WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 195,001
COMMITMENTS
38,061 76,909 15,289 110,992 76,866 164,342 169,064 30,659 25,937
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 11,959)
307 9,533 1,680 4,418 -3,660 6,405 7,553 5,554 4,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 39.4 7.8 56.9 39.4 84.3 86.7 15.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
90 94 46 54 60 165 188
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 183,042
COMMITMENTS
37,754 67,376 13,609 106,574 80,526 157,937 161,511 25,105 21,531
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,659)
-532 -1,321 -453 1,353 794 368 -980 -2,027 -679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 36.8 7.4 58.2 44.0 86.3 88.2 13.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
86 83 46 52 58 156 175
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 604,517
COMMITMENTS
81,565 174,000 28,868 399,972 269,866 510,405 472,734 94,112 131,783
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 11,598)
1,211 12,519 -4,445 13,116 510 9,882 8,584 1,716 3,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 28.8 4.8 66.2 44.6 84.4 78.2 15.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 659)
156 160 95 233 239 437 458
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 592,919
COMMITMENTS
80,354 161,481 33,313 386,856 269,356 500,523 464,150 92,396 128,769
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,710)
1,805 -8,279 -1,712 -770 5,616 -677 -4,375 -1,033 2,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 27.2 5.6 65.2 45.4 84.4 78.3 15.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 653)
145 163 91 229 241 425 460
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,845
COMMITMENTS
1,407 676 26 1,858 4,451 3,291 5,153 3,554 1,692
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -320)
26 -139 0 -120 -179 -94 -318 -226 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 9.9 0.4 27.1 65.0 48.1 75.3 51.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 5 1 13 11 28 16
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,165
COMMITMENTS
1,381 815 26 1,978 4,630 3,385 5,471 3,780 1,694
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 436)
331 73 10 -176 236 165 319 271 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 11.4 0.4 27.6 64.6 47.2 76.4 52.8 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 5 1 14 11 28 16
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 233,674
COMMITMENTS
30,135 75,205 16,414 147,212 89,160 193,761 180,779 39,913 52,895
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,598)
-6,386 8,115 127 2,292 -11,324 -3,967 -3,082 1,369 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 32.2 7.0 63.0 38.2 82.9 77.4 17.1 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
83 129 74 93 114 229 277
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 236,272
COMMITMENTS
36,521 67,090 16,287 144,920 100,484 197,728 183,861 38,544 52,411
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -6,418)
-1,041 -3,477 -1,518 3,318 1,216 759 -3,779 -7,177 -2,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 28.4 6.9 61.3 42.5 83.7 77.8 16.3 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
88 125 76 92 109 235 264
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 147,039
COMMITMENTS
19,613 38,810 17,236 89,351 70,452 126,200 126,498 20,839 20,541
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,042)
-1,086 3,915 -460 2,372 -5,364 826 -1,909 -2,868 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 26.4 11.7 60.8 47.9 85.8 86.0 14.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
32 41 29 51 41 99 106
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 149,081
COMMITMENTS
20,699 34,895 17,696 86,979 75,816 125,374 128,407 23,707 20,674
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -473)
4,877 -9,201 629 -6,172 7,047 -666 -1,525 193 1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 23.4 11.9 58.3 50.9 84.1 86.1 15.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
35 31 28 50 45 102 99
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 605,730
COMMITMENTS
176,659 110,636 4,343 323,154 371,941 504,156 486,920 101,574 118,810
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 2,884)
16,500 15,514 -22,177 -5,026 -3,246 -10,703 -9,909 13,587 12,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 18.3 0.7 53.3 61.4 83.2 80.4 16.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
41 39 16 57 82 110 126
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 602,846
COMMITMENTS
160,159 95,122 26,520 328,180 375,187 514,859 496,829 87,987 106,017
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -46,450)
-24,397 -3,960 -1,974 -7,538 -37,289 -33,909 -43,223 -12,541 -3,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 15.8 4.4 54.4 62.2 85.4 82.4 14.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
40 38 17 56 80 108 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,084
COMMITMENTS
8,391 33,317 26,177 93,545 68,092 128,113 127,586 23,971 24,498
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 7,607)
-141 6,655 3,024 7,457 -1,876 10,340 7,803 -2,733 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 21.9 17.2 61.5 44.8 84.2 83.9 15.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
20 51 47 52 51 111 131
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,477
COMMITMENTS
8,532 26,662 23,153 86,088 69,968 117,773 119,783 26,704 24,694
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -476)
1,834 -1,418 -158 -268 1,446 1,408 -130 -1,884 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 18.5 16.0 59.6 48.4 81.5 82.9 18.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
23 47 42 50 50 108 120
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,420
COMMITMENTS
1,532 1,475 151 1,103 1,459 2,786 3,085 1,634 1,335
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6)
174 144 48 215 -219 437 -27 -443 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 33.4 3.4 25.0 33.0 63.0 69.8 37.0 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 10 3 6 8 18 18
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,426
COMMITMENTS
1,358 1,331 103 888 1,678 2,349 3,112 2,077 1,314
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -64)
159 134 2 -261 -190 -100 -54 36 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 30.1 2.3 20.1 37.9 53.1 70.3 46.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 9 3 4 7 14 16
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 252,434
COMMITMENTS
67,803 84,343 525 156,669 117,751 224,997 202,619 27,437 49,815
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,817)
5,347 14,316 -875 -2,432 -10,783 2,040 2,658 1,777 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 33.4 0.2 62.1 46.6 89.1 80.3 10.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
19 55 4 48 66 69 123
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 248,617
COMMITMENTS
62,456 70,027 1,400 159,101 128,534 222,957 199,961 25,660 48,656
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,240)
