WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 236,106
COMMITMENTS
35,915 76,299 35,631 129,149 94,558 200,696 206,488 35,411 29,619
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 9,815)
-281 10,735 1,871 5,707 -3,132 7,297 9,474 2,518 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 32.3 15.1 54.7 40.0 85.0 87.5 15.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
104 112 84 61 70 205 235
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
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 769,823
COMMITMENTS
75,796 199,390 101,444 473,847 304,392 651,087 605,226 118,736 164,597
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 22,737)
1,804 44,993 -1,728 20,977 -26,791 21,053 16,473 1,685 6,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 25.9 13.2 61.6 39.5 84.6 78.6 15.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 743)
173 212 175 295 257 572 549
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
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,881
COMMITMENTS
2,753 246 434 1,248 5,513 4,435 6,193 4,446 2,688
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,115)
951 -345 0 -338 666 613 321 502 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 2.8 4.9 14.0 62.1 49.9 69.7 50.1 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
21 4 7 9 14 32 23
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
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,277
COMMITMENTS
28,848 78,952 74,918 179,319 121,520 283,085 275,391 56,193 63,887
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 26,906)
290 23,063 4,796 14,292 -4,594 19,378 23,265 7,527 3,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 23.3 22.1 52.9 35.8 83.4 81.2 16.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
108 181 143 121 130 322 371
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 183,059
COMMITMENTS
14,812 52,969 29,513 113,940 76,312 158,265 158,794 24,794 24,265
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 13,639)
-1,343 10,326 3,155 9,661 -2,090 11,474 11,392 2,165 2,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 28.9 16.1 62.2 41.7 86.5 86.7 13.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
29 56 36 53 46 108 124
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 816,098
COMMITMENTS
181,462 120,595 84,246 423,812 466,132 689,519 670,973 126,579 145,125
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 44,155)
4,705 12,003 5,962 29,169 23,489 39,835 41,455 4,319 2,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 14.8 10.3 51.9 57.1 84.5 82.2 15.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
45 64 51 84 103 167 180
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 178,531
COMMITMENTS
7,028 38,234 36,798 105,955 77,049 149,781 152,080 28,750 26,451
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 12,944)
-6,706 13,620 2,901 17,177 -5,425 13,372 11,097 -427 1,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 21.4 20.6 59.3 43.2 83.9 85.2 16.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
29 49 53 58 56 122 143
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
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,669
COMMITMENTS
1,631 1,434 361 1,209 1,398 3,201 3,193 1,468 1,476
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 121)
4 32 51 124 70 180 154 -59 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 30.7 7.7 25.9 29.9 68.6 68.4 31.4 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 10 3 12 8 25 18
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 296,278
COMMITMENTS
79,632 88,583 1,458 185,839 148,334 266,929 238,375 29,348 57,902
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 24,067)
6,453 932 1,084 12,531 17,710 20,068 19,726 3,999 4,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 29.9 0.5 62.7 50.1 90.1 80.5 9.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
26 56 4 49 70 78 127
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,143,359
COMMITMENTS
402,315 344,968 282,674 1272592 1160932 1957581 1788574 185,778 354,785
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -22,636)
2,792 -32,284 9,326 -29,593 9,829 -17,475 -13,130 -5,161 -9,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 16.1 13.2 59.4 54.2 91.3 83.4 8.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
76 110 99 149 200 275 360
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,403,075
COMMITMENTS
337,266 235,001 133,654 857,007 860,263 1327926 1228918 75,149 174,158
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 11,575)
7,096 -14,239 2,233 7,889 29,837 17,219 17,832 -5,643 -6,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 16.7 9.5 61.1 61.3 94.6 87.6 5.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
61 92 64 100 147 193 271
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 505,620
COMMITMENTS
125,790 41,926 159,282 201,130 288,556 486,202 489,765 19,418 15,855
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 27,677)
15,466 4,120 10,598 5,000 16,407 31,064 31,126 -3,387 -3,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 8.3 31.5 39.8 57.1 96.2 96.9 3.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
48 28 41 64 63 127 117
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,335
COMMITMENTS
14,939 8,772 829 25,848 32,651 41,615 42,252 6,720 6,083
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,090)
-2,296 -997 10 123 -295 -2,163 -1,281 1,073 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 18.1 1.7 53.5 67.6 86.1 87.4 13.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
35 17 12 29 14 71 36
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 AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,893
COMMITMENTS
9,166 21,259 5,759 43,830 30,613 58,756 57,632 8,138 9,261
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,463)
