WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 211,795: 54,178 37,928 19,175 112,627 122,966 185,980 180,069: 25,815 31,726
Old : 141,714: 42,648 39,474 512 83,160 85,762 126,320 125,748: 15,394 15,966
Other: 70,081: 21,741 8,665 8,452 29,467 37,204 59,660 54,321: 10,421 15,760
: : :
: : Changes in Commitments from: March 1, 2005 :
: -2,863: 7,580 -3,834 -155 -2,018 10,536 5,407 6,547: -8,270 -9,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 17.9 9.1 53.2 58.1 87.8 85.0: 12.2 15.0
Old : 100.0: 30.1 27.9 0.4 58.7 60.5 89.1 88.7: 10.9 11.3
Other: 100.0: 31.0 12.4 12.1 42.0 53.1 85.1 77.5: 14.9 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 66 74 50 36 49 146 140:
Old : 189: 59 74 7 21 42 83 120:
Other: 133: 41 45 28 27 38 87 94:
:----------------------------------------------------------------------------------------------------
: 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 37.6 45.5 46.3 30.7 37.3 43.8 43.5
Old : 38.5 43.5 54.4 51.9 38.5 43.5 54.4 51.7
Other: 40.9 35.4 51.6 46.9 35.7 34.8 44.2 43.2
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 214,658: 46,598 41,762 19,330 114,645 112,430 180,573 173,522: 34,085 41,136
Old : 151,001: 37,681 40,536 2,860 86,184 80,792 126,725 124,188: 24,276 26,813
Other: 63,657: 16,286 8,595 9,101 28,461 31,638 53,848 49,334: 9,809 14,323
: : :
: : Changes in Commitments from: February 22, 2005 :
: -6,134: 6,793 -13,260 -4,151 -7,526 7,147 -4,884 -10,264: -1,250 4,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 19.5 9.0 53.4 52.4 84.1 80.8: 15.9 19.2
Old : 100.0: 25.0 26.8 1.9 57.1 53.5 83.9 82.2: 16.1 17.8
Other: 100.0: 25.6 13.5 14.3 44.7 49.7 84.6 77.5: 15.4 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 57 81 51 38 52 138 150:
Old : 190: 53 77 16 21 47 86 129:
Other: 125: 40 39 28 27 37 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 : 30.4 34.6 44.8 41.9 30.4 33.8 44.8 40.1
Old : 37.7 37.4 52.2 45.2 37.7 37.4 52.2 45.1
Other: 44.3 34.5 54.5 45.3 39.1 30.6 45.5 37.5
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 639,795: 113,533 87,054 41,815 372,046 317,721 527,394 446,590: 112,401 193,205
Old : 515,462: 110,882 88,015 24,772 288,297 266,231 423,951 379,018: 91,511 136,444
Other: 124,333: 18,614 15,002 1,080 83,749 51,490 103,443 67,572: 20,890 56,761
: : :
: : Changes in Commitments from: March 1, 2005 :
: 967: 6,741 -11,324 -2,116 -829 11,202 3,796 -2,238: -2,829 3,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 13.6 6.5 58.2 49.7 82.4 69.8: 17.6 30.2
Old : 100.0: 21.5 17.1 4.8 55.9 51.6 82.2 73.5: 17.8 26.5
Other: 100.0: 15.0 12.1 0.9 67.4 41.4 83.2 54.3: 16.8 45.7
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 126 85 92 159 174 338 315:
Old : 442: 127 84 72 137 159 304 288:
Other: 269: 45 47 14 78 138 133 190:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 16.9 28.9 21.8 18.1 13.6 28.8 18.1
Old : 21.0 19.6 32.9 24.6 21.0 16.6 31.9 21.3
Other: 35.3 9.5 46.0 16.6 34.2 9.0 43.6 15.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 638,828: 106,792 98,378 43,931 372,875 306,519 523,598 448,828: 115,230 190,000
Old : 524,112: 104,082 99,294 27,204 296,122 258,717 427,408 385,215: 96,704 138,897
Other: 114,716: 18,327 14,701 1,110 76,753 47,802 96,190 63,613: 18,526 51,103
: : :
: : Changes in Commitments from: February 22, 2005 :
: -5,198: 12,800 -41,000 7,255 -5,055 27,023 15,000 -6,722: -20,198 1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.4 6.9 58.4 48.0 82.0 70.3: 18.0 29.7
Old : 100.0: 19.9 18.9 5.2 56.5 49.4 81.5 73.5: 18.5 26.5
Other: 100.0: 16.0 12.8 1.0 66.9 41.7 83.9 55.5: 16.1 44.5
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 125 91 101 162 170 341 329:
Old : 441: 117 96 80 143 157 307 303:
Other: 272: 50 50 15 79 135 140 189:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 16.6 28.8 21.7 18.1 13.5 28.7 18.3
Old : 20.4 19.1 31.9 24.3 20.4 15.5 31.2 20.6
Other: 35.8 10.0 45.9 17.1 35.8 9.3 45.9 15.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 7,079: 2,229 754 87 924 4,565 3,240 5,406: 3,839 1,673
Old : 5,816: 2,110 675 0 819 3,970 2,929 4,645: 2,887 1,171
Other: 1,263: 200 160 6 105 595 311 761: 952 502
: : :
: : Changes in Commitments from: March 1, 2005 :
: -275: 188 181 70 -467 -177 -209 74: -66 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 10.7 1.2 13.1 64.5 45.8 76.4: 54.2 23.6
Old : 100.0: 36.3 11.6 0.0 14.1 68.3 50.4 79.9: 49.6 20.1
Other: 100.0: 15.8 12.7 0.5 8.3 47.1 24.6 60.3: 75.4 39.7
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 16 5 3 6 13 24 19:
Old : 36: 17 4 0 6 11 23 15:
Other: 18: 6 3 2 4 6 12 9:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 41.0 31.4 56.1 21.7 41.0 28.2 55.6
Old : 28.2 47.8 36.8 64.7 25.9 47.8 32.9 64.3
Other: 14.5 38.8 23.4 58.7 14.5 38.4 23.4 58.2
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 7,354: 2,041 573 17 1,391 4,742 3,449 5,332: 3,905 2,022
Old : 6,322: 1,859 553 12 1,326 4,231 3,197 4,796: 3,125 1,526
Other: 1,032: 186 24 1 65 511 252 536: 780 496
: : :
: : Changes in Commitments from: February 22, 2005 :
: -696: -191 -12 -5 -689 -962 -885 -979: 189 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 7.8 0.2 18.9 64.5 46.9 72.5: 53.1 27.5
Old : 100.0: 29.4 8.7 0.2 21.0 66.9 50.6 75.9: 49.4 24.1
Other: 100.0: 18.0 2.3 0.1 6.3 49.5 24.4 51.9: 75.6 48.1
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 13 4 3 7 15 21 21:
Old : 32: 13 4 1 7 13 20 18:
Other: 15: 5 2 1 3 6 9 8:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 39.0 35.8 55.0 20.1 37.9 28.8 50.9
Old : 28.2 43.9 40.5 61.1 23.4 42.7 32.6 56.0
Other: 17.0 40.5 24.3 51.9 17.0 40.5 24.1 51.6
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 288,410: 63,758 57,401 22,825 152,118 115,099 238,701 195,325: 49,709 93,085
Old : 242,509: 61,398 62,438 10,899 130,557 100,252 202,854 173,589: 39,655 68,920
Other: 45,901: 11,888 4,491 2,398 21,561 14,847 35,847 21,736: 10,054 24,165
: : :
: : Changes in Commitments from: March 1, 2005 :
: 14,550: 10,217 -4,024 116 2,869 7,838 13,202 3,930: 1,348 10,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 19.9 7.9 52.7 39.9 82.8 67.7: 17.2 32.3
Old : 100.0: 25.3 25.7 4.5 53.8 41.3 83.6 71.6: 16.4 28.4
Other: 100.0: 25.9 9.8 5.2 47.0 32.3 78.1 47.4: 21.9 52.6
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 90 110 76 67 102 216 240:
Old : 328: 84 120 50 61 94 188 225:
Other: 155: 49 33 14 27 59 80 102:
:----------------------------------------------------------------------------------------------------
: 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 15.8 38.6 22.8 27.9 15.3 37.5 21.1
Old : 30.0 18.5 41.4 26.0 28.9 18.0 40.3 24.7
Other: 35.6 13.4 49.7 20.5 33.6 13.3 45.9 19.3
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 273,860: 53,541 61,425 22,709 149,249 107,261 225,499 191,395: 48,361 82,465
Old : 235,174: 52,358 67,703 11,446 131,999 93,462 195,803 172,611: 39,371 62,563
Other: 38,686: 11,158 3,697 1,288 17,250 13,799 29,696 18,784: 8,990 19,902
: : :
: : Changes in Commitments from: February 22, 2005 :
: 8,086: 15,486 -5,849 816 -4,214 6,178 12,088 1,145: -4,002 6,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.4 8.3 54.5 39.2 82.3 69.9: 17.7 30.1
Old : 100.0: 22.3 28.8 4.9 56.1 39.7 83.3 73.4: 16.7 26.6
Other: 100.0: 28.8 9.6 3.3 44.6 35.7 76.8 48.6: 23.2 51.4
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 87 101 75 69 93 214 231:
Old : 317: 91 108 50 65 88 193 216:
Other: 141: 34 36 14 25 55 67 99:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 17.1 39.2 23.7 27.1 15.8 37.0 21.5
Old : 29.1 18.7 41.9 25.5 28.3 18.5 40.0 24.2
Other: 34.9 17.4 49.7 24.6 32.9 16.4 47.3 23.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,527: 10,970 3,743 158 350 587 11,478 4,488: 3,049 10,039
Old : 9,145: 6,334 3,477 109 350 586 6,793 4,172: 2,352 4,973
Other: 5,382: 4,671 301 14 0 1 4,685 316: 697 5,066
: : :
: : Changes in Commitments from: March 1, 2005 :
: 782: 654 -311 81 0 32 735 -198: 47 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 25.8 1.1 2.4 4.0 79.0 30.9: 21.0 69.1
Old : 100.0: 69.3 38.0 1.2 3.8 6.4 74.3 45.6: 25.7 54.4
Other: 100.0: 86.8 5.6 0.3 0.0 0.0 87.0 5.9: 13.0 94.1
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 7 6 1 2 15 12:
Old : 20: 11 7 3 1 2 13 11:
Other: 10: 7 2 2 0 1 7 5:
:----------------------------------------------------------------------------------------------------
: 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 : 58.5 20.3 70.9 29.3 58.4 20.3 70.8 28.3
Old : 48.7 29.0 65.2 43.2 48.6 29.0 64.6 42.0
Other: 83.8 5.9 87.0 5.9 83.5 5.6 86.8 5.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,745: 10,316 4,054 77 350 555 10,743 4,686: 3,002 9,059
Old : 9,873: 7,145 3,838 51 350 555 7,546 4,444: 2,327 5,429
Other: 3,872: 3,181 226 16 0 0 3,197 242: 675 3,630
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,348: 5,646 925 -1,173 150 86 4,623 -162: -275 4,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 29.5 0.6 2.5 4.0 78.2 34.1: 21.8 65.9
Old : 100.0: 72.4 38.9 0.5 3.5 5.6 76.4 45.0: 23.6 55.0
Other: 100.0: 82.2 5.8 0.4 0.0 0.0 82.6 6.3: 17.4 93.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 8 6 1 2 17 14:
Old : 24: 14 8 5 1 2 16 14:
Other: 6: 5 1 2 0 0 5 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 : 51.8 21.2 64.0 30.6 51.6 21.2 63.6 30.4
Old : 43.3 27.3 60.0 40.3 43.0 27.3 59.6 40.2
Other: 82.3 6.3 82.6 6.3 81.9 5.8 82.2 5.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 160,647: 35,664 15,821 24,817 72,330 107,182 132,811 147,820: 27,836 12,827
Old : 136,676: 34,281 19,129 15,179 64,105 90,695 113,565 125,003: 23,111 11,673
Other: 23,971: 7,301 2,610 3,720 8,225 16,487 19,246 22,817: 4,725 1,154
: : :
: : Changes in Commitments from: March 1, 2005 :
