 22.5 35.9 12.3 44.1 18.3
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,312,191: 335,565 214,422 122,676 776,263 804,457 1,234,504 1,141,555: 77,687 170,636
Old : 1,312,191: 335,565 214,422 122,676 776,263 804,457 1,234,504 1,141,555: 77,687 170,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -67,237: -13,209 1,067 -33,678 -5,486 -24,259 -52,374 -56,870: -14,863 -10,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 16.3 9.3 59.2 61.3 94.1 87.0: 5.9 13.0
Old : 100.0: 25.6 16.3 9.3 59.2 61.3 94.1 87.0: 5.9 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 50 86 56 91 142 169 256:
Old : 296: 50 86 56 91 142 169 256:
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 : 24.5 17.7 41.9 27.1 20.5 16.5 35.5 24.5
Old : 24.5 17.7 41.9 27.1 20.5 16.5 35.5 24.5
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 652,623: 185,081 52,281 194,054 241,166 387,794 620,302 634,129: 32,322 18,494
Old : 652,623: 185,081 52,281 194,054 241,166 387,794 620,302 634,129: 32,322 18,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 9,408: 6,556 13,073 -4,310 7,044 4 9,290 8,767: 118 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 8.0 29.7 37.0 59.4 95.0 97.2: 5.0 2.8
Old : 100.0: 28.4 8.0 29.7 37.0 59.4 95.0 97.2: 5.0 2.8
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 : 167: 58 26 44 73 69 148 122:
Old : 167: 58 26 44 73 69 148 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 30.1 39.6 44.6 18.1 24.3 25.9 32.9
Old : 26.5 30.1 39.6 44.6 18.1 24.3 25.9 32.9
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 AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,173: 19,706 9,848 759 25,615 32,934 46,081 43,542: 5,093 7,632
Old : 51,173: 19,706 9,848 759 25,615 32,934 46,081 43,542: 5,093 7,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,389: 1,963 300 136 367 791 2,466 1,227: -1,076 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 19.2 1.5 50.1 64.4 90.0 85.1: 10.0 14.9
Old : 100.0: 38.5 19.2 1.5 50.1 64.4 90.0 85.1: 10.0 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 32 20 10 23 13 62 36:
Old : 83: 32 20 10 23 13 62 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 : 35.6 62.5 56.1 72.7 35.6 62.5 56.1 71.7
Old : 35.6 62.5 56.1 72.7 35.6 62.5 56.1 71.7
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
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,844: 7,267 11,221 2,075 22,622 17,022 31,964 30,318: 7,880 9,526
Old : 39,844: 7,267 11,221 2,075 22,622 17,022 31,964 30,318: 7,880 9,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -4,604: 559 2,190 177 2,449 2,008 3,185 4,375: -7,789 -8,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 28.2 5.2 56.8 42.7 80.2 76.1: 19.8 23.9
Old : 100.0: 18.2 28.2 5.2 56.8 42.7 80.2 76.1: 19.8 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 24 27 15 22 15 56 47:
Old : 81: 24 27 15 22 15 56 47:
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 : 40.5 44.0 53.2 54.3 39.9 44.0 51.5 52.9
Old : 40.5 44.0 53.2 54.3 39.9 44.0 51.5 52.9
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 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,307: 2,031 6,400 1,006 32,906 27,529 35,943 34,935: 364 1,372
Old : 36,307: 2,031 6,400 1,006 32,906 27,529 35,943 34,935: 364 1,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -705: -295 -614 0 -577 -96 -872 -710: 167 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 17.6 2.8 90.6 75.8 99.0 96.2: 1.0 3.8
Old : 100.0: 5.6 17.6 2.8 90.6 75.8 99.0 96.2: 1.0 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 : 52.6 51.9 79.6 72.3 52.6 51.4 79.5 71.8
Old : 52.6 51.9 79.6 72.3 52.6 51.4 79.5 71.8
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
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,126: 681 1,580 0 12,433 11,090 13,114 12,670: 12 456
Old : 13,126: 681 1,580 0 12,433 11,090 13,114 12,670: 12 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -386: 296 -76 0 -669 -122 -373 -198: -13 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 12.0 0.0 94.7 84.5 99.9 96.5: 0.1 3.5
Old : 100.0: 5.2 12.0 0.0 94.7 84.5 99.9 96.5: 0.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 7 0 8 10 10 17:
Old : 26: 2 7 0 8 10 10 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 : 82.6 74.7 97.2 86.1 82.6 71.8 96.8 83.2
Old : 82.6 74.7 97.2 86.1 82.6 71.8 96.8 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
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 : 26,226: 1,948 1,552 3,941 17,592 16,212 23,481 21,705: 2,745 4,521
Old : 26,226: 1,948 1,552 3,941 17,592 16,212 23,481 21,705: 2,745 4,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -4,785: -2,037 -67 -1,330 -1,443 -2,842 -4,809 -4,239: 25 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.9 15.0 67.1 61.8 89.5 82.8: 10.5 17.2
Old : 100.0: 7.4 5.9 15.0 67.1 61.8 89.5 82.8: 10.5 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 16 11 14 36 40 60 57:
Old : 82: 16 11 14 36 40 60 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 25.4 59.0 40.2 45.3 24.7 52.2 37.5
Old : 46.4 25.4 59.0 40.2 45.3 24.7 52.2 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,011: 3,985 1,620 5,271 19,035 19,054 28,290 25,944: 2,720 5,067
Old : 31,011: 3,985 1,620 5,271 19,035 19,054 28,290 25,944: 2,720 5,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 884: 2 215 285 1,018 881 1,305 1,380: -420 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 5.2 17.0 61.4 61.4 91.2 83.7: 8.8 16.3
Old : 100.0: 12.9 5.2 17.0 61.4 61.4 91.2 83.7: 8.8 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 22 11 17 35 44 64 65:
Old : 89: 22 11 17 35 44 64 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 25.5 54.5 40.7 37.8 24.2 45.1 36.3
Old : 39.4 25.5 54.5 40.7 37.8 24.2 45.1 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 40,000 POUNDS) :
: : :
All : 111,051: 28,143 5,272 21,433 39,910 45,901 89,486 72,606: 21,566 38,445
Old : 110,544: 28,177 5,272 21,399 39,732 45,785 89,308 72,456: 21,237 38,088
Other: 507: 0 34 0 178 116 178 150: 329 357
: : :
: : Changes in Commitments from: December 28, 2004 :
: 9,965: 3,824 329 3,241 1,099 2,409 8,164 5,979: 1,801 3,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 4.7 19.3 35.9 41.3 80.6 65.4: 19.4 34.6
Old : 100.0: 25.5 4.8 19.4 35.9 41.4 80.8 65.5: 19.2 34.5
Other: 100.0: 0.0 6.7 0.0 35.1 22.9 35.1 29.6: 64.9 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 60 34 49 32 38 131 93:
Old : 154: 60 34 49 31 38 130 93:
Other: 8: 0 1 0 5 3 5 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 22.7 32.8 30.7 23.0 21.8 32.2 28.6
Old : 23.1 22.8 32.9 30.8 23.1 22.0 32.4 28.9
Other: 34.9 29.6 35.1 29.6 32.5 27.2 32.7 27.2
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 101,086: 24,319 4,944 18,192 38,810 43,492 81,321 66,628: 19,765 34,459
Old : 100,667: 24,367 4,869 18,144 38,669 43,408 81,180 66,421: 19,487 34,247
Other: 419: 0 123 0 141 84 141 207: 278 212
: : :
: : Changes in Commitments from: December 21, 2004 :
: 2,998: 114 475 1,059 752 168 1,925 1,701: 1,073 1,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.9 18.0 38.4 43.0 80.4 65.9: 19.6 34.1
Old : 100.0: 24.2 4.8 18.0 38.4 43.1 80.6 66.0: 19.4 34.0
Other: 100.0: 0.0 29.4 0.0 33.7 20.0 33.7 49.4: 66.3 50.6
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 53 35 48 31 37 121 92:
Old : 146: 53 35 48 31 37 121 92:
Other: 8: 0 2 0 4 3 4 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 24.0 33.8 31.5 24.8 22.7 33.7 29.7
Old : 25.0 24.1 34.0 31.6 24.9 22.9 33.9 29.9
Other: 33.7 49.2 33.7 49.4 30.8 46.5 30.8 46.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
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 40,000 POUNDS) :
: : :
All : 2,056: 439 546 159 874 351 1,472 1,056: 584 1,000
Old : 2,056: 439 546 159 874 351 1,472 1,056: 584 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 23: -108 123 -47 149 39 -6 115: 29 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 26.6 7.7 42.5 17.1 71.6 51.4: 28.4 48.6
Old : 100.0: 21.4 26.6 7.7 42.5 17.1 71.6 51.4: 28.4 48.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 14 6 7 3 18 17:
Old : 27: 5 14 6 7 3 18 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 : 45.0 26.7 61.7 39.7 44.7 23.4 55.1 31.4
Old : 45.0 26.7 61.7 39.7 44.7 23.4 55.1 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,033: 547 423 206 725 312 1,478 941: 555 1,092
Old : 2,033: 547 423 206 725 312 1,478 941: 555 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 50: -124 30 35 158 65 69 130: -19 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 20.8 10.1 35.7 15.3 72.7 46.3: 27.3 53.7
Old : 100.0: 26.9 20.8 10.1 35.7 15.3 72.7 46.3: 27.3 53.7
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 : 24: 6 12 5 5 2 15 15:
Old : 24: 6 12 5 5 2 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 28.3 65.0 38.3 44.0 22.1 55.3 28.1
Old : 46.7 28.3 65.0 38.3 44.0 22.1 55.3 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 40,000 POUNDS) :
: : :
All : 152,931: 37,643 9,146 28,524 69,968 82,183 136,135 119,853: 16,796 33,078
Old : 152,931: 37,643 9,146 28,524 69,968 82,183 136,135 119,853: 16,796 33,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,916: -2,217 492 1,252 2,454 2,873 1,490 4,618: 426 -2,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.0 18.7 45.8 53.7 89.0 78.4: 11.0 21.6
Old : 100.0: 24.6 6.0 18.7 45.8 53.7 89.0 78.4: 11.0 21.6
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 : 202: 62 29 46 61 99 140 159:
Old : 202: 62 29 46 61 99 140 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 14.4 40.3 23.9 19.8 9.4 32.0 16.6
Old : 23.4 14.4 40.3 23.9 19.8 9.4 32.0 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 151,015: 39,860 8,654 27,272 67,514 79,310 134,645 115,235: 16,370 35,780
Old : 151,015: 39,860 8,654 27,272 67,514 79,310 134,645 115,235: 16,370 35,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 7,708: 4,226 -1,621 1,478 1,478 5,641 7,182 5,497: 526 2,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 5.7 18.1 44.7 52.5 89.2 76.3: 10.8 23.7
Old : 100.0: 26.4 5.7 18.1 44.7 52.5 89.2 76.3: 10.8 23.7
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 : 206: 59 34 44 59 99 137 161:
Old : 206: 59 34 44 59 99 137 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 14.4 39.6 23.7 19.7 9.6 32.1 16.4
Old : 23.0 14.4 39.6 23.7 19.7 9.6 32.1 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 110,000 BOARD FEET) :
: : :
All : 3,845: 1,216 628 236 507 1,804 1,959 2,667: 1,887 1,178
Old : 3,845: 1,216 628 236 507 1,804 1,959 2,667: 1,887 1,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -500: 376 85 -265 -308 58 -197 -122: -303 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 16.3 6.1 13.2 46.9 50.9 69.4: 49.1 30.6
