WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 226,291
COMMITMENTS
36,196 65,564 33,760 123,442 97,689 193,399 197,013 32,893 29,278
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 6,493)
-427 -10,928 4,343 2,952 11,410 6,868 4,825 -375 1,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 29.0 14.9 54.6 43.2 85.5 87.1 14.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
102 103 81 60 72 203 220
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 219,798
COMMITMENTS
36,624 76,492 29,417 120,490 86,280 186,531 192,189 33,267 27,610
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,005)
-345 9,635 3,000 4,772 -4,017 7,427 8,618 5,578 4,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 34.8 13.4 54.8 39.3 84.9 87.4 15.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
100 103 72 64 69 196 220
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 747,085
COMMITMENTS
73,993 154,398 103,172 452,870 331,183 630,034 588,752 117,051 158,333
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 20,569)
4,068 -25,011 8,095 3,427 30,796 15,591 13,880 4,978 6,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 20.7 13.8 60.6 44.3 84.3 78.8 15.7 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 735)
170 189 166 305 274 577 539
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 726,517
COMMITMENTS
69,924 179,408 95,077 449,443 300,387 614,444 574,872 112,073 151,645
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,440)
719 14,784 -4,441 17,494 -1,749 13,772 8,595 -332 4,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 24.7 13.1 61.9 41.3 84.6 79.1 15.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
162 194 154 293 267 542 538
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,766
COMMITMENTS
1,802 591 434 1,586 4,848 3,822 5,873 3,944 1,893
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 56)
555 -77 -29 -531 151 -6 45 61 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 7.6 5.6 20.4 62.4 49.2 75.6 50.8 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 5 7 13 12 32 23
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,710
COMMITMENTS
1,247 668 463 2,117 4,696 3,828 5,827 3,883 1,883
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -313)
-22 -141 67 -119 -180 -74 -254 -239 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 8.7 6.0 27.5 60.9 49.6 75.6 50.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 6 6 14 13 31 23
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 312,371
COMMITMENTS
28,557 55,889 70,122 165,027 126,115 263,706 252,126 48,665 60,245
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 3,659)
-2,786 2,074 4,157 3,480 1,256 4,851 7,487 -1,191 -3,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 17.9 22.4 52.8 40.4 84.4 80.7 15.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
111 159 133 116 130 312 343
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 308,712
COMMITMENTS
31,343 53,815 65,965 161,547 124,859 258,855 244,639 49,856 64,073
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 6,196)
-5,675 8,308 3,866 6,126 -7,856 4,318 4,319 1,878 1,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 17.4 21.4 52.3 40.4 83.9 79.2 16.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
112 138 122 111 125 292 324
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 169,421
COMMITMENTS
16,155 42,643 26,358 104,279 78,401 146,791 147,402 22,629 22,018
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 6,805)
579 3,758 -418 5,843 3,035 6,003 6,375 801 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 25.2 15.6 61.6 46.3 86.6 87.0 13.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
32 45 34 52 47 102 116
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 162,616
COMMITMENTS
15,576 38,886 26,776 98,436 75,366 140,788 141,028 21,828 21,588
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -445)
-2,287 4,043 547 4,174 -5,232 2,434 -643 -2,879 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 23.9 16.5 60.5 46.3 86.6 86.7 13.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
32 46 33 52 45 102 114
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 771,943
COMMITMENTS
176,757 108,592 78,283 394,643 442,642 649,683 629,518 122,260 142,425
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 44,707)
7,698 1,299 5,517 21,498 30,416 34,713 37,232 9,994 7,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 14.1 10.1 51.1 57.3 84.2 81.5 15.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
46 52 42 73 94 145 162
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 727,236
COMMITMENTS
169,059 107,293 72,767 373,145 412,226 614,970 592,286 112,265 134,950
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,681)
15,919 15,819 -16,244 -915 -713 -1,240 -1,138 13,921 13,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 14.8 10.0 51.3 56.7 84.6 81.4 15.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
41 47 38 69 94 133 156
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 165,586
COMMITMENTS
13,734 24,613 33,897 88,778 82,474 136,409 140,983 29,178 24,603
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -2,491)
5,767 -7,215 -1,254 -10,467 7,565 -5,954 -904 3,463 -1,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 14.9 20.5 53.6 49.8 82.4 85.1 17.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
34 50 53 56 57 129 138
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 168,077
COMMITMENTS
7,967 31,829 35,151 99,244 74,908 142,362 141,888 25,715 26,190
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 8,120)
-51 6,772 2,894 7,672 -1,611 10,515 8,056 -2,395 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 18.9 20.9 59.0 44.6 84.7 84.4 15.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
26 51 52 56 56 119 142
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,548
COMMITMENTS
1,627 1,402 310 1,085 1,328 3,021 3,040 1,526 1,508
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -345)
86 -28 -50 -127 -306 -91 -383 -253 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 30.8 6.8 23.9 29.2 66.4 66.8 33.6 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 10 3 11 9 24 19
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,892
COMMITMENTS
1,541 1,430 359 1,212 1,634 3,113 3,423 1,780 1,469
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 89)
165 151 79 288 -158 531 72 -442 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 29.2 7.3 24.8 33.4 63.6 70.0 36.4 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 3 11 10 23 20
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 272,211
COMMITMENTS
73,179 87,651 374 173,308 130,624 246,861 218,649 25,350 53,562
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,731)
5,376 3,308 -151 16,639 12,873 21,864 16,030 -2,133 3,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 32.2 0.1 63.7 48.0 90.7 80.3 9.3 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
22 57 2 48 67 71 125
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 252,479
COMMITMENTS
67,803 84,343 525 156,669 117,751 224,997 202,619 27,482 49,860