: 9,152: 6,224 -2,183 -108 -518 12,454 5,598 10,163: 3,554 -1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 9.8 15.4 45.0 66.7 82.7 92.0: 17.3 8.0
Old : 100.0: 25.1 14.0 11.1 46.9 66.4 83.1 91.5: 16.9 8.5
Other: 100.0: 30.5 10.9 15.5 34.3 68.8 80.3 95.2: 19.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 48 27 35 41 45 112 99:
Old : 147: 48 35 31 40 45 106 99:
Other: 50: 15 11 13 17 15 38 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 : 16.6 39.3 26.6 51.2 16.6 33.7 25.8 44.3
Old : 19.2 36.3 29.2 49.4 19.0 33.8 28.0 44.3
Other: 35.8 58.2 52.3 74.1 31.7 46.9 41.5 56.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 151,495: 29,440 18,004 24,925 72,848 94,728 127,213 137,657: 24,282 13,838
Old : 129,788: 30,165 21,423 15,331 63,907 80,213 109,403 116,967: 20,385 12,821
Other: 21,707: 5,361 2,667 3,508 8,941 14,515 17,810 20,690: 3,897 1,017
: : :
: : Changes in Commitments from: February 22, 2005 :
: -14,584: 8,221 -19,418 1,430 -21,059 12,178 -11,408 -5,810: -3,176 -8,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 11.9 16.5 48.1 62.5 84.0 90.9: 16.0 9.1
Old : 100.0: 23.2 16.5 11.8 49.2 61.8 84.3 90.1: 15.7 9.9
Other: 100.0: 24.7 12.3 16.2 41.2 66.9 82.0 95.3: 18.0 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 44 28 36 43 45 111 97:
Old : 142: 47 33 34 43 45 109 97:
Other: 49: 15 10 11 17 15 36 32:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 35.8 28.0 47.7 17.1 29.4 26.5 38.8
Old : 20.0 33.3 30.6 45.7 19.8 29.3 28.9 38.6
Other: 35.5 54.9 51.7 69.8 29.8 42.1 38.6 51.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 798,191: 130,610 142,897 52,409 480,563 425,075 663,582 620,381: 134,609 177,810
Old : 798,191: 130,610 142,897 52,409 480,563 425,075 663,582 620,381: 134,609 177,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -9,453: 12,282 5,198 -2,621 1,292 -10,502 10,953 -7,925: -20,406 -1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 17.9 6.6 60.2 53.3 83.1 77.7: 16.9 22.3
Old : 100.0: 16.4 17.9 6.6 60.2 53.3 83.1 77.7: 16.9 22.3
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 : 168: 37 32 24 64 71 114 118:
Old : 168: 37 32 24 64 71 114 118:
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 : 24.3 16.3 33.5 28.1 17.4 14.3 24.3 22.9
Old : 24.3 16.3 33.5 28.1 17.4 14.3 24.3 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 807,644: 118,328 137,699 55,030 479,271 435,577 652,629 628,306: 155,015 179,338
Old : 807,644: 118,328 137,699 55,030 479,271 435,577 652,629 628,306: 155,015 179,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 26,092: -16,935 10,074 12,416 28,111 5,169 23,592 27,659: 2,500 -1,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 17.0 6.8 59.3 53.9 80.8 77.8: 19.2 22.2
Old : 100.0: 14.7 17.0 6.8 59.3 53.9 80.8 77.8: 19.2 22.2
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 : 164: 32 33 22 64 77 106 127:
Old : 164: 32 33 22 64 77 106 127:
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 : 24.5 16.0 33.9 28.0 18.0 13.7 25.6 22.8
Old : 24.5 16.0 33.9 28.0 18.0 13.7 25.6 22.8
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, March 8, 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 : 153,381: 34,388 19,992 22,610 66,409 90,076 123,407 132,678: 29,974 20,703
Old : 127,685: 36,627 18,459 14,262 51,057 76,903 101,946 109,624: 25,739 18,061
Other: 25,696: 1,638 5,410 4,471 15,352 13,173 21,461 23,054: 4,235 2,642
: : :
: : Changes in Commitments from: March 1, 2005 :
: -57: 8,054 -1,170 -3,083 -4,372 6,319 599 2,066: -656 -2,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.0 14.7 43.3 58.7 80.5 86.5: 19.5 13.5
Old : 100.0: 28.7 14.5 11.2 40.0 60.2 79.8 85.9: 20.2 14.1
Other: 100.0: 6.4 21.1 17.4 59.7 51.3 83.5 89.7: 16.5 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 41 33 35 48 54 119 111:
Old : 160: 52 31 31 45 53 113 108:
Other: 70: 9 22 14 27 20 48 44:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 26.0 25.0 36.7 11.5 19.3 18.6 28.3
Old : 13.6 27.5 22.5 39.3 13.5 23.7 22.3 35.0
Other: 45.2 48.0 56.7 63.0 39.4 38.5 49.0 49.8
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 153,438: 26,334 21,162 25,693 70,781 83,757 122,808 130,612: 30,630 22,826
Old : 129,329: 30,028 21,101 14,930 57,785 73,070 102,743 109,101: 26,586 20,228
Other: 24,109: 1,864 5,619 5,205 12,996 10,687 20,065 21,511: 4,044 2,598
: : :
: : Changes in Commitments from: February 22, 2005 :
: -9,929: 902 -3,913 -5,298 -4,728 3,252 -9,124 -5,959: -805 -3,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 13.8 16.7 46.1 54.6 80.0 85.1: 20.0 14.9
Old : 100.0: 23.2 16.3 11.5 44.7 56.5 79.4 84.4: 20.6 15.6
Other: 100.0: 7.7 23.3 21.6 53.9 44.3 83.2 89.2: 16.8 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 37 35 37 48 54 115 115:
Old : 157: 46 35 31 46 54 108 114:
Other: 66: 10 18 13 24 21 44 43:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 23.0 27.1 34.6 11.7 13.7 18.1 22.4
Old : 14.1 24.7 23.4 35.7 12.2 18.0 19.7 28.0
Other: 43.5 47.9 57.8 66.1 36.8 38.9 45.8 48.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 5,395: 2,875 2,249 216 888 1,493 3,979 3,958: 1,416 1,437
Old : 5,369: 2,874 2,231 213 888 1,490 3,975 3,934: 1,394 1,435
Other: 26: 1 18 3 0 3 4 24: 22 2
: : :
: : Changes in Commitments from: March 1, 2005 :
: 481: 738 72 -27 -344 427 367 472: 114 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 41.7 4.0 16.5 27.7 73.8 73.4: 26.2 26.6
Old : 100.0: 53.5 41.6 4.0 16.5 27.8 74.0 73.3: 26.0 26.7
Other: 100.0: 3.8 69.2 11.5 0.0 11.5 15.4 92.3: 84.6 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 13 5 6 7 21 23:
Old : 35: 13 13 5 6 7 21 23:
Other: 4: 1 2 1 0 1 2 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 : 38.2 33.0 52.6 52.2 38.1 30.2 49.4 44.9
Old : 38.4 33.2 52.9 52.4 38.3 30.4 49.7 45.1
Other: 15.4 92.3 15.4 92.3 3.8 80.8 3.8 80.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 4,914: 2,137 2,177 243 1,232 1,066 3,612 3,486: 1,302 1,428
Old : 4,893: 2,142 2,169 234 1,232 1,063 3,608 3,466: 1,285 1,427
Other: 21: 1 14 3 0 3 4 20: 17 1
: : :
: : Changes in Commitments from: February 22, 2005 :
: -762: 277 -215 -38 -616 -293 -377 -546: -385 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 44.3 4.9 25.1 21.7 73.5 70.9: 26.5 29.1
Old : 100.0: 43.8 44.3 4.8 25.2 21.7 73.7 70.8: 26.3 29.2
Other: 100.0: 4.8 66.7 14.3 0.0 14.3 19.0 95.2: 81.0 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 13 4 8 7 22 21:
Old : 35: 12 12 4 8 7 22 21:
Other: 4: 1 2 1 0 1 2 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 : 37.1 34.0 50.8 52.1 32.9 31.8 43.9 45.9
Old : 37.2 34.1 51.0 52.3 33.1 31.9 44.1 46.0
Other: 19.0 95.2 19.0 95.2 4.8 81.0 4.8 81.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 328,502: 112,120 69,306 2,896 156,723 149,531 271,739 221,733: 56,763 106,769
Old : 328,502: 112,120 69,306 2,896 156,723 149,531 271,739 221,733: 56,763 106,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -36,079: -6,876 -146 -3,355 -22,069 -8,671 -32,300 -12,172: -3,779 -23,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 21.1 0.9 47.7 45.5 82.7 67.5: 17.3 32.5
Old : 100.0: 34.1 21.1 0.9 47.7 45.5 82.7 67.5: 17.3 32.5
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 : 101: 16 26 3 37 46 53 75:
Old : 101: 16 26 3 37 46 53 75:
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 : 30.9 18.4 42.9 26.4 30.1 16.8 39.5 23.7
Old : 30.9 18.4 42.9 26.4 30.1 16.8 39.5 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 364,581: 118,996 69,452 6,251 178,792 158,202 304,039 233,905: 60,542 130,676
Old : 364,581: 118,996 69,452 6,251 178,792 158,202 304,039 233,905: 60,542 130,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -15,388: 17,770 -21,896 -6,916 -23,664 544 -12,810 -28,268: -2,578 12,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 19.0 1.7 49.0 43.4 83.4 64.2: 16.6 35.8
Old : 100.0: 32.6 19.0 1.7 49.0 43.4 83.4 64.2: 16.6 35.8
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 : 101: 15 26 5 39 47 55 77:
Old : 101: 15 26 5 39 47 55 77:
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 : 32.6 17.4 45.4 24.8 32.3 16.7 42.1 22.9
Old : 32.6 17.4 45.4 24.8 32.3 16.7 42.1 22.9
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, March 8, 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 : 1,937,316: 393,346 503,489 68,666 1,310,564 860,377 1,772,576 1,432,532: 164,740 504,784
Old : 1,937,316: 393,346 503,489 68,666 1,310,564 860,377 1,772,576 1,432,532: 164,740 504,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -18,209: 982 90,935 14,383 64,114 -77,167 79,479 28,151: -97,688 -46,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 26.0 3.5 67.6 44.4 91.5 73.9: 8.5 26.1
Old : 100.0: 20.3 26.0 3.5 67.6 44.4 91.5 73.9: 8.5 26.1
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 : 271: 39 82 38 83 131 145 229:
Old : 271: 39 82 38 83 131 145 229:
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 : 37.1 14.8 56.8 22.1 35.1 14.3 51.5 19.5
Old : 37.1 14.8 56.8 22.1 35.1 14.3 51.5 19.5
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, March 1, 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 : 1,955,525: 392,364 412,554 54,283 1,246,450 937,544 1,693,097 1,404,381: 262,428 551,144
Old : 1,955,525: 392,364 412,554 54,283 1,246,450 937,544 1,693,097 1,404,381: 262,428 551,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -81,031: -53,051 54,059 -116,199 136,034 -15,945 -33,216 -78,085: -47,815 -2,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 21.1 2.8 63.7 47.9 86.6 71.8: 13.4 28.2
Old : 100.0: 20.1 21.1 2.8 63.7 47.9 86.6 71.8: 13.4 28.2
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 : 257: 38 70 32 92 129 150 211:
Old : 257: 38 70 32 92 129 150 211:
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 : 34.7 13.4 52.4 21.0 32.6 13.1 45.6 18.6