Old : 100.0: 31.6 16.3 6.1 13.2 46.9 50.9 69.4: 49.1 30.6
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 : 41: 17 7 8 9 15 31 26:
Old : 41: 17 7 8 9 15 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 42.9 27.3 53.8 16.4 42.9 25.7 53.3
Old : 17.3 42.9 27.3 53.8 16.4 42.9 25.7 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,345: 840 542 501 815 1,747 2,156 2,790: 2,190 1,556
Old : 4,345: 840 542 501 815 1,747 2,156 2,790: 2,190 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 327: 252 -156 44 -113 277 183 164: 144 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 12.5 11.5 18.8 40.2 49.6 64.2: 50.4 35.8
Old : 100.0: 19.3 12.5 11.5 18.8 40.2 49.6 64.2: 50.4 35.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 6 10 6 14 26 26:
Old : 36: 16 6 10 6 14 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 34.9 27.6 47.9 13.4 34.8 21.6 43.4
Old : 16.7 34.9 27.6 47.9 13.4 34.8 21.6 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 50,000 POUNDS) :
: : :
All : 20,143: 4,646 1,303 3,834 7,010 4,505 15,490 9,642: 4,653 10,501
Old : 20,143: 4,646 1,303 3,834 7,010 4,505 15,490 9,642: 4,653 10,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 918: 941 473 30 244 555 1,215 1,058: -298 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.5 19.0 34.8 22.4 76.9 47.9: 23.1 52.1
Old : 100.0: 23.1 6.5 19.0 34.8 22.4 76.9 47.9: 23.1 52.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 29 19 26 39 37 82 70:
Old : 104: 29 19 26 39 37 82 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 12.9 32.2 21.0 19.0 6.9 28.0 10.8
Old : 19.7 12.9 32.2 21.0 19.0 6.9 28.0 10.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 19,225: 3,705 829 3,805 6,765 3,950 14,275 8,584: 4,951 10,641
Old : 19,225: 3,705 829 3,805 6,765 3,950 14,275 8,584: 4,951 10,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 344: 377 138 -139 -28 -137 211 -138: 133 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 4.3 19.8 35.2 20.5 74.2 44.6: 25.8 55.4
Old : 100.0: 19.3 4.3 19.8 35.2 20.5 74.2 44.6: 25.8 55.4
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 : 100: 26 21 26 38 36 79 69:
Old : 100: 26 21 26 38 36 79 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 12.5 33.1 19.8 19.7 5.9 27.6 9.1
Old : 20.4 12.5 33.1 19.8 19.7 5.9 27.6 9.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 CANADIAN DOLLARS) :
: : :
All : 79,324: 20,995 11,883 2,050 22,448 49,463 45,493 63,396: 33,831 15,928
Old : 79,324: 20,995 11,883 2,050 22,448 49,463 45,493 63,396: 33,831 15,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 5,966: 1,128 -1,479 1,071 3,133 6,065 5,332 5,657: 634 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 15.0 2.6 28.3 62.4 57.4 79.9: 42.6 20.1
Old : 100.0: 26.5 15.0 2.6 28.3 62.4 57.4 79.9: 42.6 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 19 11 7 20 17 41 33:
Old : 57: 19 11 7 20 17 41 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 41.2 29.6 55.9 17.5 41.2 27.7 55.6
Old : 18.3 41.2 29.6 55.9 17.5 41.2 27.7 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 73,358: 19,868 13,362 979 19,315 43,398 40,161 57,739: 33,197 15,619
Old : 73,358: 19,868 13,362 979 19,315 43,398 40,161 57,739: 33,197 15,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 655: -1,311 -991 8 2,269 3,033 966 2,051: -312 -1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 18.2 1.3 26.3 59.2 54.7 78.7: 45.3 21.3
Old : 100.0: 27.1 18.2 1.3 26.3 59.2 54.7 78.7: 45.3 21.3
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 : 53: 16 9 7 20 18 37 33:
Old : 53: 16 9 7 20 18 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 40.8 30.5 56.9 18.7 40.8 28.9 56.2
Old : 18.9 40.8 30.5 56.9 18.7 40.8 28.9 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 125,000 SWISS FRANCS) :
: : :
All : 52,461: 20,126 7,893 195 12,266 33,078 32,587 41,166: 19,874 11,295
Old : 52,461: 20,126 7,893 195 12,266 33,078 32,587 41,166: 19,874 11,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -8,864: -13,592 -846 -8 4,311 -11,497 -9,289 -12,351: 425 3,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 15.0 0.4 23.4 63.1 62.1 78.5: 37.9 21.5
Old : 100.0: 38.4 15.0 0.4 23.4 63.1 62.1 78.5: 37.9 21.5
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 : 32: 14 3 2 12 6 26 11:
Old : 32: 14 3 2 12 6 26 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 61.6 33.1 77.3 19.9 61.5 33.1 77.3
Old : 19.9 61.6 33.1 77.3 19.9 61.5 33.1 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 61,325: 33,718 8,739 203 7,955 44,575 41,876 53,517: 19,450 7,808
Old : 61,325: 33,718 8,739 203 7,955 44,575 41,876 53,517: 19,450 7,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 3,306: 3,657 -9,814 -191 -1,311 12,961 2,155 2,956: 1,151 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 14.3 0.3 13.0 72.7 68.3 87.3: 31.7 12.7
Old : 100.0: 55.0 14.3 0.3 13.0 72.7 68.3 87.3: 31.7 12.7
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 : 38: 21 3 2 8 9 29 14:
Old : 38: 21 3 2 8 9 29 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 66.8 38.5 82.4 24.8 66.7 38.5 81.4
Old : 24.8 66.8 38.5 82.4 24.8 66.7 38.5 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 500,000 MEXICAN PESOS) :
: : :
All : 75,125: 42,781 10,002 640 21,524 57,290 64,946 67,932: 10,180 7,193
Old : 75,125: 42,781 10,002 640 21,524 57,290 64,946 67,932: 10,180 7,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -10,729: -11,339 3,799 -52 512 -15,428 -10,879 -11,682: 150 953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 13.3 0.9 28.7 76.3 86.4 90.4: 13.6 9.6
Old : 100.0: 56.9 13.3 0.9 28.7 76.3 86.4 90.4: 13.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 43 12 3 17 16 63 28:
Old : 84: 43 12 3 17 16 63 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 58.8 49.4 73.4 33.9 57.9 49.4 72.5
Old : 33.9 58.8 49.4 73.4 33.9 57.9 49.4 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 85,854: 54,120 6,203 693 21,012 72,719 75,825 79,614: 10,029 6,240
Old : 85,854: 54,120 6,203 693 21,012 72,719 75,825 79,614: 10,029 6,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -100: -2,976 -30 667 2,712 -718 403 -80: -503 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 7.2 0.8 24.5 84.7 88.3 92.7: 11.7 7.3
Old : 100.0: 63.0 7.2 0.8 24.5 84.7 88.3 92.7: 11.7 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 47 13 2 17 18 66 31:
Old : 89: 47 13 2 17 18 66 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 59.6 49.7 77.8 34.0 58.9 49.7 76.8
Old : 34.0 59.6 49.7 77.8 34.0 58.9 49.7 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 62,500 POUNDS STERLING) :
: : :
All : 79,033: 23,892 12,055 1,496 27,871 51,583 53,259 65,134: 25,774 13,900
Old : 79,033: 23,892 12,055 1,496 27,871 51,583 53,259 65,134: 25,774 13,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,118: -9,073 -885 480 7,836 -2,147 -758 -2,552: -360 1,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 15.3 1.9 35.3 65.3 67.4 82.4: 32.6 17.6
Old : 100.0: 30.2 15.3 1.9 35.3 65.3 67.4 82.4: 32.6 17.6
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 : 50: 21 9 8 14 13 40 25:
Old : 50: 21 9 8 14 13 40 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 53.5 37.7 74.2 25.6 53.5 36.8 71.3
Old : 25.6 53.5 37.7 74.2 25.6 53.5 36.8 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 80,151: 32,966 12,940 1,016 20,036 53,730 54,017 67,686: 26,134 12,465
Old : 80,151: 32,966 12,940 1,016 20,036 53,730 54,017 67,686: 26,134 12,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -3,482: -4,284 10,368 -98 1,997 -12,873 -2,384 -2,603: -1,098 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 16.1 1.3 25.0 67.0 67.4 84.4: 32.6 15.6
Old : 100.0: 41.1 16.1 1.3 25.0 67.0 67.4 84.4: 32.6 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 24 11 7 11 13 40 26:
Old : 54: 24 11 7 11 13 40 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 54.0 36.1 75.5 23.2 54.0 36.1 74.1
Old : 23.2 54.0 36.1 75.5 23.2 54.0 36.1 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 12,500,000 JAPANESE YEN) :
: : :
All : 181,836: 34,462 11,472 3,417 109,034 146,418 146,913 161,307: 34,923 20,529
Old : 181,836: 34,462 11,472 3,417 109,034 146,418 146,913 161,307: 34,923 20,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 5,873: -5,525 110 848 14,134 2,604 9,457 3,561: -3,584 2,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 6.3 1.9 60.0 80.5 80.8 88.7: 19.2 11.3
Old : 100.0: 19.0 6.3 1.9 60.0 80.5 80.8 88.7: 19.2 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 32 16 8 22 20 57 41:
Old : 76: 32 16 8 22 20 57 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 60.6 57.7 72.9 29.7 45.8 37.3 52.7
Old : 46.4 60.6 57.7 72.9 29.7 45.8 37.3 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 175,964: 39,988 11,362 2,569 94,900 143,815 137,456 157,746: 38,507 18,218
Old : 175,964: 39,988 11,362 2,569 94,900 143,815 137,456 157,746: 38,507 18,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 4,976: 6,657 -1,508 -86 -3,019 8,539 3,552 6,945: 1,424 -1,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 6.5 1.5 53.9 81.7 78.1 89.6: 21.9 10.4
Old : 100.0: 22.7 6.5 1.5 53.9 81.7 78.1 89.6: 21.9 10.4
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 : 74: 33 13 10 18 22 52 44:
Old : 74: 33 13 10 18 22 52 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 61.7 56.4 74.7 28.0 48.0 35.9 55.0
Old : 46.7 61.7 56.4 74.7 28.0 48.0 35.9 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 125,000 EUROS) :
: : :
All : 187,730: 40,163 30,022 26,359 46,395 75,510 112,917 131,891: 74,813 55,839
Old : 187,730: 40,163 30,022 26,359 46,395 75,510 112,917 131,891: 74,813 55,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,396: -10,786 -1,594 6,874 -8,764 2,836 -12,676 8,116: 6,280 -14,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 16.0 14.0 24.7 40.2 60.1 70.3: 39.9 29.7
Old : 100.0: 21.4 16.0 14.0 24.7 40.2 60.1 70.3: 39.9 29.7
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 : 106: 39 31 35 31 24 89 71:
Old : 106: 39 31 35 31 24 89 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 30.0 21.6 44.2 10.3 24.2 16.7 35.8
Old : 13.4 30.0 21.6 44.2 10.3 24.2 16.7 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 194,126: 50,948 31,615 19,485 55,159 72,674 125,593 123,775: 68,533 70,351
Old : 194,126: 50,948 31,615 19,485 55,159 72,674 125,593 123,775: 68,533 70,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 14,763: 12,285 -20,456 3,262 -1,665 20,423 13,883 3,229: 881 11,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 16.3 10.0 28.4 37.4 64.7 63.8: 35.3 36.2
Old : 100.0: 26.2 16.3 10.0 28.4 37.4 64.7 63.8: 35.3 36.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 39 32 27 31 23 86 66:
Old : 106: 39 32 27 31 23 86 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 26.4 27.8 39.4 14.1 25.7 21.5 35.8
Old : 19.1 26.4 27.8 39.4 14.1 25.7 21.5 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 $3,000,000 FACE VALUE) :
: : :
All : 44,005: 9,405 0 575 32,159 39,754 42,139 40,329: 1,866 3,676
Old : 44,005: 9,405 0 575 32,159 39,754 42,139 40,329: 1,866 3,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,348: -781 0 475 3,945 2,872 3,639 3,347: -291 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 0.0 1.3 73.1 90.3 95.8 91.6: 4.2 8.4
Old : 100.0: 21.4 0.0 1.3 73.1 90.3 95.8 91.6: 4.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 0 1 19 25 22 26:
Old : 38: 3 0 1 19 25 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 40.0 72.6 57.1 49.1 31.0 61.0 45.4
Old : 50.9 40.0 72.6 57.1 49.1 31.0 61.0 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 40,657: 10,186 0 100 28,214 36,882 38,500 36,982: 2,157 3,675
Old : 40,657: 10,186 0 100 28,214 36,882 38,500 36,982: 2,157 3,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,135: 1,286 -354 0 -92 1,172 1,194 818: -59 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 0.2 69.4 90.7 94.7 91.0: 5.3 9.0
Old : 100.0: 25.1 0.0 0.2 69.4 90.7 94.7 91.0: 5.3 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 0 1 15 25 18 26:
Old : 34: 3 0 1 15 25 18 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 34.7 73.9 53.6 47.6 27.3 60.2 42.7
Old : 50.3 34.7 73.9 53.6 47.6 27.3 60.2 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 $1,000,000 FACE VALUE) :
: : :
All : 9,838,085: 592,295 819,775 2,767,421 6,004,955 5,514,739 9,364,672 9,101,935: 473,413 736,150
Old : 9,838,085: 592,295 819,775 2,767,421 6,004,955 5,514,739 9,364,672 9,101,935: 473,413 736,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 339,715: -29,999 76,672 29,394 287,638 178,242 287,032 284,307: 52,682 55,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.3 28.1 61.0 56.1 95.2 92.5: 4.8 7.5
Old : 100.0: 6.0 8.3 28.1 61.0 56.1 95.2 92.5: 4.8 7.5
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 : 419: 75 112 143 188 207 346 394:
Old : 419: 75 112 143 188 207 346 394:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 11.1 37.0 20.4 18.7 8.5 27.9 13.0
Old : 23.3 11.1 37.0 20.4 18.7 8.5 27.9 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 9,498,370: 622,294 743,103 2,738,027 5,717,317 5,336,497 9,077,639 8,817,628: 420,731 680,743
Old : 9,498,370: 622,294 743,103 2,738,027 5,717,317 5,336,497 9,077,639 8,817,628: 420,731 680,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 116,641: 39,004 60,235 -35,923 154,752 119,032 157,833 143,345: -41,192 -26,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.8 28.8 60.2 56.2 95.6 92.8: 4.4 7.2
Old : 100.0: 6.6 7.8 28.8 60.2 56.2 95.6 92.8: 4.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 73 110 141 187 204 342 389:
Old : 414: 73 110 141 187 204 342 389:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 10.8 36.5 20.1 18.7 8.4 27.4 13.4
Old : 23.4 10.8 36.5 20.1 18.7 8.4 27.4 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 727,512: 62,907 61,253 26,108 468,540 518,343 557,555 605,703: 169,957 121,809
Old : 727,512: 62,907 61,253 26,108 468,540 518,343 557,555 605,703: 169,957 121,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 13,189: 4,653 1,681 2,278 567 417 7,498 4,375: 5,690 8,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 8.4 3.6 64.4 71.2 76.6 83.3: 23.4 16.7
Old : 100.0: 8.6 8.4 3.6 64.4 71.2 76.6 83.3: 23.4 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 : 199: 49 34 44 96 70 169 124:
Old : 199: 49 34 44 96 70 169 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 29.4 28.4 42.7 18.7 29.3 27.5 42.6
Old : 19.4 29.4 28.4 42.7 18.7 29.3 27.5 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 714,323: 58,254 59,572 23,830 467,973 517,926 550,056 601,328: 164,267 112,995
Old : 714,323: 58,254 59,572 23,830 467,973 517,926 550,056 601,328: 164,267 112,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -830: -696 -811 2,915 -194 2,117 2,025 4,221: -2,855 -5,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.3 3.3 65.5 72.5 77.0 84.2: 23.0 15.8
Old : 100.0: 8.2 8.3 3.3 65.5 72.5 77.0 84.2: 23.0 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 : 192: 44 32 41 95 67 161 118:
Old : 192: 44 32 41 95 67 161 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 30.5 28.4 43.6 19.0 30.4 27.4 43.5
Old : 19.8 30.5 28.4 43.6 19.0 30.4 27.4 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 819,784: 206,735 97,587 18,064 313,333 631,303 538,132 746,954: 281,652 72,830
Old : 819,784: 206,735 97,587 18,064 313,333 631,303 538,132 746,954: 281,652 72,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 71,009: 15,049 15,427 6,148 1,506 34,709 22,704 56,284: 48,305 14,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 11.9 2.2 38.2 77.0 65.6 91.1: 34.4 8.9
Old : 100.0: 25.2 11.9 2.2 38.2 77.0 65.6 91.1: 34.4 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 95 67 33 68 70 178 155:
Old : 266: 95 67 33 68 70 178 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 39.1 28.5 54.7 18.7 35.7 27.0 49.9
Old : 18.8 39.1 28.5 54.7 18.7 35.7 27.0 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 748,775: 191,686 82,161 11,916 311,827 596,594 515,428 690,670: 233,347 58,105
Old : 748,775: 191,686 82,161 11,916 311,827 596,594 515,428 690,670: 233,347 58,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 16,043: -12,084 -7,974 1,535 22,103 32,492 11,554 26,053: 4,489 -10,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 11.0 1.6 41.6 79.7 68.8 92.2: 31.2 7.8
Old : 100.0: 25.6 11.0 1.6 41.6 79.7 68.8 92.2: 31.2 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 77 73 27 69 67 166 147:
Old : 252: 77 73 27 69 67 166 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 40.8 30.9 58.4 20.6 36.8 29.2 53.4
Old : 20.7 40.8 30.9 58.4 20.6 36.8 29.2 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,230: 1,802 140 0 8,406 11,890 10,208 12,030: 3,022 1,200
Old : 13,230: 1,802 140 0 8,406 11,890 10,208 12,030: 3,022 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 108: 56 -116 0 -337 286 -281 170: 389 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 1.1 0.0 63.5 89.9 77.2 90.9: 22.8 9.1
Old : 100.0: 13.6 1.1 0.0 63.5 89.9 77.2 90.9: 22.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 1 0 24 17 30 18:
Old : 46: 6 1 0 24 17 30 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 43.7 44.2 69.0 25.9 43.7 44.2 68.8
Old : 25.9 43.7 44.2 69.0 25.9 43.7 44.2 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,122: 1,746 256 0 8,743 11,604 10,489 11,860: 2,633 1,262
Old : 13,122: 1,746 256 0 8,743 11,604 10,489 11,860: 2,633 1,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 24: 126 146 0 -145 -467 -19 -321: 43 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 2.0 0.0 66.6 88.4 79.9 90.4: 20.1 9.6
Old : 100.0: 13.3 2.0 0.0 66.6 88.4 79.9 90.4: 20.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 2 0 23 16 29 18:
Old : 46: 6 2 0 23 16 29 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 45.5 44.5 68.9 27.0 45.5 44.5 68.5
Old : 27.0 45.5 44.5 68.9 27.0 45.5 44.5 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 23,589: 1,992 4,125 289 18,954 15,578 21,235 19,992: 2,354 3,597
Old : 23,589: 1,992 4,125 289 18,954 15,578 21,235 19,992: 2,354 3,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,459: -797 460 148 2,600 -119 1,951 489: -492 970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 17.5 1.2 80.4 66.0 90.0 84.8: 10.0 15.2
Old : 100.0: 8.4 17.5 1.2 80.4 66.0 90.0 84.8: 10.0 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 7 7 3 25 17 35 24:
Old : 51: 7 7 3 25 17 35 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 39.4 61.1 62.5 47.8 37.1 60.5 59.8
Old : 47.8 39.4 61.1 62.5 47.8 37.1 60.5 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 22,130: 2,789 3,665 141 16,354 15,697 19,284 19,503: 2,846 2,627
Old : 22,130: 2,789 3,665 141 16,354 15,697 19,284 19,503: 2,846 2,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,192: 729 -435 45 145 1,043 919 653: 273 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.6 0.6 73.9 70.9 87.1 88.1: 12.9 11.9
Old : 100.0: 12.6 16.6 0.6 73.9 70.9 87.1 88.1: 12.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 8 5 2 25 19 35 24:
Old : 51: 8 5 2 25 19 35 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 42.0 52.8 64.4 38.0 40.2 51.5 62.6
Old : 38.1 42.0 52.8 64.4 38.0 40.2 51.5 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 63,826: 14,032 10,587 201 27,346 44,667 41,578 55,455: 22,247 8,371
Old : 63,826: 14,032 10,587 201 27,346 44,667 41,578 55,455: 22,247 8,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,423: 760 -2,532 -26 -4,946 697 -4,213 -1,861: 2,789 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 16.6 0.3 42.8 70.0 65.1 86.9: 34.9 13.1
Old : 100.0: 22.0 16.6 0.3 42.8 70.0 65.1 86.9: 34.9 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 31 35 3 46 32 79 68:
Old : 130: 31 35 3 46 32 79 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 45.4 28.5 57.8 18.2 43.7 27.6 55.7
Old : 18.4 45.4 28.5 57.8 18.2 43.7 27.6 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 65,249: 13,273 13,119 227 32,292 43,970 45,791 57,316: 19,458 7,933
Old : 65,249: 13,273 13,119 227 32,292 43,970 45,791 57,316: 19,458 7,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,788: -1,809 833 -147 1,562 -1,269 -394 -583: -1,394 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 20.1 0.3 49.5 67.4 70.2 87.8: 29.8 12.2
Old : 100.0: 20.3 20.1 0.3 49.5 67.4 70.2 87.8: 29.8 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 25 33 3 52 33 79 67:
Old : 130: 25 33 3 52 33 79 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 45.8 33.0 60.0 21.4 44.1 32.4 58.1
Old : 21.9 45.8 33.0 60.0 21.4 44.1 32.4 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 307,829: 127,044 73,945 7,935 140,105 141,660 275,083 223,540: 32,746 84,290
Old : 307,829: 127,044 73,945 7,935 140,105 141,660 275,083 223,540: 32,746 84,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 40,451: -7,404 35,263 4,739 36,219 -13,670 33,554 26,331: 6,896 14,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 24.0 2.6 45.5 46.0 89.4 72.6: 10.6 27.4
Old : 100.0: 41.3 24.0 2.6 45.5 46.0 89.4 72.6: 10.6 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 89 70 14 44 46 141 122:
Old : 236: 89 70 14 44 46 141 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 24.6 51.8 36.9 34.2 23.4 46.5 33.1
Old : 37.0 24.6 51.8 36.9 34.2 23.4 46.5 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 267,379: 134,448 38,683 3,196 103,885 155,330 241,529 197,209: 25,850 70,170
