WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 226,291: 36,196 65,564 33,760 123,442 97,689 193,399 197,013: 32,893 29,278
Old : 187,236: 42,432 63,385 19,005 97,842 80,495 159,279 162,884: 27,957 24,351
Other: 39,056: 3,478 11,892 5,042 25,600 17,195 34,120 34,129: 4,936 4,927
: : :
: : Changes in Commitments from: January 4, 2005 :
: 6,493: -427 -10,928 4,343 2,952 11,410 6,868 4,825: -375 1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 29.0 14.9 54.6 43.2 85.5 87.1: 14.5 12.9
Old : 100.0: 22.7 33.9 10.2 52.3 43.0 85.1 87.0: 14.9 13.0
Other: 100.0: 8.9 30.4 12.9 65.5 44.0 87.4 87.4: 12.6 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 102 103 81 60 72 203 220:
Old : 286: 105 98 65 57 67 192 200:
Other: 117: 24 37 33 26 48 70 100:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 26.2 41.8 32.8 27.8 24.1 39.8 29.6
Old : 31.0 27.4 43.7 34.4 31.0 26.3 42.0 32.9
Other: 53.9 31.8 64.4 42.5 50.1 26.5 54.1 35.1
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 747,085: 73,993 154,398 103,172 452,870 331,183 630,034 588,752: 117,051 158,333
Old : 654,587: 70,388 148,599 90,184 385,928 286,495 546,501 525,279: 108,086 129,309
Other: 92,498: 7,481 9,675 9,111 66,942 44,688 83,534 63,474: 8,965 29,025
: : :
: : Changes in Commitments from: January 4, 2005 :
: 20,569: 4,068 -25,011 8,095 3,427 30,796 15,591 13,880: 4,978 6,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 20.7 13.8 60.6 44.3 84.3 78.8: 15.7 21.2
Old : 100.0: 10.8 22.7 13.8 59.0 43.8 83.5 80.2: 16.5 19.8
Other: 100.0: 8.1 10.5 9.9 72.4 48.3 90.3 68.6: 9.7 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 735: 170 189 166 305 274 577 539:
Old : 721: 169 186 155 298 260 562 514:
Other: 364: 54 62 40 95 199 168 282:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 15.4 23.7 20.6 14.5 11.9 23.4 16.1
Old : 15.1 16.0 24.8 21.3 15.1 12.6 23.9 17.2
Other: 41.0 14.4 49.5 21.3 40.6 11.0 48.2 17.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 7,766: 1,802 591 434 1,586 4,848 3,822 5,873: 3,944 1,893
Old : 7,489: 1,771 601 393 1,564 4,732 3,727 5,726: 3,761 1,763
Other: 277: 45 4 27 22 116 95 147: 183 130
: : :
: : Changes in Commitments from: January 4, 2005 :
: 56: 555 -77 -29 -531 151 -6 45: 61 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.6 5.6 20.4 62.4 49.2 75.6: 50.8 24.4
Old : 100.0: 23.6 8.0 5.2 20.9 63.2 49.8 76.5: 50.2 23.5
Other: 100.0: 16.3 1.3 9.9 7.9 41.8 34.1 53.0: 65.9 47.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 18 5 7 13 12 32 23:
Old : 37: 17 6 7 13 12 32 23:
Other: 11: 3 2 3 2 6 6 10:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 47.1 29.4 59.6 15.1 42.3 22.9 52.7
Old : 20.3 47.4 30.2 60.3 15.6 42.5 23.6 53.3
Other: 32.1 45.8 34.1 52.2 20.0 37.3 20.0 38.8
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 312,371: 28,557 55,889 70,122 165,027 126,115 263,706 252,126: 48,665 60,245
Old : 289,739: 27,627 59,211 61,908 156,807 114,232 246,342 235,350: 43,397 54,388
Other: 22,632: 6,838 2,586 2,307 8,220 11,883 17,364 16,776: 5,269 5,857
: : :
: : Changes in Commitments from: January 4, 2005 :
: 3,659: -2,786 2,074 4,157 3,480 1,256 4,851 7,487: -1,191 -3,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 17.9 22.4 52.8 40.4 84.4 80.7: 15.6 19.3
Old : 100.0: 9.5 20.4 21.4 54.1 39.4 85.0 81.2: 15.0 18.8
Other: 100.0: 30.2 11.4 10.2 36.3 52.5 76.7 74.1: 23.3 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 111 159 133 116 130 312 343:
Old : 422: 108 161 119 113 120 296 327:
Other: 141: 40 32 19 28 54 82 91:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 20.1 39.7 27.0 19.2 8.1 26.6 12.0
Old : 29.9 19.6 41.4 26.4 19.9 7.0 28.0 11.2
Other: 30.0 43.6 42.2 51.5 26.7 38.4 38.1 45.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 169,421: 16,155 42,643 26,358 104,279 78,401 146,791 147,402: 22,629 22,018
Old : 153,708: 16,751 42,934 20,021 97,340 69,689 134,112 132,645: 19,596 21,063
Other: 15,713: 2,641 2,947 3,099 6,939 8,712 12,679 14,758: 3,033 955
: : :
: : Changes in Commitments from: January 4, 2005 :
: 6,805: 579 3,758 -418 5,843 3,035 6,003 6,375: 801 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 25.2 15.6 61.6 46.3 86.6 87.0: 13.4 13.0
Old : 100.0: 10.9 27.9 13.0 63.3 45.3 87.3 86.3: 12.7 13.7
Other: 100.0: 16.8 18.8 19.7 44.2 55.4 80.7 93.9: 19.3 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 32 45 34 52 47 102 116:
Old : 145: 35 48 29 51 46 99 111:
Other: 43: 8 14 12 19 9 36 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 : 25.2 29.5 35.1 37.8 20.4 23.3 29.9 30.3
Old : 26.6 29.2 37.4 37.5 24.6 26.1 34.8 33.8
Other: 35.2 54.7 51.2 73.9 25.3 47.5 36.5 55.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 771,943: 176,757 108,592 78,283 394,643 442,642 649,683 629,518: 122,260 142,425
Old : 771,943: 176,757 108,592 78,283 394,643 442,642 649,683 629,518: 122,260 142,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 44,707: 7,698 1,299 5,517 21,498 30,416 34,713 37,232: 9,994 7,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 14.1 10.1 51.1 57.3 84.2 81.5: 15.8 18.5
Old : 100.0: 22.9 14.1 10.1 51.1 57.3 84.2 81.5: 15.8 18.5
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 : 207: 46 52 42 73 94 145 162:
Old : 207: 46 52 42 73 94 145 162:
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 : 22.0 16.9 30.6 27.2 15.6 15.0 22.2 22.5
Old : 22.0 16.9 30.6 27.2 15.6 15.0 22.2 22.5
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 with Delta-adjusted Options and Futures Combined, January 11, 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 : 165,586: 13,734 24,613 33,897 88,778 82,474 136,409 140,983: 29,178 24,603
Old : 151,368: 17,366 24,045 26,038 80,363 77,588 123,767 127,672: 27,600 23,696
Other: 14,219: 1,180 5,380 3,047 8,414 4,885 12,641 13,312: 1,578 907
: : :
: : Changes in Commitments from: January 4, 2005 :
: -2,491: 5,767 -7,215 -1,254 -10,467 7,565 -5,954 -904: 3,463 -1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 14.9 20.5 53.6 49.8 82.4 85.1: 17.6 14.9
Old : 100.0: 11.5 15.9 17.2 53.1 51.3 81.8 84.3: 18.2 15.7
Other: 100.0: 8.3 37.8 21.4 59.2 34.4 88.9 93.6: 11.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 34 50 53 56 57 129 138:
Old : 171: 46 47 50 55 57 128 135:
Other: 60: 10 20 14 27 12 49 35:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 24.7 35.0 33.1 22.6 16.2 28.1 23.6
Old : 24.6 24.2 33.6 32.6 23.0 18.2 28.8 26.3
Other: 46.3 54.7 62.3 68.7 42.5 40.4 51.6 51.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 4,548: 1,627 1,402 310 1,085 1,328 3,021 3,040: 1,526 1,508
Old : 4,537: 1,627 1,403 299 1,085 1,327 3,011 3,029: 1,526 1,508
Other: 10: 1 0 9 0 1 10 10: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -345: 86 -28 -50 -127 -306 -91 -383: -253 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 30.8 6.8 23.9 29.2 66.4 66.8: 33.6 33.2
Old : 100.0: 35.9 30.9 6.6 23.9 29.2 66.4 66.8: 33.6 33.2