Old : 34.7 13.4 52.4 21.0 32.6 13.1 45.6 18.6
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, March 8, 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 : 1,331,930: 218,927 315,845 63,196 907,391 588,480 1,189,514 967,521: 142,416 364,409
Old : 1,331,930: 218,927 315,845 63,196 907,391 588,480 1,189,514 967,521: 142,416 364,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 46,270: 19,157 59,550 13,169 3,443 -30,106 35,769 42,613: 10,501 3,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 23.7 4.7 68.1 44.2 89.3 72.6: 10.7 27.4
Old : 100.0: 16.4 23.7 4.7 68.1 44.2 89.3 72.6: 10.7 27.4
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 : 188: 33 56 27 58 81 103 152:
Old : 188: 33 56 27 58 81 103 152:
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 : 32.0 14.3 46.6 23.1 27.0 12.0 39.8 18.0
Old : 32.0 14.3 46.6 23.1 27.0 12.0 39.8 18.0
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, March 1, 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 : 1,285,660: 199,770 256,295 50,027 903,948 618,586 1,153,745 924,908: 131,915 360,752
Old : 1,285,660: 199,770 256,295 50,027 903,948 618,586 1,153,745 924,908: 131,915 360,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -2,960: -604 70,621 -3,256 17,860 -82,082 14,000 -14,717: -16,960 11,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.9 3.9 70.3 48.1 89.7 71.9: 10.3 28.1
Old : 100.0: 15.5 19.9 3.9 70.3 48.1 89.7 71.9: 10.3 28.1
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 : 183: 28 54 27 56 87 97 155:
Old : 183: 28 54 27 56 87 97 155:
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 : 27.3 12.7 40.8 20.5 25.1 11.6 38.3 17.9
Old : 27.3 12.7 40.8 20.5 25.1 11.6 38.3 17.9
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 - Futures Only, March 8, 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 : 436,947: 192,125 41,834 55,615 154,585 306,062 402,325 403,511: 34,622 33,436
Old : 436,947: 192,125 41,834 55,615 154,585 306,062 402,325 403,511: 34,622 33,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -44,154: -4,372 7,395 -119 -12,778 -20,524 -17,269 -13,248: -26,885 -30,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 9.6 12.7 35.4 70.0 92.1 92.3: 7.9 7.7
Old : 100.0: 44.0 9.6 12.7 35.4 70.0 92.1 92.3: 7.9 7.7
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 : 98: 30 15 27 40 42 77 77:
Old : 98: 30 15 27 40 42 77 77:
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 : 47.2 44.2 58.8 56.0 40.2 42.9 49.5 51.6
Old : 47.2 44.2 58.8 56.0 40.2 42.9 49.5 51.6
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, March 1, 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 : 481,101: 196,497 34,439 55,734 167,363 326,586 419,594 416,759: 61,507 64,342
Old : 481,101: 196,497 34,439 55,734 167,363 326,586 419,594 416,759: 61,507 64,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 38,741: 48,682 -783 16,847 -4,825 -13,685 60,704 2,379: -21,963 36,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 7.2 11.6 34.8 67.9 87.2 86.6: 12.8 13.4
Old : 100.0: 40.8 7.2 11.6 34.8 67.9 87.2 86.6: 12.8 13.4
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 : 95: 34 11 25 42 39 82 69:
Old : 95: 34 11 25 42 39 82 69:
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 : 39.9 45.2 52.0 55.5 32.5 43.9 42.5 50.4
Old : 39.9 45.2 52.0 55.5 32.5 43.9 42.5 50.4
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, March 8, 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 : 55,277: 16,664 2,468 771 23,306 42,604 40,741 45,843: 14,536 9,434
Old : 55,277: 16,664 2,468 771 23,306 42,604 40,741 45,843: 14,536 9,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 2,466: 159 -375 771 1,028 1,781 1,958 2,177: 508 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 4.5 1.4 42.2 77.1 73.7 82.9: 26.3 17.1
Old : 100.0: 30.1 4.5 1.4 42.2 77.1 73.7 82.9: 26.3 17.1
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 : 64: 23 10 3 21 17 45 29:
Old : 64: 23 10 3 21 17 45 29:
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 : 26.3 59.7 39.1 69.5 26.0 59.0 37.0 67.8
Old : 26.3 59.7 39.1 69.5 26.0 59.0 37.0 67.8
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, March 1, 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 : 52,811: 16,505 2,843 0 22,278 40,823 38,783 43,666: 14,028 9,145
Old : 52,811: 16,505 2,843 0 22,278 40,823 38,783 43,666: 14,028 9,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 3,768: 2,494 -287 -35 1,014 2,509 3,473 2,187: 295 1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 5.4 0.0 42.2 77.3 73.4 82.7: 26.6 17.3
Old : 100.0: 31.3 5.4 0.0 42.2 77.3 73.4 82.7: 26.6 17.3
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 : 66: 26 9 0 21 14 47 23:
Old : 66: 26 9 0 21 14 47 23:
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 : 27.0 62.4 38.2 72.1 27.0 61.5 38.2 71.3
Old : 27.0 62.4 38.2 72.1 27.0 61.5 38.2 71.3
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 - Futures Only, March 8, 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 : 74,612: 10,272 29,431 969 54,522 20,307 65,763 50,707: 8,849 23,905
Old : 74,612: 10,272 29,431 969 54,522 20,307 65,763 50,707: 8,849 23,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,905: -710 2,599 97 3,805 -1,282 3,192 1,414: 713 2,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 39.4 1.3 73.1 27.2 88.1 68.0: 11.9 32.0
Old : 100.0: 13.8 39.4 1.3 73.1 27.2 88.1 68.0: 11.9 32.0
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 : 72: 18 27 4 21 10 41 39:
Old : 72: 18 27 4 21 10 41 39:
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 : 45.8 43.5 64.7 51.6 45.6 42.9 64.6 50.3
Old : 45.8 43.5 64.7 51.6 45.6 42.9 64.6 50.3
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 - Futures Only, March 1, 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 : 70,707: 10,982 26,832 872 50,717 21,589 62,571 49,293: 8,136 21,414
Old : 70,707: 10,982 26,832 872 50,717 21,589 62,571 49,293: 8,136 21,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -1,329: 2,593 829 -289 -2,710 -724 -406 -184: -923 -1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 37.9 1.2 71.7 30.5 88.5 69.7: 11.5 30.3
Old : 100.0: 15.5 37.9 1.2 71.7 30.5 88.5 69.7: 11.5 30.3
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 : 67: 18 23 5 20 10 40 36:
Old : 67: 18 23 5 20 10 40 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 : 43.6 45.0 62.6 52.7 43.6 44.8 62.4 51.9
Old : 43.6 45.0 62.6 52.7 43.6 44.8 62.4 51.9
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, March 8, 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 : 38,699: 6,324 6,979 1,111 30,382 28,799 37,817 36,889: 882 1,810
Old : 38,699: 6,324 6,979 1,111 30,382 28,799 37,817 36,889: 882 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -1,730: 360 723 -328 -1,560 -1,802 -1,528 -1,407: -202 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.0 2.9 78.5 74.4 97.7 95.3: 2.3 4.7
Old : 100.0: 16.3 18.0 2.9 78.5 74.4 97.7 95.3: 2.3 4.7
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 : 62: 4 25 4 18 21 25 47:
Old : 62: 4 25 4 18 21 25 47:
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 : 54.6 45.7 76.3 62.9 52.1 45.2 73.8 62.4
Old : 54.6 45.7 76.3 62.9 52.1 45.2 73.8 62.4
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, March 1, 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 : 40,429: 5,964 6,256 1,439 31,942 30,601 39,345 38,296: 1,084 2,133
Old : 40,429: 5,964 6,256 1,439 31,942 30,601 39,345 38,296: 1,084 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 3,220: -569 -19 -78 3,413 3,432 2,766 3,335: 454 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.5 3.6 79.0 75.7 97.3 94.7: 2.7 5.3
Old : 100.0: 14.8 15.5 3.6 79.0 75.7 97.3 94.7: 2.7 5.3
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 : 60: 3 24 4 19 22 25 47:
Old : 60: 3 24 4 19 22 25 47:
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 : 56.5 45.2 76.6 64.5 51.2 44.7 71.2 61.2
Old : 56.5 45.2 76.6 64.5 51.2 44.7 71.2 61.2
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, March 8, 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 : 17,180: 5,726 2,996 0 11,360 13,996 17,086 16,992: 94 188
Old : 17,180: 5,726 2,996 0 11,360 13,996 17,086 16,992: 94 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 2,567: 70 624 0 2,896 2,328 2,966 2,952: -399 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 17.4 0.0 66.1 81.5 99.5 98.9: 0.5 1.1
Old : 100.0: 33.3 17.4 0.0 66.1 81.5 99.5 98.9: 0.5 1.1
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 : 27: 2 10 0 6 11 8 21:
Old : 27: 2 10 0 6 11 8 21:
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 : 94.4 74.6 99.5 84.7 78.4 61.5 82.6 69.9
Old : 94.4 74.6 99.5 84.7 78.4 61.5 82.6 69.9
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, March 1, 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 : 14,613: 5,656 2,372 0 8,464 11,668 14,120 14,040: 493 573
Old : 14,613: 5,656 2,372 0 8,464 11,668 14,120 14,040: 493 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -74: 0 -373 0 -4 284 -4 -89: -70 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 16.2 0.0 57.9 79.8 96.6 96.1: 3.4 3.9
Old : 100.0: 38.7 16.2 0.0 57.9 79.8 96.6 96.1: 3.4 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 : 26: 1 8 0 6 12 7 20:
Old : 26: 1 8 0 6 12 7 20:
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 : 84.8 68.9 96.6 79.6 83.8 68.8 93.2 78.5
Old : 84.8 68.9 96.6 79.6 83.8 68.8 93.2 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 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 : 23,278: 2,320 2,343 1,332 14,350 14,017 18,002 17,692: 5,276 5,586
Old : 23,278: 2,320 2,343 1,332 14,350 14,017 18,002 17,692: 5,276 5,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -3,711: -1,538 -537 -101 -2,522 -2,243 -4,161 -2,881: 450 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.1 5.7 61.6 60.2 77.3 76.0: 22.7 24.0