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,802)
5,347 14,316 -875 -2,432 -10,783 2,040 2,658 1,762 1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 33.4 0.2 62.1 46.6 89.1 80.3 10.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
19 55 4 48 66 69 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,165,995
COMMITMENTS
399,523 377,252 273,349 1302185 1151103 1975056 1801704 190,939 364,291
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 25,941)
5,718 30,013 9,151 -8,372 -19,444 6,496 19,720 19,445 6,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 17.4 12.6 60.1 53.1 91.2 83.2 8.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
57 122 93 156 206 274 360
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,140,053
COMMITMENTS
393,805 347,239 264,198 1310557 1170547 1968560 1781984 171,494 358,070
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 123,830)
6,129 15,775 63,423 48,126 -6,396 117,679 72,802 6,151 51,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 16.2 12.3 61.2 54.7 92.0 83.3 8.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
46 116 89 137 199 249 338
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,391,500
COMMITMENTS
330,169 249,240 131,420 849,118 830,426 1310707 1211086 80,793 180,414
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 65,217)
-2,911 -6,296 26,115 59,487 42,517 82,691 62,336 -17,474 2,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 17.9 9.4 61.0 59.7 94.2 87.0 5.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
59 92 64 96 143 188 266
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,326,282
COMMITMENTS
333,080 255,536 105,305 789,631 787,910 1228016 1148751 98,267 177,532
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 14,091)
-2,485 41,114 -17,371 13,368 -16,548 -6,488 7,195 20,580 6,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 19.3 7.9 59.5 59.4 92.6 86.6 7.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
59 83 54 90 143 171 258
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 477,943
COMMITMENTS
110,323 37,806 148,684 196,130 272,149 455,137 458,638 22,805 19,304
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 33,227)
1,062 5,808 19,159 16,129 4,378 36,350 29,345 -3,123 3,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 7.9 31.1 41.0 56.9 95.2 96.0 4.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
48 27 40 62 66 125 118
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 444,716
COMMITMENTS
109,262 31,998 129,524 180,002 267,771 418,788 429,293 25,928 15,422
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -207,908)
-75,820 -20,282 -64,530 -61,164 -120,024 -201,514 -204,836 -6,394 -3,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.2 29.1 40.5 60.2 94.2 96.5 5.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
42 25 35 61 62 119 107
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,425
COMMITMENTS
17,235 9,769 819 25,725 32,946 43,778 43,533 5,647 5,891
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -2,009)
-2,478 534 22 522 -344 -1,934 212 -75 -2,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 19.8 1.7 52.0 66.7 88.6 88.1 11.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
38 22 13 30 14 76 41
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,434
COMMITMENTS
19,712 9,235 797 25,202 33,289 45,712 43,321 5,722 8,113
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 261)
6 -613 38 -413 355 -369 -220 630 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 18.0 1.5 49.0 64.7 88.9 84.2 11.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
38 18 13 26 15 72 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 62,430
COMMITMENTS
7,651 17,941 5,027 40,390 30,179 53,068 53,147 9,362 9,283
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 9,857)
1,448 4,136 1,276 9,734 5,323 12,458 10,736 -2,601 -879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 28.7 8.1 64.7 48.3 85.0 85.1 15.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
35 27 22 22 20 64 62
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,573
COMMITMENTS
6,203 13,805 3,750 30,656 24,856 40,610 42,411 11,964 10,162
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,729)
-1,064 2,584 1,675 8,034 7,834 8,645 12,093 4,084 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 26.3 7.1 58.3 47.3 77.2 80.7 22.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
34 19 19 19 16 58 49
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,875
COMMITMENTS
1,696 6,395 1,006 32,843 27,086 35,545 34,487 330 1,388
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -380)
148 -69 0 -520 -331 -372 -400 -8 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 17.8 2.8 91.5 75.5 99.1 96.1 0.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 21 2 17 15 23 36
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,255
COMMITMENTS
1,548 6,464 1,006 33,363 27,417 35,917 34,887 338 1,368
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -52)
-483 64 0 457 -112 -26 -48 -26 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 17.8 2.8 92.0 75.6 99.1 96.2 0.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 21 2 17 15 23 36
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,266
COMMITMENTS
0 1,554 0 13,254 11,252 13,254 12,806 12 460
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -333)
-500 -135 0 176 -190 -324 -325 -9 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.7 0.0 99.9 84.8 99.9 96.5 0.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 8 10 8 17
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,599
COMMITMENTS
500 1,689 0 13,078 11,442 13,578 13,131 21 468
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 473)
-181 109 0 645 352 464 461 9 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 12.4 0.0 96.2 84.1 99.8 96.6 0.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 7 0 8 10 9 17
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,885
COMMITMENTS
1,932 1,866 4,428 19,157 18,062 25,517 24,357 3,368 4,529
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,659)
-16 314 487 1,565 1,850 2,036 2,652 623 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.5 15.3 66.3 62.5 88.3 84.3 11.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 4 15 34 41 58 59
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,226
COMMITMENTS
1,948 1,552 3,941 17,592 16,212 23,481 21,705 2,745 4,521
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -4,785)
-2,037 -67 -1,330 -1,443 -2,842 -4,809 -4,239 25 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.9 15.0 67.1 61.8 89.5 82.8 10.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 11 14 36 40 60 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 109,745
COMMITMENTS
30,535 3,308 19,965 38,731 49,533 89,230 72,805 20,515 36,940
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,306)
2,392 -1,965 -1,468 -1,179 3,632 -256 199 -1,051 -1,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 3.0 18.2 35.3 45.1 81.3 66.3 18.7 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
