WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,211
COMMITMENTS
31,485 73,539 44,314 141,361 103,421 217,160 221,274 44,051 39,937
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 19,453)
73 2,164 6,509 7,093 2,707 13,674 11,380 5,779 8,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 28.2 17.0 54.1 39.6 83.1 84.7 16.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
75 93 73 56 57 168 191
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 241,758
COMMITMENTS
31,412 71,375 37,805 134,268 100,713 203,486 209,893 38,272 31,865
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 5,652)
-4,503 -4,924 2,174 5,119 6,156 2,790 3,406 2,861 2,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 29.5 15.6 55.5 41.7 84.2 86.8 15.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
79 93 75 58 58 176 194
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 787,176
COMMITMENTS
63,119 191,738 105,110 456,216 278,730 624,445 575,578 162,731 211,598
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,956)
-1,632 1,248 -6,472 5,005 264 -3,099 -4,960 12,055 13,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 24.4 13.4 58.0 35.4 79.3 73.1 20.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 509)
105 168 127 201 170 391 385
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 778,220
COMMITMENTS
64,750 190,490 111,582 451,211 278,466 627,544 580,538 150,676 197,682
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 8,397)
-11,046 -8,900 10,138 -22,636 -25,926 -23,543 -24,687 31,940 33,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 24.5 14.3 58.0 35.8 80.6 74.6 19.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518)
119 160 132 198 169 398 387
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,050
COMMITMENTS
3,715 494 622 1,365 6,253 5,702 7,370 4,348 2,680
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 488)
449 74 141 -107 206 482 421 6 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 4.9 6.2 13.6 62.2 56.7 73.3 43.3 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 6 7 10 15 32 25
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,562
COMMITMENTS
3,267 420 481 1,471 6,048 5,219 6,949 4,343 2,613
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 681)
513 174 47 224 534 784 756 -103 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 4.4 5.0 15.4 63.2 54.6 72.7 45.4 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 6 5 10 15 30 23
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 361,817
COMMITMENTS
33,730 85,843 79,956 181,317 118,107 295,002 283,906 66,815 77,911
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 24,510)
6,926 10,562 3,096 13,940 7,825 23,962 21,482 548 3,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 23.7 22.1 50.1 32.6 81.5 78.5 18.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
96 138 130 92 91 269 287
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 337,307
COMMITMENTS
26,804 75,281 76,860 167,377 110,283 271,040 262,424 66,267 74,883
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,970)
-2,044 -3,671 1,941 -11,942 -11,238 -12,044 -12,967 10,074 10,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 22.3 22.8 49.6 32.7 80.4 77.8 19.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
89 126 117 94 99 256 276
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 196,190
COMMITMENTS
16,005 57,575 31,538 123,458 79,914 171,001 169,027 25,189 27,163
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 15,707)
-752 6,839 1,736 13,299 3,692 14,284 12,267 1,423 3,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 29.3 16.1 62.9 40.7 87.2 86.2 12.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
25 60 39 55 47 108 130
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 180,483
COMMITMENTS
16,756 50,736 29,802 110,159 76,222 156,717 156,760 23,766 23,724
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -2,576)
1,944 -2,234 289 -3,781 -90 -1,548 -2,035 -1,028 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 28.1 16.5 61.0 42.2 86.8 86.9 13.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
31 52 36 54 47 107 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 898,842
COMMITMENTS
143,709 169,123 97,513 477,259 439,514 718,481 706,150 180,360 192,692
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 52,631)
-31,381 17,906 13,919 51,864 25,938 34,402 57,762 18,229 -5,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 18.8 10.8 53.1 48.9 79.9 78.6 20.1 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
40 45 50 70 83 141 149
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 846,211
COMMITMENTS
175,090 151,217 83,594 425,394 413,576 684,079 648,387 162,132 197,824
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 30,113)
-6,371 30,622 -651 1,583 -52,556 -5,440 -22,585 35,553 52,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 17.9 9.9 50.3 48.9 80.8 76.6 19.2 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
36 42 42 66 79 129 136
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 183,409
COMMITMENTS
10,041 42,958 37,845 104,981 71,903 152,867 152,707 30,542 30,703
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 9,932)
1,396 3,509 1,140 6,995 2,555 9,531 7,204 401 2,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 23.4 20.6 57.2 39.2 83.3 83.3 16.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
26 55 55 55 55 120 146
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 173,477
COMMITMENTS
8,645 39,449 36,706 97,985 69,348 143,336 145,503 30,141 27,975
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -5,054)
1,617 1,215 -92 -7,970 -7,701 -6,444 -6,578 1,391 1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 22.7 21.2 56.5 40.0 82.6 83.9 17.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
22 57 56 55 57 120 148
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,905
COMMITMENTS
1,766 1,954 795 1,821 1,300 4,382 4,049 1,523 1,856
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,087)
160 547 442 582 -184 1,184 805 -98 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 33.1 13.5 30.8 22.0 74.2 68.6 25.8 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 12 6 14 9 31 24
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,818
COMMITMENTS
1,606 1,407 353 1,239 1,484 3,198 3,244 1,621 1,574
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 150)
-25 -27 -8 30 86 -3 51 153 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 29.2 7.3 25.7 30.8 66.4 67.3 33.6 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 9 3 12 9 27 18
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 309,417
COMMITMENTS
87,641 80,408 349 167,129 131,755 255,119 212,512 54,298 96,905
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -3,266)