Old : 100.0: 10.0 10.1 5.7 61.6 60.2 77.3 76.0: 22.7 24.0
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 : 45: 12 6 12 19 18 35 32:
Old : 45: 12 6 12 19 18 35 32:
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 : 50.9 37.3 64.0 56.1 49.7 36.3 59.7 52.6
Old : 50.9 37.3 64.0 56.1 49.7 36.3 59.7 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 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 : 26,989: 3,858 2,880 1,433 16,872 16,260 22,163 20,573: 4,826 6,416
Old : 26,989: 3,858 2,880 1,433 16,872 16,260 22,163 20,573: 4,826 6,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 714: 878 -13 172 133 658 1,183 817: -469 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 10.7 5.3 62.5 60.2 82.1 76.2: 17.9 23.8
Old : 100.0: 14.3 10.7 5.3 62.5 60.2 82.1 76.2: 17.9 23.8
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 : 52: 14 8 13 23 18 41 35:
Old : 52: 14 8 13 23 18 41 35:
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 : 49.8 36.9 62.7 56.2 47.9 36.0 59.4 53.5
Old : 49.8 36.9 62.7 56.2 47.9 36.0 59.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 104,232: 26,532 8,434 16,389 42,456 45,654 85,377 70,477: 18,855 33,755
Old : 101,364: 26,587 8,425 16,097 40,930 44,599 83,614 69,121: 17,750 32,243
Other: 2,868: 237 301 0 1,526 1,055 1,763 1,356: 1,105 1,512
: : :
: : Changes in Commitments from: March 1, 2005 :
: -33: 3,597 53 -3,948 937 2,965 586 -930: -619 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 8.1 15.7 40.7 43.8 81.9 67.6: 18.1 32.4
Old : 100.0: 26.2 8.3 15.9 40.4 44.0 82.5 68.2: 17.5 31.8
Other: 100.0: 8.3 10.5 0.0 53.2 36.8 61.5 47.3: 38.5 52.7
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 58 27 40 25 37 116 84:
Old : 147: 57 28 40 24 37 115 84:
Other: 23: 7 2 0 4 12 11 14:
:----------------------------------------------------------------------------------------------------
: 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 21.5 35.3 32.6 25.6 20.0 35.1 30.2
Old : 26.3 21.7 36.3 33.1 26.3 21.1 35.9 31.6
Other: 55.2 29.3 60.2 41.9 52.9 29.3 57.5 41.2
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 104,265: 22,935 8,381 20,337 41,519 42,689 84,791 71,407: 19,474 32,858
Old : 101,938: 22,936 8,346 20,146 40,367 41,893 83,449 70,385: 18,489 31,553
Other: 2,327: 190 226 0 1,152 796 1,342 1,022: 985 1,305
: : :
: : Changes in Commitments from: February 22, 2005 :
: 10,049: 5,183 746 1,927 1,928 6,025 9,038 8,698: 1,011 1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.0 19.5 39.8 40.9 81.3 68.5: 18.7 31.5
Old : 100.0: 22.5 8.2 19.8 39.6 41.1 81.9 69.0: 18.1 31.0
Other: 100.0: 8.2 9.7 0.0 49.5 34.2 57.7 43.9: 42.3 56.1
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 58 29 46 26 38 119 95:
Old : 154: 58 29 46 25 38 118 95:
Other: 21: 6 2 0 4 11 10 13:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 19.5 35.9 31.4 25.4 18.2 34.8 28.4
Old : 26.0 19.6 36.6 31.8 26.0 19.0 35.4 29.5
Other: 50.8 30.0 57.0 40.7 49.5 30.0 55.3 40.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,966: 316 1,437 145 1,697 373 2,158 1,955: 808 1,011
Old : 2,966: 316 1,437 145 1,697 373 2,158 1,955: 808 1,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -40: 61 -39 64 43 -26 168 -1: -208 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 48.4 4.9 57.2 12.6 72.8 65.9: 27.2 34.1
Old : 100.0: 10.7 48.4 4.9 57.2 12.6 72.8 65.9: 27.2 34.1
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 : 32: 7 16 4 8 1 17 19:
Old : 32: 7 16 4 8 1 17 19:
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 : 50.4 33.1 62.1 47.9 50.4 33.1 60.2 46.8
Old : 50.4 33.1 62.1 47.9 50.4 33.1 60.2 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,006: 255 1,476 81 1,654 399 1,990 1,956: 1,016 1,050
Old : 3,006: 255 1,476 81 1,654 399 1,990 1,956: 1,016 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -511: -3 209 -536 -71 -66 -610 -393: 99 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 49.1 2.7 55.0 13.3 66.2 65.1: 33.8 34.9
Old : 100.0: 8.5 49.1 2.7 55.0 13.3 66.2 65.1: 33.8 34.9
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 : 31: 5 18 4 7 2 16 20:
Old : 31: 5 18 4 7 2 16 20:
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 : 50.7 31.7 60.6 45.7 50.7 31.1 60.6 44.3
Old : 50.7 31.7 60.6 45.7 50.7 31.1 60.6 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 136,253: 44,760 16,969 10,364 66,159 70,356 121,283 97,689: 14,970 38,564
Old : 136,253: 44,760 16,969 10,364 66,159 70,356 121,283 97,689: 14,970 38,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 7,499: 6,659 -2,363 -338 -1,177 4,219 5,144 1,518: 2,355 5,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 12.5 7.6 48.6 51.6 89.0 71.7: 11.0 28.3
Old : 100.0: 32.9 12.5 7.6 48.6 51.6 89.0 71.7: 11.0 28.3
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 : 206: 57 34 35 52 99 127 155:
Old : 206: 57 34 35 52 99 127 155:
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 : 24.7 13.8 41.9 23.9 24.0 13.8 39.9 23.9
Old : 24.7 13.8 41.9 23.9 24.0 13.8 39.9 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 128,754: 38,101 19,332 10,702 67,336 66,137 116,139 96,171: 12,615 32,583
Old : 128,754: 38,101 19,332 10,702 67,336 66,137 116,139 96,171: 12,615 32,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -3,191: 181 1,798 -2,095 359 -129 -1,555 -426: -1,636 -2,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.0 8.3 52.3 51.4 90.2 74.7: 9.8 25.3
Old : 100.0: 29.6 15.0 8.3 52.3 51.4 90.2 74.7: 9.8 25.3
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 : 188: 45 41 33 42 83 105 144:
Old : 188: 45 41 33 42 83 105 144:
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 : 27.0 13.8 45.8 23.8 25.9 13.8 43.3 23.3
Old : 27.0 13.8 45.8 23.8 25.9 13.8 43.3 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,104: 2,034 404 148 876 3,241 3,058 3,793: 2,046 1,311
Old : 5,104: 2,034 404 148 876 3,241 3,058 3,793: 2,046 1,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -95: -92 109 -68 28 -193 -132 -152: 37 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 7.9 2.9 17.2 63.5 59.9 74.3: 40.1 25.7
Old : 100.0: 39.9 7.9 2.9 17.2 63.5 59.9 74.3: 40.1 25.7
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 : 51: 19 10 5 12 17 35 29:
Old : 51: 19 10 5 12 17 35 29:
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 : 23.5 46.6 33.7 57.0 22.2 46.3 31.7 55.9
Old : 23.5 46.6 33.7 57.0 22.2 46.3 31.7 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,199: 2,126 295 216 848 3,434 3,190 3,945: 2,009 1,254
Old : 5,199: 2,126 295 216 848 3,434 3,190 3,945: 2,009 1,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -59: 98 -83 47 187 204 332 168: -391 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 5.7 4.2 16.3 66.1 61.4 75.9: 38.6 24.1
Old : 100.0: 40.9 5.7 4.2 16.3 66.1 61.4 75.9: 38.6 24.1
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 : 51: 23 7 7 12 16 39 27:
Old : 51: 23 7 7 12 16 39 27:
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 : 21.6 49.0 31.9 59.5 21.0 49.0 29.6 58.4
Old : 21.6 49.0 31.9 59.5 21.0 49.0 29.6 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 25,016: 8,545 3,160 3,661 8,855 5,792 21,061 12,613: 3,955 12,403
Old : 25,016: 8,545 3,160 3,661 8,855 5,792 21,061 12,613: 3,955 12,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,188: 1,484 -603 -157 -173 1,183 1,154 423: 34 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 12.6 14.6 35.4 23.2 84.2 50.4: 15.8 49.6
Old : 100.0: 34.2 12.6 14.6 35.4 23.2 84.2 50.4: 15.8 49.6
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 : 119: 35 19 21 32 43 78 76:
Old : 119: 35 19 21 32 43 78 76:
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 : 27.0 14.9 41.1 20.8 18.7 8.6 30.9 13.9
Old : 27.0 14.9 41.1 20.8 18.7 8.6 30.9 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 23,828: 7,061 3,763 3,818 9,028 4,609 19,907 12,190: 3,921 11,638
Old : 23,828: 7,061 3,763 3,818 9,028 4,609 19,907 12,190: 3,921 11,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -304: 300 21 -274 -279 223 -253 -30: -51 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.8 16.0 37.9 19.3 83.5 51.2: 16.5 48.8
Old : 100.0: 29.6 15.8 16.0 37.9 19.3 83.5 51.2: 16.5 48.8
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 : 110: 27 20 20 33 40 70 75:
Old : 110: 27 20 20 33 40 70 75:
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 : 29.6 14.8 44.3 21.4 20.3 8.9 33.4 14.8
Old : 29.6 14.8 44.3 21.4 20.3 8.9 33.4 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 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 CANADIAN DOLLARS) :
: : :
All : 105,920: 17,563 14,234 619 60,248 76,330 78,430 91,183: 27,490 14,737
Old : 105,920: 17,563 14,234 619 60,248 76,330 78,430 91,183: 27,490 14,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 10,276: 5,770 -4,388 -344 3,701 16,289 9,127 11,557: 1,149 -1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.4 0.6 56.9 72.1 74.0 86.1: 26.0 13.9
Old : 100.0: 16.6 13.4 0.6 56.9 72.1 74.0 86.1: 26.0 13.9
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 : 65: 18 11 2 26 27 45 39:
Old : 65: 18 11 2 26 27 45 39:
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 : 34.8 48.3 46.1 61.1 29.3 48.2 40.0 60.8
Old : 34.8 48.3 46.1 61.1 29.3 48.2 40.0 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 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 CANADIAN DOLLARS) :
: : :
All : 95,644: 11,793 18,622 963 56,547 60,041 69,303 79,626: 26,341 16,018
Old : 95,644: 11,793 18,622 963 56,547 60,041 69,303 79,626: 26,341 16,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 7,369: 518 4,206 -189 6,143 791 6,472 4,808: 897 2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.5 1.0 59.1 62.8 72.5 83.3: 27.5 16.7