67 21 50 31 36 131 92
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 111,051
COMMITMENTS
28,143 5,272 21,433 39,910 45,901 89,486 72,606 21,566 38,445
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 9,965)
3,824 329 3,241 1,099 2,409 8,164 5,979 1,801 3,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 4.7 19.3 35.9 41.3 80.6 65.4 19.4 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
60 34 49 32 38 131 93
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,065
COMMITMENTS
512 606 141 785 369 1,438 1,116 627 949
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 9)
73 60 -18 -89 18 -34 60 43 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 29.3 6.8 38.0 17.9 69.6 54.0 30.4 46.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 16 6 7 3 20 19
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,056
COMMITMENTS
439 546 159 874 351 1,472 1,056 584 1,000
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 23)
-108 123 -47 149 39 -6 115 29 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 26.6 7.7 42.5 17.1 71.6 51.4 28.4 48.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 14 6 7 3 18 17
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 162,536
COMMITMENTS
43,800 7,801 31,814 66,977 81,222 142,591 120,836 19,946 41,700
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 9,605)
6,157 -1,345 3,290 -2,991 -961 6,455 983 3,150 8,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 4.8 19.6 41.2 50.0 87.7 74.3 12.3 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
65 25 48 62 100 146 161
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,931
COMMITMENTS
37,643 9,146 28,524 69,968 82,183 136,135 119,853 16,796 33,078
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,916)
-2,217 492 1,252 2,454 2,873 1,490 4,618 426 -2,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 6.0 18.7 45.8 53.7 89.0 78.4 11.0 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
62 29 46 61 99 140 159
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,962
COMMITMENTS
1,428 610 203 573 1,967 2,204 2,779 1,759 1,183
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 117)
212 -18 -33 66 163 245 112 -128 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 15.4 5.1 14.5 49.6 55.6 70.1 44.4 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
20 4 5 13 18 34 26
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,845
COMMITMENTS
1,216 628 236 507 1,804 1,959 2,667 1,887 1,178
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -500)
376 85 -265 -308 58 -197 -122 -303 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 16.3 6.1 13.2 46.9 50.9 69.4 49.1 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 7 8 9 15 31 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,576
COMMITMENTS
5,546 731 4,274 7,215 4,917 17,036 9,922 4,541 11,654
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,433)
900 -572 440 206 412 1,545 280 -112 1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 3.4 19.8 33.4 22.8 79.0 46.0 21.0 54.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
37 12 25 41 42 88 71
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 20,143
COMMITMENTS
4,646 1,303 3,834 7,010 4,505 15,490 9,642 4,653 10,501
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 918)
941 473 30 244 555 1,215 1,058 -298 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 6.5 19.0 34.8 22.4 76.9 47.9 23.1 52.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 19 26 39 37 82 70
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 78,053
COMMITMENTS
19,925 9,858 1,336 24,821 49,839 46,082 61,033 31,970 17,020
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,271)
-1,070 -2,025 -714 2,373 376 589 -2,364 -1,860 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 12.6 1.7 31.8 63.9 59.0 78.2 41.0 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 11 5 21 18 41 33
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 79,324
COMMITMENTS
20,995 11,883 2,050 22,448 49,463 45,493 63,396 33,831 15,928
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,966)
1,128 -1,479 1,071 3,133 6,065 5,332 5,657 634 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 15.0 2.6 28.3 62.4 57.4 79.9 42.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
19 11 7 20 17 41 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 54,400
COMMITMENTS
11,939 11,823 113 25,813 29,654 37,865 41,590 16,535 12,810
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,939)
-8,187 3,930 -82 13,547 -3,424 5,278 424 -3,339 1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 21.7 0.2 47.5 54.5 69.6 76.5 30.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 5 3 11 7 23 15
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,461
COMMITMENTS
20,126 7,893 195 12,266 33,078 32,587 41,166 19,874 11,295
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -8,864)
-13,592 -846 -8 4,311 -11,497 -9,289 -12,351 425 3,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 15.0 0.4 23.4 63.1 62.1 78.5 37.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 3 2 12 6 26 11
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 69,427
COMMITMENTS
38,533 6,556 709 17,387 54,484 56,629 61,750 12,798 7,677
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -5,698)
-4,248 -3,446 69 -4,138 -2,806 -8,316 -6,182 2,618 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 9.4 1.0 25.0 78.5 81.6 88.9 18.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
42 13 3 15 18 58 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,125
COMMITMENTS
42,781 10,002 640 21,524 57,290 64,946 67,932 10,180 7,193
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -10,729)
-11,339 3,799 -52 512 -15,428 -10,879 -11,682 150 953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 13.3 0.9 28.7 76.3 86.4 90.4 13.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
43 12 3 17 16 63 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 68,499
COMMITMENTS
22,740 1,364 263 22,216 51,666 45,219 53,293 23,280 15,206
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -10,535)
-1,152 -10,691 -1,233 -5,655 83 -8,041 -11,841 -2,494 1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 2.0 0.4 32.4 75.4 66.0 77.8 34.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 2 2 13 11 31 15
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,033
COMMITMENTS
23,892 12,055 1,496 27,871 51,583 53,259 65,134 25,774 13,900
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,118)
-9,073 -885 480 7,836 -2,147 -758 -2,552 -360 1,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 15.3 1.9 35.3 65.3 67.4 82.4 32.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
21 9 8 14 13 40 25
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 186,386
COMMITMENTS
34,923 11,426 2,597 112,511 150,214 150,031 164,236 36,354 22,150
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 4,550)
461 -47 -820 3,478 3,795 3,118 2,929 1,431 1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.1 1.4 60.4 80.6 80.5 88.1 19.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