Old : 267,379: 134,448 38,683 3,196 103,885 155,330 241,529 197,209: 25,850 70,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 20,061: 4,996 4,733 1,814 12,506 11,295 19,315 17,842: 746 2,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 14.5 1.2 38.9 58.1 90.3 73.8: 9.7 26.2
Old : 100.0: 50.3 14.5 1.2 38.9 58.1 90.3 73.8: 9.7 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 88 61 11 43 40 137 106:
Old : 221: 88 61 11 43 40 137 106:
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 : 28.0 30.1 44.6 44.3 26.8 29.3 40.2 40.2
Old : 28.0 30.1 44.6 44.3 26.8 29.3 40.2 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 AUSTRALIAN DOLLARS) :
: : :
All : 68,316: 32,266 1,963 473 11,156 55,962 43,895 58,398: 24,421 9,917
Old : 68,316: 32,266 1,963 473 11,156 55,962 43,895 58,398: 24,421 9,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 5,511: 1,936 1,750 173 2,380 3,788 4,488 5,711: 1,023 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 2.9 0.7 16.3 81.9 64.3 85.5: 35.7 14.5
Old : 100.0: 47.2 2.9 0.7 16.3 81.9 64.3 85.5: 35.7 14.5
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 : 42: 19 3 1 10 16 30 19:
Old : 42: 19 3 1 10 16 30 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 51.6 38.2 71.7 24.1 51.4 38.2 71.6
Old : 24.1 51.6 38.2 71.7 24.1 51.4 38.2 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 62,804: 30,330 213 300 8,776 52,174 39,407 52,688: 23,397 10,117
Old : 62,804: 30,330 213 300 8,776 52,174 39,407 52,688: 23,397 10,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 1,898: 1,261 52 72 -548 2,972 785 3,097: 1,113 -1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 0.3 0.5 14.0 83.1 62.7 83.9: 37.3 16.1
Old : 100.0: 48.3 0.3 0.5 14.0 83.1 62.7 83.9: 37.3 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 18 1 1 8 15 27 16:
Old : 36: 18 1 1 8 15 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 52.9 40.8 73.2 25.5 52.7 40.8 72.7
Old : 25.5 52.9 40.8 73.2 25.5 52.7 40.8 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 20,425: 1,813 5,651 111 14,540 11,345 16,464 17,107: 3,960 3,317
Old : 20,425: 1,813 5,651 111 14,540 11,345 16,464 17,107: 3,960 3,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -162: 2 265 90 -298 -723 -206 -368: 44 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 27.7 0.5 71.2 55.5 80.6 83.8: 19.4 16.2
Old : 100.0: 8.9 27.7 0.5 71.2 55.5 80.6 83.8: 19.4 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 7 20 3 38 20 47 41:
Old : 80: 7 20 3 38 20 47 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 33.5 40.2 45.8 26.9 33.5 40.0 45.8
Old : 27.1 33.5 40.2 45.8 26.9 33.5 40.0 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 20,586: 1,811 5,386 21 14,838 12,068 16,670 17,475: 3,916 3,111
Old : 20,586: 1,811 5,386 21 14,838 12,068 16,670 17,475: 3,916 3,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -519: 7 -204 0 -277 64 -270 -140: -249 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 26.2 0.1 72.1 58.6 81.0 84.9: 19.0 15.1
Old : 100.0: 8.8 26.2 0.1 72.1 58.6 81.0 84.9: 19.0 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 7 18 1 40 21 48 39:
Old : 82: 7 18 1 40 21 48 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 34.0 38.6 46.8 24.7 34.0 37.8 46.8
Old : 25.5 34.0 38.6 46.8 24.7 34.0 37.8 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 108,528: 13,282 13,320 1,361 81,305 85,186 95,948 99,867: 12,580 8,661
Old : 108,528: 13,282 13,320 1,361 81,305 85,186 95,948 99,867: 12,580 8,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 7,147: -5,074 -4,841 793 9,487 7,402 5,206 3,354: 1,941 3,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.3 1.3 74.9 78.5 88.4 92.0: 11.6 8.0
Old : 100.0: 12.2 12.3 1.3 74.9 78.5 88.4 92.0: 11.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 23 30 8 37 36 65 70:
Old : 113: 23 30 8 37 36 65 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 43.3 55.4 56.2 36.7 43.3 50.6 55.6
Old : 38.6 43.3 55.4 56.2 36.7 43.3 50.6 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 101,381: 18,356 18,161 568 71,818 77,784 90,742 96,513: 10,639 4,868
Old : 101,381: 18,356 18,161 568 71,818 77,784 90,742 96,513: 10,639 4,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -3,264: 1,118 -2,918 10 -558 2,732 570 -176: -3,834 -3,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 17.9 0.6 70.8 76.7 89.5 95.2: 10.5 4.8
Old : 100.0: 18.1 17.9 0.6 70.8 76.7 89.5 95.2: 10.5 4.8
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 : 111: 24 28 6 38 37 65 68:
Old : 111: 24 28 6 38 37 65 68:
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 : 36.9 41.3 53.1 55.4 36.1 40.1 50.9 52.8
Old : 36.9 41.3 53.1 55.4 36.1 40.1 50.9 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 33,126: 11,941 8,879 987 10,374 17,516 23,302 27,382: 9,824 5,744
Old : 33,126: 11,941 8,879 987 10,374 17,516 23,302 27,382: 9,824 5,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,652: 474 -96 50 344 1,784 868 1,738: 2,784 1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 26.8 3.0 31.3 52.9 70.3 82.7: 29.7 17.3
Old : 100.0: 36.0 26.8 3.0 31.3 52.9 70.3 82.7: 29.7 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 35 19 4 26 23 64 45:
Old : 100: 35 19 4 26 23 64 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 29.5 26.0 46.2 16.1 28.8 25.1 43.2
Old : 16.5 29.5 26.0 46.2 16.1 28.8 25.1 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 29,474: 11,467 8,975 937 10,030 15,732 22,434 25,644: 7,040 3,830
Old : 29,474: 11,467 8,975 937 10,030 15,732 22,434 25,644: 7,040 3,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 616: 1,218 703 -7 137 628 1,348 1,324: -732 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 30.5 3.2 34.0 53.4 76.1 87.0: 23.9 13.0
Old : 100.0: 38.9 30.5 3.2 34.0 53.4 76.1 87.0: 23.9 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 37 22 4 23 21 62 46:
Old : 101: 37 22 4 23 21 62 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 31.3 28.1 45.5 17.2 31.3 27.2 45.1
Old : 17.6 31.3 28.1 45.5 17.2 31.3 27.2 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 8,193: 3,468 451 0 2,174 1,583 5,642 2,034: 2,551 6,159
Old : 8,193: 3,468 451 0 2,174 1,583 5,642 2,034: 2,551 6,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,011: 434 -432 0 407 1,293 841 861: 170 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 5.5 0.0 26.5 19.3 68.9 24.8: 31.1 75.2
Old : 100.0: 42.3 5.5 0.0 26.5 19.3 68.9 24.8: 31.1 75.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 2 0 4 8 11 10:
Old : 20: 7 2 0 4 8 11 10:
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 : 54.1 12.9 64.0 22.0 52.8 12.9 62.7 22.0
Old : 54.1 12.9 64.0 22.0 52.8 12.9 62.7 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 Y100,000,000 FACE VALUE) :
: : :
All : 111,283: 491 6,100 2,882 46,008 79,060 49,381 88,042: 61,902 23,241
Old : 111,283: 491 6,100 2,882 46,008 79,060 49,381 88,042: 61,902 23,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,329: 16 -493 308 -79 1,111 245 926: -1,574 -2,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.5 2.6 41.3 71.0 44.4 79.1: 55.6 20.9
Old : 100.0: 0.4 5.5 2.6 41.3 71.0 44.4 79.1: 55.6 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 14 4 13 24 20 40:
Old : 46: 4 14 4 13 24 20 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 58.6 42.4 67.7 5.1 29.9 5.8 35.1
Old : 38.8 58.6 42.4 67.7 5.1 29.9 5.8 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 112,612: 475 6,593 2,574 46,087 77,949 49,136 87,116: 63,475 25,496
Old : 112,612: 475 6,593 2,574 46,087 77,949 49,136 87,116: 63,475 25,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 821: -264 1 0 -41 1,202 -305 1,203: 1,126 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.9 2.3 40.9 69.2 43.6 77.4: 56.4 22.6
Old : 100.0: 0.4 5.9 2.3 40.9 69.2 43.6 77.4: 56.4 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 14 3 13 23 19 39:
Old : 46: 4 14 3 13 23 19 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 58.2 41.9 66.8 5.2 29.7 5.9 33.9
Old : 38.4 58.2 41.9 66.8 5.2 29.7 5.9 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders 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 TROY OUNCES) :
: : :
All : 115,909: 42,741 4,371 16,456 22,097 82,969 81,293 103,796: 34,615 12,113
Old : 115,909: 42,741 4,371 16,456 22,097 82,969 81,293 103,796: 34,615 12,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,728: -427 397 526 -1,156 -5,107 -1,057 -4,184: -1,671 1,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 3.8 14.2 19.1 71.6 70.1 89.5: 29.9 10.5
Old : 100.0: 36.9 3.8 14.2 19.1 71.6 70.1 89.5: 29.9 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 104 18 46 24 35 141 88:
Old : 165: 104 18 46 24 35 141 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 31.1 25.7 46.4 14.3 26.5 19.6 40.7
Old : 18.4 31.1 25.7 46.4 14.3 26.5 19.6 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 118,637: 43,168 3,974 15,930 23,253 88,075 82,351 107,980: 36,286 10,657
Old : 118,637: 43,168 3,974 15,930 23,253 88,075 82,351 107,980: 36,286 10,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -2,853: -571 130 -2,252 -1,185 -1,649 -4,008 -3,771: 1,155 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 3.3 13.4 19.6 74.2 69.4 91.0: 30.6 9.0
Old : 100.0: 36.4 3.3 13.4 19.6 74.2 69.4 91.0: 30.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 89 20 42 24 34 129 82:
Old : 151: 89 20 42 24 34 129 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 32.4 27.1 49.7 14.3 28.1 20.5 42.3
Old : 18.9 32.4 27.1 49.7 14.3 28.1 20.5 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders 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 25,000 POUNDS) :
: : :
All : 91,079: 26,177 5,114 14,547 36,305 63,429 77,029 83,090: 14,050 7,989
Old : 91,079: 26,177 5,114 14,547 36,305 63,429 77,029 83,090: 14,050 7,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,894: -7,645 -657 561 1,514 -6,897 -5,571 -6,993: -1,323 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 5.6 16.0 39.9 69.6 84.6 91.2: 15.4 8.8
Old : 100.0: 28.7 5.6 16.0 39.9 69.6 84.6 91.2: 15.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 61 26 29 34 39 106 84:
Old : 135: 61 26 29 34 39 106 84:
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 43.1 35.7 56.7 21.6 39.0 31.6 50.2
Old : 24.9 43.1 35.7 56.7 21.6 39.0 31.6 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 97,973: 33,823 5,771 13,986 34,791 70,325 82,600 90,083: 15,373 7,891
Old : 97,973: 33,823 5,771 13,986 34,791 70,325 82,600 90,083: 15,373 7,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 6,936: 4,528 1,386 1,299 -423 3,547 5,405 6,232: 1,531 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 5.9 14.3 35.5 71.8 84.3 91.9: 15.7 8.1