Old : 100.0: 12.3 19.5 1.0 59.1 62.8 72.5 83.3: 27.5 16.7
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 : 63: 15 15 4 24 20 41 37:
Old : 63: 15 15 4 24 20 41 37:
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 : 37.9 46.7 50.4 60.1 34.9 46.6 46.8 59.9
Old : 37.9 46.7 50.4 60.1 34.9 46.6 46.8 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 67,512: 7,474 10,501 1,346 39,556 43,558 48,376 55,405: 19,136 12,107
Old : 67,512: 7,474 10,501 1,346 39,556 43,558 48,376 55,405: 19,136 12,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,556: 161 1,285 1,346 2,833 3,780 4,340 6,411: 1,216 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 15.6 2.0 58.6 64.5 71.7 82.1: 28.3 17.9
Old : 100.0: 11.1 15.6 2.0 58.6 64.5 71.7 82.1: 28.3 17.9
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 : 38: 8 6 2 17 16 26 24:
Old : 38: 8 6 2 17 16 26 24:
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 52.6 51.9 65.5 34.5 52.5 46.6 64.7
Old : 36.9 52.6 51.9 65.5 34.5 52.5 46.6 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 61,956: 7,313 9,216 0 36,723 39,778 44,036 48,994: 17,920 12,962
Old : 61,956: 7,313 9,216 0 36,723 39,778 44,036 48,994: 17,920 12,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 7,519: 2,523 976 -727 6,318 9,713 8,114 9,962: -595 -2,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.9 0.0 59.3 64.2 71.1 79.1: 28.9 20.9
Old : 100.0: 11.8 14.9 0.0 59.3 64.2 71.1 79.1: 28.9 20.9
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 : 32: 7 5 0 13 11 20 16:
Old : 32: 7 5 0 13 11 20 16:
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 : 42.1 58.6 56.3 70.8 41.8 58.5 55.6 69.3
Old : 42.1 58.6 56.3 70.8 41.8 58.5 55.6 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 125,412: 73,217 8,218 1,779 35,794 107,181 110,790 117,178: 14,622 8,234
Old : 125,412: 73,217 8,218 1,779 35,794 107,181 110,790 117,178: 14,622 8,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 23,026: 2,218 -468 1,532 15,470 17,885 19,220 18,949: 3,806 4,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 6.6 1.4 28.5 85.5 88.3 93.4: 11.7 6.6
Old : 100.0: 58.4 6.6 1.4 28.5 85.5 88.3 93.4: 11.7 6.6
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 : 107: 62 10 4 19 26 84 38:
Old : 107: 62 10 4 19 26 84 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 : 29.2 49.8 45.4 68.1 21.9 45.9 36.2 61.3
Old : 29.2 49.8 45.4 68.1 21.9 45.9 36.2 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 102,386: 70,999 8,686 247 20,324 89,296 91,570 98,229: 10,816 4,157
Old : 102,386: 70,999 8,686 247 20,324 89,296 91,570 98,229: 10,816 4,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,741: -257 448 -216 6,458 6,200 5,985 6,432: -1,244 -1,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 8.5 0.2 19.9 87.2 89.4 95.9: 10.6 4.1
Old : 100.0: 69.3 8.5 0.2 19.9 87.2 89.4 95.9: 10.6 4.1
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 : 96: 55 9 2 15 22 71 33:
Old : 96: 55 9 2 15 22 71 33:
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 : 28.8 52.7 46.7 72.1 28.8 52.6 46.5 72.0
Old : 28.8 52.7 46.7 72.1 28.8 52.6 46.5 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 99,583: 46,451 5,324 1,569 21,121 80,602 69,141 87,495: 30,442 12,088
Old : 99,583: 46,451 5,324 1,569 21,121 80,602 69,141 87,495: 30,442 12,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 19,673: 8,269 661 1,535 5,315 17,742 15,119 19,938: 4,554 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 5.3 1.6 21.2 80.9 69.4 87.9: 30.6 12.1
Old : 100.0: 46.6 5.3 1.6 21.2 80.9 69.4 87.9: 30.6 12.1
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 : 58: 26 9 4 13 19 41 30:
Old : 58: 26 9 4 13 19 41 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 : 16.3 58.3 29.9 71.9 15.0 58.3 27.9 67.8
Old : 16.3 58.3 29.9 71.9 15.0 58.3 27.9 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 79,910: 38,182 4,663 34 15,806 62,860 54,022 67,557: 25,888 12,353
Old : 79,910: 38,182 4,663 34 15,806 62,860 54,022 67,557: 25,888 12,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 732: 8,813 450 10 -10,472 -165 -1,649 295: 2,381 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 5.8 0.0 19.8 78.7 67.6 84.5: 32.4 15.5
Old : 100.0: 47.8 5.8 0.0 19.8 78.7 67.6 84.5: 32.4 15.5
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 : 51: 25 8 2 9 15 36 23:
Old : 51: 25 8 2 9 15 36 23:
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 : 20.5 59.6 34.2 72.9 18.2 59.6 31.5 67.7
Old : 20.5 59.6 34.2 72.9 18.2 59.6 31.5 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 171,109: 13,350 23,136 3,861 120,197 121,990 137,408 148,987: 33,701 22,122
Old : 171,109: 13,350 23,136 3,861 120,197 121,990 137,408 148,987: 33,701 22,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 17,478: -72 2,591 3,672 12,217 9,082 15,817 15,345: 1,661 2,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.5 2.3 70.2 71.3 80.3 87.1: 19.7 12.9
Old : 100.0: 7.8 13.5 2.3 70.2 71.3 80.3 87.1: 19.7 12.9
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 : 67: 16 17 6 26 24 45 44:
Old : 67: 16 17 6 26 24 45 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 : 42.3 45.0 57.8 58.8 36.6 38.1 43.9 47.2
Old : 42.3 45.0 57.8 58.8 36.6 38.1 43.9 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 153,631: 13,422 20,545 189 107,980 112,908 121,591 133,642: 32,040 19,989
Old : 153,631: 13,422 20,545 189 107,980 112,908 121,591 133,642: 32,040 19,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -453: -656 -19,468 -595 1,575 22,968 324 2,905: -777 -3,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 13.4 0.1 70.3 73.5 79.1 87.0: 20.9 13.0
Old : 100.0: 8.7 13.4 0.1 70.3 73.5 79.1 87.0: 20.9 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 : 66: 14 18 3 23 23 39 42:
Old : 66: 14 18 3 23 23 39 42:
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 : 51.3 51.5 63.3 63.9 43.3 42.2 51.8 52.3
Old : 51.3 51.5 63.3 63.9 43.3 42.2 51.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 169,161: 37,116 14,526 550 70,109 108,157 107,775 123,233: 61,386 45,928
Old : 169,161: 37,116 14,526 550 70,109 108,157 107,775 123,233: 61,386 45,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -781: -9,764 1,064 -629 9,890 -282 -503 153: -278 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 8.6 0.3 41.4 63.9 63.7 72.8: 36.3 27.2
Old : 100.0: 21.9 8.6 0.3 41.4 63.9 63.7 72.8: 36.3 27.2
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 : 91: 32 18 7 33 32 67 55:
Old : 91: 32 18 7 33 32 67 55:
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 : 22.1 34.4 32.8 47.7 17.1 33.3 26.8 45.8
Old : 22.1 34.4 32.8 47.7 17.1 33.3 26.8 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 169,942: 46,880 13,462 1,179 60,219 108,439 108,278 123,080: 61,664 46,862
Old : 169,942: 46,880 13,462 1,179 60,219 108,439 108,278 123,080: 61,664 46,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,981: 17,876 -11,518 -437 -10,135 29,118 7,304 17,163: -2,323 -12,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.9 0.7 35.4 63.8 63.7 72.4: 36.3 27.6
Old : 100.0: 27.6 7.9 0.7 35.4 63.8 63.7 72.4: 36.3 27.6
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 : 92: 32 18 7 31 28 67 49:
Old : 92: 32 18 7 31 28 67 49:
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 : 22.7 32.5 33.0 46.4 20.2 32.1 29.5 44.1
Old : 22.7 32.5 33.0 46.4 20.2 32.1 29.5 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 11,871: 5,933 0 0 3,852 10,846 9,785 10,846: 2,086 1,025
Old : 11,871: 5,933 0 0 3,852 10,846 9,785 10,846: 2,086 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 0.0 0.0 32.4 91.4 82.4 91.4: 17.6 8.6
Old : 100.0: 50.0 0.0 0.0 32.4 91.4 82.4 91.4: 17.6 8.6
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 : 22: 8 0 0 7 11 15 11:
Old : 22: 8 0 0 7 11 15 11:
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 : 63.2 75.5 74.7 89.1 62.9 71.6 72.2 84.9
Old : 63.2 75.5 74.7 89.1 62.9 71.6 72.2 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 60,857: 14,573 1,906 62 40,533 50,920 55,168 52,888: 5,689 7,969
Old : 60,857: 14,573 1,906 62 40,533 50,920 55,168 52,888: 5,689 7,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 27,082: 4,207 266 -188 22,103 24,766 26,122 24,844: 960 2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.1 0.1 66.6 83.7 90.7 86.9: 9.3 13.1
Old : 100.0: 23.9 3.1 0.1 66.6 83.7 90.7 86.9: 9.3 13.1
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 : 24: 3 2 2 11 16 16 18:
Old : 24: 3 2 2 11 16 16 18:
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 : 67.1 56.4 83.9 69.7 59.7 45.1 69.4 57.6
Old : 67.1 56.4 83.9 69.7 59.7 45.1 69.4 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 33,775: 10,366 1,640 250 18,430 26,154 29,046 28,044: 4,729 5,731
Old : 33,775: 10,366 1,640 250 18,430 26,154 29,046 28,044: 4,729 5,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,830: 0 0 0 1,042 -38 1,042 -38: 788 1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.9 0.7 54.6 77.4 86.0 83.0: 14.0 17.0
Old : 100.0: 30.7 4.9 0.7 54.6 77.4 86.0 83.0: 14.0 17.0
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 : 21: 2 1 1 7 17 9 19:
Old : 21: 2 1 1 7 17 9 19:
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 : 68.4 41.3 85.9 58.9 59.5 31.4 68.8 48.9
Old : 68.4 41.3 85.9 58.9 59.5 31.4 68.8 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,471,241: 745,359 1,353,497 1,010,304 5,821,783 4,572,252 7,577,446 6,936,053: 893,795 1,535,188
Old : 8,471,241: 745,359 1,353,497 1,010,304 5,821,783 4,572,252 7,577,446 6,936,053: 893,795 1,535,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 157,134: 8,106 -30,765 100,246 84,378 85,720 192,730 155,201: -35,596 1,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 16.0 11.9 68.7 54.0 89.4 81.9: 10.6 18.1