31 13 6 20 21 54 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 181,836
COMMITMENTS
34,462 11,472 3,417 109,034 146,418 146,913 161,307 34,923 20,529
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,873)
-5,525 110 848 14,134 2,604 9,457 3,561 -3,584 2,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 6.3 1.9 60.0 80.5 80.8 88.7 19.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
32 16 8 22 20 57 41
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 175,253
COMMITMENTS
33,319 14,136 17,745 44,791 78,646 95,855 110,527 79,397 64,726
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -12,477)
-6,844 -15,886 -8,614 -1,604 3,136 -17,061 -21,363 4,584 8,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 8.1 10.1 25.6 44.9 54.7 63.1 45.3 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
31 17 22 31 25 71 55
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 187,730
COMMITMENTS
40,163 30,022 26,359 46,395 75,510 112,917 131,891 74,813 55,839
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,396)
-10,786 -1,594 6,874 -8,764 2,836 -12,676 8,116 6,280 -14,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 16.0 14.0 24.7 40.2 60.1 70.3 39.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
39 31 35 31 24 89 71
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 46,994
COMMITMENTS
10,210 700 100 33,837 41,867 44,147 42,667 2,847 4,327
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,989)
805 700 -475 1,678 2,113 2,008 2,338 981 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 1.5 0.2 72.0 89.1 93.9 90.8 6.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 19 28 22 30
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 44,005
COMMITMENTS
9,405 0 575 32,159 39,754 42,139 40,329 1,866 3,676
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,348)
-781 0 475 3,945 2,872 3,639 3,347 -291 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 0.0 1.3 73.1 90.3 95.8 91.6 4.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 1 19 25 22 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,574,987
COMMITMENTS
543,868 973,265 3056984 6451492 5741713 10052344 9771962 522,642 803,024
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 736,902)
-48,427 153,490 289,563 446,537 226,975 687,673 670,028 49,229 66,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.2 28.9 61.0 54.3 95.1 92.4 4.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
71 117 149 193 216 357 405
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,838,085
COMMITMENTS
592,295 819,775 2767421 6004955 5514739 9364672 9101935 473,413 736,150
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 339,715)
-29,999 76,672 29,394 287,638 178,242 287,032 284,307 52,682 55,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 8.3 28.1 61.0 56.1 95.2 92.5 4.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
75 112 143 188 207 346 394
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 737,687
COMMITMENTS
64,423 58,857 35,411 470,057 523,126 569,892 617,394 167,795 120,293
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 10,175)
1,516 -2,395 9,304 1,517 4,783 12,337 11,691 -2,162 -1,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 8.0 4.8 63.7 70.9 77.3 83.7 22.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
47 39 51 98 71 174 132
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 727,512
COMMITMENTS
62,907 61,253 26,108 468,540 518,343 557,555 605,703 169,957 121,809
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,189)
4,653 1,681 2,278 567 417 7,498 4,375 5,690 8,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 8.4 3.6 64.4 71.2 76.6 83.3 23.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
49 34 44 96 70 169 124
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 841,091
COMMITMENTS
208,997 115,767 16,166 335,823 634,389 560,986 766,322 280,105 74,769
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 21,307)
2,262 18,180 -1,898 22,490 3,086 22,854 19,368 -1,547 1,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 13.8 1.9 39.9 75.4 66.7 91.1 33.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
103 75 35 68 74 187 168
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 819,784
COMMITMENTS
206,735 97,587 18,064 313,333 631,303 538,132 746,954 281,652 72,830
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 71,009)
15,049 15,427 6,148 1,506 34,709 22,704 56,284 48,305 14,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 11.9 2.2 38.2 77.0 65.6 91.1 34.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
95 67 33 68 70 178 155
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,071
COMMITMENTS
1,927 0 0 8,413 12,023 10,340 12,023 2,731 1,048
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -159)
125 -140 0 7 133 132 -7 -291 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 0.0 64.4 92.0 79.1 92.0 20.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 0 0 25 18 32 18
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,230
COMMITMENTS
1,802 140 0 8,406 11,890 10,208 12,030 3,022 1,200
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 108)
56 -116 0 -337 286 -281 170 389 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 1.1 0.0 63.5 89.9 77.2 90.9 22.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 1 0 24 17 30 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,780
COMMITMENTS
1,081 3,759 362 22,072 18,113 23,515 22,234 2,265 3,546
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,191)
-911 -366 73 3,118 2,535 2,280 2,242 -89 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 14.6 1.4 85.6 70.3 91.2 86.2 8.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 6 2 23 20 28 26
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 23,589
COMMITMENTS
1,992 4,125 289 18,954 15,578 21,235 19,992 2,354 3,597
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,459)
-797 460 148 2,600 -119 1,951 489 -492 970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 17.5 1.2 80.4 66.0 90.0 84.8 10.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 7 3 25 17 35 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 72,360
COMMITMENTS
12,820 14,287 210 32,116 49,305 45,146 63,802 27,215 8,558
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 8,535)
-1,213 3,700 10 4,770 4,638 3,567 8,348 4,968 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 19.7 0.3 44.4 68.1 62.4 88.2 37.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
34 38 4 52 37 88 77
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,826
COMMITMENTS
14,032 10,587 201 27,346 44,667 41,578 55,455 22,247 8,371
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,423)
760 -2,532 -26 -4,946 697 -4,213 -1,861 2,789 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 16.6 0.3 42.8 70.0 65.1 86.9 34.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
31 35 3 46 32 79 68
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 327,292
COMMITMENTS
122,199 66,107 4,949 162,843 139,942 289,991 210,999 37,301 116,294