3,880 5,258 -2,371 4 -2,611 1,513 276 -273 964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 28.2 0.6 64.0 51.7 89.7 80.4 10.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
18 49 5 44 66 65 117
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,676,478
COMMITMENTS
403,430 371,445 36,898 1078816 940,618 1519144 1348961 157,334 327,517
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 64,791)
7,672 23,270 17,839 32,900 -24,715 58,411 16,394 6,380 48,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 22.2 2.2 64.4 56.1 90.6 80.5 9.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
47 106 35 94 174 166 291
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,611,687
COMMITMENTS
395,758 348,175 19,059 1045916 965,333 1460733 1332567 150,954 279,120
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 9,726)
23,427 5,434 -2,884 11,276 7,087 31,819 9,637 -22,093 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 21.6 1.2 64.9 59.9 90.6 82.7 9.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
53 101 28 91 170 162 281
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,147,002
COMMITMENTS
319,823 248,655 10,030 719,878 715,360 1049731 974,045 97,271 172,957
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -7,244)
-3,015 42,527 -33,276 6,982 -24,363 -29,309 -15,112 22,065 7,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 21.7 0.9 62.8 62.4 91.5 84.9 8.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
52 84 16 73 131 132 224
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,154,246
COMMITMENTS
322,838 206,128 43,306 712,896 739,723 1079040 989,157 75,206 165,089
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -35,141)
-10,602 -12,328 -6,182 -3,600 -6,096 -20,384 -24,606 -14,757 -10,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 17.9 3.8 61.8 64.1 93.5 85.7 6.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
46 86 16 73 130 126 225
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 338,951
COMMITMENTS
118,848 37,740 36,573 158,723 250,092 314,144 324,405 24,807 14,546
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -132,811)
-63,721 -6,056 -17,664 -49,424 -107,366 -130,809 -131,086 -2,002 -1,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 11.1 10.8 46.8 73.8 92.7 95.7 7.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
35 18 24 58 53 105 84
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 471,762
COMMITMENTS
182,569 43,796 54,237 208,147 357,458 444,953 455,491 26,809 16,271
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,165)
3,192 5,537 -2,182 2,193 -514 3,203 2,841 -38 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 9.3 11.5 44.1 75.8 94.3 96.6 5.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
52 20 27 64 59 125 98
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,580
COMMITMENTS
19,663 9,021 47 24,704 32,916 44,414 41,984 5,166 7,596
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 284)
43 -520 16 -429 226 -370 -278 654 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 18.2 0.1 49.8 66.4 89.6 84.7 10.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
35 18 2 23 13 60 31
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,296
COMMITMENTS
19,620 9,541 31 25,133 32,690 44,784 42,262 4,512 7,034
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,070)
1,914 229 -2 283 770 2,195 997 -1,125 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 19.4 0.1 51.0 66.3 90.8 85.7 9.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 18 1 21 12 54 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 47,102
COMMITMENTS
8,667 13,881 197 26,756 23,270 35,620 37,348 11,482 9,754
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 11,401)
191 3,070 -29 7,319 7,497 7,481 10,538 3,920 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 29.5 0.4 56.8 49.4 75.6 79.3 24.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
26 19 2 19 12 46 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 35,701
COMMITMENTS
8,476 10,811 226 19,437 15,773 28,139 26,810 7,562 8,891
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -5,247)
766 1,977 -203 1,884 1,847 2,447 3,621 -7,694 -8,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 30.3 0.6 54.4 44.2 78.8 75.1 21.2 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 22 2 22 11 44 35
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,255
COMMITMENTS
1,548 6,464 1,006 33,363 27,417 35,917 34,887 338 1,368
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -52)
-483 64 0 457 -112 -26 -48 -26 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 17.8 2.8 92.0 75.6 99.1 96.2 0.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 21 2 17 15 23 36
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,307
COMMITMENTS
2,031 6,400 1,006 32,906 27,529 35,943 34,935 364 1,372
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -705)
-295 -614 0 -577 -96 -872 -710 167 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 17.6 2.8 90.6 75.8 99.0 96.2 1.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 21 2 17 15 23 36
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,599
COMMITMENTS
500 1,689 0 13,078 11,442 13,578 13,131 21 468
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 473)
-181 109 0 645 352 464 461 9 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 12.4 0.0 96.2 84.1 99.8 96.6 0.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 7 0 8 10 9 17
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,126
COMMITMENTS
681 1,580 0 12,433 11,090 13,114 12,670 12 456
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -386)
296 -76 0 -669 -122 -373 -198 -13 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 12.0 0.0 94.7 84.5 99.9 96.5 0.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 7 0 8 10 10 17
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,806
COMMITMENTS
1,686 1,937 1,066 15,969 14,041 18,721 17,044 2,085 3,762
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -3,324)
-2,520 -219 -79 -707 -2,522 -3,306 -2,820 -18 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 9.3 5.1 76.8 67.5 90.0 81.9 10.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
15 10 12 30 32 51 48
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,130
COMMITMENTS
4,206 2,156 1,145 16,676 16,563 22,027 19,864 2,103 4,266
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 719)
184 187 78 749 821 1,011 1,086 -292 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 8.9 4.7 69.1 68.6 91.3 82.3 8.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 9 15 33 42 60 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 105,414
COMMITMENTS
28,157 7,804 17,456 39,031 43,762 84,644 69,022 20,770 36,392
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 9,322)
3,787 612 2,779 943 2,216 7,509 5,607 1,813 3,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 7.4 16.6 37.0 41.5 80.3 65.5 19.7 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
59 33 46 25 36 121 89
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,092
COMMITMENTS
24,370 7,192 14,677 38,088 41,546 77,135 63,415 18,957 32,677