Old : 100.0: 34.5 5.9 14.3 35.5 71.8 84.3 91.9: 15.7 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 69 26 29 35 39 115 86:
Old : 145: 69 26 29 35 39 115 86:
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 : 24.1 44.4 34.8 57.3 21.3 40.2 30.2 51.0
Old : 24.1 44.4 34.8 57.3 21.3 40.2 30.2 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
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 TROY OUNCES) :
: : :
All : 422,961: 141,876 31,583 95,596 121,643 267,535 359,115 394,715: 63,846 28,246
Old : 422,961: 141,876 31,583 95,596 121,643 267,535 359,115 394,715: 63,846 28,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -38,930: -30,018 -1,829 -7,340 825 -35,004 -36,533 -44,173: -2,397 5,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 7.5 22.6 28.8 63.3 84.9 93.3: 15.1 6.7
Old : 100.0: 33.5 7.5 22.6 28.8 63.3 84.9 93.3: 15.1 6.7
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 : 242: 143 42 69 37 44 204 135:
Old : 242: 143 42 69 37 44 204 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 31.7 31.3 48.7 14.6 25.3 19.9 37.2
Old : 20.9 31.7 31.3 48.7 14.6 25.3 19.9 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 461,891: 171,894 33,412 102,936 120,818 302,540 395,648 438,888: 66,243 23,003
Old : 461,891: 171,894 33,412 102,936 120,818 302,540 395,648 438,888: 66,243 23,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 5,553: 8,065 1,601 -5,462 814 10,489 3,417 6,628: 2,136 -1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 7.2 22.3 26.2 65.5 85.7 95.0: 14.3 5.0
Old : 100.0: 37.2 7.2 22.3 26.2 65.5 85.7 95.0: 14.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 145 45 63 37 46 208 133:
Old : 251: 145 45 63 37 46 208 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 32.2 32.7 49.6 16.2 25.0 21.3 36.9
Old : 21.6 32.2 32.7 49.6 16.2 25.0 21.3 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 126,550: 15,707 2,955 7,222 96,098 114,226 119,027 124,402: 7,523 2,148
Old : 90,388: 15,262 2,644 6,529 61,340 79,171 83,131 88,343: 7,257 2,045
Other: 36,162: 742 608 396 34,758 35,055 35,896 36,059: 266 103
: : :
: : Changes in Commitments from: December 21, 2004 :
: -3,122: -2,388 638 133 -387 -3,542 -2,641 -2,771: -482 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 2.3 5.7 75.9 90.3 94.1 98.3: 5.9 1.7
Old : 100.0: 16.9 2.9 7.2 67.9 87.6 92.0 97.7: 8.0 2.3
Other: 100.0: 2.1 1.7 1.1 96.1 96.9 99.3 99.7: 0.7 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 45 21 35 46 37 108 80:
Old : 120: 46 21 35 43 37 105 79:
Other: 38: 2 6 3 22 17 26 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 47.7 50.9 65.8 18.8 27.2 27.3 35.2
Old : 30.4 41.6 45.8 59.5 26.9 33.5 39.9 48.7
Other: 68.7 79.6 81.5 90.1 50.0 66.3 61.9 72.6
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 527,764: 108,684 22,486 118,631 225,241 352,680 452,557 493,797: 75,207 33,967
Old : 527,764: 108,684 22,486 118,631 225,241 352,680 452,557 493,797: 75,207 33,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 23,856: 10,661 -607 4,308 -83 20,751 14,886 24,452: 8,971 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 4.3 22.5 42.7 66.8 85.7 93.6: 14.3 6.4
Old : 100.0: 20.6 4.3 22.5 42.7 66.8 85.7 93.6: 14.3 6.4
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 : 182: 67 36 51 69 54 169 111:
Old : 182: 67 36 51 69 54 169 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 32.8 25.6 48.5 10.7 26.0 17.2 34.6
Old : 16.5 32.8 25.6 48.5 10.7 26.0 17.2 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 156,467: 50,969 10,254 43,609 49,488 96,022 144,067 149,885: 12,401 6,582
Old : 154,191: 50,939 11,306 42,128 48,999 94,475 142,066 147,909: 12,125 6,282
Other: 2,276: 1,151 68 361 489 1,547 2,001 1,976: 276 300
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,206: -2,079 548 1,079 718 -1,344 -282 283: -925 -1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 6.6 27.9 31.6 61.4 92.1 95.8: 7.9 4.2
Old : 100.0: 33.0 7.3 27.3 31.8 61.3 92.1 95.9: 7.9 4.1
Other: 100.0: 50.6 3.0 15.9 21.5 68.0 87.9 86.8: 12.1 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 176 71 112 102 122 323 269:
Old : 390: 175 76 111 102 122 322 269:
Other: 69: 11 9 15 20 38 39 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 20.2 23.4 31.5 12.1 14.1 19.7 23.6
Old : 14.4 20.3 23.6 31.6 12.3 14.2 20.0 23.8
Other: 44.4 30.7 64.4 44.9 42.4 30.7 56.7 41.9
VIX FUTURES - CBOE FUTURES EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,379: 4,589 1,424 244 2,606 7,099 7,439 8,767: 1,940 612
Old : 9,379: 4,589 1,424 244 2,606 7,099 7,439 8,767: 1,940 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 20: -11 43 1 78 16 68 60: -48 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 15.2 2.6 27.8 75.7 79.3 93.5: 20.7 6.5
Old : 100.0: 48.9 15.2 2.6 27.8 75.7 79.3 93.5: 20.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 5 3 5 6 21 12:
Old : 25: 13 5 3 5 6 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 83.8 68.6 91.9 49.2 71.1 56.2 73.2
Old : 56.6 83.8 68.6 91.9 49.2 71.1 56.2 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,359: 4,600 1,381 243 2,528 7,083 7,371 8,707: 1,988 652
Old : 9,359: 4,600 1,381 243 2,528 7,083 7,371 8,707: 1,988 652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 219: 83 246 28 490 343 601 617: -382 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 14.8 2.6 27.0 75.7 78.8 93.0: 21.2 7.0
Old : 100.0: 49.2 14.8 2.6 27.0 75.7 78.8 93.0: 21.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 14 4 3 5 6 22 11:
Old : 25: 14 4 3 5 6 22 11:
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 : 55.9 83.7 67.9 91.6 49.2 71.6 55.9 73.7
Old : 55.9 83.7 67.9 91.6 49.2 71.6 55.9 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders 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 : 78,338: 11,166 27,180 6,669 48,373 30,485 66,208 64,333: 12,130 14,004
Old : 63,475: 10,615 27,345 2,810 40,691 22,105 54,116 52,260: 9,359 11,215
Other: 14,863: 1,636 920 2,774 7,682 8,380 12,092 12,074: 2,771 2,789
: : :
: : Changes in Commitments from: December 28, 2004 :
: 4,836: -142 3,656 320 4,785 -462 4,964 3,514: -128 1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 34.7 8.5 61.7 38.9 84.5 82.1: 15.5 17.9
Old : 100.0: 16.7 43.1 4.4 64.1 34.8 85.3 82.3: 14.7 17.7
Other: 100.0: 11.0 6.2 18.7 51.7 56.4 81.4 81.2: 18.6 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 31 38 25 64 53 104 109:
Old : 150: 32 37 15 62 45 97 94:
Other: 70: 7 16 13 20 34 36 55:
:----------------------------------------------------------------------------------------------------
: 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 21.5 38.1 35.1 21.5 16.3 30.9 28.7
Old : 31.8 22.7 42.1 38.2 30.0 21.2 40.4 36.8
Other: 36.2 42.5 52.1 53.4 34.7 32.6 44.5 38.1
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: 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 : 73,501: 11,308 23,525 6,348 43,588 30,946 61,244 60,819: 12,258 12,682
Old : 59,250: 10,557 23,743 2,802 36,079 23,028 49,438 49,573: 9,812 9,677
Other: 14,251: 1,670 700 2,627 7,509 7,919 11,805 11,246: 2,446 3,005
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,702: -156 -570 -686 865 794 23 -463: -1,724 -1,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 32.0 8.6 59.3 42.1 83.3 82.7: 16.7 17.3
Old : 100.0: 17.8 40.1 4.7 60.9 38.9 83.4 83.7: 16.6 16.3
Other: 100.0: 11.7 4.9 18.4 52.7 55.6 82.8 78.9: 17.2 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 29 35 22 59 54 98 104:
Old : 144: 30 36 15 58 47 94 92:
Other: 64: 7 15 12 17 32 33 51:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 23.3 37.9 36.9 20.3 17.5 30.0 29.4
Old : 30.7 24.7 41.5 39.7 28.6 22.9 39.2 37.9
Other: 37.7 44.1 56.6 55.4 35.6 34.0 47.0 39.3
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
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 : 36,901: 462 10,723 2,746 25,508 16,500 28,716 29,969: 8,185 6,932
Old : 34,542: 1,440 10,711 1,673 23,838 15,829 26,951 28,213: 7,591 6,329
Other: 2,359: 18 1,007 77 1,670 671 1,765 1,756: 594 603
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,451: -346 1,003 90 1,998 675 1,742 1,768: -291 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 29.1 7.4 69.1 44.7 77.8 81.2: 22.2 18.8
Old : 100.0: 4.2 31.0 4.8 69.0 45.8 78.0 81.7: 22.0 18.3
Other: 100.0: 0.8 42.7 3.3 70.8 28.4 74.8 74.4: 25.2 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 8 25 12 37 23 50 56:
Old : 75: 9 24 10 36 21 49 52:
Other: 30: 3 6 6 12 12 18 21:
:----------------------------------------------------------------------------------------------------
: 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 31.8 49.7 47.6 19.1 19.2 27.1 28.4
Old : 39.3 33.5 50.6 50.3 19.2 20.6 27.8 30.4
Other: 49.0 56.0 64.4 67.7 41.5 50.5 55.0 58.2
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 35,449: 808 9,720 2,656 23,510 15,825 26,974 28,201: 8,475 7,248
Old : 33,607: 1,746 9,715 1,683 22,318 15,483 25,747 26,882: 7,860 6,726
Other: 1,842: 17 959 18 1,192 342 1,227 1,319: 615 523
: : :
: : Changes in Commitments from: December 21, 2004 :
: 601: 74 320 -341 1,286 948 1,018 926: -417 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 27.4 7.5 66.3 44.6 76.1 79.6: 23.9 20.4
Old : 100.0: 5.2 28.9 5.0 66.4 46.1 76.6 80.0: 23.4 20.0
Other: 100.0: 0.9 52.1 1.0 64.7 18.6 66.6 71.6: 33.4 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 9 22 10 36 23 49 52:
Old : 71: 9 22 8 35 20 48 47:
Other: 27: 2 5 4 10 11 14 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 31.6 47.2 46.9 18.6 21.4 26.9 29.8
Old : 37.4 33.3 48.0 49.3 18.2 22.5 27.5 31.3
Other: 49.3 60.9 62.8 68.0 49.3 60.9 62.8 67.6
COTTON NO. 2 - NEW YORK 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 50,000 POUNDS) :
: : :
All : 112,882: 15,975 29,895 25,171 58,926 51,580 100,073 106,646: 12,809 6,235
Old : 102,838: 15,452 29,678 23,274 52,321 44,162 91,046 97,114: 11,791 5,723
Other: 10,044: 859 552 1,563 6,606 7,418 9,027 9,532: 1,017 512
: : :
: : Changes in Commitments from: December 28, 2004 :
: -970: 2,480 -5,336 1,078 -4,746 4,297 -1,188 40: 218 -1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 26.5 22.3 52.2 45.7 88.7 94.5: 11.3 5.5
Old : 100.0: 15.0 28.9 22.6 50.9 42.9 88.5 94.4: 11.5 5.6
Other: 100.0: 8.5 5.5 15.6 65.8 73.9 89.9 94.9: 10.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 132 99 92 94 83 272 234:
Old : 344: 134 96 89 91 83 267 231:
Other: 98: 14 30 29 39 28 77 65:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 20.9 28.6 30.6 16.1 16.6 23.4 23.5
Old : 18.2 20.3 29.7 29.7 16.9 15.7 24.4 22.0
Other: 35.3 45.0 50.8 56.5 30.3 44.4 40.8 54.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK 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 15,000 POUNDS) :
: : :
All : 63,410: 11,838 2,721 19,878 25,229 38,646 56,945 61,244: 6,465 2,166