1,515 3,318 733 3,440 434 5,688 4,485 -1,225 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 31.8 8.6 65.5 45.8 87.8 86.2 12.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
29 37 21 24 20 65 66
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,897
COMMITMENTS
1,892 10,337 1,014 36,780 27,239 39,686 38,590 211 1,307
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,022)
196 3,942 8 3,937 153 4,141 4,103 -119 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 25.9 2.5 92.2 68.3 99.5 96.7 0.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 22 3 17 16 24 38
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
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 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,463
COMMITMENTS
0 1,747 0 13,451 11,252 13,451 12,999 12 464
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 197)
0 193 0 197 0 197 193 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.0 0.0 99.9 83.6 99.9 96.6 0.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 8 10 8 17
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
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
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,115
COMMITMENTS
2,639 2,201 4,909 20,086 19,134 27,633 26,244 3,482 4,871
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,230)
706 335 481 929 1,072 2,116 1,887 114 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.1 15.8 64.6 61.5 88.8 84.3 11.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 7 18 35 39 65 60
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 109,831
COMMITMENTS
31,048 3,119 19,857 37,168 49,918 88,073 72,894 21,757 36,936
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 86)
513 -188 -107 -1,563 385 -1,157 89 1,242 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 2.8 18.1 33.8 45.4 80.2 66.4 19.8 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
66 22 51 31 34 136 91
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,092
COMMITMENTS
375 480 124 921 403 1,420 1,007 672 1,085
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 27)
-137 -126 -17 136 34 -18 -109 45 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 22.9 5.9 44.0 19.3 67.9 48.1 32.1 51.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 13 6 7 3 17 16
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 162,583
COMMITMENTS
45,402 7,979 33,327 64,131 79,339 142,861 120,645 19,723 41,938
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 47)
1,602 178 1,513 -2,845 -1,883 270 -192 -223 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 4.9 20.5 39.4 48.8 87.9 74.2 12.1 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
62 28 49 68 106 154 167
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,822
COMMITMENTS
1,292 644 160 481 1,956 1,933 2,760 1,889 1,062
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -141)
-137 34 -43 -92 -11 -271 -19 130 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 16.8 4.2 12.6 51.2 50.6 72.2 49.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 5 6 12 20 33 29
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,537
COMMITMENTS
6,121 542 4,782 7,146 5,139 18,049 10,463 4,489 12,075
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 961)
575 -188 507 -69 222 1,013 541 -52 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 2.4 21.2 31.7 22.8 80.1 46.4 19.9 53.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
36 14 27 43 49 94 79
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 86,051
COMMITMENTS
20,166 14,760 1,860 31,825 51,953 53,852 68,573 32,199 17,478
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,998)
241 4,902 524 7,004 2,114 7,770 7,540 228 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 17.2 2.2 37.0 60.4 62.6 79.7 37.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
19 13 7 23 19 44 37
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 53,036
COMMITMENTS
11,178 12,317 268 27,306 27,276 38,752 39,861 14,285 13,175
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,364)
-761 494 155 1,493 -2,378 887 -1,729 -2,251 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 23.2 0.5 51.5 51.4 73.1 75.2 26.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 5 4 13 6 26 15
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 72,683
COMMITMENTS
47,902 5,279 522 14,466 61,835 62,889 67,635 9,794 5,048
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,256)
9,369 -1,277 -188 -2,921 7,350 6,260 5,885 -3,004 -2,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.9 7.3 0.7 19.9 85.1 86.5 93.1 13.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
48 9 1 16 19 65 28
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,910
COMMITMENTS
20,756 2,237 599 21,563 47,502 42,917 50,338 23,993 16,573
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,588)
-1,984 873 336 -653 -4,164 -2,301 -2,955 713 1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 3.3 0.9 32.2 71.0 64.1 75.2 35.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 5 4 11 12 33 19
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 195,746
COMMITMENTS
39,804 31,770 2,386 108,550 139,736 150,741 173,892 45,005 21,854
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 9,360)
4,881 20,345 -211 -3,961 -10,478 709 9,656 8,651 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 16.2 1.2 55.5 71.4 77.0 88.8 23.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
27 14 4 22 21 52 36
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 167,940
COMMITMENTS
28,839 14,759 21,882 50,868 73,986 101,589 110,626 66,351 57,314
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -7,313)
-4,480 623 4,136 6,077 -4,660 5,733 99 -13,047 -7,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 8.8 13.0 30.3 44.1 60.5 65.9 39.5 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