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 2,775)
138 650 883 719 137 1,740 1,670 1,035 1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 7.5 15.3 39.6 43.2 80.3 66.0 19.7 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
51 34 45 24 35 111 89
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,980
COMMITMENTS
439 543 108 874 351 1,421 1,002 559 978
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 27)
-112 121 -42 149 39 -5 118 32 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 27.4 5.5 44.1 17.7 71.8 50.6 28.2 49.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 13 2 7 3 14 16
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,953
COMMITMENTS
551 422 150 725 312 1,426 884 527 1,069
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 44)
-126 19 37 158 65 69 121 -25 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 21.6 7.7 37.1 16.0 73.0 45.3 27.0 54.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 11 1 5 2 11 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,358
COMMITMENTS
36,088 15,084 18,419 66,592 74,233 121,099 107,736 15,259 28,622
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 2,462)
-2,909 -354 2,234 2,855 3,289 2,180 5,169 282 -2,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 11.1 13.5 48.8 54.4 88.8 79.0 11.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
51 37 38 40 95 110 154
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 133,896
COMMITMENTS
38,997 15,438 16,185 63,737 70,944 118,919 102,567 14,977 31,329
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 6,463)
4,615 -582 197 1,117 5,103 5,929 4,718 534 1,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 11.5 12.1 47.6 53.0 88.8 76.6 11.2 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
53 38 36 40 95 109 156
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,628
COMMITMENTS
1,238 625 138 507 1,801 1,883 2,564 1,745 1,064
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -247)
424 -67 -71 -301 245 52 107 -299 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 17.2 3.8 14.0 49.6 51.9 70.7 48.1 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 4 7 9 14 30 24
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,875
COMMITMENTS
814 692 209 808 1,556 1,831 2,457 2,044 1,418
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 303)
267 -92 -23 -86 269 158 154 145 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 17.9 5.4 20.9 40.2 47.3 63.4 52.7 36.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 9 9 6 12 24 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 16,972
COMMITMENTS
4,590 3,075 1,556 6,750 3,433 12,896 8,064 4,076 8,908
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 945)
922 374 91 229 572 1,242 1,037 -297 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 18.1 9.2 39.8 20.2 76.0 47.5 24.0 52.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 22 14 29 29 59 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 16,027
COMMITMENTS
3,668 2,701 1,465 6,521 2,861 11,654 7,027 4,373 9,000
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 428)
443 142 -146 -29 -27 268 -31 160 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 16.9 9.1 40.7 17.9 72.7 43.8 27.3 56.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 23 13 27 28 54 57
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 71,055
COMMITMENTS
20,448 10,786 341 20,814 47,151 41,603 58,278 29,452 12,777
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 4,884)
1,233 -2,295 -25 3,215 5,926 4,423 3,606 461 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 15.2 0.5 29.3 66.4 58.6 82.0 41.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 9 1 19 16 38 26
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 66,171
COMMITMENTS
19,215 13,081 366 17,599 41,225 37,180 54,672 28,991 11,499
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 719)
-1,207 -1,065 0 2,326 3,219 1,119 2,154 -400 -1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 19.8 0.6 26.6 62.3 56.2 82.6 43.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 8 2 19 17 34 27
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 50,988
COMMITMENTS
19,388 7,893 2 12,266 33,078 31,656 40,973 19,332 10,015
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -9,294)
-14,340 -846 2 4,311 -11,497 -10,027 -12,341 733 3,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 15.5 0.0 24.1 64.9 62.1 80.4 37.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 3 1 12 6 26 10
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 60,282
COMMITMENTS
33,728 8,739 0 7,955 44,575 41,683 53,314 18,599 6,968
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,448)
3,623 -9,814 0 -1,311 12,961 2,312 3,147 1,136 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 14.5 0.0 13.2 73.9 69.1 88.4 30.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
21 3 0 8 9 29 12
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 74,868
COMMITMENTS
42,781 9,870 611 21,367 57,261 64,759 67,742 10,109 7,126
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -10,737)
-11,339 3,817 -55 527 -15,431 -10,867 -11,669 130 932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.1 13.2 0.8 28.5 76.5 86.5 90.5 13.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
43 11 3 16 15 62 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 85,605
COMMITMENTS
54,120 6,053 666 20,840 72,692 75,626 79,411 9,979 6,194
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -96)
-2,976 -24 666 2,716 -719 406 -77 -502 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.2 7.1 0.8 24.3 84.9 88.3 92.8 11.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
47 12 2 15 17 64 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 75,999
COMMITMENTS
24,458 11,935 13 27,277 51,423 51,748 63,371 24,251 12,628
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,645)
-8,673 -1,045 13 7,692 -2,152 -968 -3,184 -677 1,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 15.7 0.0 35.9 67.7 68.1 83.4 31.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 6 1 12 13 34 20
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,644
COMMITMENTS
33,131 12,980 0 19,585 53,575 52,716 66,555 24,928 11,089
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,438)
-4,361 10,270 0 1,996 -12,873 -2,365 -2,603 -1,073 -835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 16.7 0.0 25.2 69.0 67.9 85.7 32.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
23 10 0 9 13 32 23
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 155,870
COMMITMENTS
33,972 11,252 125 88,489 126,703 122,586 138,080 33,284 17,790
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,382)
-5,268 -235 -52 14,201 2,521 8,881 2,234 -3,499 3,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 7.2 0.1 56.8 81.3 78.6 88.6 21.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
30 13 2 21 18 51 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 150,488
COMMITMENTS
39,240 11,487 177 74,288 124,182 113,705 135,846 36,783 14,642
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 4,783)
