WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 241,758: 31,412 71,375 37,805 134,268 100,713 203,486 209,893: 38,272 31,865
Old : 194,869: 38,476 69,432 19,699 106,055 80,977 164,230 170,108: 30,640 24,761
Other: 46,889: 4,251 13,258 6,792 28,214 19,736 39,256 39,785: 7,632 7,103
: : :
: : Changes in Commitments from: January 18, 2005 :
: 5,652: -4,503 -4,924 2,174 5,119 6,156 2,790 3,406: 2,861 2,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 29.5 15.6 55.5 41.7 84.2 86.8: 15.8 13.2
Old : 100.0: 19.7 35.6 10.1 54.4 41.6 84.3 87.3: 15.7 12.7
Other: 100.0: 9.1 28.3 14.5 60.2 42.1 83.7 84.9: 16.3 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 79 93 75 58 58 176 194:
Old : 243: 90 83 60 52 56 161 182:
Other: 110: 18 45 35 29 37 76 90:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 27.0 42.8 33.2 29.7 25.0 41.7 31.1
Old : 34.1 28.5 45.9 35.8 33.8 27.3 45.2 34.6
Other: 49.6 29.1 57.0 38.8 46.7 24.2 49.4 32.7
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 236,106: 35,915 76,299 35,631 129,149 94,558 200,696 206,488: 35,411 29,619
Old : 192,566: 43,710 74,499 18,411 101,997 75,928 164,118 168,839: 28,448 23,728
Other: 43,540: 3,646 13,240 5,780 27,152 18,630 36,578 37,649: 6,962 5,891
: : :
: : Changes in Commitments from: January 11, 2005 :
: 9,815: -281 10,735 1,871 5,707 -3,132 7,297 9,474: 2,518 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 32.3 15.1 54.7 40.0 85.0 87.5: 15.0 12.5
Old : 100.0: 22.7 38.7 9.6 53.0 39.4 85.2 87.7: 14.8 12.3
Other: 100.0: 8.4 30.4 13.3 62.4 42.8 84.0 86.5: 16.0 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 104 112 84 61 70 205 235:
Old : 301: 112 107 69 56 66 191 220:
Other: 121: 25 40 33 32 47 79 99:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 24.7 42.9 31.2 29.2 22.7 41.2 28.2
Old : 33.5 25.4 45.8 32.6 33.5 24.3 44.7 31.0
Other: 49.2 33.2 58.8 42.6 46.6 28.7 50.5 37.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 778,220: 64,750 190,490 111,582 451,211 278,466 627,544 580,538: 150,676 197,682
Old : 675,341: 59,634 185,055 96,283 382,755 235,808 538,673 517,146: 136,668 158,195
Other: 102,878: 10,399 10,717 10,016 68,456 42,659 88,871 63,392: 14,008 39,486
: : :
: : Changes in Commitments from: January 18, 2005 :
: 8,397: -11,046 -8,900 10,138 -22,636 -25,926 -23,543 -24,687: 31,940 33,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 24.5 14.3 58.0 35.8 80.6 74.6: 19.4 25.4
Old : 100.0: 8.8 27.4 14.3 56.7 34.9 79.8 76.6: 20.2 23.4
Other: 100.0: 10.1 10.4 9.7 66.5 41.5 86.4 61.6: 13.6 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 119 160 132 198 169 398 387:
Old : 505: 114 163 123 192 157 384 367:
Other: 245: 51 40 39 74 123 136 191:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 13.0 24.4 18.1 15.1 10.1 24.0 13.8
Old : 15.7 13.2 25.1 18.5 15.7 10.7 24.7 14.9
Other: 39.7 13.9 48.1 21.2 39.3 11.6 46.8 18.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 769,823: 75,796 199,390 101,444 473,847 304,392 651,087 605,226: 118,736 164,597
Old : 672,147: 70,022 192,991 88,379 405,160 258,325 563,561 539,695: 108,587 132,453
Other: 97,675: 10,337 10,962 8,502 68,687 46,067 87,526 65,531: 10,149 32,144
: : :
: : Changes in Commitments from: January 11, 2005 :
: 22,737: 1,804 44,993 -1,728 20,977 -26,791 21,053 16,473: 1,685 6,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 25.9 13.2 61.6 39.5 84.6 78.6: 15.4 21.4
Old : 100.0: 10.4 28.7 13.1 60.3 38.4 83.8 80.3: 16.2 19.7
Other: 100.0: 10.6 11.2 8.7 70.3 47.2 89.6 67.1: 10.4 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 743: 173 212 175 295 257 572 549:
Old : 728: 169 213 161 286 242 551 524:
Other: 361: 61 65 45 99 185 177 278:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 13.4 24.1 18.1 14.9 10.5 23.9 14.4
Old : 15.8 13.4 25.2 18.4 15.8 10.7 24.8 15.1
Other: 39.3 15.2 47.7 22.0 39.0 12.5 46.9 19.2
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 9,562: 3,267 420 481 1,471 6,048 5,219 6,949: 4,343 2,613
Old : 8,957: 3,240 419 406 1,376 5,857 5,022 6,681: 3,935 2,277
Other: 605: 40 15 62 95 191 197 268: 407 337
: : :
: : Changes in Commitments from: January 18, 2005 :
: 681: 513 174 47 224 534 784 756: -103 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 4.4 5.0 15.4 63.2 54.6 72.7: 45.4 27.3
Old : 100.0: 36.2 4.7 4.5 15.4 65.4 56.1 74.6: 43.9 25.4
Other: 100.0: 6.7 2.5 10.3 15.7 31.6 32.7 44.3: 67.3 55.7
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 17 6 5 10 15 30 23:
Old : 38: 17 6 5 10 15 30 23:
Other: 11: 2 3 4 2 5 7 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 : 26.3 38.0 36.0 51.4 22.2 33.2 29.1 42.6
Old : 27.0 39.6 37.4 53.5 23.7 34.4 31.0 44.7
Other: 28.7 31.3 32.7 42.9 22.0 28.6 22.0 33.7
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 8,881: 2,753 246 434 1,248 5,513 4,435 6,193: 4,446 2,688
Old : 8,428: 2,722 268 346 1,188 5,403 4,256 6,017: 4,172 2,411
Other: 453: 66 13 53 60 110 179 176: 274 277
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,115: 951 -345 0 -338 666 613 321: 502 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 2.8 4.9 14.0 62.1 49.9 69.7: 50.1 30.3
Old : 100.0: 32.3 3.2 4.1 14.1 64.1 50.5 71.4: 49.5 28.6
Other: 100.0: 14.6 2.8 11.8 13.2 24.3 39.6 38.9: 60.4 61.1
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 21 4 7 9 14 32 23:
Old : 39: 21 4 7 9 14 32 23:
Other: 11: 4 2 5 2 4 8 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 : 21.6 42.8 30.2 55.1 16.5 37.5 23.4 45.4
Old : 22.1 44.0 31.1 56.8 17.4 38.5 24.7 47.1
Other: 32.8 32.0 39.6 38.7 27.1 25.1 27.4 26.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 337,307: 26,804 75,281 76,860 167,377 110,283 271,040 262,424: 66,267 74,883
Old : 312,553: 26,752 78,562 67,402 158,672 98,674 252,826 244,638: 59,727 67,915
Other: 24,754: 6,638 3,305 2,872 8,705 11,609 18,214 17,785: 6,539 6,968
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,970: -2,044 -3,671 1,941 -11,942 -11,238 -12,044 -12,967: 10,074 10,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 22.3 22.8 49.6 32.7 80.4 77.8: 19.6 22.2
Old : 100.0: 8.6 25.1 21.6 50.8 31.6 80.9 78.3: 19.1 21.7
Other: 100.0: 26.8 13.4 11.6 35.2 46.9 73.6 71.9: 26.4 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 89 126 117 94 99 256 276:
Old : 333: 91 126 108 93 92 245 266:
Other: 130: 36 34 19 26 47 76 86:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 19.0 37.3 25.8 19.3 9.5 26.9 13.5
Old : 28.5 17.8 38.7 25.0 20.1 8.2 28.4 12.8
Other: 30.5 42.6 41.4 48.9 25.9 35.3 36.2 40.6
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 339,277: 28,848 78,952 74,918 179,319 121,520 283,085 275,391: 56,193 63,887
Old : 315,707: 28,342 82,244 66,086 171,063 109,235 265,491 257,565: 50,216 58,142
Other: 23,570: 6,906 3,107 2,433 8,255 12,285 17,594 17,825: 5,977 5,745
: : :
: : Changes in Commitments from: January 11, 2005 :
: 26,906: 290 23,063 4,796 14,292 -4,594 19,378 23,265: 7,527 3,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 23.3 22.1 52.9 35.8 83.4 81.2: 16.6 18.8
Old : 100.0: 9.0 26.1 20.9 54.2 34.6 84.1 81.6: 15.9 18.4
Other: 100.0: 29.3 13.2 10.3 35.0 52.1 74.6 75.6: 25.4 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 108 181 143 121 130 322 371:
Old : 448: 109 183 124 120 121 305 355:
Other: 148: 42 35 20 29 56 81 101:
:----------------------------------------------------------------------------------------------------
: 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 20.5 38.6 27.3 19.3 9.5 26.9 13.6
Old : 28.7 20.0 40.0 27.2 20.0 8.6 28.2 13.3
Other: 30.1 42.8 41.6 49.9 26.8 37.9 37.7 44.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 180,483: 16,756 50,736 29,802 110,159 76,222 156,717 156,760: 23,766 23,724
Old : 161,903: 16,388 51,700 22,106 102,935 66,117 141,430 139,923: 20,474 21,981
Other: 18,580: 4,265 2,933 3,799 7,223 10,105 15,288 16,837: 3,292 1,743
: : :
: : Changes in Commitments from: January 18, 2005 :
: -2,576: 1,944 -2,234 289 -3,781 -90 -1,548 -2,035: -1,028 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 28.1 16.5 61.0 42.2 86.8 86.9: 13.2 13.1
Old : 100.0: 10.1 31.9 13.7 63.6 40.8 87.4 86.4: 12.6 13.6
Other: 100.0: 23.0 15.8 20.4 38.9 54.4 82.3 90.6: 17.7 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 31 52 36 54 47 107 124:
Old : 159: 37 56 33 53 46 106 120:
Other: 44: 9 13 13 20 10 37 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 : 24.5 26.0 36.9 34.2 20.3 19.2 30.0 25.5
Old : 26.2 26.2 38.7 34.1 24.5 22.8 36.2 29.9
Other: 32.9 53.3 50.8 69.9 25.0 45.7 39.8 54.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 183,059: 14,812 52,969 29,513 113,940 76,312 158,265 158,794: 24,794 24,265
Old : 165,906: 15,553 53,792 22,123 106,634 67,015 144,311 142,931: 21,595 22,975
Other: 17,153: 3,268 3,185 3,381 7,306 9,297 13,954 15,863: 3,199 1,290
: : :
: : Changes in Commitments from: January 11, 2005 :
: 13,639: -1,343 10,326 3,155 9,661 -2,090 11,474 11,392: 2,165 2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 28.9 16.1 62.2 41.7 86.5 86.7: 13.5 13.3
Old : 100.0: 9.4 32.4 13.3 64.3 40.4 87.0 86.2: 13.0 13.8
Other: 100.0: 19.0 18.6 19.7 42.6 54.2 81.4 92.5: 18.6 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 29 56 36 53 46 108 124:
Old : 159: 36 57 34 52 45 107 121:
Other: 45: 9 13 14 20 11 38 29:
:----------------------------------------------------------------------------------------------------
: 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 25.7 35.8 34.3 19.5 19.0 30.1 25.7
Old : 25.5 25.6 37.5 34.0 23.7 22.3 35.1 29.6
Other: 34.5 51.9 50.4 70.2 24.8 46.1 37.5 55.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 846,211: 175,090 151,217 83,594 425,394 413,576 684,079 648,387: 162,132 197,824
Old : 846,211: 175,090 151,217 83,594 425,394 413,576 684,079 648,387: 162,132 197,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 30,113: -6,371 30,622 -651 1,583 -52,556 -5,440 -22,585: 35,553 52,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 17.9 9.9 50.3 48.9 80.8 76.6: 19.2 23.4
Old : 100.0: 20.7 17.9 9.9 50.3 48.9 80.8 76.6: 19.2 23.4
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 : 172: 36 42 42 66 79 129 136:
Old : 172: 36 42 42 66 79 129 136:
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 14.2 30.1 24.4 14.9 13.0 21.7 19.8
Old : 20.9 14.2 30.1 24.4 14.9 13.0 21.7 19.8
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, January 18, 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 : 816,098: 181,462 120,595 84,246 423,812 466,132 689,519 670,973: 126,579 145,125
Old : 816,098: 181,462 120,595 84,246 423,812 466,132 689,519 670,973: 126,579 145,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 44,155: 4,705 12,003 5,962 29,169 23,489 39,835 41,455: 4,319 2,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 14.8 10.3 51.9 57.1 84.5 82.2: 15.5 17.8
Old : 100.0: 22.2 14.8 10.3 51.9 57.1 84.5 82.2: 15.5 17.8
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 : 231: 45 64 51 84 103 167 180:
Old : 231: 45 64 51 84 103 167 180:
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 : 21.7 15.5 30.3 25.5 16.2 14.2 22.9 21.2
Old : 21.7 15.5 30.3 25.5 16.2 14.2 22.9 21.2
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 25, 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 : 173,477: 8,645 39,449 36,706 97,985 69,348 143,336 145,503: 30,141 27,975
Old : 156,094: 11,912 37,457 28,237 87,870 63,826 128,019 129,520: 28,076 26,574
Other: 17,383: 1,528 6,787 3,674 10,115 5,521 15,318 15,982: 2,065 1,401
: : :
: : Changes in Commitments from: January 18, 2005 :
: -5,054: 1,617 1,215 -92 -7,970 -7,701 -6,444 -6,578: 1,391 1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 22.7 21.2 56.5 40.0 82.6 83.9: 17.4 16.1
Old : 100.0: 7.6 24.0 18.1 56.3 40.9 82.0 83.0: 18.0 17.0
Other: 100.0: 8.8 39.0 21.1 58.2 31.8 88.1 91.9: 11.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 22 57 56 55 57 120 148:
Old : 170: 34 53 54 54 55 119 144:
Other: 63: 12 19 20 27 12 52 40:
:----------------------------------------------------------------------------------------------------
: 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 19.3 36.7 26.4 21.8 9.2 28.3 15.1
Old : 25.4 18.7 35.8 26.2 22.3 10.3 29.5 16.5
Other: 42.0 49.8 57.9 66.5 38.4 41.8 47.7 52.8
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 178,531: 7,028 38,234 36,798 105,955 77,049 149,781 152,080: 28,750 26,451
Old : 162,452: 10,580 37,073 28,468 96,848 71,277 135,896 136,818: 26,556 25,633
Other: 16,079: 1,282 5,994 3,495 9,107 5,772 13,885 15,262: 2,195 817
: : :
: : Changes in Commitments from: January 11, 2005 :
: 12,944: -6,706 13,620 2,901 17,177 -5,425 13,372 11,097: -427 1,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 21.4 20.6 59.3 43.2 83.9 85.2: 16.1 14.8
Old : 100.0: 6.5 22.8 17.5 59.6 43.9 83.7 84.2: 16.3 15.8
Other: 100.0: 8.0 37.3 21.7 56.6 35.9 86.4 94.9: 13.6 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 29 49 53 58 56 122 143:
Old : 169: 38 47 51 57 54 121 139:
Other: 61: 7 22 16 28 13 50 37:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 21.9 39.4 29.3 24.2 11.5 30.4 17.4
Old : 27.7 21.4 38.7 29.1 25.4 12.3 32.1 18.9
Other: 40.3 51.2 55.8 65.6 35.2 38.7 44.0 49.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 4,818: 1,606 1,407 353 1,239 1,484 3,198 3,244: 1,621 1,574
Old : 4,797: 1,606 1,409 333 1,239 1,481 3,179 3,224: 1,618 1,573
Other: 22: 3 1 16 0 3 19 20: 3 1
: : :
: : Changes in Commitments from: January 18, 2005 :
: 150: -25 -27 -8 30 86 -3 51: 153 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 29.2 7.3 25.7 30.8 66.4 67.3: 33.6 32.7
Old : 100.0: 33.5 29.4 6.9 25.8 30.9 66.3 67.2: 33.7 32.8
Other: 100.0: 14.0 5.0 74.2 0.0 13.9 88.1 93.1: 11.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 9 3 12 9 27 18:
Old : 34: 13 8 3 12 9 27 18:
Other: 4: 2 1 3 0 1 3 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 : 31.2 37.4 41.6 53.1 24.2 35.9 33.8 45.8