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,463)
-4,845 -7,838 -2,986 22,739 -1,717 14,908 -12,541 4,555 32,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 20.2 1.5 49.8 42.8 88.6 64.5 11.4 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
91 68 13 51 42 147 118
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,829
COMMITMENTS
127,044 73,945 7,935 140,105 141,660 275,083 223,540 32,746 84,290
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 40,451)
-7,404 35,263 4,739 36,219 -13,670 33,554 26,331 6,896 14,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 24.0 2.6 45.5 46.0 89.4 72.6 10.6 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
89 70 14 44 46 141 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 64,004
COMMITMENTS
26,494 585 261 14,885 53,149 41,640 53,995 22,365 10,009
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -4,311)
-5,772 -1,378 -213 3,729 -2,813 -2,256 -4,403 -2,056 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 0.9 0.4 23.3 83.0 65.1 84.4 34.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 2 1 10 14 30 16
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 68,316
COMMITMENTS
32,266 1,963 473 11,156 55,962 43,895 58,398 24,421 9,917
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,511)
1,936 1,750 173 2,380 3,788 4,488 5,711 1,023 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 2.9 0.7 16.3 81.9 64.3 85.5 35.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 3 1 10 16 30 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 21,669
COMMITMENTS
2,080 7,412 95 15,643 11,300 17,818 18,807 3,851 2,862
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,244)
267 1,761 -16 1,103 -45 1,354 1,700 -110 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 34.2 0.4 72.2 52.1 82.2 86.8 17.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
10 18 3 40 22 51 42
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 20,425
COMMITMENTS
1,813 5,651 111 14,540 11,345 16,464 17,107 3,960 3,317
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -162)
2 265 90 -298 -723 -206 -368 44 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 27.7 0.5 71.2 55.5 80.6 83.8 19.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
7 20 3 38 20 47 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 135,007
COMMITMENTS
20,739 17,458 1,184 104,826 103,712 126,749 122,354 8,258 12,653
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 26,479)
7,457 4,138 -177 23,521 18,526 30,801 22,487 -4,322 3,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 12.9 0.9 77.6 76.8 93.9 90.6 6.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
26 33 5 36 39 65 74
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 108,528
COMMITMENTS
13,282 13,320 1,361 81,305 85,186 95,948 99,867 12,580 8,661
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 7,147)
-5,074 -4,841 793 9,487 7,402 5,206 3,354 1,941 3,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 12.3 1.3 74.9 78.5 88.4 92.0 11.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 30 8 37 36 65 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,264
COMMITMENTS
12,133 7,199 982 10,119 18,967 23,234 27,148 9,030 5,116
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -862)
192 -1,680 -5 -255 1,451 -68 -234 -794 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 22.3 3.0 31.4 58.8 72.0 84.1 28.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
39 17 4 26 24 68 44
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,126
COMMITMENTS
11,941 8,879 987 10,374 17,516 23,302 27,382 9,824 5,744
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,652)
474 -96 50 344 1,784 868 1,738 2,784 1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 26.8 3.0 31.3 52.9 70.3 82.7 29.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
35 19 4 26 23 64 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 8,193
COMMITMENTS
3,468 451 0 2,174 1,583 5,642 2,034 2,551 6,159
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,011)
434 -432 0 407 1,293 841 861 170 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 5.5 0.0 26.5 19.3 68.9 24.8 31.1 75.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 0 4 8 11 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 115,807
COMMITMENTS
227 6,386 2,882 56,354 78,072 59,463 87,340 56,344 28,467
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 4,524)
-264 286 0 10,346 -988 10,082 -702 -5,557 5,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.5 2.5 48.7 67.4 51.3 75.4 48.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 14 4 15 24 21 40
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 111,283
COMMITMENTS
491 6,100 2,882 46,008 79,060 49,381 88,042 61,902 23,241
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,329)
16 -493 308 -79 1,111 245 926 -1,574 -2,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.5 2.6 41.3 71.0 44.4 79.1 55.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 14 4 13 24 20 40
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 120,252
COMMITMENTS
42,102 8,622 19,606 23,294 80,381 85,001 108,609 35,250 11,643
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 4,343)
-639 4,251 3,150 1,197 -2,588 3,708 4,813 635 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 7.2 16.3 19.4 66.8 70.7 90.3 29.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
103 22 48 26 36 147 92
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 115,909
COMMITMENTS
42,741 4,371 16,456 22,097 82,969 81,293 103,796 34,615 12,113
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,728)
-427 397 526 -1,156 -5,107 -1,057 -4,184 -1,671 1,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 3.8 14.2 19.1 71.6 70.1 89.5 29.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
104 18 46 24 35 141 88
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 85,590
COMMITMENTS
23,423 3,992 13,758 35,006 60,869 72,187 78,619 13,403 6,971
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -5,489)
-2,754 -1,122 -789 -1,299 -2,560 -4,842 -4,471 -647 -1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 4.7 16.1 40.9 71.1 84.3 91.9 15.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
65 25 34 36 40 113 89
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 91,079
COMMITMENTS
26,177 5,114 14,547 36,305 63,429 77,029 83,090 14,050 7,989
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,894)
-7,645 -657 561 1,514 -6,897 -5,571 -6,993 -1,323 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 5.6 16.0 39.9 69.6 84.6 91.2 15.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
61 26 29 34 39 106 84
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 396,165
COMMITMENTS
110,457 39,289 98,029 127,065 235,117 335,551 372,435 60,615 23,731
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -26,796)
-31,419 7,706 2,433 5,421 -32,419 -23,564 -22,280 -3,231 -4,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 9.9 24.7 32.1 59.3 84.7 94.0 15.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
135 46 75 40 40 204 138