5,867 -1,310 -19 -3,004 8,484 2,844 7,155 1,939 -2,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 7.6 0.1 49.4 82.5 75.6 90.3 24.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 14 2 16 20 42 36
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 141,191
COMMITMENTS
35,806 24,735 1,315 37,380 63,543 74,501 89,593 66,690 51,598
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,496)
-8,720 -2,977 -32 -5,245 -2,456 -13,997 -5,465 7,501 -1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 17.5 0.9 26.5 45.0 52.8 63.5 47.2 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
36 21 6 28 20 67 44
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 147,687
COMMITMENTS
44,526 27,712 1,347 42,625 65,999 88,498 95,058 59,189 52,629
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 537)
5,059 -23,919 350 -6,011 19,325 -602 -4,244 1,139 4,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 18.8 0.9 28.9 44.7 59.9 64.4 40.1 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
33 25 6 28 18 66 45
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 44,005
COMMITMENTS
9,405 0 575 32,159 39,754 42,139 40,329 1,866 3,676
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,348)
-781 0 475 3,945 2,872 3,639 3,347 -291 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 0.0 1.3 73.1 90.3 95.8 91.6 4.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 1 19 25 22 26
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 40,657
COMMITMENTS
10,186 0 100 28,214 36,882 38,500 36,982 2,157 3,675
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,135)
1,286 -354 0 -92 1,172 1,194 818 -59 317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 0.0 0.2 69.4 90.7 94.7 91.0 5.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 1 15 25 18 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 6,781,109
COMMITMENTS
601,088 1054903 874,987 4862607 4159113 6338682 6089003 442,427 692,106
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 154,166)
7,460 103,822 -79,085 178,683 89,524 107,058 114,261 47,108 39,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 15.6 12.9 71.7 61.3 93.5 89.8 6.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
67 104 117 170 195 306 363
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 6,626,943
COMMITMENTS
593,628 951,081 954,072 4683924 4069589 6231624 5974742 395,319 652,201
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 85,380)
26,121 47,213 7,481 94,499 56,750 128,101 111,444 -42,721 -26,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 14.4 14.4 70.7 61.4 94.0 90.2 6.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
65 98 115 170 195 303 361
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 680,110
COMMITMENTS
60,758 59,268 3,900 456,255 505,042 520,913 568,210 159,197 111,900
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,899)
4,431 -723 1,349 2,371 1,377 8,151 2,003 4,748 10,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 8.7 0.6 67.1 74.3 76.6 83.5 23.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
34 35 11 88 66 129 105
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 667,211
COMMITMENTS
56,327 59,991 2,551 453,884 503,665 512,762 566,207 154,449 101,004
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -4,170)
-634 -480 384 -1,354 1,127 -1,604 1,031 -2,566 -5,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 9.0 0.4 68.0 75.5 76.9 84.9 23.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
32 29 10 87 64 127 95
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 800,333
COMMITMENTS
205,452 95,155 13,268 302,339 620,759 521,059 729,182 279,274 71,151
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 72,511)
16,865 16,639 6,066 1,781 34,473 24,712 57,178 47,799 15,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 11.9 1.7 37.8 77.6 65.1 91.1 34.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
90 65 21 66 68 167 143
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 727,822
COMMITMENTS
188,587 78,516 7,202 300,558 586,286 496,347 672,004 231,475 55,818
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 13,628)
-13,176 -9,030 1,512 20,864 31,468 9,200 23,950 4,428 -10,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 10.8 1.0 41.3 80.6 68.2 92.3 31.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
79 66 16 67 64 156 136
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,230
COMMITMENTS
1,802 140 0 8,406 11,890 10,208 12,030 3,022 1,200
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 108)
56 -116 0 -337 286 -281 170 389 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 1.1 0.0 63.5 89.9 77.2 90.9 22.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 1 0 24 17 30 18
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,122
COMMITMENTS
1,746 256 0 8,743 11,604 10,489 11,860 2,633 1,262
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 24)
126 146 0 -145 -467 -19 -321 43 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 2.0 0.0 66.6 88.4 79.9 90.4 20.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 2 0 23 16 29 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 23,589
COMMITMENTS
1,992 4,125 289 18,954 15,578 21,235 19,992 2,354 3,597
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,459)
-797 460 148 2,600 -119 1,951 489 -492 970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 17.5 1.2 80.4 66.0 90.0 84.8 10.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 7 3 25 17 35 24
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 22,130
COMMITMENTS
2,789 3,665 141 16,354 15,697 19,284 19,503 2,846 2,627
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,192)
729 -435 45 145 1,043 919 653 273 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 16.6 0.6 73.9 70.9 87.1 88.1 12.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 5 2 25 19 35 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,620
COMMITMENTS
14,027 10,587 140 27,226 44,600 41,393 55,327 22,227 8,293
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,395)
775 -2,510 1 -4,953 716 -4,177 -1,793 2,782 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 16.6 0.2 42.8 70.1 65.1 87.0 34.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
30 34 1 43 31 73 66
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,015
COMMITMENTS
13,252 13,097 139 32,179 43,884 45,570 57,120 19,445 7,895
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,793)
-1,811 847 -152 1,565 -1,274 -398 -579 -1,395 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 20.1 0.2 49.5 67.5 70.1 87.9 29.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
24 32 1 49 32 73 65
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 306,197
COMMITMENTS
126,340 73,851 7,675 139,680 140,417 273,695 221,943 32,502 84,254
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 40,299)
-7,281 35,344 4,613 36,145 -13,774 33,477 26,183 6,822 14,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 24.1 2.5 45.6 45.9 89.4 72.5 10.6 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
90 69 11 42 45 139 118
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 265,898
