WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 204,294: 36,768 77,173 18,962 116,047 80,359 171,777 176,494: 32,517 27,800
Old : 168,544: 45,235 75,403 5,472 91,738 65,370 142,445 146,245: 26,099 22,299
Other: 35,750: 3,351 13,588 1,672 24,309 14,989 29,332 30,249: 6,418 5,501
: : :
: : Changes in Commitments from: January 11, 2005 :
: 11,311: -245 10,747 2,570 6,533 -2,434 8,858 10,883: 2,453 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 37.8 9.3 56.8 39.3 84.1 86.4: 15.9 13.6
Old : 100.0: 26.8 44.7 3.2 54.4 38.8 84.5 86.8: 15.5 13.2
Other: 100.0: 9.4 38.0 4.7 68.0 41.9 82.0 84.6: 18.0 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 91 105 57 50 63 170 207:
Old : 281: 102 101 38 40 58 154 187:
Other: 110: 22 36 18 29 43 64 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 24.3 46.5 31.4 32.2 23.8 46.1 30.2
Old : 36.5 24.9 49.3 32.7 36.5 24.9 49.3 32.6
Other: 56.2 37.1 64.4 47.3 56.0 34.3 60.7 44.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 631,557: 80,205 194,209 30,615 420,238 265,788 531,058 490,612: 100,499 140,945
Old : 551,560: 76,137 187,964 24,722 358,163 225,309 459,022 437,995: 92,538 113,565
Other: 79,997: 9,273 11,450 688 62,075 40,479 72,036 52,617: 7,961 27,380
: : :
: : Changes in Commitments from: January 11, 2005 :
: 18,484: -4,300 42,768 2,067 16,783 -29,019 14,550 15,816: 3,934 2,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 30.8 4.8 66.5 42.1 84.1 77.7: 15.9 22.3
Old : 100.0: 13.8 34.1 4.5 64.9 40.8 83.2 79.4: 16.8 20.6
Other: 100.0: 11.6 14.3 0.9 77.6 50.6 90.0 65.8: 10.0 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 673: 150 185 104 244 227 455 469:
Old : 661: 149 186 88 233 207 436 436:
Other: 339: 49 66 10 80 178 134 249:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 13.8 29.1 18.7 17.9 13.0 28.9 17.4
Old : 18.9 14.2 30.1 19.7 18.9 13.7 29.8 18.7
Other: 47.1 14.2 56.4 22.4 47.1 13.9 56.4 22.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,962: 2,671 228 107 1,105 5,158 3,883 5,493: 4,079 2,469
Old : 7,580: 2,625 273 55 1,045 5,048 3,725 5,376: 3,855 2,204
Other: 382: 93 2 5 60 110 158 117: 224 265
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,038: 788 -372 58 -299 586 547 272: 491 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 2.9 1.3 13.9 64.8 48.8 69.0: 51.2 31.0
Old : 100.0: 34.6 3.6 0.7 13.8 66.6 49.1 70.9: 50.9 29.1
Other: 100.0: 24.3 0.5 1.3 15.7 28.8 41.4 30.6: 58.6 69.4
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 19 3 4 8 14 29 19:
Old : 36: 19 3 4 8 14 29 19:
Other: 10: 4 1 1 2 4 6 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 45.1 33.3 58.8 18.5 41.0 26.1 49.6
Old : 24.2 46.1 34.2 60.3 19.4 41.9 27.5 51.5
Other: 38.7 28.8 41.4 30.6 37.4 28.3 39.5 28.8
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 247,702: 27,455 101,769 16,428 158,347 77,775 202,230 195,972: 45,472 51,730
Old : 227,360: 26,489 105,063 9,930 150,833 65,734 187,252 180,727: 40,108 46,633
Other: 20,342: 7,371 3,111 93 7,514 12,041 14,978 15,245: 5,364 5,097
: : :
: : Changes in Commitments from: January 11, 2005 :
: 14,107: -1,144 21,632 638 6,881 -10,801 6,375 11,469: 7,732 2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 41.1 6.6 63.9 31.4 81.6 79.1: 18.4 20.9
Old : 100.0: 11.7 46.2 4.4 66.3 28.9 82.4 79.5: 17.6 20.5
Other: 100.0: 36.2 15.3 0.5 36.9 59.2 73.6 74.9: 26.4 25.1
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 75 164 78 96 114 232 307:
Old : 385: 78 166 55 94 102 210 288:
Other: 131: 36 28 4 25 53 64 82:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 16.1 42.3 22.8 29.0 15.4 39.5 21.1
Old : 31.6 17.2 44.7 23.6 31.1 17.1 44.0 23.4
Other: 34.2 44.4 47.3 51.5 34.1 43.6 47.2 50.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 165,137: 21,012 52,996 17,953 103,101 71,120 142,066 142,069: 23,071 23,068
Old : 148,386: 21,785 53,863 10,921 95,807 61,823 128,513 126,607: 19,873 21,779
Other: 16,751: 3,231 3,137 3,028 7,294 9,297 13,553 15,462: 3,198 1,289
: : :
: : Changes in Commitments from: January 11, 2005 :
: 12,179: 275 10,554 1,782 8,149 -2,208 10,206 10,128: 1,973 2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 32.1 10.9 62.4 43.1 86.0 86.0: 14.0 14.0