Old : 63,294: 11,887 2,675 19,828 25,129 38,625 56,844 61,128: 6,450 2,166
Other: 116: 0 95 1 100 20 101 116: 15 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 514: 884 -91 408 -179 67 1,113 384: -599 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 4.3 31.3 39.8 60.9 89.8 96.6: 10.2 3.4
Old : 100.0: 18.8 4.2 31.3 39.7 61.0 89.8 96.6: 10.2 3.4
Other: 100.0: 0.2 81.8 0.8 85.9 17.4 86.9 99.9: 13.1 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 64 24 36 33 27 114 72:
Old : 129: 65 23 36 33 27 114 72:
Other: 8: 1 5 1 1 2 3 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 43.6 51.7 61.4 11.8 20.7 15.3 28.9
Old : 39.4 43.7 51.6 61.5 11.8 20.8 15.3 29.1
Other: 86.9 96.2 86.9 99.9 85.9 96.2 85.9 99.0
COCOA - NEW YORK 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 10 METRIC TONS) :
: : :
All : 129,378: 14,992 6,148 7,665 99,805 112,828 122,462 126,640: 6,916 2,738
Old : 91,190: 14,664 5,845 6,850 63,041 75,848 84,555 88,543: 6,635 2,648
Other: 38,187: 750 724 393 36,764 36,980 37,907 38,097: 280 90
: : :
: : Changes in Commitments from: December 28, 2004 :
: 2,828: -715 3,193 443 3,707 -1,398 3,435 2,238: -608 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 4.8 5.9 77.1 87.2 94.7 97.9: 5.3 2.1
Old : 100.0: 16.1 6.4 7.5 69.1 83.2 92.7 97.1: 7.3 2.9
Other: 100.0: 2.0 1.9 1.0 96.3 96.8 99.3 99.8: 0.7 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 47 21 35 46 37 105 84:
Old : 122: 48 22 35 43 37 102 83:
Other: 38: 4 5 4 22 17 27 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 45.8 51.2 63.2 19.7 26.4 28.1 33.8
Old : 30.2 40.1 45.0 57.4 28.6 31.8 41.0 46.6
Other: 67.2 77.2 82.6 88.9 49.9 64.7 63.0 72.1
SUGAR NO. 11 - NEW YORK 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 112,000 POUNDS) :
: : :
All : 557,677: 130,374 24,466 125,371 222,144 372,005 477,889 521,842: 79,788 35,835
Old : 557,677: 130,374 24,466 125,371 222,144 372,005 477,889 521,842: 79,788 35,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 29,913: 21,690 1,980 6,740 -3,097 19,325 25,332 28,045: 4,580 1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.4 22.5 39.8 66.7 85.7 93.6: 14.3 6.4
Old : 100.0: 23.4 4.4 22.5 39.8 66.7 85.7 93.6: 14.3 6.4
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 : 193: 71 40 57 70 60 180 121:
Old : 193: 71 40 57 70 60 180 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 31.6 24.1 47.3 10.4 24.9 16.8 34.4
Old : 15.2 31.6 24.1 47.3 10.4 24.9 16.8 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders 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 37,500 POUNDS) :
: : :
All : 151,355: 48,045 7,865 42,740 48,625 94,659 139,410 145,264: 11,945 6,091
Old : 148,978: 48,015 8,872 41,290 48,074 93,049 137,380 143,211: 11,598 5,767
Other: 2,377: 1,088 51 391 551 1,611 2,031 2,053: 346 324
: : :
: : Changes in Commitments from: December 28, 2004 :
: -5,112: -2,924 -2,389 -869 -863 -1,363 -4,656 -4,621: -456 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 5.2 28.2 32.1 62.5 92.1 96.0: 7.9 4.0
Old : 100.0: 32.2 6.0 27.7 32.3 62.5 92.2 96.1: 7.8 3.9
Other: 100.0: 45.8 2.1 16.5 23.2 67.8 85.4 86.4: 14.6 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 171 69 118 107 124 326 277:
Old : 390: 174 72 118 106 124 325 277:
Other: 71: 13 10 16 21 37 43 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 20.3 23.1 31.6 12.0 14.5 19.6 23.3
Old : 13.9 20.5 23.4 31.7 12.2 14.7 19.9 23.5
Other: 42.3 31.1 61.5 45.7 39.4 31.1 51.8 40.8
U.S. DOLLAR INDEX - NEW YORK 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
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 24,530: 5,318 14,500 3,730 12,874 2,397 21,923 20,628: 2,608 3,902
Old : 24,530: 5,318 14,500 3,730 12,874 2,397 21,923 20,628: 2,608 3,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -5,419: -980 -4,699 -22 -4,626 16 -5,627 -4,704: 208 -715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 59.1 15.2 52.5 9.8 89.4 84.1: 10.6 15.9
Old : 100.0: 21.7 59.1 15.2 52.5 9.8 89.4 84.1: 10.6 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 6 32 10 6 12 19 48:
Old : 53: 6 32 10 6 12 19 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 36.8 83.2 55.2 61.2 34.0 71.8 47.7
Old : 67.7 36.8 83.2 55.2 61.2 34.0 71.8 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK 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 EURO 200,000) :
: : :
All : 23,327: 17,502 0 0 904 20,146 18,406 20,146: 4,921 3,181
Old : 23,327: 17,502 0 0 904 20,146 18,406 20,146: 4,921 3,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,754: -798 -1,145 0 134 -932 -664 -2,077: -1,090 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 0.0 0.0 3.9 86.4 78.9 86.4: 21.1 13.6
Old : 100.0: 75.0 0.0 0.0 3.9 86.4 78.9 86.4: 21.1 13.6
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 : 21: 8 0 0 1 12 9 12:
Old : 21: 8 0 0 1 12 9 12:
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 : 64.4 51.2 76.9 74.6 64.4 51.2 76.9 74.6
Old : 64.4 51.2 76.9 74.6 64.4 51.2 76.9 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 113,851: 13,495 35,230 24,093 63,672 47,283 101,261 106,607: 12,591 7,245
Old : 104,093: 12,893 34,982 22,413 57,219 40,075 92,525 97,470: 11,568 6,623
Other: 9,759: 968 615 1,314 6,454 7,208 8,736 9,137: 1,023 622
: : :
: : Changes in Commitments from: December 21, 2004 :
: 396: -1,304 1,213 658 274 -1,109 -372 763: 767 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 30.9 21.2 55.9 41.5 88.9 93.6: 11.1 6.4
Old : 100.0: 12.4 33.6 21.5 55.0 38.5 88.9 93.6: 11.1 6.4
Other: 100.0: 9.9 6.3 13.5 66.1 73.9 89.5 93.6: 10.5 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 122 107 80 94 80 252 234:
Old : 337: 123 105 78 92 80 248 232:
Other: 86: 13 26 28 37 22 72 56:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 18.4 30.2 28.4 16.4 14.6 24.1 21.4
Old : 19.5 17.5 31.4 27.3 17.1 14.3 25.4 20.6
Other: 36.5 46.4 52.4 57.9 32.0 45.8 43.0 56.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 62,896: 10,953 2,812 19,470 25,409 38,578 55,832 60,860: 7,065 2,037
Old : 62,762: 11,060 2,805 19,362 25,291 38,558 55,712 60,725: 7,050 2,037
Other: 134: 0 113 1 118 20 119 134: 15 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -1,484: 519 21 -1,715 -93 307 -1,289 -1,387: -195 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 4.5 31.0 40.4 61.3 88.8 96.8: 11.2 3.2
Old : 100.0: 17.6 4.5 30.9 40.3 61.4 88.8 96.8: 11.2 3.2
Other: 100.0: 0.2 84.2 0.7 87.9 15.1 88.7 99.9: 11.3 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 63 24 34 33 26 112 71:
Old : 129: 64 24 34 33 26 112 71:
Other: 8: 1 5 1 1 2 3 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 43.2 50.5 60.6 11.0 20.7 14.5 28.5
Old : 38.3 43.3 50.4 60.8 11.0 20.7 14.6 28.7
Other: 88.7 96.8 88.7 99.9 87.9 96.8 87.9 99.1
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 29,949: 6,298 19,199 3,752 17,500 2,381 27,550 25,332: 2,400 4,617
Old : 29,949: 6,298 19,199 3,752 17,500 2,381 27,550 25,332: 2,400 4,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 3,642: 649 1,667 139 2,792 725 3,579 2,531: 63 1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 64.1 12.5 58.4 7.9 92.0 84.6: 8.0 15.4
Old : 100.0: 21.0 64.1 12.5 58.4 7.9 92.0 84.6: 8.0 15.4
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 : 56: 4 36 10 6 12 17 52:
Old : 56: 4 36 10 6 12 17 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 37.1 89.7 56.3 75.0 37.1 79.0 52.3
Old : 76.7 37.1 89.7 56.3 75.0 37.1 79.0 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 25,080: 18,300 1,145 0 770 21,078 19,070 22,223: 6,010 2,857
Old : 25,080: 18,300 1,145 0 770 21,078 19,070 22,223: 6,010 2,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 487: 219 11 0 -9 -295 210 -284: 277 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 4.6 0.0 3.1 84.0 76.0 88.6: 24.0 11.4
Old : 100.0: 73.0 4.6 0.0 3.1 84.0 76.0 88.6: 24.0 11.4
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 : 23: 8 1 0 1 13 9 14:
Old : 23: 8 1 0 1 13 9 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 48.1 74.1 70.6 61.6 48.1 74.1 70.6
Old : 61.6 48.1 74.1 70.6 61.6 48.1 74.1 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 42,000 U.S. GALLONS) :
: : :
All : 188,995: 11,580 24,676 34,199 114,980 102,800 160,759 161,675: 28,237 27,321
Old : 188,995: 11,580 24,676 34,199 114,980 102,800 160,759 161,675: 28,237 27,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -7,395: -82 2,002 1,232 -9,166 -9,814 -8,015 -6,580: 621 -814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 13.1 18.1 60.8 54.4 85.1 85.5: 14.9 14.5
Old : 100.0: 6.1 13.1 18.1 60.8 54.4 85.1 85.5: 14.9 14.5
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 : 131: 18 32 37 65 71 110 116:
Old : 131: 18 32 37 65 71 110 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 16.3 36.9 25.9 20.3 9.9 28.1 15.9
Old : 25.7 16.3 36.9 25.9 20.3 9.9 28.1 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 196,390: 11,662 22,674 32,967 124,146 112,614 168,774 168,255: 27,616 28,135
Old : 196,390: 11,662 22,674 32,967 124,146 112,614 168,774 168,255: 27,616 28,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -34,029: -5,020 -4,424 -19,603 -3,550 -7,995 -28,172 -32,022: -5,857 -2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 11.5 16.8 63.2 57.3 85.9 85.7: 14.1 14.3
Old : 100.0: 5.9 11.5 16.8 63.2 57.3 85.9 85.7: 14.1 14.3
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 : 132: 23 28 34 70 72 116 113:
Old : 132: 23 28 34 70 72 116 113:
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 : 24.4 17.5 36.1 27.4 17.5 10.6 25.0 16.6
Old : 24.4 17.5 36.1 27.4 17.5 10.6 25.0 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 681,696: 28,266 61,663 259,960 330,082 325,790 618,308 647,413: 63,388 34,283
Old : 681,696: 28,266 61,663 259,960 330,082 325,790 618,308 647,413: 63,388 34,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 36,156: 4,530 4,394 14,729 18,588 13,779 37,847 32,902: -1,691 3,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 9.0 38.1 48.4 47.8 90.7 95.0: 9.3 5.0
Old : 100.0: 4.1 9.0 38.1 48.4 47.8 90.7 95.0: 9.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 43 62 72 97 85 179 184:
Old : 207: 43 62 72 97 85 179 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 22.3 31.7 35.1 3.7 6.4 5.7 10.1
Old : 19.7 22.3 31.7 35.1 3.7 6.4 5.7 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 645,539: 23,736 57,269 245,231 311,494 312,011 580,461 614,510: 65,078 31,029
Old : 645,539: 23,736 57,269 245,231 311,494 312,011 580,461 614,510: 65,078 31,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -40,914: 3,152 1,347 -17,419 -25,041 -24,602 -39,308 -40,675: -1,607 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 8.9 38.0 48.3 48.3 89.9 95.2: 10.1 4.8