COMMITMENTS
133,621 38,507 3,062 103,535 154,191 240,218 195,760 25,680 70,138
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 19,828)
4,933 4,706 1,801 12,442 11,108 19,176 17,615 652 2,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 14.5 1.2 38.9 58.0 90.3 73.6 9.7 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
89 60 8 41 40 135 103
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 66,759
COMMITMENTS
32,283 1,670 166 10,887 55,491 43,336 57,327 23,423 9,432
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,782)
1,953 1,597 91 2,459 3,871 4,503 5,559 1,279 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 2.5 0.2 16.3 83.1 64.9 85.9 35.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
20 2 1 9 16 29 19
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,977
COMMITMENTS
30,330 73 75 8,428 51,620 38,833 51,768 22,144 9,209
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,694)
1,261 8 -8 -528 2,926 725 2,926 969 -1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.7 0.1 0.1 13.8 84.7 63.7 84.9 36.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
18 1 1 7 15 26 16
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 20,414
COMMITMENTS
1,813 5,651 111 14,533 11,345 16,457 17,107 3,957 3,307
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -155)
2 265 90 -300 -723 -208 -368 53 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 27.7 0.5 71.2 55.6 80.6 83.8 19.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
7 20 3 37 20 46 41
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 20,569
COMMITMENTS
1,811 5,386 21 14,833 12,068 16,665 17,475 3,904 3,094
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -521)
7 -204 0 -277 64 -270 -140 -251 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 26.2 0.1 72.1 58.7 81.0 85.0 19.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
7 18 1 39 21 47 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 108,528
COMMITMENTS
13,282 13,320 1,361 81,305 85,186 95,948 99,867 12,580 8,661
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 7,147)
-5,074 -4,841 793 9,487 7,402 5,206 3,354 1,941 3,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 12.3 1.3 74.9 78.5 88.4 92.0 11.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 30 8 37 36 65 70
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 101,381
COMMITMENTS
18,356 18,161 568 71,818 77,784 90,742 96,513 10,639 4,868
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,264)
1,118 -2,918 10 -558 2,732 570 -176 -3,834 -3,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 17.9 0.6 70.8 76.7 89.5 95.2 10.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
24 28 6 38 37 65 68
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,220
COMMITMENTS
12,841 8,879 87 9,474 17,516 22,402 26,482 9,818 5,738
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,622)
524 -96 0 314 1,784 838 1,688 2,784 1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 27.6 0.3 29.4 54.4 69.5 82.2 30.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
37 19 2 26 23 64 43
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,598
COMMITMENTS
12,317 8,975 87 9,160 15,732 21,564 24,794 7,034 3,804
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 595)
1,218 703 -7 117 628 1,328 1,324 -733 -729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 31.4 0.3 32.0 55.0 75.4 86.7 24.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
38 22 2 23 21 62 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 8,193
COMMITMENTS
3,468 451 0 2,174 1,583 5,642 2,034 2,551 6,159
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,011)
434 -432 0 407 1,293 841 861 170 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 5.5 0.0 26.5 19.3 68.9 24.8 31.1 75.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 0 4 8 11 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 111,240
COMMITMENTS
449 6,100 2,882 46,008 79,060 49,339 88,042 61,901 23,198
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,328)
17 -493 308 -79 1,111 246 926 -1,574 -2,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 5.5 2.6 41.4 71.1 44.4 79.1 55.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 14 4 13 24 19 40
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 112,568
COMMITMENTS
432 6,593 2,574 46,087 77,949 49,093 87,116 63,475 25,452
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 820)
-265 1 0 -41 1,202 -306 1,203 1,126 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 5.9 2.3 40.9 69.2 43.6 77.4 56.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 14 3 13 23 18 39
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 96,882
COMMITMENTS
43,147 4,797 4,887 18,843 77,637 66,877 87,321 30,005 9,561
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,384)
829 185 -56 -2,197 -4,647 -1,424 -4,518 -960 2,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 5.0 5.0 19.4 80.1 69.0 90.1 31.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
97 13 27 20 34 123 70
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 99,266
COMMITMENTS
42,318 4,612 4,943 21,040 82,284 68,301 91,839 30,965 7,427
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 840)
101 59 49 -298 51 -148 159 988 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 4.6 5.0 21.2 82.9 68.8 92.5 31.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
86 13 24 20 33 114 64
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 87,161
COMMITMENTS
26,545 6,281 11,211 35,911 62,023 73,667 79,515 13,494 7,646
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,069)
-6,736 -477 302 1,325 -6,163 -5,109 -6,338 -960 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 7.2 12.9 41.2 71.2 84.5 91.2 15.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
56 28 23 34 39 102 79
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 93,230
COMMITMENTS
33,281 6,758 10,909 34,586 68,186 78,776 85,853 14,454 7,377
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 7,056)
4,560 1,254 1,380 -399 3,493 5,541 6,127 1,515 929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 7.2 11.7 37.1 73.1 84.5 92.1 15.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
64 28 23 35 39 112 80
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 302,298
COMMITMENTS
140,471 67,228 16,838 89,301 195,043 246,610 279,109 55,688 23,189
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -28,667)
-29,043 -3,533 -2,287 3,794 -27,959 -27,536 -33,779 -1,131 5,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 22.2 5.6 29.5 64.5 81.6 92.3 18.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
118 46 38 35 39 176 104
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 330,965
COMMITMENTS
169,514 70,761 19,125 85,507 223,002 274,146 312,888 56,819 18,077
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 11,010)
7,118 -1,382 354 1,246 12,423 8,718 11,395 2,292 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.2 21.4 5.8 25.8 67.4 82.8 94.5 17.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
129 41 34 35 42 187 99
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 116,541