Old : 31.3 37.3 41.4 53.0 24.3 36.0 34.0 46.0
Other: 88.1 93.1 88.1 93.1 14.0 18.9 14.0 18.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 4,669: 1,631 1,434 361 1,209 1,398 3,201 3,193: 1,468 1,476
Old : 4,651: 1,631 1,435 344 1,209 1,397 3,185 3,176: 1,467 1,475
Other: 18: 2 1 15 0 1 17 17: 1 1
: : :
: : Changes in Commitments from: January 11, 2005 :
: 121: 4 32 51 124 70 180 154: -59 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 30.7 7.7 25.9 29.9 68.6 68.4: 31.4 31.6
Old : 100.0: 35.1 30.9 7.4 26.0 30.0 68.5 68.3: 31.5 31.7
Other: 100.0: 9.5 6.0 85.0 0.0 5.7 94.5 96.7: 5.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 10 3 12 8 25 18:
Old : 33: 10 10 3 12 8 25 18:
Other: 4: 2 1 3 0 1 3 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 : 31.9 38.4 45.9 52.1 29.0 37.6 39.6 48.1
Old : 32.1 38.6 45.8 52.0 29.1 37.7 39.7 48.3
Other: 94.5 96.7 94.5 96.7 9.5 11.7 9.5 11.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 312,683: 80,008 80,054 1,023 182,049 136,803 263,080 217,880: 49,603 94,803
Old : 312,683: 80,008 80,054 1,023 182,049 136,803 263,080 217,880: 49,603 94,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 16,405: 376 -8,530 -435 -3,790 -11,531 -3,849 -20,496: 20,255 36,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 25.6 0.3 58.2 43.8 84.1 69.7: 15.9 30.3
Old : 100.0: 25.6 25.6 0.3 58.2 43.8 84.1 69.7: 15.9 30.3
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 : 108: 14 32 2 37 43 53 75:
Old : 108: 14 32 2 37 43 53 75:
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 : 32.1 16.6 45.8 24.7 31.7 16.6 44.7 24.2
Old : 32.1 16.6 45.8 24.7 31.7 16.6 44.7 24.2
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, January 18, 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 : 296,278: 79,632 88,583 1,458 185,839 148,334 266,929 238,375: 29,348 57,902
Old : 296,278: 79,632 88,583 1,458 185,839 148,334 266,929 238,375: 29,348 57,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 24,067: 6,453 932 1,084 12,531 17,710 20,068 19,726: 3,999 4,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 29.9 0.5 62.7 50.1 90.1 80.5: 9.9 19.5
Old : 100.0: 26.9 29.9 0.5 62.7 50.1 90.1 80.5: 9.9 19.5
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 : 175: 26 56 4 49 70 78 127:
Old : 175: 26 56 4 49 70 78 127:
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 : 30.2 17.6 44.8 25.9 29.8 17.4 43.7 24.9
Old : 30.2 17.6 44.8 25.9 29.8 17.4 43.7 24.9
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 25, 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 : 2,060,643: 281,062 312,443 234,545 1,248,641 978,271 1,764,249 1,525,259: 296,394 535,384
Old : 2,060,643: 281,062 312,443 234,545 1,248,641 978,271 1,764,249 1,525,259: 296,394 535,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -82,716: -121,253 -32,526 -48,129 -23,950 -182,661 -193,332 -263,315: 110,616 180,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.2 11.4 60.6 47.5 85.6 74.0: 14.4 26.0
Old : 100.0: 13.6 15.2 11.4 60.6 47.5 85.6 74.0: 14.4 26.0
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 : 263: 45 67 66 106 135 191 228:
Old : 263: 45 67 66 106 135 191 228:
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 : 33.4 11.0 42.8 18.7 28.6 8.8 35.9 13.8
Old : 33.4 11.0 42.8 18.7 28.6 8.8 35.9 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 2,143,359: 402,315 344,968 282,674 1,272,592 1,160,932 1,957,581 1,788,574: 185,778 354,785
Old : 2,143,359: 402,315 344,968 282,674 1,272,592 1,160,932 1,957,581 1,788,574: 185,778 354,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -22,636: 2,792 -32,284 9,326 -29,593 9,829 -17,475 -13,130: -5,161 -9,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 16.1 13.2 59.4 54.2 91.3 83.4: 8.7 16.6
Old : 100.0: 18.8 16.1 13.2 59.4 54.2 91.3 83.4: 8.7 16.6
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 : 406: 76 110 99 149 200 275 360:
Old : 406: 76 110 99 149 200 275 360:
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 : 36.7 12.0 47.3 20.2 32.5 9.6 39.3 14.5
Old : 36.7 12.0 47.3 20.2 32.5 9.6 39.3 14.5
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 25, 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 : 1,383,840: 282,717 191,228 123,492 830,102 757,643 1,236,312 1,072,363: 147,529 311,477
Old : 1,383,840: 282,717 191,228 123,492 830,102 757,643 1,236,312 1,072,363: 147,529 311,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -19,235: -54,548 -43,773 -10,161 -26,905 -102,620 -91,614 -156,555: 72,379 137,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.8 8.9 60.0 54.7 89.3 77.5: 10.7 22.5
Old : 100.0: 20.4 13.8 8.9 60.0 54.7 89.3 77.5: 10.7 22.5
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 : 192: 29 53 46 76 99 135 168:
Old : 192: 29 53 46 76 99 135 168:
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 16.8 40.8 25.9 20.1 15.8 33.4 23.0
Old : 25.5 16.8 40.8 25.9 20.1 15.8 33.4 23.0
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 18, 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 : 1,403,075: 337,266 235,001 133,654 857,007 860,263 1,327,926 1,228,918: 75,149 174,158
Old : 1,403,075: 337,266 235,001 133,654 857,007 860,263 1,327,926 1,228,918: 75,149 174,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 11,575: 7,096 -14,239 2,233 7,889 29,837 17,219 17,832: -5,643 -6,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 16.7 9.5 61.1 61.3 94.6 87.6: 5.4 12.4
Old : 100.0: 24.0 16.7 9.5 61.1 61.3 94.6 87.6: 5.4 12.4
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 : 319: 61 92 64 100 147 193 271:
Old : 319: 61 92 64 100 147 193 271:
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 16.2 38.4 25.4 17.9 15.3 31.1 22.7
Old : 23.4 16.2 38.4 25.4 17.9 15.3 31.1 22.7
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 25, 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 : 584,246: 153,789 55,855 165,466 232,793 335,480 552,048 556,800: 32,198 27,446
Old : 584,246: 153,789 55,855 165,466 232,793 335,480 552,048 556,800: 32,198 27,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 78,626: 27,999 13,928 6,184 31,663 46,923 65,847 67,036: 12,780 11,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.6 28.3 39.8 57.4 94.5 95.3: 5.5 4.7
Old : 100.0: 26.3 9.6 28.3 39.8 57.4 94.5 95.3: 5.5 4.7
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 : 122: 36 20 31 56 57 102 99:
Old : 122: 36 20 31 56 57 102 99:
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 33.6 52.7 48.1 21.4 28.0 30.6 37.0
Old : 33.9 33.6 52.7 48.1 21.4 28.0 30.6 37.0
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 18, 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 : 505,620: 125,790 41,926 159,282 201,130 288,556 486,202 489,765: 19,418 15,855
Old : 505,620: 125,790 41,926 159,282 201,130 288,556 486,202 489,765: 19,418 15,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 27,677: 15,466 4,120 10,598 5,000 16,407 31,064 31,126: -3,387 -3,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 8.3 31.5 39.8 57.1 96.2 96.9: 3.8 3.1
Old : 100.0: 24.9 8.3 31.5 39.8 57.1 96.2 96.9: 3.8 3.1
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 : 153: 48 28 41 64 63 127 117:
Old : 153: 48 28 41 64 63 127 117:
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 : 32.9 31.5 48.2 46.0 18.6 24.2 27.4 33.6
Old : 32.9 31.5 48.2 46.0 18.6 24.2 27.4 33.6
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 25, 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 : 49,578: 13,489 9,986 563 22,938 31,558 36,991 42,107: 12,588 7,471
Old : 49,578: 13,489 9,986 563 22,938 31,558 36,991 42,107: 12,588 7,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,243: -1,450 1,214 -265 -2,909 -1,093 -4,625 -145: 5,868 1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 20.1 1.1 46.3 63.7 74.6 84.9: 25.4 15.1
Old : 100.0: 27.2 20.1 1.1 46.3 63.7 74.6 84.9: 25.4 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 : 68: 26 14 6 22 11 53 26:
Old : 68: 26 14 6 22 11 53 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 : 30.6 63.1 44.0 73.0 30.6 62.4 44.0 72.2
Old : 30.6 63.1 44.0 73.0 30.6 62.4 44.0 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, January 18, 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 : 48,335: 14,939 8,772 829 25,848 32,651 41,615 42,252: 6,720 6,083
Old : 48,335: 14,939 8,772 829 25,848 32,651 41,615 42,252: 6,720 6,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,090: -2,296 -997 10 123 -295 -2,163 -1,281: 1,073 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 18.1 1.7 53.5 67.6 86.1 87.4: 13.9 12.6
Old : 100.0: 30.9 18.1 1.7 53.5 67.6 86.1 87.4: 13.9 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 : 87: 35 17 12 29 14 71 36:
Old : 87: 35 17 12 29 14 71 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 : 36.0 65.1 52.5 76.4 36.0 64.8 52.5 75.7
Old : 36.0 65.1 52.5 76.4 36.0 64.8 52.5 75.7
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 25, 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 : 70,585: 8,744 25,551 1,837 48,195 26,382 58,776 53,770: 11,809 16,814
Old : 70,585: 8,744 25,551 1,837 48,195 26,382 58,776 53,770: 11,809 16,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 3,691: -422 4,292 -3,923 4,365 -4,231 20 -3,862: 3,671 7,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 36.2 2.6 68.3 37.4 83.3 76.2: 16.7 23.8
Old : 100.0: 12.4 36.2 2.6 68.3 37.4 83.3 76.2: 16.7 23.8
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 : 71: 22 21 12 21 15 45 46:
Old : 71: 22 21 12 21 15 45 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 : 47.7 48.2 62.7 55.2 46.8 48.0 61.8 54.5
Old : 47.7 48.2 62.7 55.2 46.8 48.0 61.8 54.5
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 18, 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 : 66,893: 9,166 21,259 5,759 43,830 30,613 58,756 57,632: 8,138 9,261
Old : 66,893: 9,166 21,259 5,759 43,830 30,613 58,756 57,632: 8,138 9,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 4,463: 1,515 3,318 733 3,440 434 5,688 4,485: -1,225 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 31.8 8.6 65.5 45.8 87.8 86.2: 12.2 13.8
Old : 100.0: 13.7 31.8 8.6 65.5 45.8 87.8 86.2: 12.2 13.8
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 : 101: 29 37 21 24 20 65 66:
Old : 101: 29 37 21 24 20 65 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 : 42.3 56.7 60.8 66.4 41.7 55.3 57.5 61.2
Old : 42.3 56.7 60.8 66.4 41.7 55.3 57.5 61.2
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 25, 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 : 39,125: 7,850 10,239 1,014 29,977 26,480 38,841 37,733: 284 1,392
Old : 39,125: 7,850 10,239 1,014 29,977 26,480 38,841 37,733: 284 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -772: 5,958 -98 0 -6,803 -759 -845 -857: 73 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 26.2 2.6 76.6 67.7 99.3 96.4: 0.7 3.6
Old : 100.0: 20.1 26.2 2.6 76.6 67.7 99.3 96.4: 0.7 3.6
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 : 55: 6 21 3 17 15 26 36:
Old : 55: 6 21 3 17 15 26 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 : 52.3 47.8 76.6 72.4 52.3 47.4 76.5 71.9
Old : 52.3 47.8 76.6 72.4 52.3 47.4 76.5 71.9
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 18, 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 : 39,897: 1,892 10,337 1,014 36,780 27,239 39,686 38,590: 211 1,307
Old : 39,897: 1,892 10,337 1,014 36,780 27,239 39,686 38,590: 211 1,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 4,022: 196 3,942 8 3,937 153 4,141 4,103: -119 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 25.9 2.5 92.2 68.3 99.5 96.7: 0.5 3.3
Old : 100.0: 4.7 25.9 2.5 92.2 68.3 99.5 96.7: 0.5 3.3
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 : 55: 4 22 3 17 16 24 38:
Old : 55: 4 22 3 17 16 24 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 : 52.1 47.2 79.9 71.5 52.1 46.8 79.8 71.0
Old : 52.1 47.2 79.9 71.5 52.1 46.8 79.8 71.0
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 25, 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 : 14,214: 5,718 1,587 0 8,480 12,167 14,198 13,754: 16 460
Old : 14,214: 5,718 1,587 0 8,480 12,167 14,198 13,754: 16 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 751: 5,718 -160 0 -4,971 915 747 755: 4 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 11.2 0.0 59.7 85.6 99.9 96.8: 0.1 3.2
Old : 100.0: 40.2 11.2 0.0 59.7 85.6 99.9 96.8: 0.1 3.2
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 : 24: 2 6 0 7 10 9 16:
Old : 24: 2 6 0 7 10 9 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 : 84.4 75.5 99.5 87.0 84.4 72.8 97.2 84.3
Old : 84.4 75.5 99.5 87.0 84.4 72.8 97.2 84.3
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 18, 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 : 13,463: 0 1,747 0 13,451 11,252 13,451 12,999: 12 464
Old : 13,463: 0 1,747 0 13,451 11,252 13,451 12,999: 12 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 197: 0 193 0 197 0 197 193: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.0 0.0 99.9 83.6 99.9 96.6: 0.1 3.4
Old : 100.0: 0.0 13.0 0.0 99.9 83.6 99.9 96.6: 0.1 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 : 24: 0 7 0 8 10 8 17:
Old : 24: 0 7 0 8 10 8 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 : 84.0 73.7 99.9 84.9 84.0 70.9 97.1 82.1
Old : 84.0 73.7 99.9 84.9 84.0 70.9 97.1 82.1
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 25, 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 : 32,817: 2,375 2,329 5,214 19,426 17,805 27,014 25,348: 5,803 7,470
Old : 32,817: 2,375 2,329 5,214 19,426 17,805 27,014 25,348: 5,803 7,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,702: -264 127 305 -660 -1,329 -619 -896: 2,321 2,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.1 15.9 59.2 54.3 82.3 77.2: 17.7 22.8
Old : 100.0: 7.2 7.1 15.9 59.2 54.3 82.3 77.2: 17.7 22.8
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 : 57: 16 5 15 27 25 47 41:
Old : 57: 16 5 15 27 25 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 : 43.0 29.2 54.9 44.7 41.0 28.5 46.1 41.7
Old : 43.0 29.2 54.9 44.7 41.0 28.5 46.1 41.7
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 18, 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 : 31,115: 2,639 2,201 4,909 20,086 19,134 27,633 26,244: 3,482 4,871
Old : 31,115: 2,639 2,201 4,909 20,086 19,134 27,633 26,244: 3,482 4,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,230: 706 335 481 929 1,072 2,116 1,887: 114 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.1 15.8 64.6 61.5 88.8 84.3: 11.2 15.7
Old : 100.0: 8.5 7.1 15.8 64.6 61.5 88.8 84.3: 11.2 15.7
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 : 89: 26 7 18 35 39 65 60:
Old : 89: 26 7 18 35 39 65 60:
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 : 43.4 28.3 55.2 43.3 42.5 27.5 48.0 40.3
Old : 43.4 28.3 55.2 43.3 42.5 27.5 48.0 40.3
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 25, 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 : 106,177: 26,180 3,224 20,996 38,050 45,685 85,226 69,905: 20,951 36,272
Old : 105,205: 26,379 3,231 20,790 37,608 45,521 84,777 69,542: 20,428 35,663
Other: 972: 7 199 0 442 164 449 363: 523 609
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,654: -4,868 105 1,139 882 -4,233 -2,847 -2,990: -807 -664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.0 19.8 35.8 43.0 80.3 65.8: 19.7 34.2
Old : 100.0: 25.1 3.1 19.8 35.7 43.3 80.6 66.1: 19.4 33.9
Other: 100.0: 0.7 20.5 0.0 45.5 16.9 46.2 37.3: 53.8 62.7
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 56 26 45 32 36 125 88:
Old : 146: 56 26 44 31 36 124 87:
Other: 9: 1 1 0 4 4 5 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 : 22.7 22.2 32.9 32.1 22.6 21.6 31.8 29.5
Old : 22.9 22.4 33.2 32.4 22.8 22.1 32.1 30.1
Other: 45.5 36.9 46.2 37.3 43.6 35.5 44.3 35.5
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 109,831: 31,048 3,119 19,857 37,168 49,918 88,073 72,894: 21,757 36,936
Old : 108,973: 31,201 3,119 19,697 36,836 49,764 87,734 72,580: 21,238 36,392
Other: 858: 7 160 0 332 154 339 314: 519 544
: : :
: : Changes in Commitments from: January 11, 2005 :
: 86: 513 -188 -107 -1,563 385 -1,157 89: 1,242 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 2.8 18.1 33.8 45.4 80.2 66.4: 19.8 33.6
Old : 100.0: 28.6 2.9 18.1 33.8 45.7 80.5 66.6: 19.5 33.4
Other: 100.0: 0.8 18.6 0.0 38.7 17.9 39.5 36.6: 60.5 63.4
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 66 22 51 31 34 136 91:
Old : 155: 66 22 51 30 34 135 91:
Other: 9: 1 1 0 5 3 6 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 : 21.7 25.0 31.8 34.7 21.6 24.5 30.6 32.4
Old : 21.9 25.2 32.0 35.0 21.8 24.8 30.9 32.9
Other: 38.1 36.6 39.5 36.6 36.0 34.5 37.4 34.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 2,071: 439 559 126 844 438 1,409 1,123: 662 948
Old : 2,071: 439 559 126 844 438 1,409 1,123: 662 948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -21: 64 80 1 -77 35 -12 116: -9 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 27.0 6.1 40.8 21.1 68.0 54.2: 32.0 45.8
Old : 100.0: 21.2 27.0 6.1 40.8 21.1 68.0 54.2: 32.0 45.8
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 : 26: 5 13 6 7 3 18 16:
Old : 26: 5 13 6 7 3 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 : 46.7 29.5 57.1 43.1 46.7 25.6 56.1 36.4
Old : 46.7 29.5 57.1 43.1 46.7 25.6 56.1 36.4
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, January 18, 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 : 2,092: 375 480 124 921 403 1,420 1,007: 672 1,085
Old : 2,092: 375 480 124 921 403 1,420 1,007: 672 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 27: -137 -126 -17 136 34 -18 -109: 45 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 22.9 5.9 44.0 19.3 67.9 48.1: 32.1 51.9
Old : 100.0: 17.9 22.9 5.9 44.0 19.3 67.9 48.1: 32.1 51.9
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 : 25: 4 13 6 7 3 17 16:
Old : 25: 4 13 6 7 3 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 : 48.2 27.4 59.9 37.7 47.6 24.3 55.9 30.7
Old : 48.2 27.4 59.9 37.7 47.6 24.3 55.9 30.7
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 25, 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 : 161,484: 41,769 8,296 33,707 65,996 78,475 141,472 120,477: 20,012 41,007
Old : 161,484: 41,769 8,296 33,707 65,996 78,475 141,472 120,477: 20,012 41,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,100: -3,633 317 380 1,865 -864 -1,389 -168: 289 -931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 5.1 20.9 40.9 48.6 87.6 74.6: 12.4 25.4
Old : 100.0: 25.9 5.1 20.9 40.9 48.6 87.6 74.6: 12.4 25.4
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 : 215: 58 32 47 78 107 160 169:
Old : 215: 58 32 47 78 107 160 169:
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 10.8 36.8 20.2 18.4 8.9 30.7 15.0
Old : 21.6 10.8 36.8 20.2 18.4 8.9 30.7 15.0
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 18, 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 : 162,583: 45,402 7,979 33,327 64,131 79,339 142,861 120,645: 19,723 41,938
Old : 162,583: 45,402 7,979 33,327 64,131 79,339 142,861 120,645: 19,723 41,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 47: 1,602 178 1,513 -2,845 -1,883 270 -192: -223 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 4.9 20.5 39.4 48.8 87.9 74.2: 12.1 25.8
Old : 100.0: 27.9 4.9 20.5 39.4 48.8 87.9 74.2: 12.1 25.8
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 : 214: 62 28 49 68 106 154 167:
Old : 214: 62 28 49 68 106 154 167:
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 : 21.2 11.3 36.1 20.6 18.1 8.7 30.4 14.7
Old : 21.2 11.3 36.1 20.6 18.1 8.7 30.4 14.7
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 25, 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 : 4,290: 1,541 230 235 504 2,510 2,280 2,975: 2,011 1,315
Old : 4,290: 1,541 230 235 504 2,510 2,280 2,975: 2,011 1,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 469: 249 -414 75 23 554 347 215: 122 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 5.4 5.5 11.7 58.5 53.1 69.4: 46.9 30.6
Old : 100.0: 35.9 5.4 5.5 11.7 58.5 53.1 69.4: 46.9 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 : 51: 21 6 7 12 23 37 32:
Old : 51: 21 6 7 12 23 37 32:
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 : 18.5 39.6 27.2 48.7 17.6 39.6 25.9 48.0
Old : 18.5 39.6 27.2 48.7 17.6 39.6 25.9 48.0
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 18, 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 : 3,822: 1,292 644 160 481 1,956 1,933 2,760: 1,889 1,062
Old : 3,822: 1,292 644 160 481 1,956 1,933 2,760: 1,889 1,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -141: -137 34 -43 -92 -11 -271 -19: 130 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 16.8 4.2 12.6 51.2 50.6 72.2: 49.4 27.8
Old : 100.0: 33.8 16.8 4.2 12.6 51.2 50.6 72.2: 49.4 27.8
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 : 45: 19 5 6 12 20 33 29:
Old : 45: 19 5 6 12 20 33 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 : 20.1 44.7 29.2 55.4 19.6 44.7 28.6 55.4
Old : 20.1 44.7 29.2 55.4 19.6 44.7 28.6 55.4
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 25, 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 : 23,899: 6,552 962 5,126 7,828 5,325 19,506 11,413: 4,393 12,486
Old : 23,899: 6,552 962 5,126 7,828 5,325 19,506 11,413: 4,393 12,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,362: 432 419 345 681 187 1,458 951: -96 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.0 21.5 32.8 22.3 81.6 47.8: 18.4 52.2
Old : 100.0: 27.4 4.0 21.5 32.8 22.3 81.6 47.8: 18.4 52.2
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 : 121: 38 14 29 49 50 101 83:
Old : 121: 38 14 29 49 50 101 83:
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 : 21.4 12.9 34.9 19.9 17.6 5.5 27.6 9.4
Old : 21.4 12.9 34.9 19.9 17.6 5.5 27.6 9.4
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 18, 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 : 22,537: 6,121 542 4,782 7,146 5,139 18,049 10,463: 4,489 12,075
Old : 22,537: 6,121 542 4,782 7,146 5,139 18,049 10,463: 4,489 12,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 961: 575 -188 507 -69 222 1,013 541: -52 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 2.4 21.2 31.7 22.8 80.1 46.4: 19.9 53.6
Old : 100.0: 27.2 2.4 21.2 31.7 22.8 80.1 46.4: 19.9 53.6
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 : 118: 36 14 27 43 49 94 79:
Old : 118: 36 14 27 43 49 94 79:
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 : 21.4 12.1 34.4 19.0 18.6 6.0 27.9 9.5
Old : 21.4 12.1 34.4 19.0 18.6 6.0 27.9 9.5
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 25, 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 : 87,407: 17,566 15,243 1,783 35,812 50,035 55,161 67,061: 32,246 20,346
Old : 87,407: 17,566 15,243 1,783 35,812 50,035 55,161 67,061: 32,246 20,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,356: -2,601 483 -77 3,987 -1,918 1,309 -1,512: 47 2,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 17.4 2.0 41.0 57.2 63.1 76.7: 36.9 23.3
Old : 100.0: 20.1 17.4 2.0 41.0 57.2 63.1 76.7: 36.9 23.3
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 : 62: 22 11 6 21 19 44 35:
Old : 62: 22 11 6 21 19 44 35:
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 : 20.2 36.2 32.1 50.2 18.5 36.2 28.8 50.1
Old : 20.2 36.2 32.1 50.2 18.5 36.2 28.8 50.1
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 18, 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 : 86,051: 20,166 14,760 1,860 31,825 51,953 53,852 68,573: 32,199 17,478
Old : 86,051: 20,166 14,760 1,860 31,825 51,953 53,852 68,573: 32,199 17,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 7,998: 241 4,902 524 7,004 2,114 7,770 7,540: 228 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 17.2 2.2 37.0 60.4 62.6 79.7: 37.4 20.3
Old : 100.0: 23.4 17.2 2.2 37.0 60.4 62.6 79.7: 37.4 20.3
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 : 62: 19 13 7 23 19 44 37:
Old : 62: 19 13 7 23 19 44 37:
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 41.9 28.8 55.6 16.1 41.9 27.5 55.3
Old : 17.3 41.9 28.8 55.6 16.1 41.9 27.5 55.3
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, January 25, 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 : 52,503: 8,109 13,224 459 29,808 22,892 38,376 36,575: 14,127 15,928
Old : 52,503: 8,109 13,224 459 29,808 22,892 38,376 36,575: 14,127 15,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -533: -3,069 907 191 2,502 -4,384 -376 -3,286: -158 2,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 25.2 0.9 56.8 43.6 73.1 69.7: 26.9 30.3
Old : 100.0: 15.4 25.2 0.9 56.8 43.6 73.1 69.7: 26.9 30.3
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 : 34: 11 8 4 13 6 24 18:
Old : 34: 11 8 4 13 6 24 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 : 41.7 44.8 57.7 59.8 41.7 44.7 57.6 59.5
Old : 41.7 44.8 57.7 59.8 41.7 44.7 57.6 59.5
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 18, 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 : 53,036: 11,178 12,317 268 27,306 27,276 38,752 39,861: 14,285 13,175
Old : 53,036: 11,178 12,317 268 27,306 27,276 38,752 39,861: 14,285 13,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,364: -761 494 155 1,493 -2,378 887 -1,729: -2,251 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 23.2 0.5 51.5 51.4 73.1 75.2: 26.9 24.8
Old : 100.0: 21.1 23.2 0.5 51.5 51.4 73.1 75.2: 26.9 24.8
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: 13 5 4 13 6 26 15:
Old : 33: 13 5 4 13 6 26 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 : 36.4 54.7 51.9 69.5 36.4 54.6 51.9 69.4
Old : 36.4 54.7 51.9 69.5 36.4 54.6 51.9 69.4
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 25, 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 : 69,348: 42,968 8,235 823 18,120 56,138 61,911 65,196: 7,437 4,152
Old : 69,348: 42,968 8,235 823 18,120 56,138 61,911 65,196: 7,437 4,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,336: -4,934 2,957 301 3,654 -5,697 -978 -2,439: -2,357 -897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 11.9 1.2 26.1 81.0 89.3 94.0: 10.7 6.0
Old : 100.0: 62.0 11.9 1.2 26.1 81.0 89.3 94.0: 10.7 6.0
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 : 83: 40 13 3 17 17 60 30:
Old : 83: 40 13 3 17 17 60 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 : 35.2 52.7 53.4 73.7 35.2 52.5 53.4 73.5
Old : 35.2 52.7 53.4 73.7 35.2 52.5 53.4 73.5
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, January 18, 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 : 72,683: 47,902 5,279 522 14,466 61,835 62,889 67,635: 9,794 5,048
Old : 72,683: 47,902 5,279 522 14,466 61,835 62,889 67,635: 9,794 5,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,256: 9,369 -1,277 -188 -2,921 7,350 6,260 5,885: -3,004 -2,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 7.3 0.7 19.9 85.1 86.5 93.1: 13.5 6.9
Old : 100.0: 65.9 7.3 0.7 19.9 85.1 86.5 93.1: 13.5 6.9
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 : 88: 48 9 1 16 19 65 28:
Old : 88: 48 9 1 16 19 65 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 : 36.3 56.7 51.7 75.5 36.3 55.8 51.7 74.6
Old : 36.3 56.7 51.7 75.5 36.3 55.8 51.7 74.6
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 25, 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 : 66,306: 18,616 2,570 553 23,465 45,528 42,634 48,650: 23,673 17,656
Old : 66,306: 18,616 2,570 553 23,465 45,528 42,634 48,650: 23,673 17,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -604: -2,140 333 -46 1,902 -1,974 -284 -1,687: -320 1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.9 0.8 35.4 68.7 64.3 73.4: 35.7 26.6
Old : 100.0: 28.1 3.9 0.8 35.4 68.7 64.3 73.4: 35.7 26.6
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: 15 6 4 13 12 31 19:
Old : 41: 15 6 4 13 12 31 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 : 25.6 45.5 37.5 65.6 24.7 43.6 36.1 62.4
Old : 25.6 45.5 37.5 65.6 24.7 43.6 36.1 62.4