7,633 355 -674 -14,920 -5,048 -7,961 -5,367 4,695 2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 26.0 0.1 54.0 42.6 82.5 68.7 17.5 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
13 35 1 41 42 55 77
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 312,683
COMMITMENTS
80,008 80,054 1,023 182,049 136,803 263,080 217,880 49,603 94,803
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 16,405)
376 -8,530 -435 -3,790 -11,531 -3,849 -20,496 20,255 36,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 25.6 0.3 58.2 43.8 84.1 69.7 15.9 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
14 32 2 37 43 53 75
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,273,671
COMMITMENTS
247,867 292,846 335,290 1339097 1045650 1922254 1673786 351,416 599,885
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 213,027)
-33,195 -19,597 100,745 90,455 67,379 158,005 148,527 55,022 64,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 12.9 14.7 58.9 46.0 84.5 73.6 15.5 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
47 65 67 104 140 189 234
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,060,643
COMMITMENTS
281,062 312,443 234,545 1248641 978,271 1764249 1525259 296,394 535,384
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -82,716)
-121,253 -32,526 -48,129 -23,950 -182,661 -193,332 -263,315 110,616 180,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 15.2 11.4 60.6 47.5 85.6 74.0 14.4 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
45 67 66 106 135 191 228
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,468,774
COMMITMENTS
269,223 214,370 133,014 911,618 798,393 1313855 1145778 154,920 322,996
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 84,934)
-13,495 23,143 9,522 81,516 40,750 77,543 73,415 7,391 11,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 14.6 9.1 62.1 54.4 89.5 78.0 10.5 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
29 57 46 78 104 137 177
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,383,840
COMMITMENTS
282,717 191,228 123,492 830,102 757,643 1236312 1072363 147,529 311,477
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -19,235)
-54,548 -43,773 -10,161 -26,905 -102,620 -91,614 -156,555 72,379 137,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 13.8 8.9 60.0 54.7 89.3 77.5 10.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
29 53 46 76 99 135 168
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 619,771
COMMITMENTS
182,810 52,158 142,124 223,424 376,114 548,358 570,396 71,413 49,375
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 35,525)
29,021 -3,697 -23,342 -9,369 40,634 -3,690 13,596 39,215 21,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 8.4 22.9 36.0 60.7 88.5 92.0 11.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
41 15 32 56 61 105 100
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 584,246
COMMITMENTS
153,789 55,855 165,466 232,793 335,480 552,048 556,800 32,198 27,446
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 78,626)
27,999 13,928 6,184 31,663 46,923 65,847 67,036 12,780 11,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 9.6 28.3 39.8 57.4 94.5 95.3 5.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
36 20 31 56 57 102 99
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,951
COMMITMENTS
12,523 8,707 551 22,035 31,652 35,109 40,909 13,842 8,042
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -627)
-966 -1,279 -13 -903 94 -1,882 -1,198 1,255 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 17.8 1.1 45.0 64.7 71.7 83.6 28.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 11 5 23 10 51 21
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,578
COMMITMENTS
13,489 9,986 563 22,938 31,558 36,991 42,107 12,588 7,471
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,243)
-1,450 1,214 -265 -2,909 -1,093 -4,625 -145 5,868 1,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 20.1 1.1 46.3 63.7 74.6 84.9 25.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 14 6 22 11 53 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,643
COMMITMENTS
10,819 24,080 3,001 49,029 28,489 62,849 55,570 20,794 28,073
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 13,058)
2,074 -1,471 1,164 835 2,107 4,073 1,799 8,985 11,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 28.8 3.6 58.6 34.1 75.1 66.4 24.9 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 24 15 20 14 46 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,585
COMMITMENTS
8,744 25,551 1,837 48,195 26,382 58,776 53,770 11,809 16,814
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 3,691)
-422 4,292 -3,923 4,365 -4,231 20 -3,862 3,671 7,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 36.2 2.6 68.3 37.4 83.3 76.2 16.7 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 21 12 21 15 45 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,945
COMMITMENTS
8,106 10,265 1,014 31,506 28,219 40,626 39,498 319 1,447
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,820)
256 26 0 1,529 1,739 1,785 1,765 35 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 25.1 2.5 76.9 68.9 99.2 96.5 0.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 20 3 18 17 26 37
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,125
COMMITMENTS
7,850 10,239 1,014 29,977 26,480 38,841 37,733 284 1,392
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -772)
5,958 -98 0 -6,803 -759 -845 -857 73 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 26.2 2.6 76.6 67.7 99.3 96.4 0.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 21 3 17 15 26 36
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,134
COMMITMENTS
5,689 1,665 0 8,360 12,254 14,049 13,919 85 215
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -80)
-29 78 0 -120 87 -149 165 69 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 11.8 0.0 59.1 86.7 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 0 6 11 8 17
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,214
COMMITMENTS
5,718 1,587 0 8,480 12,167 14,198 13,754 16 460
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 751)
5,718 -160 0 -4,971 915 747 755 4 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 11.2 0.0 59.7 85.6 99.9 96.8 0.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 0 7 10 9 16
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,584
COMMITMENTS
2,935 2,370 5,294 18,870 18,043 27,098 25,708 6,486 7,877
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 767)
560 41 80 -556 239 84 360 683 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 7.1 15.8 56.2 53.7 80.7 76.5 19.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
17 4 15 24 23 43 40
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,817
COMMITMENTS
2,375 2,329 5,214 19,426 17,805 27,014 25,348 5,803 7,470