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 422,961
COMMITMENTS
141,876 31,583 95,596 121,643 267,535 359,115 394,715 63,846 28,246
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -38,930)
-30,018 -1,829 -7,340 825 -35,004 -36,533 -44,173 -2,397 5,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 7.5 22.6 28.8 63.3 84.9 93.3 15.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
143 42 69 37 44 204 135
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,924
COMMITMENTS
4,813 1,414 245 2,275 7,109 7,333 8,768 2,591 1,156
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 545)
224 -10 1 -331 10 -106 1 651 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 14.2 2.5 22.9 71.6 73.9 88.4 26.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
14 5 3 5 7 22 13
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,379
COMMITMENTS
4,589 1,424 244 2,606 7,099 7,439 8,767 1,940 612
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 20)
-11 43 1 78 16 68 60 -48 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 15.2 2.6 27.8 75.7 79.3 93.5 20.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 5 3 5 6 21 12
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 72,981
COMMITMENTS
9,675 17,752 6,608 43,946 34,073 60,229 58,434 12,752 14,547
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -5,357)
-1,491 -9,428 -60 -4,427 3,589 -5,979 -5,900 622 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 24.3 9.1 60.2 46.7 82.5 80.1 17.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
27 38 21 66 56 103 106
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 78,338
COMMITMENTS
11,166 27,180 6,669 48,373 30,485 66,208 64,333 12,130 14,004
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 4,836)
-142 3,656 320 4,785 -462 4,964 3,514 -128 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 34.7 8.5 61.7 38.9 84.5 82.1 15.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
31 38 25 64 53 104 109
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 37,032
COMMITMENTS
104 10,681 2,088 26,469 17,031 28,662 29,800 8,371 7,232
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 132)
-358 -42 -657 961 531 -54 -169 186 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 28.8 5.6 71.5 46.0 77.4 80.5 22.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 22 9 35 24 44 52
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,901
COMMITMENTS
462 10,723 2,746 25,508 16,500 28,716 29,969 8,185 6,932
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,451)
-346 1,003 90 1,998 675 1,742 1,768 -291 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 29.1 7.4 69.1 44.7 77.8 81.2 22.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
8 25 12 37 23 50 56
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 128,736
COMMITMENTS
28,200 16,266 32,305 52,973 72,967 113,478 121,537 15,257 7,198
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 15,854)
12,225 -13,629 7,134 -5,953 21,386 13,405 14,891 2,449 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 12.6 25.1 41.1 56.7 88.1 94.4 11.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
151 86 102 90 86 291 232
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 112,882
COMMITMENTS
15,975 29,895 25,171 58,926 51,580 100,073 106,646 12,809 6,235
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -970)
2,480 -5,336 1,078 -4,746 4,297 -1,188 40 218 -1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 26.5 22.3 52.2 45.7 88.7 94.5 11.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
132 99 92 94 83 272 234
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 61,894
COMMITMENTS
10,068 2,956 20,019 25,904 37,209 55,992 60,184 5,902 1,710
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,516)
-1,769 236 141 675 -1,437 -953 -1,059 -563 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 4.8 32.3 41.9 60.1 90.5 97.2 9.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
53 24 34 37 25 105 70
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 63,410
COMMITMENTS
11,838 2,721 19,878 25,229 38,646 56,945 61,244 6,465 2,166
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 514)
884 -91 408 -179 67 1,113 384 -599 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 4.3 31.3 39.8 60.9 89.8 96.6 10.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
64 24 36 33 27 114 72
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 128,556
COMMITMENTS
13,637 11,987 8,590 98,835 105,837 121,061 126,414 7,495 2,143
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -822)
-1,355 5,839 925 -970 -6,990 -1,401 -227 579 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 9.3 6.7 76.9 82.3 94.2 98.3 5.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
45 33 37 47 38 111 95
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,378
COMMITMENTS
14,992 6,148 7,665 99,805 112,828 122,462 126,640 6,916 2,738
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 2,828)
-715 3,193 443 3,707 -1,398 3,435 2,238 -608 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.8 5.9 77.1 87.2 94.7 97.9 5.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
47 21 35 46 37 105 84
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 516,107
COMMITMENTS
101,484 27,401 117,298 223,881 330,749 442,663 475,448 73,445 40,660
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -41,570)
-28,890 2,935 -8,073 1,736 -41,256 -35,227 -46,394 -6,343 4,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 5.3 22.7 43.4 64.1 85.8 92.1 14.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
65 37 59 65 57 163 123
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 557,677
COMMITMENTS
130,374 24,466 125,371 222,144 372,005 477,889 521,842 79,788 35,835
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 29,913)
21,690 1,980 6,740 -3,097 19,325 25,332 28,045 4,580 1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 4.4 22.5 39.8 66.7 85.7 93.6 14.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
71 40 57 70 60 180 121
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 139,781
COMMITMENTS
40,277 8,228 39,225 48,343 86,552 127,844 134,004 11,936 5,777
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -11,574)
-7,768 363 -3,515 -283 -8,108 -11,566 -11,260 -8 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 5.9 28.1 34.6 61.9 91.5 95.9 8.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
171 64 119 106 122 320 275
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 151,355
COMMITMENTS
48,045 7,865 42,740 48,625 94,659 139,410 145,264 11,945 6,091
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -5,112)
-2,924 -2,389 -869 -863 -1,363 -4,656 -4,621 -456 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 5.2 28.2 32.1 62.5 92.1 96.0 7.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
171 69 118 107 124 326 277
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,144
COMMITMENTS
4,524 10,053 3,499 9,518 4,030 17,540 17,582 2,604 2,562
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -4,386)