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 18, 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 : 66,910: 20,756 2,237 599 21,563 47,502 42,917 50,338: 23,993 16,573
Old : 66,910: 20,756 2,237 599 21,563 47,502 42,917 50,338: 23,993 16,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,588: -1,984 873 336 -653 -4,164 -2,301 -2,955: 713 1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 3.3 0.9 32.2 71.0 64.1 75.2: 35.9 24.8
Old : 100.0: 31.0 3.3 0.9 32.2 71.0 64.1 75.2: 35.9 24.8
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 : 43: 20 5 4 11 12 33 19:
Old : 43: 20 5 4 11 12 33 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 : 24.4 48.5 35.8 68.8 24.1 48.5 34.2 65.6
Old : 24.4 48.5 35.8 68.8 24.1 48.5 34.2 65.6
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 25, 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 : 186,821: 33,928 32,835 1,980 110,922 131,007 146,830 165,823: 39,990 20,998
Old : 186,821: 33,928 32,835 1,980 110,922 131,007 146,830 165,823: 39,990 20,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -8,925: -5,877 1,065 -406 2,372 -8,728 -3,910 -8,069: -5,015 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 17.6 1.1 59.4 70.1 78.6 88.8: 21.4 11.2
Old : 100.0: 18.2 17.6 1.1 59.4 70.1 78.6 88.8: 21.4 11.2
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 : 72: 29 13 5 22 21 53 37:
Old : 72: 29 13 5 22 21 53 37:
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 : 47.0 49.8 57.4 68.2 30.4 42.9 38.4 51.9
Old : 47.0 49.8 57.4 68.2 30.4 42.9 38.4 51.9
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 18, 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 : 195,746: 39,804 31,770 2,386 108,550 139,736 150,741 173,892: 45,005 21,854
Old : 195,746: 39,804 31,770 2,386 108,550 139,736 150,741 173,892: 45,005 21,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 9,360: 4,881 20,345 -211 -3,961 -10,478 709 9,656: 8,651 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.2 1.2 55.5 71.4 77.0 88.8: 23.0 11.2
Old : 100.0: 20.3 16.2 1.2 55.5 71.4 77.0 88.8: 23.0 11.2
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 : 70: 27 14 4 22 21 52 36:
Old : 70: 27 14 4 22 21 52 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 : 43.2 49.9 54.3 68.8 27.6 43.8 36.7 53.7
Old : 43.2 49.9 54.3 68.8 27.6 43.8 36.7 53.7
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 25, 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 : 170,306: 26,048 20,413 22,060 63,001 74,551 111,108 117,024: 59,197 53,282
Old : 170,306: 26,048 20,413 22,060 63,001 74,551 111,108 117,024: 59,197 53,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 2,366: -2,791 5,654 178 12,133 566 9,520 6,398: -7,154 -4,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.0 13.0 37.0 43.8 65.2 68.7: 34.8 31.3
Old : 100.0: 15.3 12.0 13.0 37.0 43.8 65.2 68.7: 34.8 31.3
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 : 98: 31 29 27 34 24 77 68:
Old : 98: 31 29 27 34 24 77 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 : 20.2 25.1 29.5 39.0 19.0 21.9 25.9 30.9
Old : 20.2 25.1 29.5 39.0 19.0 21.9 25.9 30.9
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 18, 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 : 167,940: 28,839 14,759 21,882 50,868 73,986 101,589 110,626: 66,351 57,314
Old : 167,940: 28,839 14,759 21,882 50,868 73,986 101,589 110,626: 66,351 57,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -7,313: -4,480 623 4,136 6,077 -4,660 5,733 99: -13,047 -7,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.8 13.0 30.3 44.1 60.5 65.9: 39.5 34.1
Old : 100.0: 17.2 8.8 13.0 30.3 44.1 60.5 65.9: 39.5 34.1
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 : 89: 32 23 25 31 23 72 62:
Old : 89: 32 23 25 31 23 72 62:
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 : 15.0 26.1 23.8 40.7 13.9 24.2 20.2 32.6
Old : 15.0 26.1 23.8 40.7 13.9 24.2 20.2 32.6
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 25, 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 : 34,546: 8,261 0 100 22,853 28,611 31,214 28,711: 3,332 5,835
Old : 34,546: 8,261 0 100 22,853 28,611 31,214 28,711: 3,332 5,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -15,921: -1,867 -700 0 -6,418 -16,812 -8,285 -17,512: -7,636 1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 0.3 66.2 82.8 90.4 83.1: 9.6 16.9
Old : 100.0: 23.9 0.0 0.3 66.2 82.8 90.4 83.1: 9.6 16.9
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 : 25: 3 0 1 11 20 14 21:
Old : 25: 3 0 1 11 20 14 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 : 52.9 39.1 77.5 59.4 48.4 39.1 70.2 57.4
Old : 52.9 39.1 77.5 59.4 48.4 39.1 70.2 57.4
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, January 18, 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 : 50,467: 10,128 700 100 29,271 45,423 39,499 46,223: 10,968 4,244
Old : 50,467: 10,128 700 100 29,271 45,423 39,499 46,223: 10,968 4,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,473: -82 0 0 -4,566 3,556 -4,648 3,556: 8,121 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.4 0.2 58.0 90.0 78.3 91.6: 21.7 8.4
Old : 100.0: 20.1 1.4 0.2 58.0 90.0 78.3 91.6: 21.7 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 : 35: 3 1 1 17 26 20 28:
Old : 35: 3 1 1 17 26 20 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 : 39.3 35.9 60.0 55.0 35.2 32.4 49.3 50.3
Old : 39.3 35.9 60.0 55.0 35.2 32.4 49.3 50.3
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 25, 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 :10,814,385: 642,900 709,407 2,907,574 6,371,008 5,747,710 9,921,482 9,364,692: 892,902 1,449,693
Old :10,814,385: 642,900 709,407 2,907,574 6,371,008 5,747,710 9,921,482 9,364,692: 892,902 1,449,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 336,622: 63,681 -243,136 13,001 -134,974 -72,259 -58,291 -302,394: 394,913 639,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.6 26.9 58.9 53.1 91.7 86.6: 8.3 13.4
Old : 100.0: 5.9 6.6 26.9 58.9 53.1 91.7 86.6: 8.3 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 : 250: 55 57 88 127 136 225 239:
Old : 250: 55 57 88 127 136 225 239:
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 : 22.4 12.4 35.5 22.7 18.1 8.7 26.8 13.2
Old : 22.4 12.4 35.5 22.7 18.1 8.7 26.8 13.2
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 18, 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 :10,477,763: 579,218 952,544 2,894,573 6,505,982 5,819,968 9,979,773 9,667,085: 497,989 810,677
Old :10,477,763: 579,218 952,544 2,894,573 6,505,982 5,819,968 9,979,773 9,667,085: 497,989 810,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -97,224: 35,351 -20,721 -162,411 54,489 78,255 -72,571 -104,877: -24,653 7,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 9.1 27.6 62.1 55.5 95.2 92.3: 4.8 7.7
Old : 100.0: 5.5 9.1 27.6 62.1 55.5 95.2 92.3: 4.8 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 : 420: 88 107 149 186 204 350 395:
Old : 420: 88 107 149 186 204 350 395:
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 11.7 36.8 21.7 18.3 8.5 27.4 13.1
Old : 22.8 11.7 36.8 21.7 18.3 8.5 27.4 13.1
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 25, 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 : 722,565: 72,611 77,364 30,261 467,832 506,722 570,703 614,347: 151,861 108,217
Old : 722,565: 72,611 77,364 30,261 467,832 506,722 570,703 614,347: 151,861 108,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -6,244: 2,635 20,379 -6,677 -2,614 -18,055 -6,656 -4,354: 411 -1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.7 4.2 64.7 70.1 79.0 85.0: 21.0 15.0
Old : 100.0: 10.0 10.7 4.2 64.7 70.1 79.0 85.0: 21.0 15.0
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 : 198: 49 33 46 97 71 173 123:
Old : 198: 49 33 46 97 71 173 123:
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 : 19.1 30.0 27.9 43.5 18.3 30.0 26.9 43.3
Old : 19.1 30.0 27.9 43.5 18.3 30.0 26.9 43.3
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 18, 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 : 728,809: 69,976 56,986 36,938 470,446 524,777 577,359 618,701: 151,450 110,108
Old : 728,809: 69,976 56,986 36,938 470,446 524,777 577,359 618,701: 151,450 110,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -8,878: 5,552 -1,871 1,527 388 1,651 7,467 1,306: -16,345 -10,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 7.8 5.1 64.5 72.0 79.2 84.9: 20.8 15.1
Old : 100.0: 9.6 7.8 5.1 64.5 72.0 79.2 84.9: 20.8 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 : 205: 48 38 52 98 73 178 131:
Old : 205: 48 38 52 98 73 178 131:
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 : 19.0 29.8 27.8 43.0 18.3 29.7 26.9 42.9
Old : 19.0 29.8 27.8 43.0 18.3 29.7 26.9 42.9
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, January 25, 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 : 865,065: 172,041 115,219 13,969 357,547 636,833 543,558 766,021: 321,508 99,045
Old : 865,065: 172,041 115,219 13,969 357,547 636,833 543,558 766,021: 321,508 99,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 868: -17,117 -11,601 -1,275 -5,414 -7,155 -23,806 -20,031: 24,674 20,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 13.3 1.6 41.3 73.6 62.8 88.6: 37.2 11.4
Old : 100.0: 19.9 13.3 1.6 41.3 73.6 62.8 88.6: 37.2 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 : 151: 35 37 19 51 55 100 97:
Old : 151: 35 37 19 51 55 100 97:
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 33.6 28.1 47.2 16.4 31.9 24.8 43.2
Old : 18.4 33.6 28.1 47.2 16.4 31.9 24.8 43.2
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 18, 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 : 864,197: 189,158 126,819 15,244 362,962 643,988 567,363 786,051: 296,834 78,146
Old : 864,197: 189,158 126,819 15,244 362,962 643,988 567,363 786,051: 296,834 78,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 23,106: -19,839 11,053 -923 27,139 9,599 6,377 19,729: 16,728 3,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 14.7 1.8 42.0 74.5 65.7 91.0: 34.3 9.0
Old : 100.0: 21.9 14.7 1.8 42.0 74.5 65.7 91.0: 34.3 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 : 287: 94 83 33 73 73 186 170:
Old : 287: 94 83 33 73 73 186 170:
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 : 17.7 34.9 28.5 48.3 17.0 32.2 26.5 43.7
Old : 17.7 34.9 28.5 48.3 17.0 32.2 26.5 43.7
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 25, 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 : 13,021: 1,390 0 0 6,410 11,629 7,800 11,629: 5,221 1,392
Old : 13,021: 1,390 0 0 6,410 11,629 7,800 11,629: 5,221 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 64: -665 0 0 -1,735 -482 -2,400 -482: 2,464 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 0.0 49.2 89.3 59.9 89.3: 40.1 10.7
Old : 100.0: 10.7 0.0 0.0 49.2 89.3 59.9 89.3: 40.1 10.7
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 : 28: 2 0 0 13 13 15 13:
Old : 28: 2 0 0 13 13 15 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 : 26.3 44.2 43.3 72.5 26.3 44.2 43.3 72.5
Old : 26.3 44.2 43.3 72.5 26.3 44.2 43.3 72.5
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 18, 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 : 12,957: 2,055 0 0 8,145 12,111 10,200 12,111: 2,757 846
Old : 12,957: 2,055 0 0 8,145 12,111 10,200 12,111: 2,757 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -114: 128 0 0 -268 88 -140 88: 26 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 0.0 62.9 93.5 78.7 93.5: 21.3 6.5
Old : 100.0: 15.9 0.0 0.0 62.9 93.5 78.7 93.5: 21.3 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 : 48: 8 0 0 23 18 31 18:
Old : 48: 8 0 0 23 18 31 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 : 26.2 44.5 44.4 72.4 26.2 44.5 44.4 72.4
Old : 26.2 44.5 44.4 72.4 26.2 44.5 44.4 72.4
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 25, 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 : 26,760: 625 5,242 100 22,989 16,118 23,714 21,460: 3,046 5,300
Old : 26,760: 625 5,242 100 22,989 16,118 23,714 21,460: 3,046 5,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,494: -1,117 889 -242 2,408 -1,532 1,049 -885: 445 2,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 19.6 0.4 85.9 60.2 88.6 80.2: 11.4 19.8
Old : 100.0: 2.3 19.6 0.4 85.9 60.2 88.6 80.2: 11.4 19.8
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 : 35: 1 6 1 19 16 21 22:
Old : 35: 1 6 1 19 16 21 22:
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 : 52.0 42.0 71.3 60.6 50.1 37.4 64.8 51.9
Old : 52.0 42.0 71.3 60.6 50.1 37.4 64.8 51.9
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 18, 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 : 25,266: 1,742 4,353 342 20,581 17,650 22,665 22,345: 2,601 2,921
Old : 25,266: 1,742 4,353 342 20,581 17,650 22,665 22,345: 2,601 2,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -514: 661 594 -20 -1,491 -463 -850 111: 336 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 17.2 1.4 81.5 69.9 89.7 88.4: 10.3 11.6
Old : 100.0: 6.9 17.2 1.4 81.5 69.9 89.7 88.4: 10.3 11.6
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 : 51: 4 7 2 24 22 29 30:
Old : 51: 4 7 2 24 22 29 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 : 51.5 41.6 67.3 62.9 48.7 37.6 61.7 55.5
Old : 51.5 41.6 67.3 62.9 48.7 37.6 61.7 55.5
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 25, 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 : 76,753: 6,908 15,291 347 32,132 49,395 39,387 65,034: 37,366 11,719
Old : 76,753: 6,908 15,291 347 32,132 49,395 39,387 65,034: 37,366 11,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,923: -1,332 647 -35 -1,627 -1,727 -2,994 -1,115: 4,917 3,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 19.9 0.5 41.9 64.4 51.3 84.7: 48.7 15.3
Old : 100.0: 9.0 19.9 0.5 41.9 64.4 51.3 84.7: 48.7 15.3
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 : 87: 15 22 5 36 27 54 51:
Old : 87: 15 22 5 36 27 54 51:
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 : 16.3 41.5 24.9 57.4 15.9 36.2 22.7 51.4
Old : 16.3 41.5 24.9 57.4 15.9 36.2 22.7 51.4
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 18, 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 : 74,830: 8,240 14,644 382 33,759 51,123 42,381 66,148: 32,449 8,681
Old : 74,830: 8,240 14,644 382 33,759 51,123 42,381 66,148: 32,449 8,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,469: -4,580 356 171 1,643 1,818 -2,765 2,346: 5,234 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 19.6 0.5 45.1 68.3 56.6 88.4: 43.4 11.6
Old : 100.0: 11.0 19.6 0.5 45.1 68.3 56.6 88.4: 43.4 11.6
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 : 140: 27 38 5 53 38 83 78:
Old : 140: 27 38 5 53 38 83 78:
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 : 16.4 41.9 25.4 56.3 15.8 36.9 22.2 50.1
Old : 16.4 41.9 25.4 56.3 15.8 36.9 22.2 50.1
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 25, 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 : 353,563: 117,111 78,564 3,401 193,153 140,961 313,666 222,927: 39,898 130,637
Old : 353,563: 117,111 78,564 3,401 193,153 140,961 313,666 222,927: 39,898 130,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 9,923: -4,428 13,461 -1,673 10,088 -10,762 3,987 1,026: 5,936 8,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 22.2 1.0 54.6 39.9 88.7 63.1: 11.3 36.9
Old : 100.0: 33.1 22.2 1.0 54.6 39.9 88.7 63.1: 11.3 36.9
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 : 204: 79 56 15 46 38 130 104:
Old : 204: 79 56 15 46 38 130 104:
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 : 32.6 24.4 49.1 37.1 26.2 20.9 42.2 28.8
Old : 32.6 24.4 49.1 37.1 26.2 20.9 42.2 28.8
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 18, 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 : 343,640: 121,539 65,104 5,074 183,065 151,723 309,678 221,901: 33,962 121,739
Old : 343,640: 121,539 65,104 5,074 183,065 151,723 309,678 221,901: 33,962 121,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 16,348: -660 -1,004 125 20,222 11,781 19,688 10,903: -3,339 5,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 18.9 1.5 53.3 44.2 90.1 64.6: 9.9 35.4
Old : 100.0: 35.4 18.9 1.5 53.3 44.2 90.1 64.6: 9.9 35.4
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 : 234: 89 64 16 52 43 146 118:
Old : 234: 89 64 16 52 43 146 118:
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 : 34.0 23.3 50.3 33.0 29.8 21.0 46.1 28.6
Old : 34.0 23.3 50.3 33.0 29.8 21.0 46.1 28.6
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, January 25, 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 : 73,361: 31,905 1,074 210 17,230 59,894 49,345 61,178: 24,016 12,183
Old : 73,361: 31,905 1,074 210 17,230 59,894 49,345 61,178: 24,016 12,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 6,931: 4,156 540 -47 1,618 5,360 5,726 5,852: 1,205 1,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 1.5 0.3 23.5 81.6 67.3 83.4: 32.7 16.6
Old : 100.0: 43.5 1.5 0.3 23.5 81.6 67.3 83.4: 32.7 16.6
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 : 40: 16 3 1 12 16 29 19:
Old : 40: 16 3 1 12 16 29 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 : 31.2 51.5 44.9 74.1 30.9 51.4 44.6 73.4
Old : 31.2 51.5 44.9 74.1 30.9 51.4 44.6 73.4
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 18, 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 : 66,429: 27,749 534 257 15,612 54,534 43,618 55,326: 22,811 11,104
Old : 66,429: 27,749 534 257 15,612 54,534 43,618 55,326: 22,811 11,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,425: 1,255 -51 -4 727 1,385 1,979 1,331: 446 1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 0.8 0.4 23.5 82.1 65.7 83.3: 34.3 16.7
Old : 100.0: 41.8 0.8 0.4 23.5 82.1 65.7 83.3: 34.3 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 : 37: 17 2 1 10 14 28 16:
Old : 37: 17 2 1 10 14 28 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 : 30.9 51.7 45.1 75.3 30.5 51.5 44.8 74.9
Old : 30.9 51.7 45.1 75.3 30.5 51.5 44.8 74.9
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 25, 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 : 23,780: 1,038 8,557 0 15,907 10,449 16,945 19,007: 6,835 4,773
Old : 23,780: 1,038 8,557 0 15,907 10,449 16,945 19,007: 6,835 4,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,157: -1,001 387 -106 -577 -840 -1,684 -559: 2,841 1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 36.0 0.0 66.9 43.9 71.3 79.9: 28.7 20.1
Old : 100.0: 4.4 36.0 0.0 66.9 43.9 71.3 79.9: 28.7 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 : 52: 3 12 0 26 18 29 30:
Old : 52: 3 12 0 26 18 29 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 : 28.0 43.3 41.2 53.6 21.9 38.6 33.7 47.9
Old : 28.0 43.3 41.2 53.6 21.9 38.6 33.7 47.9
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 18, 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 : 22,623: 2,039 8,170 106 16,485 11,289 18,630 19,565: 3,993 3,058
Old : 22,623: 2,039 8,170 106 16,485 11,289 18,630 19,565: 3,993 3,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 954: -41 758 11 841 -11 811 758: 143 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 36.1 0.5 72.9 49.9 82.3 86.5: 17.7 13.5
Old : 100.0: 9.0 36.1 0.5 72.9 49.9 82.3 86.5: 17.7 13.5
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 : 85: 9 20 3 41 23 52 44:
Old : 85: 9 20 3 41 23 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 : 23.9 40.1 37.5 51.0 23.7 36.5 36.4 47.3
Old : 23.9 40.1 37.5 51.0 23.7 36.5 36.4 47.3
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 25, 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 : 159,560: 30,381 23,330 1,053 115,635 118,839 147,069 143,222: 12,491 16,338
Old : 159,560: 30,381 23,330 1,053 115,635 118,839 147,069 143,222: 12,491 16,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 17,038: 7,644 5,836 -100 12,379 10,337 19,923 16,073: -2,885 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.6 0.7 72.5 74.5 92.2 89.8: 7.8 10.2
Old : 100.0: 19.0 14.6 0.7 72.5 74.5 92.2 89.8: 7.8 10.2
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 : 92: 13 26 4 29 37 45 64:
Old : 92: 13 26 4 29 37 45 64:
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 : 57.6 35.7 70.4 51.4 54.5 35.3 65.2 49.5
Old : 57.6 35.7 70.4 51.4 54.5 35.3 65.2 49.5
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 18, 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 : 142,522: 22,737 17,494 1,153 103,256 108,502 127,146 127,149: 15,376 15,373
Old : 142,522: 22,737 17,494 1,153 103,256 108,502 127,146 127,149: 15,376 15,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 7,515: 1,998 36 -31 -1,570 4,790 397 4,795: 7,118 2,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.3 0.8 72.4 76.1 89.2 89.2: 10.8 10.8
Old : 100.0: 16.0 12.3 0.8 72.4 76.1 89.2 89.2: 10.8 10.8
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 : 112: 21 31 5 38 37 62 70:
Old : 112: 21 31 5 38 37 62 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 : 45.3 38.3 60.2 54.6 42.7 36.5 53.9 49.0
Old : 45.3 38.3 60.2 54.6 42.7 36.5 53.9 49.0
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 25, 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 : 34,186: 8,548 5,790 1,032 11,295 21,244 20,875 28,066: 13,311 6,120
Old : 34,186: 8,548 5,790 1,032 11,295 21,244 20,875 28,066: 13,311 6,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 658: -3,957 -862 42 21 1,370 -3,894 550: 4,552 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 16.9 3.0 33.0 62.1 61.1 82.1: 38.9 17.9
Old : 100.0: 25.0 16.9 3.0 33.0 62.1 61.1 82.1: 38.9 17.9
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 : 66: 17 14 4 18 21 38 38:
Old : 66: 17 14 4 18 21 38 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 : 17.5 33.5 27.9 48.0 14.8 28.2 23.6 40.6
Old : 17.5 33.5 27.9 48.0 14.8 28.2 23.6 40.6
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 18, 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 : 33,528: 12,505 6,652 990 11,274 19,874 24,769 27,516: 8,759 6,012
Old : 33,528: 12,505 6,652 990 11,274 19,874 24,769 27,516: 8,759 6,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,264: 372 -547 8 1,155 907 1,535 368: -271 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 19.8 3.0 33.6 59.3 73.9 82.1: 26.1 17.9
Old : 100.0: 37.3 19.8 3.0 33.6 59.3 73.9 82.1: 26.1 17.9
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 : 108: 40 19 4 26 25 69 47:
Old : 108: 40 19 4 26 25 69 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 : 17.9 33.3 27.9 48.2 17.0 28.5 26.0 42.0
Old : 17.9 33.3 27.9 48.2 17.0 28.5 26.0 42.0
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 25, 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 : 122,272: 351 6,551 2,732 57,500 77,641 60,583 86,924: 61,689 35,348
Old : 122,272: 351 6,551 2,732 57,500 77,641 60,583 86,924: 61,689 35,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -4,196: 52 667 0 -3,470 -5,597 -3,418 -4,930: -778 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.4 2.2 47.0 63.5 49.5 71.1: 50.5 28.9
Old : 100.0: 0.3 5.4 2.2 47.0 63.5 49.5 71.1: 50.5 28.9
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 : 44: 3 15 3 16 22 21 39:
Old : 44: 3 15 3 16 22 21 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 : 42.3 54.1 47.1 61.2 5.8 20.2 6.6 23.9
Old : 42.3 54.1 47.1 61.2 5.8 20.2 6.6 23.9
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 18, 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 : 126,468: 299 5,884 2,732 60,970 83,238 64,001 91,854: 62,467 34,614
Old : 126,468: 299 5,884 2,732 60,970 83,238 64,001 91,854: 62,467 34,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,661: 72 -502 -150 4,616 5,166 4,538 4,514: 6,123 6,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.7 2.2 48.2 65.8 50.6 72.6: 49.4 27.4
Old : 100.0: 0.2 4.7 2.2 48.2 65.8 50.6 72.6: 49.4 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 : 44: 3 12 3 16 24 21 38:
Old : 44: 3 12 3 16 24 21 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 : 43.1 55.0 47.8 61.9 6.3 20.2 7.3 24.7
Old : 43.1 55.0 47.8 61.9 6.3 20.2 7.3 24.7
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, January 25, 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 : 121,984: 40,835 10,196 21,344 23,572 78,636 85,751 110,176: 36,233 11,807
Old : 121,984: 40,835 10,196 21,344 23,572 78,636 85,751 110,176: 36,233 11,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,285: -1,364 1,009 185 -1,518 -2,900 -2,697 -1,707: 1,412 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 8.4 17.5 19.3 64.5 70.3 90.3: 29.7 9.7
Old : 100.0: 33.5 8.4 17.5 19.3 64.5 70.3 90.3: 29.7 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 : 171: 98 26 49 26 41 140 102:
Old : 171: 98 26 49 26 41 140 102:
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 : 15.7 27.6 23.8 41.6 13.5 25.9 19.3 38.0
Old : 15.7 27.6 23.8 41.6 13.5 25.9 19.3 38.0
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 18, 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 : 123,268: 42,199 9,187 21,160 25,089 81,537 88,448 111,883: 34,821 11,385
Old : 123,268: 42,199 9,187 21,160 25,089 81,537 88,448 111,883: 34,821 11,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,017: 97 565 1,554 1,795 1,156 3,446 3,274: -429 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 7.5 17.2 20.4 66.1 71.8 90.8: 28.2 9.2
Old : 100.0: 34.2 7.5 17.2 20.4 66.1 71.8 90.8: 28.2 9.2
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 : 174: 109 18 50 27 38 146 98:
Old : 174: 109 18 50 27 38 146 98:
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 : 17.4 29.6 24.9 43.0 13.3 25.0 18.8 37.0
Old : 17.4 29.6 24.9 43.0 13.3 25.0 18.8 37.0
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 25, 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 : 91,878: 27,671 6,043 16,197 33,472 61,453 77,340 83,693: 14,538 8,185
Old : 91,878: 27,671 6,043 16,197 33,472 61,453 77,340 83,693: 14,538 8,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 6,436: 4,017 1,395 2,393 -827 2,241 5,583 6,029: 853 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 6.6 17.6 36.4 66.9 84.2 91.1: 15.8 8.9
Old : 100.0: 30.1 6.6 17.6 36.4 66.9 84.2 91.1: 15.8 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 : 148: 61 36 37 36 38 117 96:
Old : 148: 61 36 37 36 38 117 96:
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 46.7 35.3 60.2 20.3 42.3 31.1 52.4
Old : 23.2 46.7 35.3 60.2 20.3 42.3 31.1 52.4
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 18, 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 : 85,442: 23,654 4,648 13,804 34,299 59,212 71,756 77,664: 13,685 7,778
Old : 85,442: 23,654 4,648 13,804 34,299 59,212 71,756 77,664: 13,685 7,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -148: 231 656 46 -707 -1,657 -431 -955: 282 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 5.4 16.2 40.1 69.3 84.0 90.9: 16.0 9.1
Old : 100.0: 27.7 5.4 16.2 40.1 69.3 84.0 90.9: 16.0 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 : 140: 58 31 33 37 41 111 92:
Old : 140: 58 31 33 37 41 111 92:
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 : 24.0 45.8 35.8 59.1 20.7 42.8 31.7 52.2
Old : 24.0 45.8 35.8 59.1 20.7 42.8 31.7 52.2
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, January 25, 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 : 390,696: 108,245 42,434 96,274 117,157 217,872 321,676 356,579: 69,020 34,118
Old : 390,696: 108,245 42,434 96,274 117,157 217,872 321,676 356,579: 69,020 34,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,806: -596 -1,405 -1,699 -7,538 -8,901 -9,833 -12,005: 6,027 8,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 10.9 24.6 30.0 55.8 82.3 91.3: 17.7 8.7
Old : 100.0: 27.7 10.9 24.6 30.0 55.8 82.3 91.3: 17.7 8.7
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 : 233: 128 48 79 36 37 199 141:
Old : 233: 128 48 79 36 37 199 141:
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 26.6 33.2 43.6 14.3 20.8 18.8 30.9