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,702)
-264 127 305 -660 -1,329 -619 -896 2,321 2,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.1 15.9 59.2 54.3 82.3 77.2 17.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 5 15 27 25 47 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 108,250
COMMITMENTS
24,945 5,022 23,284 39,392 44,643 87,621 72,949 20,629 35,301
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,073)
-1,235 1,798 2,288 1,342 -1,042 2,395 3,044 -322 -971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 4.6 21.5 36.4 41.2 80.9 67.4 19.1 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
54 34 55 34 41 131 105
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 106,177
COMMITMENTS
26,180 3,224 20,996 38,050 45,685 85,226 69,905 20,951 36,272
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -3,654)
-4,868 105 1,139 882 -4,233 -2,847 -2,990 -807 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 3.0 19.8 35.8 43.0 80.3 65.8 19.7 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
56 26 45 32 36 125 88
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,390
COMMITMENTS
491 469 294 789 523 1,574 1,286 816 1,104
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 319)
52 -90 168 -55 85 165 163 154 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 19.6 12.3 33.0 21.9 65.9 53.8 34.1 46.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 10 5 7 4 17 16
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,071
COMMITMENTS
439 559 126 844 438 1,409 1,123 662 948
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -21)
64 80 1 -77 35 -12 116 -9 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 27.0 6.1 40.8 21.1 68.0 54.2 32.0 45.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 13 6 7 3 18 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 166,327
COMMITMENTS
43,006 8,308 30,949 69,940 83,376 143,894 122,632 22,433 43,694
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 4,843)
1,237 12 -2,758 3,943 4,901 2,422 2,156 2,421 2,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 5.0 18.6 42.0 50.1 86.5 73.7 13.5 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
61 30 56 82 109 172 178
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,484
COMMITMENTS
41,769 8,296 33,707 65,996 78,475 141,472 120,477 20,012 41,007
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,100)
-3,633 317 380 1,865 -864 -1,389 -168 289 -931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 5.1 20.9 40.9 48.6 87.6 74.6 12.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
58 32 47 78 107 160 169
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,838
COMMITMENTS
1,744 222 344 549 2,819 2,637 3,385 2,201 1,453
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 548)
203 -8 109 45 309 358 410 190 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 4.6 7.1 11.3 58.3 54.5 70.0 45.5 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
26 3 8 12 23 39 34
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,290
COMMITMENTS
1,541 230 235 504 2,510 2,280 2,975 2,011 1,315
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 469)
249 -414 75 23 554 347 215 122 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 5.4 5.5 11.7 58.5 53.1 69.4 46.9 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 6 7 12 23 37 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,289
COMMITMENTS
6,453 1,230 4,384 7,254 4,963 18,092 10,577 4,197 11,712
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,611)
-99 268 -742 -574 -363 -1,415 -837 -196 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 5.5 19.7 32.5 22.3 81.2 47.5 18.8 52.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
36 12 25 36 41 83 69
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,899
COMMITMENTS
6,552 962 5,126 7,828 5,325 19,506 11,413 4,393 12,486
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,362)
432 419 345 681 187 1,458 951 -96 411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 4.0 21.5 32.8 22.3 81.6 47.8 18.4 52.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
38 14 29 49 50 101 83
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 85,394
COMMITMENTS
12,626 11,634 1,550 39,832 53,205 54,007 66,389 31,387 19,005
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -2,012)
-4,940 -3,609 -233 4,020 3,170 -1,153 -672 -859 -1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 13.6 1.8 46.6 62.3 63.2 77.7 36.8 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 9 5 23 21 42 33
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 87,407
COMMITMENTS
17,566 15,243 1,783 35,812 50,035 55,161 67,061 32,246 20,346
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,356)
-2,601 483 -77 3,987 -1,918 1,309 -1,512 47 2,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 17.4 2.0 41.0 57.2 63.1 76.7 36.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
22 11 6 21 19 44 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,730
COMMITMENTS
6,402 13,802 534 34,468 23,345 41,403 37,681 11,327 15,050
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 227)
-1,707 578 75 4,660 453 3,027 1,105 -2,800 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 26.2 1.0 65.4 44.3 78.5 71.5 21.5 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 11 3 13 6 21 19
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,503
COMMITMENTS
8,109 13,224 459 29,808 22,892 38,376 36,575 14,127 15,928
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -533)
-3,069 907 191 2,502 -4,384 -376 -3,286 -158 2,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 25.2 0.9 56.8 43.6 73.1 69.7 26.9 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 4 13 6 24 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,804
COMMITMENTS
53,672 6,774 703 16,028 68,434 70,403 75,912 9,401 3,892
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 10,456)
10,704 -1,461 -119 -2,092 12,297 8,492 10,716 1,964 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 8.5 0.9 20.1 85.8 88.2 95.1 11.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
46 11 2 14 22 62 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 69,348
COMMITMENTS
42,968 8,235 823 18,120 56,138 61,911 65,196 7,437 4,152
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -3,336)
-4,934 2,957 301 3,654 -5,697 -978 -2,439 -2,357 -897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 11.9 1.2 26.1 81.0 89.3 94.0 10.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
40 13 3 17 17 60 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 68,670
COMMITMENTS
19,366 2,533 2,001 24,406 49,927 45,772 54,461 22,897 14,209
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,363)