Old : 100.0: 14.7 36.3 7.4 64.6 41.7 86.6 85.3: 13.4 14.7
Other: 100.0: 19.3 18.7 18.1 43.5 55.5 80.9 92.3: 19.1 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 30 51 29 52 40 104 112:
Old : 156: 38 52 27 51 39 103 109:
Other: 44: 11 10 11 20 11 37 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 27.2 34.5 35.9 18.2 21.0 29.3 28.3
Old : 23.2 27.4 36.0 36.1 22.0 24.8 34.8 32.9
Other: 35.2 53.1 51.5 71.9 25.3 47.2 38.2 56.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 679,522: 189,534 121,738 7,383 367,157 425,643 564,074 554,764: 115,448 124,758
Old : 679,522: 189,534 121,738 7,383 367,157 425,643 564,074 554,764: 115,448 124,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 33,877: 3,246 9,178 1,219 25,715 22,387 30,180 32,784: 3,697 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 17.9 1.1 54.0 62.6 83.0 81.6: 17.0 18.4
Old : 100.0: 27.9 17.9 1.1 54.0 62.6 83.0 81.6: 17.0 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 50 47 18 69 91 132 144:
Old : 214: 50 47 18 69 91 132 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 18.1 35.7 29.2 20.1 17.5 28.1 26.1
Old : 25.6 18.1 35.7 29.2 20.1 17.5 28.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 159,993: 7,249 40,001 26,801 99,003 68,625 133,053 135,427: 26,940 24,566
Old : 144,407: 10,781 39,055 18,574 90,248 62,983 119,603 120,612: 24,804 23,795
Other: 15,586: 1,494 5,972 3,201 8,755 5,642 13,450 14,815: 2,136 771
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,802: -6,841 13,196 2,338 14,991 -6,586 10,488 8,948: 314 1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 25.0 16.8 61.9 42.9 83.2 84.6: 16.8 15.4
Old : 100.0: 7.5 27.0 12.9 62.5 43.6 82.8 83.5: 17.2 16.5
Other: 100.0: 9.6 38.3 20.5 56.2 36.2 86.3 95.1: 13.7 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 22 52 47 54 47 113 129:
Old : 161: 30 50 43 52 45 109 125:
Other: 60: 11 17 12 28 13 49 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 22.6 40.8 30.9 25.0 11.4 31.9 18.0
Old : 28.4 22.0 40.4 30.4 26.4 12.3 34.0 19.7
Other: 39.5 52.8 55.5 67.7 35.1 40.1 44.1 51.4
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,143: 1,631 1,553 89 1,105 1,162 2,825 2,804: 1,318 1,339
Old : 4,140: 1,631 1,554 86 1,105 1,161 2,822 2,801: 1,318 1,339
Other: 3: 1 0 2 0 1 3 3: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 109: 4 41 42 132 48 178 131: -69 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 37.5 2.1 26.7 28.0 68.2 67.7: 31.8 32.3
Old : 100.0: 39.4 37.5 2.1 26.7 28.0 68.2 67.7: 31.8 32.3
Other: 100.0: 33.3 0.0 66.7 0.0 33.3 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 10 10 3 8 7 21 17:
Old : 31: 10 10 3 8 7 21 17:
Other: 4: 1 0 2 0 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 42.3 50.3 53.6 36.0 41.5 47.8 52.1
Old : 36.0 42.3 50.3 53.6 36.0 41.5 47.8 52.1
Other: 100.0 100.0 100.0 100.0 33.3 33.3 33.3 33.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 295,603: 79,632 88,714 1,074 185,839 148,334 266,545 238,122: 29,058 57,481
Old : 295,603: 79,632 88,714 1,074 185,839 148,334 266,545 238,122: 29,058 57,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 23,430: 6,453 1,063 700 12,531 17,710 19,684 19,473: 3,746 3,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 30.0 0.4 62.9 50.2 90.2 80.6: 9.8 19.4
Old : 100.0: 26.9 30.0 0.4 62.9 50.2 90.2 80.6: 9.8 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 26 56 3 49 70 77 127:
Old : 175: 26 56 3 49 70 77 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 17.6 44.9 25.9 29.9 17.5 43.8 25.0
Old : 30.3 17.6 44.9 25.9 29.9 17.5 43.8 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,668,148: 414,968 381,422 28,892 1,053,201 930,769 1,497,061 1,341,083: 171,087 327,065
Old : 1,668,148: 414,968 381,422 28,892 1,053,201 930,769 1,497,061 1,341,083: 171,087 327,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -15,543: 12,005 -26,678 1,771 -25,314 14,671 -11,538 -10,236: -4,005 -5,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 22.9 1.7 63.1 55.8 89.7 80.4: 10.3 19.6
Old : 100.0: 24.9 22.9 1.7 63.1 55.8 89.7 80.4: 10.3 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 59 114 41 105 177 189 308:
Old : 382: 59 114 41 105 177 189 308:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 14.4 56.0 22.8 44.4 12.9 52.0 18.9