COMMITMENTS
16,830 2,875 2,103 91,132 110,206 110,065 115,184 6,476 1,357
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,176)
-2,498 696 154 -392 -3,738 -2,736 -2,888 -440 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 2.5 1.8 78.2 94.6 94.4 98.8 5.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
41 18 16 43 34 94 62
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 353,075
COMMITMENTS
91,292 51,285 27,806 173,679 245,268 292,777 324,359 60,298 28,716
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 17,343)
9,249 -2,467 2,530 -2,490 17,034 9,289 17,097 8,054 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 14.5 7.9 49.2 69.5 82.9 91.9 17.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
59 39 37 60 51 149 100
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 110,637
COMMITMENTS
49,418 13,716 9,252 41,645 82,927 100,315 105,895 10,322 4,742
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,095)
-1,513 873 353 603 -870 -557 356 -538 -1,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 12.4 8.4 37.6 75.0 90.7 95.7 9.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
146 56 52 88 107 265 196
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,379
COMMITMENTS
4,589 1,424 244 2,606 7,099 7,439 8,767 1,940 612
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 20)
-11 43 1 78 16 68 60 -48 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 15.2 2.6 27.8 75.7 79.3 93.5 20.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 5 3 5 6 21 12
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,359
COMMITMENTS
4,600 1,381 243 2,528 7,083 7,371 8,707 1,988 652
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 219)
83 246 28 490 343 601 617 -382 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 14.8 2.6 27.0 75.7 78.8 93.0 21.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
14 4 3 5 6 22 11
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 72,296
COMMITMENTS
12,061 27,147 3,311 45,702 28,656 61,074 59,114 11,222 13,182
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 4,712)
-191 3,668 292 4,648 -513 4,749 3,447 -37 1,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 37.5 4.6 63.2 39.6 84.5 81.8 15.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
33 35 20 59 53 98 104
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 67,584
COMMITMENTS
12,252 23,479 3,019 41,054 29,169 56,325 55,667 11,259 11,917
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,654)
-217 -604 -672 800 696 -89 -580 -1,565 -1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 34.7 4.5 60.7 43.2 83.3 82.4 16.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
31 31 18 53 54 91 100
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,159
COMMITMENTS
1,030 10,730 1,874 24,672 16,284 27,576 28,888 7,583 6,271
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,416)
-323 971 36 1,999 688 1,712 1,695 -296 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 30.5 5.3 70.2 46.3 78.4 82.2 21.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 23 9 36 22 49 52
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 33,743
COMMITMENTS
1,353 9,759 1,838 22,673 15,596 25,864 27,193 7,879 6,550
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 654)
40 324 -309 1,335 959 1,066 974 -412 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 28.9 5.4 67.2 46.2 76.6 80.6 23.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
10 21 7 36 22 49 48
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 82,705
COMMITMENTS
15,899 37,177 4,412 52,205 36,057 72,516 77,646 10,189 5,059
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -745)
2,433 -5,246 971 -4,137 4,507 -733 232 -12 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 45.0 5.3 63.1 43.6 87.7 93.9 12.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
92 105 57 71 63 203 192
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,545
COMMITMENTS
14,145 1,717 2,405 13,249 29,038 29,799 33,160 4,746 1,385
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 547)
530 -435 87 259 680 876 332 -329 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 5.0 7.0 38.4 84.1 86.3 96.0 13.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
53 14 21 27 19 90 48
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 118,137
COMMITMENTS
15,935 6,227 1,807 94,637 108,198 112,379 116,232 5,758 1,905
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,596)
-895 3,352 -296 3,505 -2,008 2,314 1,048 -718 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 5.3 1.5 80.1 91.6 95.1 98.4 4.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
38 23 16 43 34 91 66
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 380,803
COMMITMENTS
112,848 54,449 33,097 169,629 264,034 315,574 351,580 65,229 29,223
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 27,728)
21,556 3,164 5,291 -4,050 18,766 22,797 27,221 4,931 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 14.3 8.7 44.5 69.3 82.9 92.3 17.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
63 42 40 61 57 157 109
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 107,609
COMMITMENTS
46,750 11,205 9,904 41,031 82,121 97,685 103,230 9,924 4,379
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -3,028)
-2,668 -2,511 652 -614 -806 -2,630 -2,665 -398 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 10.4 9.2 38.1 76.3 90.8 95.9 9.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
137 61 58 94 110 269 208
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,089
COMMITMENTS
5,667 14,532 2,029 12,268 2,155 19,964 18,716 2,125 3,373
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -5,281)
-693 -4,747 8 -4,635 -50 -5,320 -4,789 39 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 65.8 9.2 55.5 9.8 90.4 84.7 9.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 28 2 5 8 14 38
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 23,325
COMMITMENTS
17,502 0 0 904 20,146 18,406 20,146 4,919 3,179
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,754)
-798 -1,145 0 134 -932 -664 -2,077 -1,090 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.0 0.0 0.0 3.9 86.4 78.9 86.4 21.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 0 0 1 12 9 12
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 83,450
COMMITMENTS
13,466 42,423 3,441 56,342 31,550 73,249 77,414 10,201 6,036
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 179)
-440 1,685 -201 323 -1,117 -318 367 497 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 50.8 4.1 67.5 37.8 87.8 92.8 12.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
77 112 46 72 61 185 189
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,998
COMMITMENTS
13,615 2,152 2,318 12,990 28,358 28,923 32,828 5,075 1,170
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -858)
-344 61 -757 365 -104 -736 -800 -122 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 6.3 6.8 38.2 83.4 85.1 96.6 14.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
56 13 20 27 18 88 49
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,370