750 -36 1,448 941 4,399 3,139 5,811 -776 -3,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 3.7 2.9 35.5 72.7 66.7 79.3 33.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 7 7 12 12 33 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,306
COMMITMENTS
18,616 2,570 553 23,465 45,528 42,634 48,650 23,673 17,656
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -604)
-2,140 333 -46 1,902 -1,974 -284 -1,687 -320 1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 3.9 0.8 35.4 68.7 64.3 73.4 35.7 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 6 4 13 12 31 19
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 194,618
COMMITMENTS
30,254 30,678 2,995 121,844 144,370 155,093 178,044 39,525 16,574
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 7,798)
-3,673 -2,157 1,015 10,921 13,363 8,263 12,221 -465 -4,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 15.8 1.5 62.6 74.2 79.7 91.5 20.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
27 12 5 22 25 52 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 186,821
COMMITMENTS
33,928 32,835 1,980 110,922 131,007 146,830 165,823 39,990 20,998
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -8,925)
-5,877 1,065 -406 2,372 -8,728 -3,910 -8,069 -5,015 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 17.6 1.1 59.4 70.1 78.6 88.8 21.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
29 13 5 22 21 53 37
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 171,037
COMMITMENTS
25,490 23,035 17,929 73,820 81,237 117,239 122,200 53,798 48,837
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 732)
-557 2,622 -4,131 10,819 6,685 6,131 5,177 -5,399 -4,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 13.5 10.5 43.2 47.5 68.5 71.4 31.5 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 27 28 33 27 78 69
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 170,306
COMMITMENTS
26,048 20,413 22,060 63,001 74,551 111,108 117,024 59,197 53,282
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,366)
-2,791 5,654 178 12,133 566 9,520 6,398 -7,154 -4,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 12.0 13.0 37.0 43.8 65.2 68.7 34.8 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 29 27 34 24 77 68
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 42,638
COMMITMENTS
11,396 0 189 28,449 36,663 40,034 36,852 2,604 5,786
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,092)
3,135 0 89 5,596 8,052 8,820 8,141 -728 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 0.0 0.4 66.7 86.0 93.9 86.4 6.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 2 14 23 19 25
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 34,546
COMMITMENTS
8,261 0 100 22,853 28,611 31,214 28,711 3,332 5,835
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -15,921)
-1,867 -700 0 -6,418 -16,812 -8,285 -17,512 -7,636 1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 0.0 0.3 66.2 82.8 90.4 83.1 9.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 11 20 14 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,326,769
COMMITMENTS
639,056 740,593 3111674 6650021 5953418 10400751 9805685 926,018 1521084
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 512,384)
-3,844 31,186 204,100 279,013 205,708 479,269 440,994 33,116 71,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.5 27.5 58.7 52.6 91.8 86.6 8.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
57 58 88 126 133 224 239
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,814,385
COMMITMENTS
642,900 709,407 2907574 6371008 5747710 9921482 9364692 892,902 1449693
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 336,622)
63,681 -243,136 13,001 -134,974 -72,259 -58,291 -302,394 394,913 639,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.6 26.9 58.9 53.1 91.7 86.6 8.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
55 57 88 127 136 225 239
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 711,327
COMMITMENTS
62,167 82,322 25,645 470,144 498,858 557,956 606,825 153,371 104,502
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -11,238)
-10,444 4,957 -4,616 2,312 -7,863 -12,748 -7,522 1,510 -3,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 11.6 3.6 66.1 70.1 78.4 85.3 21.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
44 41 48 97 69 174 125
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 722,565
COMMITMENTS
72,611 77,364 30,261 467,832 506,722 570,703 614,347 151,861 108,217
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -6,244)
2,635 20,379 -6,677 -2,614 -18,055 -6,656 -4,354 411 -1,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 10.7 4.2 64.7 70.1 79.0 85.0 21.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
49 33 46 97 71 173 123
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 830,361
COMMITMENTS
159,177 163,384 12,311 379,963 548,654 551,451 724,349 278,910 106,013
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -34,704)
-12,864 48,165 -1,658 22,416 -88,179 7,894 -41,672 -42,598 6,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 19.7 1.5 45.8 66.1 66.4 87.2 33.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
31 44 21 52 51 99 100
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 865,065
COMMITMENTS
172,041 115,219 13,969 357,547 636,833 543,558 766,021 321,508 99,045
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 868)
-17,117 -11,601 -1,275 -5,414 -7,155 -23,806 -20,031 24,674 20,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 13.3 1.6 41.3 73.6 62.8 88.6 37.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
35 37 19 51 55 100 97
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,084
COMMITMENTS
1,399 0 0 5,783 11,710 7,182 11,710 5,902 1,374
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 63)
9 0 0 -627 81 -618 81 681 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 44.2 89.5 54.9 89.5 45.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 13 13 15 13
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,021
COMMITMENTS
1,390 0 0 6,410 11,629 7,800 11,629 5,221 1,392
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 64)
-665 0 0 -1,735 -482 -2,400 -482 2,464 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 49.2 89.3 59.9 89.3 40.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 13 13 15 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 28,975
COMMITMENTS
2,171 5,360 204 23,238 17,843 25,613 23,407 3,362 5,568
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,215)
1,546 118 104 249 1,725 1,899 1,947 316 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 18.5 0.7 80.2 61.6 88.4 80.8 11.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 5 1 19 18 22 24
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 26,760
COMMITMENTS
625 5,242 100 22,989 16,118 23,714 21,460 3,046 5,300
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,494)