Old : 44.9 14.4 56.0 22.8 44.4 12.9 52.0 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,167,979: 328,104 221,977 12,221 756,772 768,889 1,097,097 1,003,087: 70,882 164,892
Old : 1,167,979: 328,104 221,977 12,221 756,772 768,889 1,097,097 1,003,087: 70,882 164,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,502: 9,982 -16,671 766 -4,637 22,368 6,111 6,463: -4,609 -4,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 19.0 1.0 64.8 65.8 93.9 85.9: 6.1 14.1
Old : 100.0: 28.1 19.0 1.0 64.8 65.8 93.9 85.9: 6.1 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 56 88 22 78 134 144 235:
Old : 307: 56 88 22 78 134 144 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 19.2 42.6 29.7 22.0 18.4 37.8 27.2
Old : 26.0 19.2 42.6 29.7 22.0 18.4 37.8 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 371,356: 128,677 42,070 50,781 173,745 263,801 353,203 356,652: 18,153 14,704
Old : 371,356: 128,677 42,070 50,781 173,745 263,801 353,203 356,652: 18,153 14,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 18,365: 9,089 -730 8,755 3,758 13,797 21,602 21,822: -3,237 -3,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 11.3 13.7 46.8 71.0 95.1 96.0: 4.9 4.0
Old : 100.0: 34.7 11.3 13.7 46.8 71.0 95.1 96.0: 4.9 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 39 20 27 53 56 103 92:
Old : 131: 39 20 27 53 56 103 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 34.1 45.5 49.4 26.9 32.9 38.0 45.8
Old : 30.7 34.1 45.5 49.4 26.9 32.9 38.0 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 46,582: 14,891 8,689 69 25,371 32,236 40,331 40,994: 6,251 5,588
Old : 46,582: 14,891 8,689 69 25,371 32,236 40,331 40,994: 6,251 5,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,085: -2,278 -918 -34 117 -332 -2,195 -1,284: 1,110 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 18.7 0.1 54.5 69.2 86.6 88.0: 13.4 12.0
Old : 100.0: 32.0 18.7 0.1 54.5 69.2 86.6 88.0: 13.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 32 18 2 26 12 60 30:
Old : 84: 32 18 2 26 12 60 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 67.3 54.5 78.9 37.4 67.3 54.5 78.4
Old : 37.4 67.3 54.5 78.9 37.4 67.3 54.5 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 59,142: 13,434 21,137 181 37,817 28,989 51,432 50,307: 7,710 8,835
Old : 59,142: 13,434 21,137 181 37,817 28,989 51,432 50,307: 7,710 8,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,430: 2,400 3,170 -83 2,255 419 4,572 3,506: -1,142 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 35.7 0.3 63.9 49.0 87.0 85.1: 13.0 14.9
Old : 100.0: 22.7 35.7 0.3 63.9 49.0 87.0 85.1: 13.0 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 27 28 1 24 16 52 44:
Old : 90: 27 28 1 24 16 52 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 62.4 59.1 69.8 38.0 62.4 58.9 69.1
Old : 38.2 62.4 59.1 69.8 38.0 62.4 58.9 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 39,897: 1,892 10,337 1,014 36,780 27,239 39,686 38,590: 211 1,307
Old : 39,897: 1,892 10,337 1,014 36,780 27,239 39,686 38,590: 211 1,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 4,022: 196 3,942 8 3,937 153 4,141 4,103: -119 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 25.9 2.5 92.2 68.3 99.5 96.7: 0.5 3.3
Old : 100.0: 4.7 25.9 2.5 92.2 68.3 99.5 96.7: 0.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 22 3 17 16 24 38:
Old : 55: 4 22 3 17 16 24 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 47.2 79.9 71.5 52.1 46.8 79.8 71.0
Old : 52.1 47.2 79.9 71.5 52.1 46.8 79.8 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,463: 0 1,747 0 13,451 11,252 13,451 12,999: 12 464
Old : 13,463: 0 1,747 0 13,451 11,252 13,451 12,999: 12 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 197: 0 193 0 197 0 197 193: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.0 0.0 99.9 83.6 99.9 96.6: 0.1 3.4
Old : 100.0: 0.0 13.0 0.0 99.9 83.6 99.9 96.6: 0.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 7 0 8 10 8 17:
Old : 24: 0 7 0 8 10 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.0 73.7 99.9 84.9 84.0 70.9 97.1 82.1
Old : 84.0 73.7 99.9 84.9 84.0 70.9 97.1 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2005