COMMITMENTS
6,360 19,279 2,021 16,903 2,205 25,284 23,505 2,086 3,865
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,325)
561 1,703 -26 2,685 718 3,220 2,395 105 930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 70.4 7.4 61.8 8.1 92.4 85.9 7.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 31 3 5 8 12 42
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 25,079
COMMITMENTS
18,300 1,145 0 770 21,078 19,070 22,223 6,009 2,856
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 487)
219 11 0 -9 -295 210 -284 277 771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.0 4.6 0.0 3.1 84.0 76.0 88.6 24.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 1 0 1 13 9 14
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 149,494
COMMITMENTS
10,816 24,395 12,018 102,327 88,935 125,161 125,348 24,333 24,146
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -9,638)
-600 2,068 552 -9,916 -11,120 -9,964 -8,500 326 -1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 16.3 8.0 68.4 59.5 83.7 83.8 16.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
20 28 30 62 67 103 107
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,132
COMMITMENTS
11,416 22,327 11,466 112,243 100,055 135,125 133,848 24,007 25,284
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -10,803)
-4,500 -5,765 -4,383 1,672 218 -7,211 -9,930 -3,592 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 14.0 7.2 70.5 62.9 84.9 84.1 15.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
21 28 30 68 67 111 105
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 395,907
COMMITMENTS
21,781 69,414 103,663 212,115 193,458 337,559 366,535 58,348 29,372
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 10,031)
1,835 5,805 -54 9,882 1,230 11,663 6,981 -1,632 3,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 17.5 26.2 53.6 48.9 85.3 92.6 14.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
45 54 60 94 74 170 161
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 385,876
COMMITMENTS
19,946 63,609 103,717 202,233 192,228 325,896 359,554 59,980 26,322
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -10,821)
-715 -144 653 -10,598 -11,724 -10,660 -11,215 -161 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 16.5 26.9 52.4 49.8 84.5 93.2 15.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
45 50 57 92 71 168 154
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,474
COMMITMENTS
3,015 6,420 2,121 58,767 58,715 63,903 67,256 4,571 1,218
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,096)
2,363 0 -651 -4,106 -1,228 -2,394 -1,879 298 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 9.4 3.1 85.8 85.7 93.3 98.2 6.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 28 23 29 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,570
COMMITMENTS
652 6,420 2,772 62,873 59,943 66,297 69,135 4,273 1,435
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 652)
-56 0 56 652 596 652 652 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 9.1 3.9 89.1 84.9 93.9 98.0 6.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 27 23 28 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,627
COMMITMENTS
5,266 2,464 428 36,694 36,126 42,388 39,018 2,239 5,609
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,258)
578 -7,468 -1,712 -4,935 2,448 -6,069 -6,732 -189 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 5.5 1.0 82.2 81.0 95.0 87.4 5.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 15 12 17 14
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,885
COMMITMENTS
4,688 9,932 2,140 41,629 33,678 48,457 45,750 2,428 5,135
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -2,630)
2,996 0 -2,996 -2,962 0 -2,962 -2,996 332 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 19.5 4.2 81.8 66.2 95.2 89.9 4.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 13 17 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,419
COMMITMENTS
879 955 1,424 32,002 33,598 34,305 35,977 4,114 2,442
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -142)
-13 483 655 -1,150 -1,218 -508 -80 366 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 2.5 3.7 83.3 87.5 89.3 93.6 10.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 11 13 13 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 30,047
COMMITMENTS
1,639 2,021 1,104 24,457 25,398 27,200 28,523 2,847 1,524
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,066)
-1,315 -1,377 -153 -4,288 -4,529 -5,756 -6,059 -310 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 6.7 3.7 81.4 84.5 90.5 94.9 9.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 18 15 21 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,113
COMMITMENTS
2,954 3,398 1,257 28,745 29,927 32,956 34,582 3,157 1,531
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 148)
5 0 -254 248 948 -1 694 149 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.4 3.5 79.6 82.9 91.3 95.8 8.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 20 16 23 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,102
COMMITMENTS
1,736 284 866 44,563 43,013 47,165 44,163 2,937 5,939
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,279)
186 124 -310 -2,310 -2,966 -2,434 -3,152 155 873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.6 1.7 88.9 85.9 94.1 88.1 5.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 18 24 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,381
COMMITMENTS
1,550 160 1,176 46,873 45,979 49,599 47,315 2,782 5,066
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 701)
0 -124 124 1,005 639 1,129 639 -428 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.3 2.2 89.5 87.8 94.7 90.3 5.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 22 19 24 21
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 27,346
COMMITMENTS
4,712 3,488 0 21,792 19,732 26,504 23,220 842 4,126
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 12.8 0.0 79.7 72.2 96.9 84.9 3.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 0 11 11 14 13
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 852,117
COMMITMENTS
186,172 59,260 127,924 524,746 659,923 838,842 847,107 13,275 5,010
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -27,206)
14,014 5,912 -1,085 -41,141 -26,191 -28,212 -21,364 1,006 -5,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 7.0 15.0 61.6 77.4 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
14 12 24 72 68 99 93
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 879,323
COMMITMENTS
172,158 53,348 129,009 565,887 686,114 867,054 868,471 12,269 10,852
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 14,721)
-6,164 -5,623 6,133 11,754 14,106 11,723 14,616 2,998 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 6.1 14.7 64.4 78.0 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
16 13 23 88 77 114 104
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,421
COMMITMENTS
7,518 14,597 21,595 34,270 29,761 63,383 65,953 4,038 1,468
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 6,367)