-1,117 889 -242 2,408 -1,532 1,049 -885 445 2,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 19.6 0.4 85.9 60.2 88.6 80.2 11.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 6 1 19 16 21 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,578
COMMITMENTS
7,251 15,700 660 32,105 49,591 40,016 65,951 35,563 9,628
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,174)
343 409 313 -27 195 629 917 -1,803 -2,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 20.8 0.9 42.5 65.6 52.9 87.3 47.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 21 7 36 29 54 54
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,753
COMMITMENTS
6,908 15,291 347 32,132 49,395 39,387 65,034 37,366 11,719
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,923)
-1,332 647 -35 -1,627 -1,727 -2,994 -1,115 4,917 3,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 19.9 0.5 41.9 64.4 51.3 84.7 48.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 22 5 36 27 54 51
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 370,245
COMMITMENTS
83,222 100,634 2,311 255,524 129,405 341,057 232,350 29,188 137,895
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 16,681)
-33,889 22,070 -1,090 62,371 -11,557 27,391 9,423 -10,710 7,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 27.2 0.6 69.0 35.0 92.1 62.8 7.9 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
56 60 11 46 36 104 105
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 353,563
COMMITMENTS
117,111 78,564 3,401 193,153 140,961 313,666 222,927 39,898 130,637
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 9,923)
-4,428 13,461 -1,673 10,088 -10,762 3,987 1,026 5,936 8,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 22.2 1.0 54.6 39.9 88.7 63.1 11.3 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
79 56 15 46 38 130 104
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 82,535
COMMITMENTS
37,447 2,577 2,403 16,806 67,678 56,656 72,658 25,879 9,877
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 9,174)
5,542 1,503 2,194 -425 7,784 7,311 11,480 1,863 -2,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 3.1 2.9 20.4 82.0 68.6 88.0 31.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 5 4 13 19 32 26
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 73,361
COMMITMENTS
31,905 1,074 210 17,230 59,894 49,345 61,178 24,016 12,183
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 6,931)
4,156 540 -47 1,618 5,360 5,726 5,852 1,205 1,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 1.5 0.3 23.5 81.6 67.3 83.4 32.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 3 1 12 16 29 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 24,183
COMMITMENTS
1,004 8,824 0 16,653 10,851 17,657 19,675 6,527 4,508
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 403)
-34 267 0 746 402 712 669 -308 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 36.5 0.0 68.9 44.9 73.0 81.4 27.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 12 0 26 18 29 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 23,780
COMMITMENTS
1,038 8,557 0 15,907 10,449 16,945 19,007 6,835 4,773
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,157)
-1,001 387 -106 -577 -840 -1,684 -559 2,841 1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 36.0 0.0 66.9 43.9 71.3 79.9 28.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 12 0 26 18 29 30
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 160,705
COMMITMENTS
31,382 22,772 1,114 114,067 119,407 146,563 143,293 14,142 17,412
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,145)
1,001 -558 61 -1,568 568 -506 71 1,651 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 14.2 0.7 71.0 74.3 91.2 89.2 8.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
15 23 5 28 39 47 63
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 159,560
COMMITMENTS
30,381 23,330 1,053 115,635 118,839 147,069 143,222 12,491 16,338
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 17,038)
7,644 5,836 -100 12,379 10,337 19,923 16,073 -2,885 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 14.6 0.7 72.5 74.5 92.2 89.8 7.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
13 26 4 29 37 45 64
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,404
COMMITMENTS
9,078 7,214 1,012 12,344 20,957 22,434 29,183 12,970 6,221
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,218)
530 1,424 -20 1,049 -287 1,559 1,117 -341 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 20.4 2.9 34.9 59.2 63.4 82.4 36.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 16 4 16 18 36 37
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,186
COMMITMENTS
8,548 5,790 1,032 11,295 21,244 20,875 28,066 13,311 6,120
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 658)
-3,957 -862 42 21 1,370 -3,894 550 4,552 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 16.9 3.0 33.0 62.1 61.1 82.1 38.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 14 4 18 21 38 38
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 121,298
COMMITMENTS
594 6,331 2,838 61,198 75,832 64,630 85,001 56,668 36,297
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -974)
243 -220 106 3,698 -1,809 4,047 -1,923 -5,021 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.2 2.3 50.5 62.5 53.3 70.1 46.7 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 14 4 18 23 23 40
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 122,272
COMMITMENTS
351 6,551 2,732 57,500 77,641 60,583 86,924 61,689 35,348
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -4,196)
52 667 0 -3,470 -5,597 -3,418 -4,930 -778 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.4 2.2 47.0 63.5 49.5 71.1 50.5 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 15 3 16 22 21 39
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 118,115
COMMITMENTS
41,093 10,358 20,588 22,448 75,903 84,129 106,849 33,986 11,266
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -3,868)
258 162 -756 -1,124 -2,733 -1,622 -3,327 -2,247 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 8.8 17.4 19.0 64.3 71.2 90.5 28.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
105 24 51 26 35 145 99
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 121,984
COMMITMENTS
40,835 10,196 21,344 23,572 78,636 85,751 110,176 36,233 11,807
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,285)
-1,364 1,009 185 -1,518 -2,900 -2,697 -1,707 1,412 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 8.4 17.5 19.3 64.5 70.3 90.3 29.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
98 26 49 26 41 140 102
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 92,806
COMMITMENTS
27,166 8,133 16,093 34,964 59,432 78,223 83,658 14,583 9,148
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 928)