Old : 100.0: 3.7 8.9 38.0 48.3 48.3 89.9 95.2: 10.1 4.8
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 : 205: 47 56 75 95 83 181 181:
Old : 205: 47 56 75 95 83 181 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 22.4 31.9 35.5 3.8 6.5 5.8 10.3
Old : 19.7 22.4 31.9 35.5 3.8 6.5 5.8 10.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,474: 3,015 6,420 2,121 58,767 58,715 63,903 67,256: 4,571 1,218
Old : 68,474: 3,015 6,420 2,121 58,767 58,715 63,903 67,256: 4,571 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,096: 2,363 0 -651 -4,106 -1,228 -2,394 -1,879: 298 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.4 3.1 85.8 85.7 93.3 98.2: 6.7 1.8
Old : 100.0: 4.4 9.4 3.1 85.8 85.7 93.3 98.2: 6.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 28 23 29 25:
Old : 33: 1 1 1 28 23 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 59.7 64.9 73.3 42.3 55.2 52.5 62.7
Old : 44.0 59.7 64.9 73.3 42.3 55.2 52.5 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,570: 652 6,420 2,772 62,873 59,943 66,297 69,135: 4,273 1,435
Old : 70,570: 652 6,420 2,772 62,873 59,943 66,297 69,135: 4,273 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 652: -56 0 56 652 596 652 652: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 9.1 3.9 89.1 84.9 93.9 98.0: 6.1 2.0
Old : 100.0: 0.9 9.1 3.9 89.1 84.9 93.9 98.0: 6.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 27 23 28 25:
Old : 33: 1 1 1 27 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 56.1 63.6 72.6 42.8 51.5 53.2 62.3
Old : 43.1 56.1 63.6 72.6 42.8 51.5 53.2 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,627: 5,266 2,464 428 36,694 36,126 42,388 39,018: 2,239 5,609
Old : 44,627: 5,266 2,464 428 36,694 36,126 42,388 39,018: 2,239 5,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,258: 578 -7,468 -1,712 -4,935 2,448 -6,069 -6,732: -189 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.5 1.0 82.2 81.0 95.0 87.4: 5.0 12.6
Old : 100.0: 11.8 5.5 1.0 82.2 81.0 95.0 87.4: 5.0 12.6
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 : 21: 1 2 1 15 12 17 14:
Old : 21: 1 2 1 15 12 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 63.6 82.2 79.2 45.9 62.4 73.8 72.8
Old : 51.8 63.6 82.2 79.2 45.9 62.4 73.8 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,885: 4,688 9,932 2,140 41,629 33,678 48,457 45,750: 2,428 5,135
Old : 50,885: 4,688 9,932 2,140 41,629 33,678 48,457 45,750: 2,428 5,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -2,630: 2,996 0 -2,996 -2,962 0 -2,962 -2,996: 332 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 19.5 4.2 81.8 66.2 95.2 89.9: 4.8 10.1
Old : 100.0: 9.2 19.5 4.2 81.8 66.2 95.2 89.9: 4.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 15 13 17 16:
Old : 22: 1 2 2 15 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 58.0 79.4 76.0 42.9 57.5 68.3 70.7
Old : 51.0 58.0 79.4 76.0 42.9 57.5 68.3 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,419: 879 955 1,424 32,002 33,598 34,305 35,977: 4,114 2,442
Old : 38,419: 879 955 1,424 32,002 33,598 34,305 35,977: 4,114 2,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -142: -13 483 655 -1,150 -1,218 -508 -80: 366 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.5 3.7 83.3 87.5 89.3 93.6: 10.7 6.4
Old : 100.0: 2.3 2.5 3.7 83.3 87.5 89.3 93.6: 10.7 6.4
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 : 20: 1 2 2 11 13 13 16:
Old : 20: 1 2 2 11 13 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 56.7 84.0 79.8 35.2 32.4 42.5 45.3
Old : 71.0 56.7 84.0 79.8 35.2 32.4 42.5 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 30,047: 1,639 2,021 1,104 24,457 25,398 27,200 28,523: 2,847 1,524
Old : 30,047: 1,639 2,021 1,104 24,457 25,398 27,200 28,523: 2,847 1,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,066: -1,315 -1,377 -153 -4,288 -4,529 -5,756 -6,059: -310 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.7 3.7 81.4 84.5 90.5 94.9: 9.5 5.1
Old : 100.0: 5.5 6.7 3.7 81.4 84.5 90.5 94.9: 9.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 2 18 15 21 19:
Old : 25: 3 2 2 18 15 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 47.7 66.8 69.1 39.4 38.1 52.9 56.0
Old : 47.7 47.7 66.8 69.1 39.4 38.1 52.9 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,113: 2,954 3,398 1,257 28,745 29,927 32,956 34,582: 3,157 1,531
Old : 36,113: 2,954 3,398 1,257 28,745 29,927 32,956 34,582: 3,157 1,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 148: 5 0 -254 248 948 -1 694: 149 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.4 3.5 79.6 82.9 91.3 95.8: 8.7 4.2
Old : 100.0: 8.2 9.4 3.5 79.6 82.9 91.3 95.8: 8.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 2 20 16 23 20:
Old : 27: 3 2 2 20 16 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 49.1 64.9 70.5 38.4 39.4 52.5 58.5
Old : 44.1 49.1 64.9 70.5 38.4 39.4 52.5 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,102: 1,736 284 866 44,563 43,013 47,165 44,163: 2,937 5,939
Old : 50,102: 1,736 284 866 44,563 43,013 47,165 44,163: 2,937 5,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,279: 186 124 -310 -2,310 -2,966 -2,434 -3,152: 155 873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.6 1.7 88.9 85.9 94.1 88.1: 5.9 11.9
Old : 100.0: 3.5 0.6 1.7 88.9 85.9 94.1 88.1: 5.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 22 18 24 20:
Old : 26: 1 1 2 22 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 60.9 71.0 74.3 41.5 48.6 58.4 60.2
Old : 47.1 60.9 71.0 74.3 41.5 48.6 58.4 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,381: 1,550 160 1,176 46,873 45,979 49,599 47,315: 2,782 5,066
Old : 52,381: 1,550 160 1,176 46,873 45,979 49,599 47,315: 2,782 5,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 701: 0 -124 124 1,005 639 1,129 639: -428 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.3 2.2 89.5 87.8 94.7 90.3: 5.3 9.7
Old : 100.0: 3.0 0.3 2.2 89.5 87.8 94.7 90.3: 5.3 9.7
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 : 27: 1 1 2 22 19 24 21:
Old : 27: 1 1 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 59.4 71.1 73.3 42.1 48.4 57.9 59.9
Old : 48.8 59.4 71.1 73.3 42.1 48.4 57.9 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 27,346: 4,712 3,488 0 21,792 19,732 26,504 23,220: 842 4,126
Old : 27,346: 4,712 3,488 0 21,792 19,732 26,504 23,220: 842 4,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.8 0.0 79.7 72.2 96.9 84.9: 3.1 15.1
Old : 100.0: 17.2 12.8 0.0 79.7 72.2 96.9 84.9: 3.1 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 0 11 11 14 13:
Old : 25: 3 2 0 11 11 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 60.8 86.7 77.9 64.8 60.8 85.5 77.6
Old : 64.8 60.8 86.7 77.9 64.8 60.8 85.5 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 852,117: 186,172 59,260 127,924 524,746 659,923 838,842 847,107: 13,275 5,010
Old : 852,117: 186,172 59,260 127,924 524,746 659,923 838,842 847,107: 13,275 5,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -27,206: 14,014 5,912 -1,085 -41,141 -26,191 -28,212 -21,364: 1,006 -5,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.0 15.0 61.6 77.4 98.4 99.4: 1.6 0.6
Old : 100.0: 21.8 7.0 15.0 61.6 77.4 98.4 99.4: 1.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 14 12 24 72 68 99 93:
Old : 106: 14 12 24 72 68 99 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 24.4 46.0 38.5 26.6 20.0 33.3 30.0
Old : 33.5 24.4 46.0 38.5 26.6 20.0 33.3 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 879,323: 172,158 53,348 129,009 565,887 686,114 867,054 868,471: 12,269 10,852
Old : 879,323: 172,158 53,348 129,009 565,887 686,114 867,054 868,471: 12,269 10,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 14,721: -6,164 -5,623 6,133 11,754 14,106 11,723 14,616: 2,998 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 6.1 14.7 64.4 78.0 98.6 98.8: 1.4 1.2
Old : 100.0: 19.6 6.1 14.7 64.4 78.0 98.6 98.8: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 16 13 23 88 77 114 104:
Old : 124: 16 13 23 88 77 114 104:
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 : 31.1 23.6 43.2 38.5 23.7 19.7 30.4 29.8
Old : 31.1 23.6 43.2 38.5 23.7 19.7 30.4 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,421: 7,518 14,597 21,595 34,270 29,761 63,383 65,953: 4,038 1,468
Old : 67,421: 7,518 14,597 21,595 34,270 29,761 63,383 65,953: 4,038 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 6,367: -1,587 567 2,731 6,002 4,262 7,146 7,560: -779 -1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 21.7 32.0 50.8 44.1 94.0 97.8: 6.0 2.2
Old : 100.0: 11.2 21.7 32.0 50.8 44.1 94.0 97.8: 6.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 5 9 19 20 30 29:
Old : 33: 6 5 9 19 20 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 50.5 68.6 73.9 22.5 25.7 31.9 36.3
Old : 53.1 50.5 68.6 73.9 22.5 25.7 31.9 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,054: 9,105 14,030 18,864 28,268 25,499 56,237 58,393: 4,817 2,661
Old : 61,054: 9,105 14,030 18,864 28,268 25,499 56,237 58,393: 4,817 2,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -16,533: -7,226 -9,162 -1,221 -9,551 -7,394 -17,998 -17,777: 1,465 1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 23.0 30.9 46.3 41.8 92.1 95.6: 7.9 4.4
Old : 100.0: 14.9 23.0 30.9 46.3 41.8 92.1 95.6: 7.9 4.4
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 : 29: 6 4 8 18 17 28 25:
Old : 29: 6 4 8 18 17 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 51.0 68.2 72.4 22.0 27.4 31.3 36.6
Old : 52.4 51.0 68.2 72.4 22.0 27.4 31.3 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 33,726: 5,000 178 5,725 22,721 27,003 33,446 32,906: 280 820
Old : 33,726: 5,000 178 5,725 22,721 27,003 33,446 32,906: 280 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,353: 271 -2 -104 -1,283 -1,147 -1,116 -1,252: -237 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.5 17.0 67.4 80.1 99.2 97.6: 0.8 2.4
Old : 100.0: 14.8 0.5 17.0 67.4 80.1 99.2 97.6: 0.8 2.4
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 : 31: 3 2 5 22 24 27 29:
Old : 31: 3 2 5 22 24 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 69.1 75.5 79.8 47.6 59.9 57.5 62.5
Old : 52.2 69.1 75.5 79.8 47.6 59.9 57.5 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 35,079: 4,729 180 5,829 24,005 28,150 34,562 34,158: 517 921
Old : 35,079: 4,729 180 5,829 24,005 28,150 34,562 34,158: 517 921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 33: 38 -30 372 -466 -807 -55 -465: 89 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.5 16.6 68.4 80.2 98.5 97.4: 1.5 2.6
Old : 100.0: 13.5 0.5 16.6 68.4 80.2 98.5 97.4: 1.5 2.6
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 : 33: 5 1 5 25 24 30 30:
Old : 33: 5 1 5 25 24 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 67.1 73.4 77.8 45.4 59.3 54.6 62.3
Old : 50.4 67.1 73.4 77.8 45.4 59.3 54.6 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 0F 400 MEGAWATT HOURS) :
: : :
All : 19,414: 1,681 3,806 840 16,893 14,768 19,414 19,414: 0 0
Old : 19,414: 1,681 3,806 840 16,893 14,768 19,414 19,414: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,940: -276 -1,242 -230 -1,434 -468 -1,940 -1,940: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 19.6 4.3 87.0 76.1 100.0 100.0: 0.0 0.0
Old : 100.0: 8.7 19.6 4.3 87.0 76.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 1 15 12 17 15:
Old : 23: 1 3 1 15 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 61.7 91.0 81.4 76.5 59.1 82.8 76.2
Old : 79.1 61.7 91.0 81.4 76.5 59.1 82.8 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 21,354: 1,957 5,048 1,070 18,327 15,236 21,354 21,354: 0 0
Old : 21,354: 1,957 5,048 1,070 18,327 15,236 21,354 21,354: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -90: 0 0 0 82 82 82 82: -172 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 23.6 5.0 85.8 71.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.2 23.6 5.0 85.8 71.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 2 17 16 20 20:
Old : 27: 2 3 2 17 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 61.3 87.7 79.9 71.5 58.7 77.4 72.2
Old : 75.6 61.3 87.7 79.9 71.5 58.7 77.4 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 0F 400 MEGAWATT HOURS) :
: : :
All : 6,860: 842 2,550 634 5,384 3,424 6,860 6,608: 0 252
Old : 6,860: 842 2,550 634 5,384 3,424 6,860 6,608: 0 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -794: -46 460 -460 -265 -1,046 -771 -1,046: -23 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 37.2 9.2 78.5 49.9 100.0 96.3: 0.0 3.7
Old : 100.0: 12.3 37.2 9.2 78.5 49.9 100.0 96.3: 0.0 3.7
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 : 20: 2 2 2 10 10 13 13:
Old : 20: 2 2 2 10 10 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 63.4 90.2 89.6 56.9 53.7 76.6 73.5
Old : 64.9 63.4 90.2 89.6 56.9 53.7 76.6 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,654: 888 2,090 1,094 5,649 4,470 7,631 7,654: 23 0
Old : 7,654: 888 2,090 1,094 5,649 4,470 7,631 7,654: 23 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 27.3 14.3 73.8 58.4 99.7 100.0: 0.3 0.0
Old : 100.0: 11.6 27.3 14.3 73.8 58.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 3 12 12 17 15:
Old : 24: 3 2 3 12 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 64.3 89.6 91.5 54.3 50.1 71.9 71.8
Old : 61.5 64.3 89.6 91.5 54.3 50.1 71.9 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 1,000 BARRELS) :
: : :
All : 1,112,277: 76,249 38,191 265,395 705,292 723,596 1,046,936 1,027,183: 65,341 85,095
Old : 1,112,277: 76,249 38,191 265,395 705,292 723,596 1,046,936 1,027,183: 65,341 85,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 15,335: 3,916 -443 -2,255 1,975 4,468 3,636 1,771: 11,699 13,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 3.4 23.9 63.4 65.1 94.1 92.3: 5.9 7.7
Old : 100.0: 6.9 3.4 23.9 63.4 65.1 94.1 92.3: 5.9 7.7
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 : 225: 54 71 80 82 86 185 194:
Old : 225: 54 71 80 82 86 185 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 24.2 32.5 34.7 10.3 10.9 14.9 14.2
Old : 20.7 24.2 32.5 34.7 10.3 10.9 14.9 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,096,942: 72,333 38,634 267,650 703,318 719,128 1,043,300 1,025,411: 53,643 71,531
Old : 1,096,942: 72,333 38,634 267,650 703,318 719,128 1,043,300 1,025,411: 53,643 71,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 36,563: 297 -3,641 18,545 26,034 25,625 44,876 40,528: -8,313 -3,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 3.5 24.4 64.1 65.6 95.1 93.5: 4.9 6.5
Old : 100.0: 6.6 3.5 24.4 64.1 65.6 95.1 93.5: 4.9 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 58 60 81 84 85 186 191:
Old : 219: 58 60 81 84 85 186 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 25.0 33.0 36.4 10.1 11.4 14.7 14.9
Old : 20.8 25.0 33.0 36.4 10.1 11.4 14.7 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 TROY OUNCES) :
: : :
All : 12,598: 7,255 2,657 34 2,598 8,766 9,887 11,457: 2,711 1,141
Old : 12,598: 7,255 2,657 34 2,598 8,766 9,887 11,457: 2,711 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -38: 48 163 -57 19 -131 10 -25: -48 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 21.1 0.3 20.6 69.6 78.5 90.9: 21.5 9.1
Old : 100.0: 57.6 21.1 0.3 20.6 69.6 78.5 90.9: 21.5 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 61 20 1 9 23 71 43:
Old : 113: 61 20 1 9 23 71 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 42.6 39.0 57.9 25.3 42.6 39.0 57.9
Old : 25.3 42.6 39.0 57.9 25.3 42.6 39.0 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,636: 7,207 2,494 91 2,579 8,897 9,877 11,482: 2,759 1,154
Old : 12,636: 7,207 2,494 91 2,579 8,897 9,877 11,482: 2,759 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 521: 346 384 -59 262 194 549 519: -28 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 19.7 0.7 20.4 70.4 78.2 90.9: 21.8 9.1
Old : 100.0: 57.0 19.7 0.7 20.4 70.4 78.2 90.9: 21.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 63 15 3 10 22 74 40:
Old : 110: 63 15 3 10 22 74 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 42.4 38.6 57.8 25.3 42.4 38.6 57.8
Old : 25.3 42.4 38.6 57.8 25.3 42.4 38.6 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 50 TROY OUNCES) :
: : :
All : 6,205: 2,293 167 80 2,404 5,183 4,777 5,430: 1,428 775
Old : 6,205: 2,293 167 80 2,404 5,183 4,777 5,430: 1,428 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -124: -6 11 80 -18 87 56 178: -180 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 2.7 1.3 38.7 83.5 77.0 87.5: 23.0 12.5
Old : 100.0: 37.0 2.7 1.3 38.7 83.5 77.0 87.5: 23.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 2 1 10 14 26 17:
Old : 40: 16 2 1 10 14 26 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 : 37.7 63.7 51.8 76.5 37.7 63.6 51.3 76.2
Old : 37.7 63.7 51.8 76.5 37.7 63.6 51.3 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 6,329: 2,299 156 0 2,422 5,096 4,721 5,252: 1,608 1,077
Old : 6,329: 2,299 156 0 2,422 5,096 4,721 5,252: 1,608 1,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: -49: 632 -800 -296 -463 938 -127 -158: 78 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 2.5 0.0 38.3 80.5 74.6 83.0: 25.4 17.0
Old : 100.0: 36.3 2.5 0.0 38.3 80.5 74.6 83.0: 25.4 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 2 0 10 12 25 14:
Old : 36: 15 2 0 10 12 25 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 63.4 52.2 76.4 37.6 63.2 52.2 76.2
Old : 37.6 63.4 52.2 76.4 37.6 63.2 52.2 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 42,000 U.S. GALLONS) :
: : :
All : 180,803: 16,515 13,345 26,648 125,239 125,389 168,402 165,382: 12,401 15,421
Old : 180,803: 16,515 13,345 26,648 125,239 125,389 168,402 165,382: 12,401 15,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,763: 1,554 -275 2,739 -5,870 -3,190 -1,578 -726: -1,186 -2,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 7.4 14.7 69.3 69.4 93.1 91.5: 6.9 8.5
Old : 100.0: 9.1 7.4 14.7 69.3 69.4 93.1 91.5: 6.9 8.5
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 : 152: 32 29 37 77 73 129 124:
Old : 152: 32 29 37 77 73 129 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 19.1 43.3 29.7 28.6 13.0 35.5 19.2
Old : 32.4 19.1 43.3 29.7 28.6 13.0 35.5 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 183,567: 14,961 13,620 23,909 131,110 128,579 169,980 166,108: 13,587 17,459
Old : 183,567: 14,961 13,620 23,909 131,110 128,579 169,980 166,108: 13,587 17,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 3,262: 609 3,577 -3,069 5,492 1,863 3,033 2,371: 229 891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 7.4 13.0 71.4 70.0 92.6 90.5: 7.4 9.5
Old : 100.0: 8.2 7.4 13.0 71.4 70.0 92.6 90.5: 7.4 9.5
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 : 146: 27 27 32 75 74 121 121:
Old : 146: 27 27 32 75 74 121 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 19.1 42.6 30.0 27.7 13.2 34.3 19.3
Old : 32.2 19.1 42.6 30.0 27.7 13.2 34.3 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 1,000 BARRELS) :
: : :
All : 18,115: 0 3,805 4,320 13,615 9,990 17,935 18,115: 180 0
Old : 18,115: 0 3,805 4,320 13,615 9,990 17,935 18,115: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,093: -15 666 -766 -312 -993 -1,093 -1,093: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.0 23.8 75.2 55.1 99.0 100.0: 1.0 0.0
Old : 100.0: 0.0 21.0 23.8 75.2 55.1 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 5 2 14 13 16 18:
Old : 25: 0 5 2 14 13 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 77.2 89.5 88.3 46.5 49.3 57.3 58.4
Old : 68.3 77.2 89.5 88.3 46.5 49.3 57.3 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,208: 15 3,139 5,086 13,927 10,983 19,028 19,208: 180 0
Old : 19,208: 15 3,139 5,086 13,927 10,983 19,028 19,208: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 224: 0 -81 15 329 290 344 224: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 16.3 26.5 72.5 57.2 99.1 100.0: 0.9 0.0
Old : 100.0: 0.1 16.3 26.5 72.5 57.2 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 6 3 17 16 20 23:
Old : 28: 1 6 3 17 16 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 73.6 88.7 86.1 43.2 43.7 54.8 53.9
Old : 68.6 73.6 88.7 86.1 43.2 43.7 54.8 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 1,000 BARRELS) :
: : :
All : 8,677: 450 2,106 402 7,825 6,169 8,677 8,677: 0 0
Old : 8,677: 450 2,106 402 7,825 6,169 8,677 8,677: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -330: -100 -410 -45 -185 125 -330 -330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 24.3 4.6 90.2 71.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.2 24.3 4.6 90.2 71.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 15 14 17 16:
Old : 21: 1 1 2 15 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 74.0 81.9 89.9 43.9 50.3 52.2 53.7
Old : 60.3 74.0 81.9 89.9 43.9 50.3 52.2 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,007: 550 2,516 447 8,010 6,044 9,007 9,007: 0 0
Old : 9,007: 550 2,516 447 8,010 6,044 9,007 9,007: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2004 :
: 150: 0 150 0 150 0 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 27.9 5.0 88.9 67.1 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 27.9 5.0 88.9 67.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 16 14 18 16:
Old : 22: 1 1 2 16 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 75.3 80.3 91.1 42.6 50.1 50.8 53.4
Old : 58.4 75.3 80.3 91.1 42.6 50.1 50.8 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2005