Other: 100.0: 12.5 2.8 87.5 0.0 9.7 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 10 3 11 9 24 19:
Old : 33: 10 10 3 11 9 24 19:
Other: 4: 1 2 3 0 1 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 33.3 39.1 46.5 51.3 30.3 38.3 42.3 48.5
Old : 33.3 39.1 46.5 51.3 30.3 38.4 42.4 48.6
Other: 100.0 100.0 100.0 100.0 12.5 12.5 12.5 12.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 272,211: 73,179 87,651 374 173,308 130,624 246,861 218,649: 25,350 53,562
Old : 272,211: 73,179 87,651 374 173,308 130,624 246,861 218,649: 25,350 53,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,731: 5,376 3,308 -151 16,639 12,873 21,864 16,030: -2,133 3,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 32.2 0.1 63.7 48.0 90.7 80.3: 9.3 19.7
Old : 100.0: 26.9 32.2 0.1 63.7 48.0 90.7 80.3: 9.3 19.7
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 : 167: 22 57 2 48 67 71 125:
Old : 167: 22 57 2 48 67 71 125:
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 : 30.1 14.9 44.9 22.5 30.0 14.9 43.8 22.1
Old : 30.1 14.9 44.9 22.5 30.0 14.9 43.8 22.1
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 with Delta-adjusted Options and Futures Combined, January 11, 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 : 2,165,995: 399,523 377,252 273,349 1,302,185 1,151,103 1,975,056 1,801,704: 190,939 364,291
Old : 2,165,995: 399,523 377,252 273,349 1,302,185 1,151,103 1,975,056 1,801,704: 190,939 364,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 25,941: 5,718 30,013 9,151 -8,372 -19,444 6,496 19,720: 19,445 6,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 17.4 12.6 60.1 53.1 91.2 83.2: 8.8 16.8
Old : 100.0: 18.4 17.4 12.6 60.1 53.1 91.2 83.2: 8.8 16.8
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 : 406: 57 122 93 156 206 274 360:
Old : 406: 57 122 93 156 206 274 360:
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 : 36.7 12.1 47.5 19.3 33.1 9.5 40.0 15.1
Old : 36.7 12.1 47.5 19.3 33.1 9.5 40.0 15.1
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 with Delta-adjusted Options and Futures Combined, January 11, 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 : 1,391,500: 330,169 249,240 131,420 849,118 830,426 1,310,707 1,211,086: 80,793 180,414
Old : 1,391,500: 330,169 249,240 131,420 849,118 830,426 1,310,707 1,211,086: 80,793 180,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 65,217: -2,911 -6,296 26,115 59,487 42,517 82,691 62,336: -17,474 2,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 17.9 9.4 61.0 59.7 94.2 87.0: 5.8 13.0
Old : 100.0: 23.7 17.9 9.4 61.0 59.7 94.2 87.0: 5.8 13.0
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 : 311: 59 92 64 96 143 188 266:
Old : 311: 59 92 64 96 143 188 266:
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 : 24.9 15.5 41.1 23.8 20.1 14.9 34.2 21.9
Old : 24.9 15.5 41.1 23.8 20.1 14.9 34.2 21.9
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 with Delta-adjusted Options and Futures Combined, January 11, 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 : 477,943: 110,323 37,806 148,684 196,130 272,149 455,137 458,638: 22,805 19,304
Old : 477,943: 110,323 37,806 148,684 196,130 272,149 455,137 458,638: 22,805 19,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 33,227: 1,062 5,808 19,159 16,129 4,378 36,350 29,345: -3,123 3,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 7.9 31.1 41.0 56.9 95.2 96.0: 4.8 4.0