Old : 22.8 26.6 33.2 43.6 14.3 20.8 18.8 30.9
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 18, 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 : 394,503: 108,842 43,838 97,972 124,695 226,773 331,509 368,584: 62,993 25,919
Old : 394,503: 108,842 43,838 97,972 124,695 226,773 331,509 368,584: 62,993 25,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,663: -1,615 4,549 -57 -2,369 -8,344 -4,041 -3,851: 2,378 2,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 11.1 24.8 31.6 57.5 84.0 93.4: 16.0 6.6
Old : 100.0: 27.6 11.1 24.8 31.6 57.5 84.0 93.4: 16.0 6.6
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 : 239: 133 49 75 41 39 205 139:
Old : 239: 133 49 75 41 39 205 139:
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 : 21.8 27.2 32.3 44.2 13.6 21.2 18.1 31.1
Old : 21.8 27.2 32.3 44.2 13.6 21.2 18.1 31.1
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, January 25, 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 : 9,034: 4,617 632 290 2,370 7,594 7,277 8,516: 1,757 518
Old : 9,034: 4,617 632 290 2,370 7,594 7,277 8,516: 1,757 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,372: -107 -637 42 -1,043 -773 -1,108 -1,368: -264 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 7.0 3.2 26.2 84.1 80.6 94.3: 19.4 5.7
Old : 100.0: 51.1 7.0 3.2 26.2 84.1 80.6 94.3: 19.4 5.7
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: 13 4 4 5 6 22 11:
Old : 24: 13 4 4 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 : 57.6 88.7 69.4 93.4 47.0 73.2 56.2 73.7
Old : 57.6 88.7 69.4 93.4 47.0 73.2 56.2 73.7
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, January 18, 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 : 10,406: 4,724 1,269 248 3,413 8,367 8,385 9,884: 2,021 522
Old : 10,406: 4,724 1,269 248 3,413 8,367 8,385 9,884: 2,021 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 482: -89 -145 3 1,138 1,258 1,052 1,116: -570 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 12.2 2.4 32.8 80.4 80.6 95.0: 19.4 5.0
Old : 100.0: 45.4 12.2 2.4 32.8 80.4 80.6 95.0: 19.4 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 : 27: 15 5 3 4 6 21 13:
Old : 27: 15 5 3 4 6 21 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 : 58.4 86.8 70.0 92.4 41.5 63.5 48.6 65.7
Old : 58.4 86.8 70.0 92.4 41.5 63.5 48.6 65.7
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 25, 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 : 72,622: 8,483 18,532 7,249 40,807 29,084 56,539 54,865: 16,083 17,757
Old : 54,465: 8,184 17,877 2,600 32,345 20,216 43,129 40,693: 11,336 13,772
Other: 18,157: 1,822 2,178 3,126 8,461 8,868 13,410 14,172: 4,747 3,985
: : :
: : Changes in Commitments from: January 18, 2005 :
: -2,540: -2,629 194 -671 -1,208 -3,878 -4,508 -4,355: 1,968 1,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 25.5 10.0 56.2 40.0 77.9 75.5: 22.1 24.5
Old : 100.0: 15.0 32.8 4.8 59.4 37.1 79.2 74.7: 20.8 25.3
Other: 100.0: 10.0 12.0 17.2 46.6 48.8 73.9 78.1: 26.1 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 22 31 22 49 43 81 88:
Old : 111: 27 25 14 45 40 75 76:
Other: 60: 6 18 13 20 25 35 48:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 21.3 35.5 32.5 18.6 16.0 27.3 25.0
Old : 29.3 22.3 40.6 35.3 26.2 21.5 37.0 33.7
Other: 31.5 38.4 47.5 52.7 31.1 34.8 38.0 40.6
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 75,162: 11,112 18,338 7,920 42,014 32,962 61,047 59,220: 14,115 15,942
Old : 57,735: 11,245 18,051 3,646 32,522 23,771 47,413 45,468: 10,321 12,267
Other: 17,428: 1,677 2,097 2,465 9,492 9,192 13,634 13,753: 3,794 3,675
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,182: 1,437 586 1,312 -1,931 -1,111 818 787: 1,364 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 24.4 10.5 55.9 43.9 81.2 78.8: 18.8 21.2
Old : 100.0: 19.5 31.3 6.3 56.3 41.2 82.1 78.8: 17.9 21.2
Other: 100.0: 9.6 12.0 14.1 54.5 52.7 78.2 78.9: 21.8 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 32 34 24 65 58 108 108:
Old : 148: 34 31 16 63 51 102 93:
Other: 76: 7 17 13 26 40 44 60:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 21.5 33.3 33.0 18.0 15.5 26.1 25.4
Old : 25.9 22.4 37.3 35.4 24.6 21.5 34.7 34.4
Other: 33.0 39.5 50.7 52.2 32.6 34.2 42.9 40.7
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 42,790: 631 9,505 2,294 28,011 21,499 30,936 33,298: 11,854 9,492
Old : 37,984: 1,523 9,447 1,327 24,829 18,841 27,678 29,615: 10,306 8,369
Other: 4,807: 8 958 68 3,182 2,658 3,258 3,684: 1,549 1,123
: : :
: : Changes in Commitments from: January 18, 2005 :
: 4,488: 365 -1,076 60 1,138 4,081 1,563 3,066: 2,925 1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 22.2 5.4 65.5 50.2 72.3 77.8: 27.7 22.2
Old : 100.0: 4.0 24.9 3.5 65.4 49.6 72.9 78.0: 27.1 22.0
Other: 100.0: 0.2 19.9 1.4 66.2 55.3 67.8 76.6: 32.2 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 5 17 7 27 24 35 45:
Old : 53: 6 16 5 27 23 35 42:
Other: 24: 1 5 3 10 14 13 20:
:----------------------------------------------------------------------------------------------------
: 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 : 36.2 26.7 50.6 42.7 25.2 18.5 32.0 27.2
Old : 37.1 26.4 50.6 44.2 23.9 20.7 31.8 28.7
Other: 47.3 48.5 65.7 69.0 44.0 45.9 52.5 59.5
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 38,302: 266 10,581 2,234 26,872 17,418 29,373 30,233: 8,929 8,069
Old : 34,449: 991 10,581 1,301 24,147 15,400 26,439 27,281: 8,010 7,168
Other: 3,853: 21 746 188 2,725 2,018 2,934 2,952: 919 902
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,270: 162 -100 146 403 387 711 433: 559 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 27.6 5.8 70.2 45.5 76.7 78.9: 23.3 21.1
Old : 100.0: 2.9 30.7 3.8 70.1 44.7 76.7 79.2: 23.3 20.8
Other: 100.0: 0.6 19.4 4.9 70.7 52.4 76.1 76.6: 23.9 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 6 22 10 35 27 46 55:
Old : 69: 7 22 8 34 25 45 51:
Other: 30: 4 4 6 13 15 19 23:
:----------------------------------------------------------------------------------------------------
: 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 26.3 50.3 41.6 27.6 19.2 34.4 28.3
Old : 39.4 28.3 51.1 44.0 27.2 21.2 35.2 31.3
Other: 52.2 45.2 67.6 65.6 45.3 43.1 56.3 55.6
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 137,839: 30,943 8,718 34,081 51,905 84,096 116,929 126,895: 20,909 10,944
Old : 126,841: 30,640 8,703 31,333 45,636 76,342 107,609 116,379: 19,232 10,462
Other: 10,998: 914 625 2,137 6,269 7,754 9,320 10,516: 1,678 482
: : :
: : Changes in Commitments from: January 18, 2005 :
: 5,842: 1,813 -5,831 1,448 -2,593 6,386 667 2,004: 5,175 3,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 6.3 24.7 37.7 61.0 84.8 92.1: 15.2 7.9
Old : 100.0: 24.2 6.9 24.7 36.0 60.2 84.8 91.8: 15.2 8.2
Other: 100.0: 8.3 5.7 19.4 57.0 70.5 84.7 95.6: 15.3 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 120 42 83 68 65 216 169:
Old : 251: 124 41 80 67 65 215 166:
Other: 84: 18 25 30 31 29 67 66:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 29.6 24.1 40.1 14.8 26.8 22.4 34.7
Old : 16.1 29.8 25.8 40.3 16.1 27.5 24.4 35.6
Other: 30.9 40.2 43.6 52.0 24.2 37.8 33.4 47.2
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 131,996: 29,130 14,548 32,633 54,498 77,710 116,262 124,891: 15,734 7,105
Old : 121,292: 28,906 14,259 29,996 47,696 70,278 106,598 114,533: 14,694 6,759
Other: 10,704: 738 802 2,124 6,802 7,431 9,664 10,358: 1,041 347
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,261: 930 -1,718 328 1,525 4,743 2,784 3,354: 477 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 11.0 24.7 41.3 58.9 88.1 94.6: 11.9 5.4
Old : 100.0: 23.8 11.8 24.7 39.3 57.9 87.9 94.4: 12.1 5.6
Other: 100.0: 6.9 7.5 19.8 63.5 69.4 90.3 96.8: 9.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 163 72 96 88 84 291 220:
Old : 352: 165 70 93 85 84 287 217:
Other: 97: 19 25 35 39 27 80 69:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 28.2 24.7 38.0 15.4 25.1 22.7 32.2
Old : 16.8 28.3 25.7 37.9 16.8 25.6 24.7 32.9
Other: 31.8 41.1 44.6 52.0 25.2 38.8 34.5 48.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 63,052: 7,619 2,082 22,563 27,469 36,738 57,651 61,383: 5,401 1,669
Old : 62,969: 7,624 2,027 22,556 27,405 36,718 57,585 61,301: 5,384 1,668
Other: 83: 1 61 1 64 20 66 82: 17 1
: : :
: : Changes in Commitments from: January 18, 2005 :
: -300: -1,044 -141 1,032 74 -1,507 63 -616: -362 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.3 35.8 43.6 58.3 91.4 97.4: 8.6 2.6
Old : 100.0: 12.1 3.2 35.8 43.5 58.3 91.4 97.4: 8.6 2.6
Other: 100.0: 1.2 73.2 1.3 77.0 24.2 79.5 98.7: 20.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 47 27 33 36 25 105 66:
Old : 118: 47 28 33 36 25 105 66:
Other: 13: 1 9 2 2 2 5 11:
:----------------------------------------------------------------------------------------------------
: 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 : 39.8 46.1 53.4 62.9 11.3 21.4 15.2 28.7
Old : 39.8 46.1 53.5 63.0 11.3 21.5 15.2 28.8
Other: 79.2 57.5 79.5 91.8 78.0 56.5 78.0 90.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 63,352: 8,663 2,223 21,531 27,395 38,245 57,588 61,999: 5,764 1,353
Old : 63,268: 8,687 2,187 21,505 27,331 38,225 57,523 61,917: 5,745 1,352
Other: 84: 1 61 1 64 20 66 83: 18 1
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,458: -1,406 -734 1,512 1,490 1,036 1,597 1,815: -139 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.5 34.0 43.2 60.4 90.9 97.9: 9.1 2.1
Old : 100.0: 13.7 3.5 34.0 43.2 60.4 90.9 97.9: 9.1 2.1
Other: 100.0: 1.2 73.3 1.3 75.7 24.1 78.2 98.7: 21.8 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 56 25 38 38 25 113 72:
Old : 126: 56 26 38 38 25 113 72:
Other: 13: 1 9 2 2 2 5 11:
:----------------------------------------------------------------------------------------------------
: 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 : 40.0 47.4 53.1 63.6 12.0 22.9 15.6 29.6
Old : 40.1 47.4 53.2 63.7 12.0 23.0 15.6 29.6
Other: 78.0 57.5 78.2 91.8 76.6 56.5 76.6 90.5
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 128,801: 15,728 13,187 11,108 93,699 102,356 120,535 126,651: 8,266 2,150
Old : 86,038: 15,587 13,010 9,566 53,450 61,349 78,603 83,926: 7,435 2,112
Other: 42,764: 1,049 1,084 634 40,249 41,008 41,932 42,726: 832 38
: : :
: : Changes in Commitments from: January 18, 2005 :
: -210: 686 882 1,041 -1,819 -1,889 -92 35: -118 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.2 8.6 72.7 79.5 93.6 98.3: 6.4 1.7
Old : 100.0: 18.1 15.1 11.1 62.1 71.3 91.4 97.5: 8.6 2.5
Other: 100.0: 2.5 2.5 1.5 94.1 95.9 98.1 99.9: 1.9 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 53 36 40 48 39 117 104:
Old : 146: 58 36 39 47 39 116 103:
Other: 44: 4 11 8 20 21 29 35:
:----------------------------------------------------------------------------------------------------
: 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 : 35.2 40.7 51.9 58.1 20.2 24.6 28.6 31.4
Old : 29.5 33.5 44.3 49.9 25.6 27.6 37.4 40.7
Other: 69.5 71.8 83.8 86.3 55.1 61.4 64.4 71.1
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 129,012: 15,042 12,304 10,067 95,518 104,245 120,627 126,617: 8,385 2,395
Old : 86,950: 14,773 11,892 9,010 55,498 63,848 79,282 84,751: 7,668 2,199
Other: 42,062: 974 1,118 351 40,019 40,397 41,345 41,866: 717 196
: : :
: : Changes in Commitments from: January 11, 2005 :
: 455: 1,405 318 1,477 -3,317 -1,592 -435 203: 890 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.5 7.8 74.0 80.8 93.5 98.1: 6.5 1.9
Old : 100.0: 17.0 13.7 10.4 63.8 73.4 91.2 97.5: 8.8 2.5
Other: 100.0: 2.3 2.7 0.8 95.1 96.0 98.3 99.5: 1.7 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 50 36 39 48 37 117 97:
Old : 141: 56 34 39 46 37 115 97:
Other: 41: 3 10 5 20 19 26 31:
:----------------------------------------------------------------------------------------------------
: 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 : 35.1 42.0 52.6 58.6 20.5 24.2 26.8 30.9
Old : 30.5 34.5 44.4 50.8 27.2 27.8 37.9 41.4
Other: 69.5 72.8 84.3 86.5 54.8 62.0 65.5 71.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 535,978: 97,849 23,454 114,727 227,513 346,320 440,089 484,501: 95,889 51,477
Old : 535,978: 97,849 23,454 114,727 227,513 346,320 440,089 484,501: 95,889 51,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 21,426: -2,367 -343 -26 4,276 10,628 1,882 10,258: 19,544 11,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 4.4 21.4 42.4 64.6 82.1 90.4: 17.9 9.6
Old : 100.0: 18.3 4.4 21.4 42.4 64.6 82.1 90.4: 17.9 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 : 152: 58 28 53 57 49 144 104:
Old : 152: 58 28 53 57 49 144 104:
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 : 15.3 31.1 24.3 46.2 9.5 24.3 16.0 33.0
Old : 15.3 31.1 24.3 46.2 9.5 24.3 16.0 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 514,552: 100,216 23,797 114,754 223,237 335,692 438,207 474,243: 76,345 40,309
Old : 514,552: 100,216 23,797 114,754 223,237 335,692 438,207 474,243: 76,345 40,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,555: -1,268 -3,604 -2,544 -644 4,943 -4,456 -1,205: 2,900 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 4.6 22.3 43.4 65.2 85.2 92.2: 14.8 7.8
Old : 100.0: 19.5 4.6 22.3 43.4 65.2 85.2 92.2: 14.8 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 : 169: 69 25 59 64 55 158 117:
Old : 169: 69 25 59 64 55 158 117:
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 : 14.8 30.8 24.2 46.4 9.9 24.7 16.7 33.5
Old : 14.8 30.8 24.2 46.4 9.9 24.7 16.7 33.5
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 25, 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 : 144,680: 43,249 10,002 40,348 47,998 88,016 131,595 138,366: 13,085 6,314
Old : 141,526: 43,281 11,123 38,461 47,086 85,948 128,829 135,532: 12,697 5,993
Other: 3,154: 1,280 192 574 911 2,068 2,766 2,833: 388 321
: : :
: : Changes in Commitments from: January 18, 2005 :