Old : 100.0: 8.8 16.0 11.9 68.7 54.0 89.4 81.9: 10.6 18.1
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 : 270: 46 73 85 121 137 219 252:
Old : 270: 46 73 85 121 137 219 252:
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 : 27.2 14.0 44.7 23.0 26.0 12.5 38.2 19.9
Old : 27.2 14.0 44.7 23.0 26.0 12.5 38.2 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,314,107: 737,253 1,384,262 910,058 5,737,405 4,486,532 7,384,716 6,780,852: 929,391 1,533,255
Old : 8,314,107: 737,253 1,384,262 910,058 5,737,405 4,486,532 7,384,716 6,780,852: 929,391 1,533,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 319,479: 35,128 116,965 35,187 218,787 189,228 289,102 341,380: 30,377 -21,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.6 10.9 69.0 54.0 88.8 81.6: 11.2 18.4
Old : 100.0: 8.9 16.6 10.9 69.0 54.0 88.8 81.6: 11.2 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 : 257: 40 69 78 120 137 207 244:
Old : 257: 40 69 78 120 137 207 244:
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 : 27.1 13.0 44.5 21.7 25.6 11.4 37.6 18.3
Old : 27.1 13.0 44.5 21.7 25.6 11.4 37.6 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 724,325: 68,410 86,617 11,352 500,062 523,282 579,824 621,251: 144,501 103,074
Old : 724,325: 68,410 86,617 11,352 500,062 523,282 579,824 621,251: 144,501 103,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 15,089: 2,628 3,573 2,782 12,359 15,361 17,769 21,716: -2,680 -6,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 12.0 1.6 69.0 72.2 80.1 85.8: 19.9 14.2
Old : 100.0: 9.4 12.0 1.6 69.0 72.2 80.1 85.8: 19.9 14.2
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 : 187: 38 32 20 91 72 143 110:
Old : 187: 38 32 20 91 72 143 110:
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 : 19.3 32.9 28.4 45.9 18.7 30.8 26.5 43.7
Old : 19.3 32.9 28.4 45.9 18.7 30.8 26.5 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 709,236: 65,782 83,044 8,570 487,703 507,921 562,055 599,535: 147,181 109,701
Old : 709,236: 65,782 83,044 8,570 487,703 507,921 562,055 599,535: 147,181 109,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 13,151: 3,662 2,709 349 10,227 1,370 14,238 4,428: -1,087 8,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.7 1.2 68.8 71.6 79.2 84.5: 20.8 15.5
Old : 100.0: 9.3 11.7 1.2 68.8 71.6 79.2 84.5: 20.8 15.5
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 : 184: 40 29 18 91 66 142 102:
Old : 184: 40 29 18 91 66 142 102:
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 : 19.7 32.5 28.5 45.9 19.0 31.6 27.5 44.9
Old : 19.7 32.5 28.5 45.9 19.0 31.6 27.5 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,059,985: 226,570 263,815 25,206 481,569 681,858 733,345 970,879: 326,640 89,106
Old : 1,059,985: 226,570 263,815 25,206 481,569 681,858 733,345 970,879: 326,640 89,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 58,571: 19,513 2,245 8,646 47,095 54,383 75,254 65,274: -16,683 -6,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 24.9 2.4 45.4 64.3 69.2 91.6: 30.8 8.4
Old : 100.0: 21.4 24.9 2.4 45.4 64.3 69.2 91.6: 30.8 8.4
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 : 183: 39 62 20 56 54 107 124:
Old : 183: 39 62 20 56 54 107 124:
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 : 17.8 29.5 27.8 43.2 15.8 24.1 24.8 34.9
Old : 17.8 29.5 27.8 43.2 15.8 24.1 24.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,001,414: 207,057 261,570 16,560 434,474 627,475 658,091 905,605: 343,323 95,809
Old : 1,001,414: 207,057 261,570 16,560 434,474 627,475 658,091 905,605: 343,323 95,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 96,319: -154 21,344 5,317 52,500 81,412 57,663 108,073: 38,656 -11,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 26.1 1.7 43.4 62.7 65.7 90.4: 34.3 9.6
Old : 100.0: 20.7 26.1 1.7 43.4 62.7 65.7 90.4: 34.3 9.6
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 : 178: 37 60 19 56 56 108 121:
Old : 178: 37 60 19 56 56 108 121:
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 : 18.0 29.0 28.1 41.8 16.5 26.0 26.1 36.2
Old : 18.0 29.0 28.1 41.8 16.5 26.0 26.1 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 15,358: 1,795 478 617 7,128 12,397 9,540 13,492: 5,818 1,866
Old : 15,358: 1,795 478 617 7,128 12,397 9,540 13,492: 5,818 1,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,445: 228 -45 561 292 685 1,081 1,201: 364 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 3.1 4.0 46.4 80.7 62.1 87.8: 37.9 12.2
Old : 100.0: 11.7 3.1 4.0 46.4 80.7 62.1 87.8: 37.9 12.2
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 : 32: 4 2 2 17 12 22 16:
Old : 32: 4 2 2 17 12 22 16:
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 : 22.9 44.9 37.2 70.9 21.5 40.1 34.2 64.0
Old : 22.9 44.9 37.2 70.9 21.5 40.1 34.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,913: 1,567 523 56 6,836 11,712 8,459 12,291: 5,454 1,622
Old : 13,913: 1,567 523 56 6,836 11,712 8,459 12,291: 5,454 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 592: -43 283 56 838 187 851 526: -259 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.8 0.4 49.1 84.2 60.8 88.3: 39.2 11.7
Old : 100.0: 11.3 3.8 0.4 49.1 84.2 60.8 88.3: 39.2 11.7
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 : 31: 3 2 1 17 11 20 14:
Old : 31: 3 2 1 17 11 20 14:
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 : 24.3 46.5 38.3 73.4 23.9 44.3 37.9 70.7
Old : 24.3 46.5 38.3 73.4 23.9 44.3 37.9 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 33,166: 3,912 6,008 1,497 22,094 17,981 27,503 25,486: 5,663 7,680
Old : 33,166: 3,912 6,008 1,497 22,094 17,981 27,503 25,486: 5,663 7,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 721: -646 -163 1,224 534 -669 1,112 392: -391 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.1 4.5 66.6 54.2 82.9 76.8: 17.1 23.2
Old : 100.0: 11.8 18.1 4.5 66.6 54.2 82.9 76.8: 17.1 23.2
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 : 39: 6 5 6 16 20 25 28:
Old : 39: 6 5 6 16 20 25 28:
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 : 40.4 34.9 59.7 51.8 39.4 28.6 55.9 42.9
Old : 40.4 34.9 59.7 51.8 39.4 28.6 55.9 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 32,445: 4,558 6,171 273 21,560 18,650 26,391 25,094: 6,054 7,351
Old : 32,445: 4,558 6,171 273 21,560 18,650 26,391 25,094: 6,054 7,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,324: 2,071 299 4 -2,221 686 -146 989: 1,470 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.0 0.8 66.5 57.5 81.3 77.3: 18.7 22.7
Old : 100.0: 14.0 19.0 0.8 66.5 57.5 81.3 77.3: 18.7 22.7
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 : 38: 4 5 2 18 19 23 25:
Old : 38: 4 5 2 18 19 23 25:
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 : 39.2 33.7 59.1 54.0 39.2 29.1 56.9 48.2
Old : 39.2 33.7 59.1 54.0 39.2 29.1 56.9 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 85,610: 4,969 13,344 820 45,062 60,504 50,851 74,668: 34,759 10,942
Old : 85,610: 4,969 13,344 820 45,062 60,504 50,851 74,668: 34,759 10,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -4,199: 450 -6,730 820 4,506 2,890 5,776 -3,020: -9,975 -1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 15.6 1.0 52.6 70.7 59.4 87.2: 40.6 12.8
Old : 100.0: 5.8 15.6 1.0 52.6 70.7 59.4 87.2: 40.6 12.8
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 : 90: 14 23 5 37 33 56 58:
Old : 90: 14 23 5 37 33 56 58:
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 : 23.8 43.1 35.1 57.0 23.4 38.8 30.8 49.3
Old : 23.8 43.1 35.1 57.0 23.4 38.8 30.8 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 89,809: 4,519 20,074 0 40,556 57,614 45,075 77,688: 44,734 12,121
Old : 89,809: 4,519 20,074 0 40,556 57,614 45,075 77,688: 44,734 12,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 2,671: -125 643 -188 3,743 4,053 3,430 4,508: -759 -1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 22.4 0.0 45.2 64.2 50.2 86.5: 49.8 13.5
Old : 100.0: 5.0 22.4 0.0 45.2 64.2 50.2 86.5: 49.8 13.5
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 : 87: 14 22 0 38 32 52 54:
Old : 87: 14 22 0 38 32 52 54:
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 : 19.4 43.4 28.5 58.9 19.0 41.9 26.6 54.6
Old : 19.4 43.4 28.5 58.9 19.0 41.9 26.6 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 391,185: 82,225 101,231 2,250 278,680 155,895 363,155 259,376: 28,030 131,809
Old : 391,185: 82,225 101,231 2,250 278,680 155,895 363,155 259,376: 28,030 131,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -66,310: -32,906 1,878 -468 -27,004 -13,138 -60,378 -11,728: -5,932 -54,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 25.9 0.6 71.2 39.9 92.8 66.3: 7.2 33.7
Old : 100.0: 21.0 25.9 0.6 71.2 39.9 92.8 66.3: 7.2 33.7
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 : 168: 50 56 9 42 30 96 91:
Old : 168: 50 56 9 42 30 96 91:
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 : 50.8 27.1 65.0 37.4 45.5 23.9 57.3 29.9
Old : 50.8 27.1 65.0 37.4 45.5 23.9 57.3 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 457,495: 115,131 99,353 2,718 305,684 169,033 423,533 271,104: 33,962 186,391
Old : 457,495: 115,131 99,353 2,718 305,684 169,033 423,533 271,104: 33,962 186,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -16,733: 121 -7,196 -854 -5,770 5,421 -6,503 -2,629: -10,230 -14,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 21.7 0.6 66.8 36.9 92.6 59.3: 7.4 40.7
Old : 100.0: 25.2 21.7 0.6 66.8 36.9 92.6 59.3: 7.4 40.7
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 : 168: 46 58 11 46 31 100 92:
Old : 168: 46 58 11 46 31 100 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 : 47.7 23.5 66.4 33.2 42.8 20.4 60.5 25.6
Old : 47.7 23.5 66.4 33.2 42.8 20.4 60.5 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 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 AUSTRALIAN DOLLARS) :
: : :