Old : 100.0: 23.1 7.9 31.1 41.0 56.9 95.2 96.0: 4.8 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 : 156: 48 27 40 62 66 125 118:
Old : 156: 48 27 40 62 66 125 118:
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 31.1 45.1 43.2 18.2 21.8 26.7 31.2
Old : 30.3 31.1 45.1 43.2 18.2 21.8 26.7 31.2
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 with Delta-adjusted Options and Futures Combined, January 11, 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 : 49,425: 17,235 9,769 819 25,725 32,946 43,778 43,533: 5,647 5,891
Old : 49,425: 17,235 9,769 819 25,725 32,946 43,778 43,533: 5,647 5,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -2,009: -2,478 534 22 522 -344 -1,934 212: -75 -2,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 19.8 1.7 52.0 66.7 88.6 88.1: 11.4 11.9
Old : 100.0: 34.9 19.8 1.7 52.0 66.7 88.6 88.1: 11.4 11.9
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 : 96: 38 22 13 30 14 76 41:
Old : 96: 38 22 13 30 14 76 41:
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 : 36.9 64.1 53.2 75.5 36.9 63.9 53.2 74.3
Old : 36.9 64.1 53.2 75.5 36.9 63.9 53.2 74.3
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 with Delta-adjusted Options and Futures Combined, January 11, 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 : 62,430: 7,651 17,941 5,027 40,390 30,179 53,068 53,147: 9,362 9,283
Old : 62,430: 7,651 17,941 5,027 40,390 30,179 53,068 53,147: 9,362 9,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 9,857: 1,448 4,136 1,276 9,734 5,323 12,458 10,736: -2,601 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 28.7 8.1 64.7 48.3 85.0 85.1: 15.0 14.9
Old : 100.0: 12.3 28.7 8.1 64.7 48.3 85.0 85.1: 15.0 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 : 97: 35 27 22 22 20 64 62:
Old : 97: 35 27 22 22 20 64 62:
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 : 44.7 58.0 60.1 66.7 44.2 56.0 56.9 62.7
Old : 44.7 58.0 60.1 66.7 44.2 56.0 56.9 62.7
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 with Delta-adjusted Options and Futures Combined, January 11, 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 : 35,875: 1,696 6,395 1,006 32,843 27,086 35,545 34,487: 330 1,388
Old : 35,875: 1,696 6,395 1,006 32,843 27,086 35,545 34,487: 330 1,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -380: 148 -69 0 -520 -331 -372 -400: -8 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 17.8 2.8 91.5 75.5 99.1 96.1: 0.9 3.9
Old : 100.0: 4.7 17.8 2.8 91.5 75.5 99.1 96.1: 0.9 3.9
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 : 53: 4 21 2 17 15 23 36:
Old : 53: 4 21 2 17 15 23 36:
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 : 52.4 51.8 79.0 72.0 52.4 51.2 78.9 71.4
Old : 52.4 51.8 79.0 72.0 52.4 51.2 78.9 71.4
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 with Delta-adjusted Options and Futures Combined, January 11, 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 : 13,266: 0 1,554 0 13,254 11,252 13,254 12,806: 12 460
Old : 13,266: 0 1,554 0 13,254 11,252 13,254 12,806: 12 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -333: -500 -135 0 176 -190 -324 -325: -9 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.7 0.0 99.9 84.8 99.9 96.5: 0.1 3.5
Old : 100.0: 0.0 11.7 0.0 99.9 84.8 99.9 96.5: 0.1 3.5
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 : 83.8 74.8 99.9 85.6 83.8 72.0 97.0 82.8
Old : 83.8 74.8 99.9 85.6 83.8 72.0 97.0 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2005