-505 2,090 -103 1,492 -2,021 883 -34 45 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 8.8 17.3 37.7 64.0 84.3 90.1 15.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
57 38 39 37 37 117 97
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 91,878
COMMITMENTS
27,671 6,043 16,197 33,472 61,453 77,340 83,693 14,538 8,185
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 6,436)
4,017 1,395 2,393 -827 2,241 5,583 6,029 853 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 6.6 17.6 36.4 66.9 84.2 91.1 15.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
61 36 37 36 38 117 96
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 345,407
COMMITMENTS
103,558 48,495 73,688 114,196 201,314 291,442 323,496 53,965 21,911
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -45,289)
-4,687 6,061 -22,586 -2,961 -16,558 -30,234 -33,083 -15,055 -12,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 14.0 21.3 33.1 58.3 84.4 93.7 15.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
117 48 50 35 39 170 121
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 390,696
COMMITMENTS
108,245 42,434 96,274 117,157 217,872 321,676 356,579 69,020 34,118
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -3,806)
-596 -1,405 -1,699 -7,538 -8,901 -9,833 -12,005 6,027 8,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 10.9 24.6 30.0 55.8 82.3 91.3 17.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
128 48 79 36 37 199 141
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,356
COMMITMENTS
4,613 629 301 2,259 7,634 7,173 8,564 2,183 792
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 322)
-4 -3 11 -111 40 -104 48 426 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 6.7 3.2 24.1 81.6 76.7 91.5 23.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 3 4 6 6 23 11
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,034
COMMITMENTS
4,617 632 290 2,370 7,594 7,277 8,516 1,757 518
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,372)
-107 -637 42 -1,043 -773 -1,108 -1,368 -264 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 7.0 3.2 26.2 84.1 80.6 94.3 19.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 4 4 5 6 22 11
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 80,765
COMMITMENTS
8,112 26,067 8,084 47,770 27,693 63,966 61,843 16,798 18,921
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,142)
-371 7,535 835 6,964 -1,391 7,427 6,978 715 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 32.3 10.0 59.1 34.3 79.2 76.6 20.8 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
21 37 23 48 38 78 91
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 72,622
COMMITMENTS
8,483 18,532 7,249 40,807 29,084 56,539 54,865 16,083 17,757
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -2,540)
-2,629 194 -671 -1,208 -3,878 -4,508 -4,355 1,968 1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 25.5 10.0 56.2 40.0 77.9 75.5 22.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
22 31 22 49 43 81 88
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 42,019
COMMITMENTS
881 9,236 2,806 26,122 19,630 29,809 31,673 12,210 10,346
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -771)
249 -269 512 -1,889 -1,869 -1,127 -1,625 356 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 22.0 6.7 62.2 46.7 70.9 75.4 29.1 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 17 8 27 22 36 44
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 42,790
COMMITMENTS
631 9,505 2,294 28,011 21,499 30,936 33,298 11,854 9,492
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 4,488)
365 -1,076 60 1,138 4,081 1,563 3,066 2,925 1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 22.2 5.4 65.5 50.2 72.3 77.8 27.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 17 7 27 24 35 45
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 130,660
COMMITMENTS
18,798 18,334 32,997 59,076 66,470 110,872 117,801 19,788 12,859
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -7,179)
-12,145 9,617 -1,084 7,171 -17,626 -6,058 -9,094 -1,121 1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 14.0 25.3 45.2 50.9 84.9 90.2 15.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
85 66 73 68 61 187 169
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 137,839
COMMITMENTS
30,943 8,718 34,081 51,905 84,096 116,929 126,895 20,909 10,944
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 5,842)
1,813 -5,831 1,448 -2,593 6,386 667 2,004 5,175 3,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 6.3 24.7 37.7 61.0 84.8 92.1 15.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
120 42 83 68 65 216 169
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 62,826
COMMITMENTS
7,599 1,947 21,730 28,024 37,567 57,353 61,244 5,474 1,583
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -226)
-20 -135 -833 555 829 -298 -139 72 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.1 34.6 44.6 59.8 91.3 97.5 8.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
59 17 34 35 26 107 67
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 63,052
COMMITMENTS
7,619 2,082 22,563 27,469 36,738 57,651 61,383 5,401 1,669
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -300)
-1,044 -141 1,032 74 -1,507 63 -616 -362 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.3 35.8 43.6 58.3 91.4 97.4 8.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
47 27 33 36 25 105 66
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 128,073
COMMITMENTS
19,428 10,818 10,518 89,370 103,973 119,316 125,309 8,756 2,764
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -728)
3,700 -2,369 -591 -4,328 1,616 -1,218 -1,343 490 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 8.4 8.2 69.8 81.2 93.2 97.8 6.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
47 35 40 48 38 116 95
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 128,801
COMMITMENTS
15,728 13,187 11,108 93,699 102,356 120,535 126,651 8,266 2,150
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -210)
686 882 1,041 -1,819 -1,889 -92 35 -118 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 10.2 8.6 72.7 79.5 93.6 98.3 6.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
53 36 40 48 39 117 104
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 584,088
COMMITMENTS
124,656 13,073 117,524 238,374 403,540 480,554 534,137 103,534 49,951
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 48,109)
26,807 -10,380 2,796 10,861 57,220 40,464 49,636 7,645 -1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 2.2 20.1 40.8 69.1 82.3 91.4 17.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
74 29 53 60 55 160 111
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 535,978
COMMITMENTS
97,849 23,454 114,727 227,513 346,320 440,089 484,501 95,889 51,477