32 23 25 31 23 72 62
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 50,467
COMMITMENTS
10,128 700 100 29,271 45,423 39,499 46,223 10,968 4,244
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,473)
-82 0 0 -4,566 3,556 -4,648 3,556 8,121 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.4 0.2 58.0 90.0 78.3 91.6 21.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 17 26 20 28
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,477,763
COMMITMENTS
579,218 952,544 2894573 6505982 5819968 9979773 9667085 497,989 810,677
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -97,224)
35,351 -20,721 -162,411 54,489 78,255 -72,571 -104,877 -24,653 7,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 9.1 27.6 62.1 55.5 95.2 92.3 4.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
88 107 149 186 204 350 395
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 728,809
COMMITMENTS
69,976 56,986 36,938 470,446 524,777 577,359 618,701 151,450 110,108
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -8,878)
5,552 -1,871 1,527 388 1,651 7,467 1,306 -16,345 -10,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 7.8 5.1 64.5 72.0 79.2 84.9 20.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
48 38 52 98 73 178 131
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 864,197
COMMITMENTS
189,158 126,819 15,244 362,962 643,988 567,363 786,051 296,834 78,146
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 23,106)
-19,839 11,053 -923 27,139 9,599 6,377 19,729 16,728 3,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 14.7 1.8 42.0 74.5 65.7 91.0 34.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
94 83 33 73 73 186 170
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,957
COMMITMENTS
2,055 0 0 8,145 12,111 10,200 12,111 2,757 846
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -114)
128 0 0 -268 88 -140 88 26 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 0.0 62.9 93.5 78.7 93.5 21.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 0 0 23 18 31 18
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,266
COMMITMENTS
1,742 4,353 342 20,581 17,650 22,665 22,345 2,601 2,921
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -514)
661 594 -20 -1,491 -463 -850 111 336 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 17.2 1.4 81.5 69.9 89.7 88.4 10.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 7 2 24 22 29 30
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 74,830
COMMITMENTS
8,240 14,644 382 33,759 51,123 42,381 66,148 32,449 8,681
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,469)
-4,580 356 171 1,643 1,818 -2,765 2,346 5,234 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 19.6 0.5 45.1 68.3 56.6 88.4 43.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
27 38 5 53 38 83 78
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 343,640
COMMITMENTS
121,539 65,104 5,074 183,065 151,723 309,678 221,901 33,962 121,739
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 16,348)
-660 -1,004 125 20,222 11,781 19,688 10,903 -3,339 5,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 18.9 1.5 53.3 44.2 90.1 64.6 9.9 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
89 64 16 52 43 146 118
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 66,429
COMMITMENTS
27,749 534 257 15,612 54,534 43,618 55,326 22,811 11,104
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,425)
1,255 -51 -4 727 1,385 1,979 1,331 446 1,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 0.8 0.4 23.5 82.1 65.7 83.3 34.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 2 1 10 14 28 16
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 22,623
COMMITMENTS
2,039 8,170 106 16,485 11,289 18,630 19,565 3,993 3,058
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 954)
-41 758 11 841 -11 811 758 143 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 36.1 0.5 72.9 49.9 82.3 86.5 17.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
9 20 3 41 23 52 44
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 142,522
COMMITMENTS
22,737 17,494 1,153 103,256 108,502 127,146 127,149 15,376 15,373
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,515)
1,998 36 -31 -1,570 4,790 397 4,795 7,118 2,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 12.3 0.8 72.4 76.1 89.2 89.2 10.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
21 31 5 38 37 62 70
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,528
COMMITMENTS
12,505 6,652 990 11,274 19,874 24,769 27,516 8,759 6,012
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,264)
372 -547 8 1,155 907 1,535 368 -271 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 19.8 3.0 33.6 59.3 73.9 82.1 26.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
40 19 4 26 25 69 47
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 126,468
COMMITMENTS
299 5,884 2,732 60,970 83,238 64,001 91,854 62,467 34,614
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,661)
72 -502 -150 4,616 5,166 4,538 4,514 6,123 6,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.7 2.2 48.2 65.8 50.6 72.6 49.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 12 3 16 24 21 38
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
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 123,268
COMMITMENTS
42,199 9,187 21,160 25,089 81,537 88,448 111,883 34,821 11,385
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,017)
97 565 1,554 1,795 1,156 3,446 3,274 -429 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 7.5 17.2 20.4 66.1 71.8 90.8 28.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
109 18 50 27 38 146 98
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 85,442
COMMITMENTS
23,654 4,648 13,804 34,299 59,212 71,756 77,664 13,685 7,778
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -148)