-1,587 567 2,731 6,002 4,262 7,146 7,560 -779 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 21.7 32.0 50.8 44.1 94.0 97.8 6.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 9 19 20 30 29
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,054
COMMITMENTS
9,105 14,030 18,864 28,268 25,499 56,237 58,393 4,817 2,661
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -16,533)
-7,226 -9,162 -1,221 -9,551 -7,394 -17,998 -17,777 1,465 1,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 23.0 30.9 46.3 41.8 92.1 95.6 7.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 4 8 18 17 28 25
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,910
COMMITMENTS
5,000 244 5,284 22,346 26,562 32,630 32,090 280 820
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,408)
337 64 -197 -1,311 -1,174 -1,171 -1,307 -237 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 0.7 16.1 67.9 80.7 99.1 97.5 0.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 5 22 24 27 29
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,318
COMMITMENTS
4,663 180 5,481 23,657 27,736 33,801 33,397 517 921
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -39)
-10 -30 360 -609 -1,029 -259 -699 220 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 0.5 16.0 68.9 80.8 98.5 97.3 1.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 5 25 24 30 30
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,414
COMMITMENTS
1,681 3,806 840 16,893 14,768 19,414 19,414 0 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,940)
-276 -1,242 -230 -1,434 -468 -1,940 -1,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 19.6 4.3 87.0 76.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 15 12 17 15
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,354
COMMITMENTS
1,957 5,048 1,070 18,327 15,236 21,354 21,354 0 0
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -90)
0 0 0 82 82 82 82 -172 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 23.6 5.0 85.8 71.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 17 16 20 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,860
COMMITMENTS
842 2,550 634 5,384 3,424 6,860 6,608 0 252
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -794)
-46 460 -460 -265 -1,046 -771 -1,046 -23 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 37.2 9.2 78.5 49.9 100.0 96.3 0.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 10 10 13 13
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,654
COMMITMENTS
888 2,090 1,094 5,649 4,470 7,631 7,654 23 0
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 27.3 14.3 73.8 58.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 12 12 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 683,120
COMMITMENTS
74,567 67,020 74,091 479,579 465,979 628,237 607,090 54,883 76,030
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 26,662)
4,580 2,052 385 10,441 10,620 15,406 13,057 11,256 13,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 9.8 10.8 70.2 68.2 92.0 88.9 8.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
42 64 63 77 82 163 171
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 656,458
COMMITMENTS
69,987 64,968 73,706 469,138 455,359 612,831 594,033 43,627 62,425
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -5,335)
182 -3,199 -658 4,181 3,797 3,705 -60 -9,040 -5,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 9.9 11.2 71.5 69.4 93.4 90.5 6.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
42 60 65 79 81 168 168
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,598
COMMITMENTS
7,255 2,657 34 2,598 8,766 9,887 11,457 2,711 1,141
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -38)
48 163 -57 19 -131 10 -25 -48 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 21.1 0.3 20.6 69.6 78.5 90.9 21.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
61 20 1 9 23 71 43
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,636
COMMITMENTS
7,207 2,494 91 2,579 8,897 9,877 11,482 2,759 1,154
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 521)
346 384 -59 262 194 549 519 -28 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.0 19.7 0.7 20.4 70.4 78.2 90.9 21.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
63 15 3 10 22 74 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,201
COMMITMENTS
2,293 167 80 2,404 5,183 4,777 5,430 1,424 771
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -126)
-6 11 80 -18 87 56 178 -182 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 2.7 1.3 38.8 83.6 77.0 87.6 23.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 2 1 10 14 26 17
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,327
COMMITMENTS
2,299 156 0 2,422 5,096 4,721 5,252 1,606 1,075
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -47)
628 -800 -292 -463 938 -127 -154 80 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 2.5 0.0 38.3 80.5 74.6 83.0 25.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 2 0 10 12 25 14
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,903
COMMITMENTS
16,442 13,687 12,883 119,856 119,422 149,181 145,992 10,722 13,911
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -4,679)
972 513 846 -5,334 -3,767 -3,516 -2,408 -1,163 -2,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 8.6 8.1 75.0 74.7 93.3 91.3 6.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
29 28 32 75 70 123 116
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 164,582
COMMITMENTS
15,470 13,174 12,037 125,190 123,189 152,697 148,400 11,885 16,182
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 8,075)
812 2,071 755 5,767 3,659 7,334 6,485 741 1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 8.0 7.3 76.1 74.8 92.8 90.2 7.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
25 25 28 73 72 117 113
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,115
COMMITMENTS
0 3,805 4,320 13,615 9,990 17,935 18,115 180 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,093)
-15 666 -766 -312 -993 -1,093 -1,093 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 21.0 23.8 75.2 55.1 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 14 13 16 18
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,208
COMMITMENTS
15 3,139 5,086 13,927 10,983 19,028 19,208 180 0
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 224)
0 -81 15 329 290 344 224 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 16.3 26.5 72.5 57.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 6 3 17 16 20 23
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,677
COMMITMENTS
450 2,106 402 7,825 6,169 8,677 8,677 0 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -330)
-100 -410 -45 -185 125 -330 -330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 24.3 4.6 90.2 71.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 15 14 17 16
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,007
COMMITMENTS
550 2,516 447 8,010 6,044 9,007 9,007 0 0
CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 150)
0 150 0 150 0 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 27.9 5.0 88.9 67.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 16 14 18 16
Updated January 11, 2005