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 21,426)
-2,367 -343 -26 4,276 10,628 1,882 10,258 19,544 11,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 4.4 21.4 42.4 64.6 82.1 90.4 17.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
58 28 53 57 49 144 104
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 145,260
COMMITMENTS
42,891 10,377 39,796 48,646 87,405 131,333 137,578 13,927 7,682
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 581)
-357 375 -552 648 -610 -262 -787 842 1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 7.1 27.4 33.5 60.2 90.4 94.7 9.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
173 69 122 101 119 318 278
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 144,680
COMMITMENTS
43,249 10,002 40,348 47,998 88,016 131,595 138,366 13,085 6,314
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 3,485)
722 551 660 1,269 2,056 2,652 3,268 833 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 6.9 27.9 33.2 60.8 91.0 95.6 9.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
173 68 124 102 121 321 279
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,640
COMMITMENTS
5,482 9,794 3,707 9,035 6,098 18,223 19,599 3,416 2,040
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 422)
916 -249 87 -386 587 617 426 -195 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 45.3 17.1 41.8 28.2 84.2 90.6 15.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 25 12 9 9 34 39
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,218
COMMITMENTS
4,566 10,043 3,620 9,421 5,511 17,607 19,174 3,611 2,044
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,799)
678 -189 215 102 2,044 995 2,071 803 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 47.3 17.1 44.4 26.0 83.0 90.4 17.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 28 11 8 8 29 40
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 188,694
COMMITMENTS
19,642 24,171 29,591 111,325 109,354 160,558 163,116 28,136 25,578
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -25,576)
1,730 1,538 -12,498 -13,692 -10,407 -24,460 -21,368 -1,116 -4,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 12.8 15.7 59.0 58.0 85.1 86.4 14.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
25 31 36 56 69 109 111
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 214,270
COMMITMENTS
17,912 22,633 42,089 125,017 119,762 185,018 184,484 29,252 29,787
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 13,986)
5,662 -1,913 3,468 5,106 12,463 14,236 14,018 -250 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 10.6 19.6 58.3 55.9 86.3 86.1 13.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
27 27 38 62 74 114 116
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 641,111
COMMITMENTS
26,319 52,897 244,896 298,181 305,768 569,396 603,561 71,715 37,550
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -50,091)
24 -7,003 -23,386 -28,366 -21,089 -51,727 -51,478 1,637 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 8.3 38.2 46.5 47.7 88.8 94.1 11.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
47 51 75 90 82 172 176
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 691,202
COMMITMENTS
26,295 59,900 268,282 326,547 326,857 621,124 655,039 70,078 36,163
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -13,983)
-1,174 -7,749 -3,216 -17,119 -7,400 -21,509 -18,365 7,526 4,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.7 38.8 47.2 47.3 89.9 94.8 10.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
51 57 85 99 88 190 195
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,927
COMMITMENTS
4,479 4,088 1,705 50,798 55,266 56,982 61,059 6,945 2,868
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -6,187)
1,036 0 -1,036 -7,809 -5,669 -7,809 -6,705 1,622 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 6.4 2.7 79.5 86.5 89.1 95.5 10.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 26 23 28 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,114
COMMITMENTS
3,443 4,088 2,741 58,607 60,935 64,791 67,764 5,323 2,350
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 844)
428 -620 620 -1,088 -288 -40 -288 884 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.8 3.9 83.6 86.9 92.4 96.6 7.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 28 23 30 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,981
COMMITMENTS
1,906 2,464 1,604 37,994 35,676 41,504 39,744 3,477 5,237
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 28)
0 0 0 -84 168 -84 168 112 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.5 3.6 84.5 79.3 92.3 88.4 7.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 15 15 17 18
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,953
COMMITMENTS
1,906 2,464 1,604 38,078 35,508 41,588 39,576 3,365 5,377
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -100)
-3,360 0 1,176 958 -1,472 -1,226 -296 1,126 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.5 3.6 84.7 79.0 92.5 88.0 7.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 14 17 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,623
COMMITMENTS
2,319 4,237 2,066 27,718 27,237 32,103 33,540 4,520 3,083
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -531)
-244 1,034 44 -13 -2,292 -213 -1,214 -318 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 11.6 5.6 75.7 74.4 87.7 91.6 12.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 18 16 21 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,154
COMMITMENTS
2,563 3,203 2,022 27,731 29,529 32,316 34,754 4,838 2,400
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,547)
-1,218 -432 361 1,978 1,645 1,121 1,574 1,426 973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 8.6 5.4 74.6 79.5 87.0 93.5 13.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 21 17 24 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,655
COMMITMENTS
6,828 321 1,588 45,167 47,422 53,583 49,331 5,072 9,324
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,772)
1,508 -224 -224 -4,444 -394 -3,160 -842 1,388 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.5 2.7 77.0 80.8 91.4 84.1 8.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 19 17 21 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,427
COMMITMENTS
5,320 545 1,812 49,611 47,816 56,743 50,173 3,684 10,254
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,348)
532 56 134 -575 -1,725 91 -1,535 1,257 2,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.9 3.0 82.1 79.1 93.9 83.0 6.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 21 17 23 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,571
COMMITMENTS
3,108 2,124 0 25,569 22,755 28,677 24,879 894 4,692
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 7.2 0.0 86.5 77.0 97.0 84.1 3.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 13 11 15 12