231 656 46 -707 -1,657 -431 -955 282 807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 5.4 16.2 40.1 69.3 84.0 90.9 16.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
58 31 33 37 41 111 92
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
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 394,503
COMMITMENTS
108,842 43,838 97,972 124,695 226,773 331,509 368,584 62,993 25,919
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,663)
-1,615 4,549 -57 -2,369 -8,344 -4,041 -3,851 2,378 2,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 11.1 24.8 31.6 57.5 84.0 93.4 16.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
133 49 75 41 39 205 139
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
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,406
COMMITMENTS
4,724 1,269 248 3,413 8,367 8,385 9,884 2,021 522
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 482)
-89 -145 3 1,138 1,258 1,052 1,116 -570 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 12.2 2.4 32.8 80.4 80.6 95.0 19.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 5 3 4 6 21 13
VIX FUTURES - CBOE FUTURES EXCHANGE
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
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 75,162
COMMITMENTS
11,112 18,338 7,920 42,014 32,962 61,047 59,220 14,115 15,942
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,182)
1,437 586 1,312 -1,931 -1,111 818 787 1,364 1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 24.4 10.5 55.9 43.9 81.2 78.8 18.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
32 34 24 65 58 108 108
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 - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 38,302
COMMITMENTS
266 10,581 2,234 26,872 17,418 29,373 30,233 8,929 8,069
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,270)
162 -100 146 403 387 711 433 559 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 27.6 5.8 70.2 45.5 76.7 78.9 23.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
6 22 10 35 27 46 55
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 131,996
COMMITMENTS
29,130 14,548 32,633 54,498 77,710 116,262 124,891 15,734 7,105
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,261)
930 -1,718 328 1,525 4,743 2,784 3,354 477 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 11.0 24.7 41.3 58.9 88.1 94.6 11.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
163 72 96 88 84 291 220
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 63,352
COMMITMENTS
8,663 2,223 21,531 27,395 38,245 57,588 61,999 5,764 1,353
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,458)
-1,406 -734 1,512 1,490 1,036 1,597 1,815 -139 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 3.5 34.0 43.2 60.4 90.9 97.9 9.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
56 25 38 38 25 113 72
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
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,012
COMMITMENTS
15,042 12,304 10,067 95,518 104,245 120,627 126,617 8,385 2,395
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 455)
1,405 318 1,477 -3,317 -1,592 -435 203 890 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 9.5 7.8 74.0 80.8 93.5 98.1 6.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
50 36 39 48 37 117 97
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 514,552
COMMITMENTS
100,216 23,797 114,754 223,237 335,692 438,207 474,243 76,345 40,309
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,555)
-1,268 -3,604 -2,544 -644 4,943 -4,456 -1,205 2,900 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 4.6 22.3 43.4 65.2 85.2 92.2 14.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
69 25 59 64 55 158 117
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
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 141,195
COMMITMENTS
42,526 9,451 39,688 46,728 85,959 128,943 135,098 12,252 6,097
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,414)
2,249 1,223 464 -1,614 -592 1,099 1,094 315 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 6.7 28.1 33.1 60.9 91.3 95.7 8.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
170 66 115 102 119 318 266
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,419
COMMITMENTS
3,888 10,232 3,404 9,319 3,467 16,611 17,103 2,808 2,316
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -725)
-636 179 -95 -198 -563 -929 -479 204 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 52.7 17.5 48.0 17.9 85.5 88.1 14.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 31 10 6 10 17 44
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 200,284
COMMITMENTS
12,250 24,546 38,621 119,911 107,299 170,782 170,465 29,502 29,819
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 6,535)
1,936 38 1,265 2,456 2,289 5,657 3,592 878 2,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 12.3 19.3 59.9 53.6 85.3 85.1 14.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
27 31 39 59 71 110 118
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 705,184
COMMITMENTS
27,468 67,649 271,498 343,666 334,256 642,632 673,404 62,552 31,781
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,385)
2,053 76 4,545 6,495 7,985 13,093 12,606 -2,708 -2,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 9.6 38.5 48.7 47.4 91.1 95.5 8.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
49 68 89 106 95 204 209
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,270
COMMITMENTS
3,015 4,708 2,121 59,695 61,223 64,831 68,052 4,439 1,218
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,063)
0 -1,712 0 711 3,631 711 1,919 352 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.8 3.1 86.2 88.4 93.6 98.2 6.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 30 25 31 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,053
COMMITMENTS
5,266 2,464 428 37,120 36,980 42,814 39,872 2,239 5,181