: 3,485: 722 551 660 1,269 2,056 2,652 3,268: 833 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 6.9 27.9 33.2 60.8 91.0 95.6: 9.0 4.4
Old : 100.0: 30.6 7.9 27.2 33.3 60.7 91.0 95.8: 9.0 4.2
Other: 100.0: 40.6 6.1 18.2 28.9 65.6 87.7 89.8: 12.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 173 68 124 102 121 321 279:
Old : 385: 169 74 124 101 121 320 278:
Other: 81: 14 11 17 29 41 52 60:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 20.6 20.6 32.0 10.2 15.6 17.2 24.9
Old : 12.7 20.9 20.9 32.5 10.4 16.0 17.5 25.3
Other: 40.0 31.1 54.0 43.1 35.5 31.0 46.4 39.6
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 141,195: 42,526 9,451 39,688 46,728 85,959 128,943 135,098: 12,252 6,097
Old : 138,247: 42,594 10,584 37,840 45,922 84,035 126,356 132,459: 11,891 5,788
Other: 2,947: 1,202 137 578 807 1,924 2,587 2,639: 360 308
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,414: 2,249 1,223 464 -1,614 -592 1,099 1,094: 315 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 6.7 28.1 33.1 60.9 91.3 95.7: 8.7 4.3
Old : 100.0: 30.8 7.7 27.4 33.2 60.8 91.4 95.8: 8.6 4.2
Other: 100.0: 40.8 4.6 19.6 27.4 65.3 87.8 89.5: 12.2 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 170 66 115 102 119 318 266:
Old : 378: 171 69 115 102 119 318 266:
Other: 74: 11 11 18 25 38 46 57:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 20.8 21.4 32.0 10.4 15.2 17.3 24.6
Old : 13.2 21.0 21.7 32.5 10.6 15.6 17.7 25.0
Other: 42.6 33.8 58.5 47.0 36.4 33.1 48.2 41.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 21,218: 4,566 10,043 3,620 9,421 5,511 17,607 19,174: 3,611 2,044
Old : 21,218: 4,566 10,043 3,620 9,421 5,511 17,607 19,174: 3,611 2,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,799: 678 -189 215 102 2,044 995 2,071: 803 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 47.3 17.1 44.4 26.0 83.0 90.4: 17.0 9.6
Old : 100.0: 21.5 47.3 17.1 44.4 26.0 83.0 90.4: 17.0 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 : 54: 13 28 11 8 8 29 40:
Old : 54: 13 28 11 8 8 29 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 : 64.2 34.3 73.4 56.3 51.0 29.8 55.4 48.6
Old : 64.2 34.3 73.4 56.3 51.0 29.8 55.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 19,419: 3,888 10,232 3,404 9,319 3,467 16,611 17,103: 2,808 2,316
Old : 19,419: 3,888 10,232 3,404 9,319 3,467 16,611 17,103: 2,808 2,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -725: -636 179 -95 -198 -563 -929 -479: 204 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 52.7 17.5 48.0 17.9 85.5 88.1: 14.5 11.9
Old : 100.0: 20.0 52.7 17.5 48.0 17.9 85.5 88.1: 14.5 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 : 47: 3 31 10 6 10 17 44:
Old : 47: 3 31 10 6 10 17 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 : 76.2 36.9 82.4 55.9 61.3 31.8 63.4 47.4
Old : 76.2 36.9 82.4 55.9 61.3 31.8 63.4 47.4
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 25, 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 : 214,270: 17,912 22,633 42,089 125,017 119,762 185,018 184,484: 29,252 29,787
Old : 214,270: 17,912 22,633 42,089 125,017 119,762 185,018 184,484: 29,252 29,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 13,986: 5,662 -1,913 3,468 5,106 12,463 14,236 14,018: -250 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.6 19.6 58.3 55.9 86.3 86.1: 13.7 13.9
Old : 100.0: 8.4 10.6 19.6 58.3 55.9 86.3 86.1: 13.7 13.9
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 : 133: 27 27 38 62 74 114 116:
Old : 133: 27 27 38 62 74 114 116:
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 : 27.0 18.0 38.2 27.4 19.6 10.3 25.6 15.5
Old : 27.0 18.0 38.2 27.4 19.6 10.3 25.6 15.5
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 18, 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 : 200,284: 12,250 24,546 38,621 119,911 107,299 170,782 170,465: 29,502 29,819
Old : 200,284: 12,250 24,546 38,621 119,911 107,299 170,782 170,465: 29,502 29,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 6,535: 1,936 38 1,265 2,456 2,289 5,657 3,592: 878 2,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.3 19.3 59.9 53.6 85.3 85.1: 14.7 14.9
Old : 100.0: 6.1 12.3 19.3 59.9 53.6 85.3 85.1: 14.7 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 : 134: 27 31 39 59 71 110 118:
Old : 134: 27 31 39 59 71 110 118:
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 : 27.0 16.4 38.3 26.0 20.4 8.7 26.8 14.6
Old : 27.0 16.4 38.3 26.0 20.4 8.7 26.8 14.6
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 25, 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 : 691,202: 26,295 59,900 268,282 326,547 326,857 621,124 655,039: 70,078 36,163
Old : 691,202: 26,295 59,900 268,282 326,547 326,857 621,124 655,039: 70,078 36,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -13,983: -1,174 -7,749 -3,216 -17,119 -7,400 -21,509 -18,365: 7,526 4,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 8.7 38.8 47.2 47.3 89.9 94.8: 10.1 5.2
Old : 100.0: 3.8 8.7 38.8 47.2 47.3 89.9 94.8: 10.1 5.2
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 : 213: 51 57 85 99 88 190 195:
Old : 213: 51 57 85 99 88 190 195:
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 : 18.0 21.1 29.7 33.6 4.4 6.7 6.5 10.5
Old : 18.0 21.1 29.7 33.6 4.4 6.7 6.5 10.5
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 18, 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 : 705,184: 27,468 67,649 271,498 343,666 334,256 642,632 673,404: 62,552 31,781
Old : 705,184: 27,468 67,649 271,498 343,666 334,256 642,632 673,404: 62,552 31,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,385: 2,053 76 4,545 6,495 7,985 13,093 12,606: -2,708 -2,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 9.6 38.5 48.7 47.4 91.1 95.5: 8.9 4.5
Old : 100.0: 3.9 9.6 38.5 48.7 47.4 91.1 95.5: 8.9 4.5
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 : 231: 49 68 89 106 95 204 209:
Old : 231: 49 68 89 106 95 204 209:
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 : 18.6 21.1 30.0 33.5 4.1 6.0 6.0 9.5
Old : 18.6 21.1 30.0 33.5 4.1 6.0 6.0 9.5
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 25, 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 : 70,114: 3,443 4,088 2,741 58,607 60,935 64,791 67,764: 5,323 2,350
Old : 70,114: 3,443 4,088 2,741 58,607 60,935 64,791 67,764: 5,323 2,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 844: 428 -620 620 -1,088 -288 -40 -288: 884 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.8 3.9 83.6 86.9 92.4 96.6: 7.6 3.4
Old : 100.0: 4.9 5.8 3.9 83.6 86.9 92.4 96.6: 7.6 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 : 33: 1 1 2 28 23 30 25:
Old : 33: 1 1 2 28 23 30 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 : 43.8 57.1 63.4 71.8 41.5 51.9 51.8 60.2
Old : 43.8 57.1 63.4 71.8 41.5 51.9 51.8 60.2
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 18, 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 : 69,270: 3,015 4,708 2,121 59,695 61,223 64,831 68,052: 4,439 1,218
Old : 69,270: 3,015 4,708 2,121 59,695 61,223 64,831 68,052: 4,439 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,063: 0 -1,712 0 711 3,631 711 1,919: 352 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.8 3.1 86.2 88.4 93.6 98.2: 6.4 1.8
Old : 100.0: 4.4 6.8 3.1 86.2 88.4 93.6 98.2: 6.4 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 : 36: 1 1 1 30 25 31 27:
Old : 36: 1 1 1 30 25 31 27:
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 : 43.7 58.0 64.2 72.3 42.0 53.7 52.1 62.3
Old : 43.7 58.0 64.2 72.3 42.0 53.7 52.1 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 25, 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 : 44,953: 1,906 2,464 1,604 38,078 35,508 41,588 39,576: 3,365 5,377
Old : 44,953: 1,906 2,464 1,604 38,078 35,508 41,588 39,576: 3,365 5,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -100: -3,360 0 1,176 958 -1,472 -1,226 -296: 1,126 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.5 3.6 84.7 79.0 92.5 88.0: 7.5 12.0
Old : 100.0: 4.2 5.5 3.6 84.7 79.0 92.5 88.0: 7.5 12.0
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 2 2 15 14 17 17:
Old : 22: 1 2 2 15 14 17 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 : 49.4 57.5 77.1 74.0 42.4 53.4 64.4 65.1
Old : 49.4 57.5 77.1 74.0 42.4 53.4 64.4 65.1
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 18, 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 : 45,053: 5,266 2,464 428 37,120 36,980 42,814 39,872: 2,239 5,181
Old : 45,053: 5,266 2,464 428 37,120 36,980 42,814 39,872: 2,239 5,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 302: 0 0 0 302 302 302 302: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 5.5 0.9 82.4 82.1 95.0 88.5: 5.0 11.5
Old : 100.0: 11.7 5.5 0.9 82.4 82.1 95.0 88.5: 5.0 11.5
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 : 22: 1 2 1 15 13 17 15:
Old : 22: 1 2 1 15 13 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 : 51.3 62.5 82.4 77.9 45.8 61.2 73.4 73.1
Old : 51.3 62.5 82.4 77.9 45.8 61.2 73.4 73.1
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 25, 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 : 37,154: 2,563 3,203 2,022 27,731 29,529 32,316 34,754: 4,838 2,400
Old : 37,154: 2,563 3,203 2,022 27,731 29,529 32,316 34,754: 4,838 2,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 2,547: -1,218 -432 361 1,978 1,645 1,121 1,574: 1,426 973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.6 5.4 74.6 79.5 87.0 93.5: 13.0 6.5
Old : 100.0: 6.9 8.6 5.4 74.6 79.5 87.0 93.5: 13.0 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: 2 2 3 21 17 24 21:
Old : 25: 2 2 3 21 17 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 : 45.3 36.8 62.9 58.3 39.5 29.1 49.9 46.3
Old : 45.3 36.8 62.9 58.3 39.5 29.1 49.9 46.3
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 18, 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 : 34,607: 3,781 3,635 1,661 25,753 27,884 31,195 33,180: 3,412 1,427
Old : 34,607: 3,781 3,635 1,661 25,753 27,884 31,195 33,180: 3,412 1,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,002: 517 1,336 617 2,050 1,162 3,184 3,115: -182 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.5 4.8 74.4 80.6 90.1 95.9: 9.9 4.1
Old : 100.0: 10.9 10.5 4.8 74.4 80.6 90.1 95.9: 9.9 4.1
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 : 26: 2 2 3 21 18 24 22:
Old : 26: 2 2 3 21 18 24 22:
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 : 42.1 38.8 65.2 61.0 36.3 31.0 52.9 49.2
Old : 42.1 38.8 65.2 61.0 36.3 31.0 52.9 49.2
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, January 25, 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 : 60,427: 5,320 545 1,812 49,611 47,816 56,743 50,173: 3,684 10,254
Old : 60,427: 5,320 545 1,812 49,611 47,816 56,743 50,173: 3,684 10,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,348: 532 56 134 -575 -1,725 91 -1,535: 1,257 2,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.9 3.0 82.1 79.1 93.9 83.0: 6.1 17.0
Old : 100.0: 8.8 0.9 3.0 82.1 79.1 93.9 83.0: 6.1 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 : 25: 1 1 2 21 17 23 19:
Old : 25: 1 1 2 21 17 23 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 : 47.1 58.9 70.7 70.5 41.0 49.4 56.9 56.7
Old : 47.1 58.9 70.7 70.5 41.0 49.4 56.9 56.7
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 18, 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 : 59,079: 4,788 489 1,678 50,186 49,541 56,652 51,708: 2,427 7,371
Old : 59,079: 4,788 489 1,678 50,186 49,541 56,652 51,708: 2,427 7,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,733: -58 205 360 1,878 1,503 2,180 2,068: -447 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.8 2.8 84.9 83.9 95.9 87.5: 4.1 12.5
Old : 100.0: 8.1 0.8 2.8 84.9 83.9 95.9 87.5: 4.1 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 : 27: 1 1 2 23 17 25 19:
Old : 27: 1 1 2 23 17 25 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 : 46.5 60.5 70.7 72.4 40.9 49.6 57.8 59.2
Old : 46.5 60.5 70.7 72.4 40.9 49.6 57.8 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 26,739: 1,872 394 1,156 17,023 20,361 20,051 21,911: 6,688 4,828
Old : 26,739: 1,872 394 1,156 17,023 20,361 20,051 21,911: 6,688 4,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,623: 285 -174 -43 1,734 1,502 1,976 1,285: -353 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.5 4.3 63.7 76.1 75.0 81.9: 25.0 18.1
Old : 100.0: 7.0 1.5 4.3 63.7 76.1 75.0 81.9: 25.0 18.1
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 : 21: 1 1 2 13 14 15 16:
Old : 21: 1 1 2 13 14 15 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 : 47.7 40.7 65.1 63.0 44.2 37.3 52.4 56.2
Old : 47.7 40.7 65.1 63.0 44.2 37.3 52.4 56.2
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, January 25, 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 : 29,571: 3,108 2,124 0 25,569 22,755 28,677 24,879: 894 4,692
Old : 29,571: 3,108 2,124 0 25,569 22,755 28,677 24,879: 894 4,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.2 0.0 86.5 77.0 97.0 84.1: 3.0 15.9
Old : 100.0: 10.5 7.2 0.0 86.5 77.0 97.0 84.1: 3.0 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 : 24: 2 1 0 13 11 15 12:
Old : 24: 2 1 0 13 11 15 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 : 67.9 55.6 88.9 78.9 64.4 55.6 84.0 77.7
Old : 67.9 55.6 88.9 78.9 64.4 55.6 84.0 77.7
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 25, 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 : 931,510: 229,123 58,565 153,677 534,866 713,367 917,666 925,609: 13,844 5,901
Old : 931,510: 229,123 58,565 153,677 534,866 713,367 917,666 925,609: 13,844 5,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 24,714: 12,659 -8,746 9,210 5,064 24,871 26,933 25,335: -2,219 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.3 16.5 57.4 76.6 98.5 99.4: 1.5 0.6
Old : 100.0: 24.6 6.3 16.5 57.4 76.6 98.5 99.4: 1.5 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 : 127: 20 11 28 87 76 120 106:
Old : 127: 20 11 28 87 76 120 106:
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 : 31.3 23.0 43.7 36.6 25.4 18.1 31.1 27.9