-795 -4,447 -231 -3,356 1,633 -4,382 -3,046 -4 -1,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 49.9 17.4 47.2 20.0 87.1 87.3 12.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 30 11 8 9 22 44
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,530
COMMITMENTS
5,318 14,500 3,730 12,874 2,397 21,923 20,628 2,608 3,902
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -5,419)
-980 -4,699 -22 -4,626 16 -5,627 -4,704 208 -715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 59.1 15.2 52.5 9.8 89.4 84.1 10.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 32 10 6 12 19 48
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 23,327
COMMITMENTS
17,502 0 0 904 20,146 18,406 20,146 4,921 3,181
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,754)
-798 -1,145 0 134 -932 -664 -2,077 -1,090 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.0 0.0 0.0 3.9 86.4 78.9 86.4 21.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 0 0 1 12 9 12
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 193,749
COMMITMENTS
10,314 24,508 37,357 117,455 105,009 165,125 166,874 28,624 26,875
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 4,754)
-1,266 -168 3,158 2,475 2,209 4,367 5,199 388 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 12.6 19.3 60.6 54.2 85.2 86.1 14.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
19 32 36 66 71 110 116
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 188,995
COMMITMENTS
11,580 24,676 34,199 114,980 102,800 160,759 161,675 28,237 27,321
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -7,395)
-82 2,002 1,232 -9,166 -9,814 -8,015 -6,580 621 -814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 13.1 18.1 60.8 54.4 85.1 85.5 14.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
18 32 37 65 71 110 116
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 694,799
COMMITMENTS
25,415 67,573 266,953 337,171 326,271 629,540 660,797 65,260 34,002
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 13,104)
-2,850 5,910 6,993 7,089 481 11,232 13,385 1,872 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 9.7 38.4 48.5 47.0 90.6 95.1 9.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
49 61 80 101 91 190 198
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 681,696
COMMITMENTS
28,266 61,663 259,960 330,082 325,790 618,308 647,413 63,388 34,283
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 36,156)
4,530 4,394 14,729 18,588 13,779 37,847 32,902 -1,691 3,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 9.0 38.1 48.4 47.8 90.7 95.0 9.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
43 62 72 97 85 179 184
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,207
COMMITMENTS
3,015 6,420 2,121 58,984 57,592 64,120 66,133 4,087 2,074
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -267)
0 0 0 217 -1,123 217 -1,123 -484 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 9.4 3.1 86.5 84.4 94.0 97.0 6.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 29 23 30 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,474
COMMITMENTS
3,015 6,420 2,121 58,767 58,715 63,903 67,256 4,571 1,218
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,096)
2,363 0 -651 -4,106 -1,228 -2,394 -1,879 298 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 9.4 3.1 85.8 85.7 93.3 98.2 6.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 28 23 29 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,751
COMMITMENTS
5,266 2,464 428 36,818 36,678 42,512 39,570 2,239 5,181
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 124)
0 0 0 124 552 124 552 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 5.5 1.0 82.3 82.0 95.0 88.4 5.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 13 17 15
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,627
COMMITMENTS
5,266 2,464 428 36,694 36,126 42,388 39,018 2,239 5,609
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,258)
578 -7,468 -1,712 -4,935 2,448 -6,069 -6,732 -189 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 5.5 1.0 82.2 81.0 95.0 87.4 5.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 15 12 17 14
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 31,605
COMMITMENTS
3,264 2,299 1,044 23,703 26,722 28,011 30,065 3,594 1,540
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,558)
1,625 278 -60 -754 1,324 811 1,542 747 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 7.3 3.3 75.0 84.5 88.6 95.1 11.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 19 16 22 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 30,047
COMMITMENTS
1,639 2,021 1,104 24,457 25,398 27,200 28,523 2,847 1,524
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,066)
-1,315 -1,377 -153 -4,288 -4,529 -5,756 -6,059 -310 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.7 3.7 81.4 84.5 90.5 94.9 9.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 18 15 21 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,346
COMMITMENTS
4,846 284 1,318 48,308 48,038 54,472 49,640 2,874 7,706
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 7,244)
3,110 0 452 3,745 5,025 7,307 5,477 -63 1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.5 2.3 84.2 83.8 95.0 86.6 5.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 18 24 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,102
COMMITMENTS
1,736 284 866 44,563 43,013 47,165 44,163 2,937 5,939
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,279)
186 124 -310 -2,310 -2,966 -2,434 -3,152 155 873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.6 1.7 88.9 85.9 94.1 88.1 5.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 18 24 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 25,116
COMMITMENTS
1,587 568 1,199 15,289 18,859 18,075 20,626 7,041 4,490
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.3 4.8 60.9 75.1 72.0 82.1 28.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 12 13 14 15
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 883,809
COMMITMENTS
199,895 61,088 142,635 525,055 673,767 867,585 877,490 16,224 6,319
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 31,692)
13,723 1,828 14,711 309 13,844 28,743 30,383 2,949 1,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 6.9 16.1 59.4 76.2 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
15 12 25 73 69 101 95
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 852,117
COMMITMENTS
186,172 59,260 127,924 524,746 659,923 838,842 847,107 13,275 5,010
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -27,206)
14,014 5,912 -1,085 -41,141 -26,191 -28,212 -21,364 1,006 -5,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 7.0 15.0 61.6 77.4 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
14 12 24 72 68 99 93
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,609
COMMITMENTS
12,501 17,907 22,460 40,039 36,996 75,000 77,363 3,609 1,246
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 11,188)
4,983 3,310 865 5,769 7,235 11,617 11,410 -429 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 22.8 28.6 50.9 47.1 95.4 98.4 4.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 7 12 22 22 35 35