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 913,002
COMMITMENTS
238,184 64,614 155,182 502,630 685,978 895,996 905,774 17,006 7,228
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -18,508)
9,061 6,049 1,505 -32,236 -27,389 -21,670 -19,835 3,162 1,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 7.1 17.0 55.1 75.1 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
17 12 24 75 71 105 97
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 931,510
COMMITMENTS
229,123 58,565 153,677 534,866 713,367 917,666 925,609 13,844 5,901
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 24,714)
12,659 -8,746 9,210 5,064 24,871 26,933 25,335 -2,219 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 6.3 16.5 57.4 76.6 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
20 11 28 87 76 120 106
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,972
COMMITMENTS
19,201 28,537 27,055 49,641 42,326 95,897 97,918 4,075 2,054
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -6,406)
-19,247 -6,485 6,678 7,673 -7,287 -4,896 -7,094 -1,510 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 28.5 27.1 49.7 42.3 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 9 21 20 33 31
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,378
COMMITMENTS
38,448 35,022 20,377 41,968 49,613 100,793 105,012 5,585 1,366
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 17,650)
13,734 12,032 40 2,186 6,192 15,960 18,264 1,690 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 32.9 19.2 39.5 46.6 94.7 98.7 5.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 5 12 24 25 38 38
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,566
COMMITMENTS
4,125 4,826 5,940 25,834 25,534 35,899 36,299 668 267
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,263)
-624 1,292 -67 -1,099 -2,575 -1,791 -1,350 529 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 13.2 16.2 70.6 69.8 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 6 21 25 27 33
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,829
COMMITMENTS
4,750 3,534 6,007 26,933 28,108 37,690 37,650 139 179
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,357)
-782 1,550 500 2,650 318 2,368 2,368 -11 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 9.3 15.9 71.2 74.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 6 24 26 30 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,757
COMMITMENTS
2,195 4,558 917 17,645 15,240 20,757 20,715 0 42
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 46)
92 0 0 -46 4 46 4 0 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 22.0 4.4 85.0 73.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 17 15 20 19
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,711
COMMITMENTS
2,103 4,558 917 17,691 15,236 20,711 20,711 0 0
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 672)
-20 200 56 636 416 672 672 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 22.0 4.4 85.4 73.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 16 15 19 19
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,622
COMMITMENTS
302 2,514 1,346 5,974 3,594 7,622 7,454 0 168
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 86)
0 -172 172 -86 -82 86 -82 0 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 33.0 17.7 78.4 47.2 100.0 97.8 0.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 11 11 14 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| 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 01/18/05 (CHANGE IN OPEN INTEREST: 0)
0 0 0 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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,151,937
COMMITMENTS
104,162 44,843 276,672 716,598 759,727 1097432 1081242 54,504 70,694
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 41,694)
2,727 4,816 15,734 27,295 24,230 45,756 44,781 -4,062 -3,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 3.9 24.0 62.2 66.0 95.3 93.9 4.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
65 75 95 84 89 206 209
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,110,243
COMMITMENTS
101,435 40,027 260,938 689,303 735,497 1051677 1036461 58,566 73,781
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 17,712)
11,925 -4,845 17,409 -9,821 12,832 19,513 25,396 -1,801 -7,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 3.6 23.5 62.1 66.2 94.7 93.4 5.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
69 62 86 80 86 195 194
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,444
COMMITMENTS
7,548 2,077 650 2,574 9,654 10,772 12,381 2,672 1,063
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 497)
-57 65 477 52 -20 472 522 25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 15.4 4.8 19.1 71.8 80.1 92.1 19.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
64 17 8 10 23 82 46
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,947
COMMITMENTS
7,605 2,012 173 2,522 9,674 10,300 11,859 2,647 1,088
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 162)
62 -70 173 62 100 297 203 -135 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 15.5 1.3 19.5 74.7 79.6 91.6 20.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
65 15 3 10 23 78 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,949
COMMITMENTS
4,185 272 0 2,126 6,706 6,311 6,978 1,638 971
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 614)
855 -25 0 -273 429 582 404 32 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 3.4 0.0 26.7 84.4 79.4 87.8 20.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
23 4 0 7 16 30 20
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,335
COMMITMENTS
3,330 297 0 2,399 6,277 5,729 6,574 1,606 761
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 721)
693 68 0 -79 629 614 697 107 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 4.0 0.0 32.7 85.6 78.1 89.6 21.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 4 0 9 15 30 19
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 189,650
COMMITMENTS
26,675 6,554 29,868 116,250 140,315 172,793 176,737 16,857 12,913
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -10,273)
1,190 563 -3,391 -7,680 -5,732 -9,881 -8,560 -393 -1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 3.5 15.7 61.3 74.0 91.1 93.2 8.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
49 18 40 69 82 133 130
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 199,923
COMMITMENTS
25,485 5,990 33,259 123,930 146,048 182,674 185,297 17,250 14,627
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 3,886)
4,718 -2,812 4,020 -4,896 4,602 3,842 5,810 44 -1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 3.0 16.6 62.0 73.1 91.4 92.7 8.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
44 21 41 79 86 140 136
Updated February 11, 2005