Old : 31.3 23.0 43.7 36.6 25.4 18.1 31.1 27.9
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 18, 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 : 906,796: 216,464 67,311 144,467 529,802 688,496 890,733 900,274: 16,063 6,522
Old : 906,796: 216,464 67,311 144,467 529,802 688,496 890,733 900,274: 16,063 6,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 22,987: 16,569 6,223 1,832 4,747 14,729 23,148 22,784: -161 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 7.4 15.9 58.4 75.9 98.2 99.3: 1.8 0.7
Old : 100.0: 23.9 7.4 15.9 58.4 75.9 98.2 99.3: 1.8 0.7
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 : 114: 15 14 26 78 72 108 99:
Old : 114: 15 14 26 78 72 108 99:
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 : 32.9 23.2 45.0 36.8 27.5 19.3 33.4 28.7
Old : 32.9 23.2 45.0 36.8 27.5 19.3 33.4 28.7
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 25, 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 : 106,378: 38,448 35,022 20,377 41,968 49,613 100,793 105,012: 5,585 1,366
Old : 106,378: 38,448 35,022 20,377 41,968 49,613 100,793 105,012: 5,585 1,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 17,650: 13,734 12,032 40 2,186 6,192 15,960 18,264: 1,690 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 32.9 19.2 39.5 46.6 94.7 98.7: 5.3 1.3
Old : 100.0: 36.1 32.9 19.2 39.5 46.6 94.7 98.7: 5.3 1.3
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 : 42: 10 5 12 24 25 38 38:
Old : 42: 10 5 12 24 25 38 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 : 56.1 51.0 69.6 72.5 35.3 40.6 44.2 54.4
Old : 56.1 51.0 69.6 72.5 35.3 40.6 44.2 54.4
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 18, 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 : 88,728: 24,714 22,990 20,337 39,782 43,421 84,833 86,748: 3,895 1,980
Old : 88,728: 24,714 22,990 20,337 39,782 43,421 84,833 86,748: 3,895 1,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,119: 12,213 5,083 -2,123 -257 6,425 9,833 9,385: 286 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 25.9 22.9 44.8 48.9 95.6 97.8: 4.4 2.2
Old : 100.0: 27.9 25.9 22.9 44.8 48.9 95.6 97.8: 4.4 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 : 39: 8 5 10 22 23 34 34:
Old : 39: 8 5 10 22 23 34 34:
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 : 53.8 47.1 68.6 70.7 27.6 34.1 39.3 47.3
Old : 53.8 47.1 68.6 70.7 27.6 34.1 39.3 47.3
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 25, 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 : 37,829: 4,750 3,534 6,007 26,933 28,108 37,690 37,650: 139 179
Old : 37,829: 4,750 3,534 6,007 26,933 28,108 37,690 37,650: 139 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 2,357: -782 1,550 500 2,650 318 2,368 2,368: -11 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 9.3 15.9 71.2 74.3 99.6 99.5: 0.4 0.5
Old : 100.0: 12.6 9.3 15.9 71.2 74.3 99.6 99.5: 0.4 0.5
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 : 35: 3 4 6 24 26 30 33:
Old : 35: 3 4 6 24 26 30 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 : 49.1 67.3 72.0 79.7 42.7 58.7 55.2 63.9
Old : 49.1 67.3 72.0 79.7 42.7 58.7 55.2 63.9
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 18, 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 : 35,471: 5,532 1,984 5,507 24,283 27,790 35,321 35,281: 150 190
Old : 35,471: 5,532 1,984 5,507 24,283 27,790 35,321 35,281: 150 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 389: 281 483 -185 302 589 398 888: -9 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 5.6 15.5 68.5 78.3 99.6 99.5: 0.4 0.5
Old : 100.0: 15.6 5.6 15.5 68.5 78.3 99.6 99.5: 0.4 0.5
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 : 35: 3 4 6 25 26 31 33:
Old : 35: 3 4 6 25 26 31 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 : 52.4 68.2 75.0 79.8 46.9 59.1 58.9 64.9
Old : 52.4 68.2 75.0 79.8 46.9 59.1 58.9 64.9
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 25, 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 : 20,711: 2,103 4,558 917 17,691 15,236 20,711 20,711: 0 0
Old : 20,711: 2,103 4,558 917 17,691 15,236 20,711 20,711: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 672: -20 200 56 636 416 672 672: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 22.0 4.4 85.4 73.6 100.0 100.0: 0.0 0.0
Old : 100.0: 10.2 22.0 4.4 85.4 73.6 100.0 100.0: 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 : 25: 3 2 2 16 15 19 19:
Old : 25: 3 2 2 16 15 19 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 : 76.7 60.9 88.9 80.8 73.9 58.5 80.5 74.9
Old : 76.7 60.9 88.9 80.8 73.9 58.5 80.5 74.9
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 18, 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 : 20,039: 2,123 4,358 861 17,055 14,820 20,039 20,039: 0 0
Old : 20,039: 2,123 4,358 861 17,055 14,820 20,039 20,039: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 432: 396 348 0 80 128 476 476: -44 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 21.7 4.3 85.1 74.0 100.0 100.0: 0.0 0.0
Old : 100.0: 10.6 21.7 4.3 85.1 74.0 100.0 100.0: 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 : 25: 2 3 2 16 14 19 18:
Old : 25: 2 3 2 16 14 19 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 : 76.5 61.9 88.3 81.8 73.9 59.4 80.2 75.7
Old : 76.5 61.9 88.3 81.8 73.9 59.4 80.2 75.7
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 25, 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 : 7,536: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Old : 7,536: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 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 3 3 11 10 14 14:
Old : 21: 1 3 3 11 10 14 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 : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
Old : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
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 18, 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 : 7,536: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Old : 7,536: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 0: -242 -242 242 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 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 3 3 11 10 14 14:
Old : 21: 1 3 3 11 10 14 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 : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
Old : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
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 25, 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 : 1,110,243: 101,435 40,027 260,938 689,303 735,497 1,051,677 1,036,461: 58,566 73,781
Old : 1,110,243: 101,435 40,027 260,938 689,303 735,497 1,051,677 1,036,461: 58,566 73,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 17,712: 11,925 -4,845 17,409 -9,821 12,832 19,513 25,396: -1,801 -7,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 3.6 23.5 62.1 66.2 94.7 93.4: 5.3 6.6
Old : 100.0: 9.1 3.6 23.5 62.1 66.2 94.7 93.4: 5.3 6.6
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 : 229: 69 62 86 80 86 195 194:
Old : 229: 69 62 86 80 86 195 194:
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 : 20.3 23.3 31.9 34.9 9.2 10.6 13.8 14.5
Old : 20.3 23.3 31.9 34.9 9.2 10.6 13.8 14.5
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 18, 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 : 1,092,531: 89,510 44,871 243,529 699,124 722,665 1,032,163 1,011,066: 60,367 81,465
Old : 1,092,531: 89,510 44,871 243,529 699,124 722,665 1,032,163 1,011,066: 60,367 81,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -39,260: 10,352 1,158 -35,576 -14,554 -8,150 -39,778 -42,568: 518 3,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 4.1 22.3 64.0 66.1 94.5 92.5: 5.5 7.5
Old : 100.0: 8.2 4.1 22.3 64.0 66.1 94.5 92.5: 5.5 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 : 225: 60 68 85 77 85 190 192:
Old : 225: 60 68 85 77 85 190 192:
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 : 21.2 23.3 32.7 33.9 9.6 10.4 14.6 13.8
Old : 21.2 23.3 32.7 33.9 9.6 10.4 14.6 13.8
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 25, 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 : 12,947: 7,605 2,012 173 2,522 9,674 10,300 11,859: 2,647 1,088
Old : 12,947: 7,605 2,012 173 2,522 9,674 10,300 11,859: 2,647 1,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 162: 62 -70 173 62 100 297 203: -135 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 15.5 1.3 19.5 74.7 79.6 91.6: 20.4 8.4
Old : 100.0: 58.7 15.5 1.3 19.5 74.7 79.6 91.6: 20.4 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 : 116: 65 15 3 10 23 78 41:
Old : 116: 65 15 3 10 23 78 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 : 23.5 41.5 36.8 59.8 23.5 41.5 36.8 59.8
Old : 23.5 41.5 36.8 59.8 23.5 41.5 36.8 59.8
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 18, 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 : 12,785: 7,543 2,082 0 2,460 9,574 10,003 11,656: 2,782 1,129
Old : 12,785: 7,543 2,082 0 2,460 9,574 10,003 11,656: 2,782 1,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 49: 126 -417 -91 -2 426 33 -82: 16 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 16.3 0.0 19.2 74.9 78.2 91.2: 21.8 8.8
Old : 100.0: 59.0 16.3 0.0 19.2 74.9 78.2 91.2: 21.8 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 : 113: 66 15 0 9 23 75 38:
Old : 113: 66 15 0 9 23 75 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 : 24.2 42.3 37.7 60.5 24.2 42.3 37.7 60.5
Old : 24.2 42.3 37.7 60.5 24.2 42.3 37.7 60.5
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 25, 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 : 7,335: 3,330 297 0 2,399 6,277 5,729 6,574: 1,606 761
Old : 7,335: 3,330 297 0 2,399 6,277 5,729 6,574: 1,606 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 721: 693 68 0 -79 629 614 697: 107 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 4.0 0.0 32.7 85.6 78.1 89.6: 21.9 10.4
Old : 100.0: 45.4 4.0 0.0 32.7 85.6 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 : 48: 21 4 0 9 15 30 19:
Old : 48: 21 4 0 9 15 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 : 37.1 56.5 50.4 73.5 37.1 56.5 50.4 73.1
Old : 37.1 56.5 50.4 73.5 37.1 56.5 50.4 73.1
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 18, 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 : 6,614: 2,637 229 0 2,478 5,648 5,115 5,877: 1,499 737
Old : 6,614: 2,637 229 0 2,478 5,648 5,115 5,877: 1,499 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 169: 238 -320 0 -124 453 114 133: 55 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 3.5 0.0 37.5 85.4 77.3 88.9: 22.7 11.1
Old : 100.0: 39.9 3.5 0.0 37.5 85.4 77.3 88.9: 22.7 11.1
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 : 41: 15 3 0 9 15 24 18:
Old : 41: 15 3 0 9 15 24 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 : 38.0 62.2 52.6 76.5 38.0 62.2 52.6 76.5
Old : 38.0 62.2 52.6 76.5 38.0 62.2 52.6 76.5
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 25, 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 : 199,923: 25,485 5,990 33,259 123,930 146,048 182,674 185,297: 17,250 14,627
Old : 199,923: 25,485 5,990 33,259 123,930 146,048 182,674 185,297: 17,250 14,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 3,886: 4,718 -2,812 4,020 -4,896 4,602 3,842 5,810: 44 -1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 3.0 16.6 62.0 73.1 91.4 92.7: 8.6 7.3
Old : 100.0: 12.7 3.0 16.6 62.0 73.1 91.4 92.7: 8.6 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 : 165: 44 21 41 79 86 140 136:
Old : 165: 44 21 41 79 86 140 136:
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 : 27.6 17.3 38.0 27.8 22.9 12.2 29.8 20.0
Old : 27.6 17.3 38.0 27.8 22.9 12.2 29.8 20.0
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 18, 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 : 196,038: 20,767 8,802 29,239 128,826 141,445 178,831 179,487: 17,206 16,551
Old : 196,038: 20,767 8,802 29,239 128,826 141,445 178,831 179,487: 17,206 16,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 12,754: 2,932 -1,047 369 7,026 12,020 10,328 11,342: 2,426 1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 4.5 14.9 65.7 72.2 91.2 91.6: 8.8 8.4
Old : 100.0: 10.6 4.5 14.9 65.7 72.2 91.2 91.6: 8.8 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 : 160: 40 23 39 80 83 135 133:
Old : 160: 40 23 39 80 83 135 133:
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 : 29.1 17.7 40.5 28.4 24.5 12.6 30.8 20.3
Old : 29.1 17.7 40.5 28.4 24.5 12.6 30.8 20.3
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 18, 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 : 18,879: 0 3,251 4,578 14,046 10,975 18,624 18,804: 255 75
Old : 18,879: 0 3,251 4,578 14,046 10,975 18,624 18,804: 255 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 89: 0 -234 -12 56 260 44 14: 45 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.2 24.2 74.4 58.1 98.6 99.6: 1.4 0.4
Old : 100.0: 0.0 17.2 24.2 74.4 58.1 98.6 99.6: 1.4 0.4
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: 0 5 2 15 13 17 18:
Old : 25: 0 5 2 15 13 17 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 : 66.1 76.6 88.3 88.2 45.0 48.2 56.2 56.8
Old : 66.1 76.6 88.3 88.2 45.0 48.2 56.2 56.8
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 18, 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 : 8,587: 450 2,106 402 7,660 5,929 8,512 8,437: 75 150
Old : 8,587: 450 2,106 402 7,660 5,929 8,512 8,437: 75 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -165: 0 75 0 -240 -390 -240 -315: 75 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 24.5 4.7 89.2 69.0 99.1 98.3: 0.9 1.7
Old : 100.0: 5.2 24.5 4.7 89.2 69.0 99.1 98.3: 0.9 1.7
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 : 21: 1 1 2 16 14 18 16:
Old : 21: 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 : 56.4 75.5 79.1 87.9 40.8 50.4 52.2 53.4
Old : 56.4 75.5 79.1 87.9 40.8 50.4 52.2 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2005