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,421
COMMITMENTS
7,518 14,597 21,595 34,270 29,761 63,383 65,953 4,038 1,468
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 6,367)
-1,587 567 2,731 6,002 4,262 7,146 7,560 -779 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 21.7 32.0 50.8 44.1 94.0 97.8 6.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 9 19 20 30 29
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,083
COMMITMENTS
5,251 1,501 5,692 23,981 27,201 34,924 34,394 159 689
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,356)
251 1,323 -33 1,260 198 1,477 1,487 -121 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 4.3 16.2 68.4 77.5 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 6 25 26 31 32
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,726
COMMITMENTS
5,000 178 5,725 22,721 27,003 33,446 32,906 280 820
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,353)
271 -2 -104 -1,283 -1,147 -1,116 -1,252 -237 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.5 17.0 67.4 80.1 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 5 22 24 27 29
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,607
COMMITMENTS
1,727 4,010 861 16,975 14,692 19,563 19,563 44 44
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 193)
46 204 21 82 -76 149 149 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 20.5 4.4 86.6 74.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 2 16 12 19 16
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,414
COMMITMENTS
1,681 3,806 840 16,893 14,768 19,414 19,414 0 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,940)
-276 -1,242 -230 -1,434 -468 -1,940 -1,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 19.6 4.3 87.0 76.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 15 12 17 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,536
COMMITMENTS
544 2,928 932 6,060 3,676 7,536 7,536 0 0
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 676)
-298 378 298 676 252 676 928 0 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 38.9 12.4 80.4 48.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 10 10 13 14
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,860
COMMITMENTS
842 2,550 634 5,384 3,424 6,860 6,608 0 252
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -794)
-46 460 -460 -265 -1,046 -771 -1,046 -23 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 37.2 9.2 78.5 49.9 100.0 96.3 0.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 10 10 13 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,131,791
COMMITMENTS
79,159 43,714 279,105 713,679 730,816 1071942 1053634 59,849 78,157
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,514)
2,910 5,523 13,710 8,386 7,219 25,006 26,451 -5,492 -6,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 3.9 24.7 63.1 64.6 94.7 93.1 5.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
61 78 94 83 87 204 207
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,112,277
COMMITMENTS
76,249 38,191 265,395 705,292 723,596 1046936 1027183 65,341 85,095
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 15,335)
3,916 -443 -2,255 1,975 4,468 3,636 1,771 11,699 13,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.4 23.9 63.4 65.1 94.1 92.3 5.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
54 71 80 82 86 185 194
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,736
COMMITMENTS
7,417 2,499 91 2,462 9,148 9,970 11,738 2,766 998
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 138)
162 -158 57 -136 382 83 281 55 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.2 19.6 0.7 19.3 71.8 78.3 92.2 21.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
65 17 3 9 24 77 43
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,598
COMMITMENTS
7,255 2,657 34 2,598 8,766 9,887 11,457 2,711 1,141
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -38)
48 163 -57 19 -131 10 -25 -48 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 21.1 0.3 20.6 69.6 78.5 90.9 21.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
61 20 1 9 23 71 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,446
COMMITMENTS
2,399 549 0 2,602 5,195 5,001 5,744 1,445 702
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 241)
106 382 -80 198 12 224 314 17 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 8.5 0.0 40.4 80.6 77.6 89.1 22.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 5 0 12 13 27 18
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,205
COMMITMENTS
2,293 167 80 2,404 5,183 4,777 5,430 1,428 775
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -124)
-6 11 80 -18 87 56 178 -180 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 2.7 1.3 38.7 83.5 77.0 87.5 23.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 2 1 10 14 26 17
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 183,283
COMMITMENTS
17,834 9,849 28,870 121,799 129,426 168,503 168,145 14,780 15,139
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,480)
1,320 -3,496 2,221 -3,440 4,037 101 2,763 2,379 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.4 15.8 66.5 70.6 91.9 91.7 8.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
35 28 41 75 77 130 129
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 180,803
COMMITMENTS
16,515 13,345 26,648 125,239 125,389 168,402 165,382 12,401 15,421
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,763)
1,554 -275 2,739 -5,870 -3,190 -1,578 -726 -1,186 -2,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 7.4 14.7 69.3 69.4 93.1 91.5 6.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
32 29 37 77 73 129 124
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,790
COMMITMENTS
0 3,485 4,590 13,990 10,715 18,580 18,790 210 0
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 675)
0 -320 270 375 725 645 675 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.5 24.4 74.5 57.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 14 13 16 18
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,115
COMMITMENTS
0 3,805 4,320 13,615 9,990 17,935 18,115 180 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,093)
-15 666 -766 -312 -993 -1,093 -1,093 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.0 23.8 75.2 55.1 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 14 13 16 18
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,752
COMMITMENTS
450 2,031 402 7,900 6,319 8,752 8,752 0 0
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 75)
0 -75 0 75 150 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 23.2 4.6 90.3 72.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 15 14 17 16
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,677
COMMITMENTS
450 2,106 402 7,825 6,169 8,677 8,677 0 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -330)
-100 -410 -45 -185 125 -330 -330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 24.3 4.6 90.2 71.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 15 14 17 16
Updated January 21, 2005