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 302)
0 0 0 302 302 302 302 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 5.5 0.9 82.4 82.1 95.0 88.5 5.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 13 17 15
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,607
COMMITMENTS
3,781 3,635 1,661 25,753 27,884 31,195 33,180 3,412 1,427
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,002)
517 1,336 617 2,050 1,162 3,184 3,115 -182 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 10.5 4.8 74.4 80.6 90.1 95.9 9.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 21 18 24 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,079
COMMITMENTS
4,788 489 1,678 50,186 49,541 56,652 51,708 2,427 7,371
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,733)
-58 205 360 1,878 1,503 2,180 2,068 -447 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.8 2.8 84.9 83.9 95.9 87.5 4.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 23 17 25 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 26,739
COMMITMENTS
1,872 394 1,156 17,023 20,361 20,051 21,911 6,688 4,828
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,623)
285 -174 -43 1,734 1,502 1,976 1,285 -353 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.5 4.3 63.7 76.1 75.0 81.9 25.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 14 15 16
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
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 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 906,796
COMMITMENTS
216,464 67,311 144,467 529,802 688,496 890,733 900,274 16,063 6,522
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 22,987)
16,569 6,223 1,832 4,747 14,729 23,148 22,784 -161 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 7.4 15.9 58.4 75.9 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
15 14 26 78 72 108 99
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,728
COMMITMENTS
24,714 22,990 20,337 39,782 43,421 84,833 86,748 3,895 1,980
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,119)
12,213 5,083 -2,123 -257 6,425 9,833 9,385 286 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 25.9 22.9 44.8 48.9 95.6 97.8 4.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 5 10 22 23 34 34
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,471
COMMITMENTS
5,532 1,984 5,507 24,283 27,790 35,321 35,281 150 190
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 389)
281 483 -185 302 589 398 888 -9 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 5.6 15.5 68.5 78.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 6 25 26 31 33
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,039
COMMITMENTS
2,123 4,358 861 17,055 14,820 20,039 20,039 0 0
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 432)
396 348 0 80 128 476 476 -44 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 21.7 4.3 85.1 74.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 2 16 14 19 18
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,536
COMMITMENTS
302 2,686 1,174 6,060 3,676 7,536 7,536 0 0
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 0)
-242 -242 242 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 35.6 15.6 80.4 48.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 11 10 14 14
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,092,531
COMMITMENTS
89,510 44,871 243,529 699,124 722,665 1032163 1011066 60,367 81,465
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -39,260)
10,352 1,158 -35,576 -14,554 -8,150 -39,778 -42,568 518 3,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.1 22.3 64.0 66.1 94.5 92.5 5.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
60 68 85 77 85 190 192
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,785
COMMITMENTS
7,543 2,082 0 2,460 9,574 10,003 11,656 2,782 1,129
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 49)
126 -417 -91 -2 426 33 -82 16 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 16.3 0.0 19.2 74.9 78.2 91.2 21.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
66 15 0 9 23 75 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,614
COMMITMENTS
2,637 229 0 2,478 5,648 5,115 5,877 1,499 737
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 169)
238 -320 0 -124 453 114 133 55 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 3.5 0.0 37.5 85.4 77.3 88.9 22.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 3 0 9 15 24 18
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,038
COMMITMENTS
20,767 8,802 29,239 128,826 141,445 178,831 179,487 17,206 16,551
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 12,754)
2,932 -1,047 369 7,026 12,020 10,328 11,342 2,426 1,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 4.5 14.9 65.7 72.2 91.2 91.6 8.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
40 23 39 80 83 135 133
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
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,879
COMMITMENTS
0 3,251 4,578 14,046 10,975 18,624 18,804 255 75
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 89)
0 -234 -12 56 260 44 14 45 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.2 24.2 74.4 58.1 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 15 13 17 18
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
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
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,587
COMMITMENTS
450 2,106 402 7,660 5,929 8,512 8,437 75 150
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -165)
0 75 0 -240 -390 -240 -315 75 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 24.5 4.7 89.2 69.0 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 16 14 18 16
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
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
Updated January 28, 2005