All : 130,231: 55,816 3,863 511 38,147 114,073 94,474 118,447: 35,757 11,784
Old : 130,231: 55,816 3,863 511 38,147 114,073 94,474 118,447: 35,757 11,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 26,132: -434 2,992 -825 22,065 19,235 20,806 21,402: 5,326 4,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 3.0 0.4 29.3 87.6 72.5 91.0: 27.5 9.0
Old : 100.0: 42.9 3.0 0.4 29.3 87.6 72.5 91.0: 27.5 9.0
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 : 54: 20 5 1 15 26 36 31:
Old : 54: 20 5 1 15 26 36 31:
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 : 33.1 47.8 46.6 65.0 26.0 38.3 37.8 52.3
Old : 33.1 47.8 46.6 65.0 26.0 38.3 37.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 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 AUSTRALIAN DOLLARS) :
: : :
All : 104,099: 56,250 871 1,336 16,082 94,838 73,668 97,045: 30,431 7,054
Old : 104,099: 56,250 871 1,336 16,082 94,838 73,668 97,045: 30,431 7,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 8,920: 6,332 -3,077 242 1,827 12,566 8,401 9,731: 519 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 0.8 1.3 15.4 91.1 70.8 93.2: 29.2 6.8
Old : 100.0: 54.0 0.8 1.3 15.4 91.1 70.8 93.2: 29.2 6.8
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 : 52: 21 3 2 12 25 34 29:
Old : 52: 21 3 2 12 25 34 29:
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 : 35.6 50.3 47.6 71.3 35.6 50.3 47.6 70.6
Old : 35.6 50.3 47.6 71.3 35.6 50.3 47.6 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 39,958: 1,652 15,694 224 31,573 19,279 33,449 35,197: 6,509 4,761
Old : 39,958: 1,652 15,694 224 31,573 19,279 33,449 35,197: 6,509 4,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 4,239: 149 1,144 -86 3,938 2,861 4,001 3,919: 238 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 39.3 0.6 79.0 48.2 83.7 88.1: 16.3 11.9
Old : 100.0: 4.1 39.3 0.6 79.0 48.2 83.7 88.1: 16.3 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 : 54: 5 10 2 28 22 34 33:
Old : 54: 5 10 2 28 22 34 33:
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 : 47.7 55.4 60.5 65.4 31.6 41.2 42.5 48.2
Old : 47.7 55.4 60.5 65.4 31.6 41.2 42.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 35,719: 1,503 14,550 310 27,635 16,418 29,448 31,278: 6,271 4,441
Old : 35,719: 1,503 14,550 310 27,635 16,418 29,448 31,278: 6,271 4,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,123: 128 1,055 50 4,052 2,955 4,230 4,060: -107 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 40.7 0.9 77.4 46.0 82.4 87.6: 17.6 12.4
Old : 100.0: 4.2 40.7 0.9 77.4 46.0 82.4 87.6: 17.6 12.4
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 : 56: 5 11 3 28 20 35 32:
Old : 56: 5 11 3 28 20 35 32:
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 : 45.6 54.0 58.6 62.9 32.0 41.2 43.2 48.8
Old : 45.6 54.0 58.6 62.9 32.0 41.2 43.2 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 212,726: 66,550 36,512 4,286 130,812 160,295 201,648 201,093: 11,078 11,633
Old : 212,726: 66,550 36,512 4,286 130,812 160,295 201,648 201,093: 11,078 11,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,500: 5,055 1,706 3,191 -4,634 -468 3,612 4,429: -2,112 -2,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 17.2 2.0 61.5 75.4 94.8 94.5: 5.2 5.5
Old : 100.0: 31.3 17.2 2.0 61.5 75.4 94.8 94.5: 5.2 5.5
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 : 106: 16 33 8 29 42 50 78:
Old : 106: 16 33 8 29 42 50 78:
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 : 65.3 37.6 77.1 53.6 61.0 37.5 72.5 52.7
Old : 65.3 37.6 77.1 53.6 61.0 37.5 72.5 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 211,226: 61,495 34,806 1,095 135,446 160,763 198,036 196,664: 13,190 14,562
Old : 211,226: 61,495 34,806 1,095 135,446 160,763 198,036 196,664: 13,190 14,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,039: 11,702 3,271 -291 -37 7,994 11,374 10,974: 665 1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 16.5 0.5 64.1 76.1 93.8 93.1: 6.2 6.9
Old : 100.0: 29.1 16.5 0.5 64.1 76.1 93.8 93.1: 6.2 6.9
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 : 105: 18 30 5 30 41 52 72:
Old : 105: 18 30 5 30 41 52 72:
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 : 62.9 37.9 74.5 54.1 59.0 37.7 70.3 53.3
Old : 62.9 37.9 74.5 54.1 59.0 37.7 70.3 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 53,368: 12,532 8,247 7,134 15,343 25,209 35,009 40,590: 18,359 12,778
Old : 53,368: 12,532 8,247 7,134 15,343 25,209 35,009 40,590: 18,359 12,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,304: 684 -251 6,980 -401 1,301 7,263 8,030: 6,041 5,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 15.5 13.4 28.7 47.2 65.6 76.1: 34.4 23.9
Old : 100.0: 23.5 15.5 13.4 28.7 47.2 65.6 76.1: 34.4 23.9
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 : 80: 24 20 11 18 26 52 48:
Old : 80: 24 20 11 18 26 52 48:
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 : 19.3 24.7 30.6 39.1 15.5 23.9 22.7 31.9
Old : 19.3 24.7 30.6 39.1 15.5 23.9 22.7 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 40,064: 11,848 8,498 154 15,744 23,908 27,746 32,560: 12,318 7,504
Old : 40,064: 11,848 8,498 154 15,744 23,908 27,746 32,560: 12,318 7,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,788: 634 1,124 26 2,268 513 2,928 1,663: -1,140 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 21.2 0.4 39.3 59.7 69.3 81.3: 30.7 18.7
Old : 100.0: 29.6 21.2 0.4 39.3 59.7 69.3 81.3: 30.7 18.7
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 : 75: 22 17 3 19 22 43 40:
Old : 75: 22 17 3 19 22 43 40:
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 : 22.3 32.9 34.6 47.6 20.5 31.3 30.7 42.1
Old : 22.3 32.9 34.6 47.6 20.5 31.3 30.7 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 37,666: 7,588 485 4,458 7,979 4,852 20,025 9,795: 17,641 27,871
Old : 37,666: 7,588 485 4,458 7,979 4,852 20,025 9,795: 17,641 27,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.3 11.8 21.2 12.9 53.2 26.0: 46.8 74.0
Old : 100.0: 20.1 1.3 11.8 21.2 12.9 53.2 26.0: 46.8 74.0
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 : 23: 11 3 5 9 7 21 14:
Old : 23: 11 3 5 9 7 21 14:
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 : 30.5 17.0 43.4 22.3 26.0 4.0 29.7 4.6
Old : 30.5 17.0 43.4 22.3 26.0 4.0 29.7 4.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 115,370: 200 9,599 2,219 56,513 72,005 58,932 83,823: 56,438 31,547
Old : 115,370: 200 9,599 2,219 56,513 72,005 58,932 83,823: 56,438 31,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -3,196: 100 -912 -399 -1,667 -3,317 -1,966 -4,628: -1,230 1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.3 1.9 49.0 62.4 51.1 72.7: 48.9 27.3
Old : 100.0: 0.2 8.3 1.9 49.0 62.4 51.1 72.7: 48.9 27.3
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 : 51: 2 16 3 21 29 25 47:
Old : 51: 2 16 3 21 29 25 47:
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 : 40.0 49.0 45.2 56.9 7.6 18.0 9.0 23.7
Old : 40.0 49.0 45.2 56.9 7.6 18.0 9.0 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 118,566: 100 10,511 2,618 58,180 75,322 60,898 88,451: 57,668 30,115
Old : 118,566: 100 10,511 2,618 58,180 75,322 60,898 88,451: 57,668 30,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -941: -190 3,601 87 1,848 -2,193 1,745 1,495: -2,686 -2,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.9 2.2 49.1 63.5 51.4 74.6: 48.6 25.4
Old : 100.0: 0.1 8.9 2.2 49.1 63.5 51.4 74.6: 48.6 25.4
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 : 51: 1 18 5 21 28 27 47:
Old : 51: 1 18 5 21 28 27 47:
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 : 40.6 50.1 45.5 57.9 7.5 19.1 9.1 25.2
Old : 40.6 50.1 45.5 57.9 7.5 19.1 9.1 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 8, 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 TROY OUNCES) :
: : :
All : 101,960: 49,415 4,676 7,618 13,903 80,350 70,936 92,644: 31,024 9,316
Old : 101,960: 49,415 4,676 7,618 13,903 80,350 70,936 92,644: 31,024 9,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 2,619: 2,044 -211 -217 -1,083 3,090 744 2,662: 1,875 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 4.6 7.5 13.6 78.8 69.6 90.9: 30.4 9.1
Old : 100.0: 48.5 4.6 7.5 13.6 78.8 69.6 90.9: 30.4 9.1
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 : 153: 84 22 32 21 36 120 80:
Old : 153: 84 22 32 21 36 120 80:
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 : 15.9 35.4 25.2 52.7 15.9 33.3 24.1 50.5
Old : 15.9 35.4 25.2 52.7 15.9 33.3 24.1 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 1, 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 TROY OUNCES) :
: : :
All : 99,341: 47,371 4,887 7,835 14,986 77,260 70,192 89,982: 29,149 9,359
Old : 99,341: 47,371 4,887 7,835 14,986 77,260 70,192 89,982: 29,149 9,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -2,762: -100 -270 -710 -1,039 955 -1,849 -25: -913 -2,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 4.9 7.9 15.1 77.8 70.7 90.6: 29.3 9.4
Old : 100.0: 47.7 4.9 7.9 15.1 77.8 70.7 90.6: 29.3 9.4
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 : 145: 81 20 32 19 35 115 77:
Old : 145: 81 20 32 19 35 115 77:
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 : 16.9 34.9 28.1 51.3 16.8 32.1 25.8 48.3
Old : 16.9 34.9 28.1 51.3 16.8 32.1 25.8 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 118,035: 52,332 16,243 15,599 33,924 76,113 101,855 107,955: 16,180 10,080
Old : 118,035: 52,332 16,243 15,599 33,924 76,113 101,855 107,955: 16,180 10,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,062: 3,077 214 1,423 -335 2,333 4,165 3,970: 897 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 13.8 13.2 28.7 64.5 86.3 91.5: 13.7 8.5
Old : 100.0: 44.3 13.8 13.2 28.7 64.5 86.3 91.5: 13.7 8.5
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 : 178: 68 53 31 41 47 136 109:
Old : 178: 68 53 31 41 47 136 109:
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 : 21.1 37.5 33.4 54.8 19.2 32.4 29.3 48.9
Old : 21.1 37.5 33.4 54.8 19.2 32.4 29.3 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 112,973: 49,255 16,029 14,176 34,259 73,780 97,690 103,985: 15,283 8,988
Old : 112,973: 49,255 16,029 14,176 34,259 73,780 97,690 103,985: 15,283 8,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,169: 5,095 -413 953 -2,149 3,215 3,899 3,755: 270 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 14.2 12.5 30.3 65.3 86.5 92.0: 13.5 8.0
Old : 100.0: 43.6 14.2 12.5 30.3 65.3 86.5 92.0: 13.5 8.0
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 : 164: 63 49 27 39 44 126 97:
Old : 164: 63 49 27 39 44 126 97:
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 : 21.5 38.6 33.2 55.6 19.0 32.9 30.1 49.4
Old : 21.5 38.6 33.2 55.6 19.0 32.9 30.1 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 296,335: 143,930 73,453 20,514 75,163 184,237 239,607 278,204: 56,728 18,131
Old : 296,335: 143,930 73,453 20,514 75,163 184,237 239,607 278,204: 56,728 18,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 8,574: 8,189 -5,607 541 -3,226 14,592 5,504 9,526: 3,070 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 24.8 6.9 25.4 62.2 80.9 93.9: 19.1 6.1
Old : 100.0: 48.6 24.8 6.9 25.4 62.2 80.9 93.9: 19.1 6.1
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 : 222: 119 41 35 35 47 178 105:
Old : 222: 119 41 35 35 47 178 105:
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 : 28.3 32.8 36.0 50.6 25.9 27.6 31.5 44.4
Old : 28.3 32.8 36.0 50.6 25.9 27.6 31.5 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 287,761: 135,741 79,060 19,973 78,389 169,645 234,103 268,678: 53,658 19,083
Old : 287,761: 135,741 79,060 19,973 78,389 169,645 234,103 268,678: 53,658 19,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 19,901: 16,423 -1,353 2,032 865 18,522 19,320 19,201: 581 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 27.5 6.9 27.2 59.0 81.4 93.4: 18.6 6.6
Old : 100.0: 47.2 27.5 6.9 27.2 59.0 81.4 93.4: 18.6 6.6
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 : 218: 108 44 34 35 49 167 112:
Old : 218: 108 44 34 35 49 167 112:
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 : 28.9 32.1 36.6 51.0 26.3 27.4 32.2 45.2
Old : 28.9 32.1 36.6 51.0 26.3 27.4 32.2 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 10,391: 6,805 1,118 369 509 7,788 7,683 9,275: 2,708 1,116
Old : 10,391: 6,805 1,118 369 509 7,788 7,683 9,275: 2,708 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,084: 613 243 22 109 804 744 1,069: 340 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 10.8 3.6 4.9 74.9 73.9 89.3: 26.1 10.7
Old : 100.0: 65.5 10.8 3.6 4.9 74.9 73.9 89.3: 26.1 10.7
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 : 32: 21 4 3 3 4 27 9:
Old : 32: 21 4 3 3 4 27 9:
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 : 40.6 83.3 55.1 89.0 40.6 80.9 54.9 83.3
Old : 40.6 83.3 55.1 89.0 40.6 80.9 54.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,307: 6,192 875 347 400 6,984 6,939 8,206: 2,368 1,101
Old : 9,307: 6,192 875 347 400 6,984 6,939 8,206: 2,368 1,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 920: 584 472 34 140 547 758 1,053: 162 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 9.4 3.7 4.3 75.0 74.6 88.2: 25.4 11.8
Old : 100.0: 66.5 9.4 3.7 4.3 75.0 74.6 88.2: 25.4 11.8
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 : 29: 20 3 4 3 3 26 8:
Old : 29: 20 3 4 3 3 26 8:
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 : 44.5 84.0 57.0 88.2 44.5 82.5 56.9 82.9
Old : 44.5 84.0 57.0 88.2 44.5 82.5 56.9 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 66,247: 15,741 7,391 2,386 34,928 38,196 53,055 47,973: 13,192 18,274
Old : 36,343: 11,345 4,806 0 18,622 22,555 29,967 27,361: 6,376 8,982
Other: 29,904: 5,026 3,215 1,756 16,306 15,641 23,088 20,612: 6,816 9,292
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5: 1,962 -533 -78 -1,017 2,168 867 1,557: -862 -1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 11.2 3.6 52.7 57.7 80.1 72.4: 19.9 27.6
Old : 100.0: 31.2 13.2 0.0 51.2 62.1 82.5 75.3: 17.5 24.7
Other: 100.0: 16.8 10.8 5.9 54.5 52.3 77.2 68.9: 22.8 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 31 22 15 38 41 79 68:
Old : 89: 22 16 0 22 35 44 51:
Other: 75: 17 13 9 28 33 50 51:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 29.6 35.9 39.8 21.1 24.7 31.8 30.4
Old : 34.1 32.2 48.7 42.3 34.1 30.1 48.7 40.1
Other: 29.8 36.4 44.1 48.2 22.8 33.5 35.4 39.4
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 66,242: 13,779 7,924 2,464 35,945 36,028 52,188 46,416: 14,054 19,826
Old : 37,687: 10,807 4,519 0 19,037 21,741 29,844 26,260: 7,843 11,427
Other: 28,555: 3,452 3,885 1,984 16,908 14,287 22,344 20,156: 6,211 8,399
: : :
: : Changes in Commitments from: February 22, 2005 :
: -10,346: 4,256 -12,581 -2,674 -6,920 7,157 -5,338 -8,098: -5,008 -2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 12.0 3.7 54.3 54.4 78.8 70.1: 21.2 29.9
Old : 100.0: 28.7 12.0 0.0 50.5 57.7 79.2 69.7: 20.8 30.3
Other: 100.0: 12.1 13.6 6.9 59.2 50.0 78.2 70.6: 21.8 29.4
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 24 24 15 39 38 75 68:
Old : 91: 20 19 0 25 36 45 55:
Other: 71: 13 16 9 27 29 45 50:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 26.8 34.9 37.1 20.6 21.8 30.4 27.8
Old : 31.9 26.9 45.7 37.3 31.9 25.7 45.7 35.0
Other: 31.0 35.2 46.0 47.2 22.8 31.3 36.9 36.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, March 8, 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 : 32,965: 1,284 2,902 859 20,078 17,804 22,221 21,565: 10,744 11,400
Old : 25,619: 2,022 2,827 5 15,091 13,117 17,118 15,949: 8,501 9,670
Other: 7,346: 66 879 50 4,987 4,687 5,103 5,616: 2,243 1,730
: : :
: : Changes in Commitments from: March 1, 2005 :
: -948: 54 -851 -247 -457 -354 -650 -1,452: -298 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 8.8 2.6 60.9 54.0 67.4 65.4: 32.6 34.6
Old : 100.0: 7.9 11.0 0.0 58.9 51.2 66.8 62.3: 33.2 37.7
Other: 100.0: 0.9 12.0 0.7 67.9 63.8 69.5 76.4: 30.5 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 7 2 21 19 28 26:
Old : 38: 7 5 1 16 19 23 25:
Other: 24: 1 2 1 13 14 15 16:
:----------------------------------------------------------------------------------------------------
: 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 : 33.9 32.8 49.9 45.4 21.7 18.7 30.4 25.4
Old : 40.1 33.6 51.5 45.1 22.7 22.7 33.6 31.3
Other: 45.6 45.8 63.3 67.4 39.7 42.9 54.1 60.0
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, March 1, 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 : 33,913: 1,230 3,753 1,106 20,535 18,158 22,871 23,017: 11,042 10,896
Old : 26,825: 1,894 3,796 151 15,961 13,464 18,006 17,411: 8,819 9,414
Other: 7,088: 203 824 88 4,574 4,694 4,865 5,606: 2,223 1,482
: : :
: : Changes in Commitments from: February 22, 2005 :
: -4,044: 195 -4,335 -1,014 -2,246 967 -3,065 -4,382: -979 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 11.1 3.3 60.6 53.5 67.4 67.9: 32.6 32.1
Old : 100.0: 7.1 14.2 0.6 59.5 50.2 67.1 64.9: 32.9 35.1
Other: 100.0: 2.9 11.6 1.2 64.5 66.2 68.6 79.1: 31.4 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 10 5 19 20 29 31:
Old : 43: 7 9 4 16 20 26 30:
Other: 26: 4 2 3 10 15 15 19:
:----------------------------------------------------------------------------------------------------
: 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 : 33.6 30.8 50.7 44.3 21.6 17.9 32.2 24.9
Old : 40.2 32.7 52.8 43.8 22.8 22.0 34.7 30.1
Other: 45.1 46.4 62.4 68.7 40.1 43.4 53.2 61.8
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 116,075: 45,192 22,852 4,865 47,630 80,628 97,687 108,345: 18,388 7,730
Old : 102,834: 44,922 24,259 2,299 39,347 70,478 86,568 97,036: 16,266 5,798
Other: 13,241: 2,362 685 474 8,283 10,150 11,119 11,309: 2,122 1,932
: : :
: : Changes in Commitments from: March 1, 2005 :
: 8,030: 4,998 1,331 1,099 537 6,747 6,634 9,177: 1,396 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 19.7 4.2 41.0 69.5 84.2 93.3: 15.8 6.7
Old : 100.0: 43.7 23.6 2.2 38.3 68.5 84.2 94.4: 15.8 5.6
Other: 100.0: 17.8 5.2 3.6 62.6 76.7 84.0 85.4: 16.0 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 82 51 42 53 54 171 120:
Old : 205: 84 53 25 41 51 143 115:
Other: 86: 28 13 13 29 31 59 55:
:----------------------------------------------------------------------------------------------------
: 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 42.0 30.8 52.2 19.8 38.7 30.8 47.3
Old : 22.4 44.6 34.8 54.2 22.4 44.0 34.8 52.9
Other: 34.5 35.5 48.3 51.2 23.3 25.0 31.5 37.7
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 108,045: 40,194 21,521 3,766 47,093 73,881 91,053 99,168: 16,992 8,877
Old : 95,744: 40,183 23,119 1,362 39,378 64,245 80,923 88,726: 14,821 7,018
Other: 12,301: 2,097 488 318 7,715 9,636 10,130 10,442: 2,171 1,859
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,854: 12,848 3,163 -1,769 156 11,749 11,235 13,143: 1,619 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 19.9 3.5 43.6 68.4 84.3 91.8: 15.7 8.2
Old : 100.0: 42.0 24.1 1.4 41.1 67.1 84.5 92.7: 15.5 7.3
Other: 100.0: 17.0 4.0 2.6 62.7 78.3 82.4 84.9: 17.6 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 77 52 38 52 51 161 113:
Old : 196: 79 53 17 41 49 132 108:
Other: 81: 27 10 13 29 30 58 51:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 41.4 32.4 51.6 20.7 37.5 32.4 45.9
Old : 23.3 44.0 36.6 53.8 23.3 42.4 36.6 51.3
Other: 37.1 33.2 48.7 52.7 23.7 25.2 31.4 38.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 28,092: 12,504 3,082 1,564 8,731 22,342 22,799 26,988: 5,293 1,104
Old : 28,023: 12,506 3,135 1,502 8,727 22,304 22,735 26,941: 5,288 1,082
Other: 69: 58 7 2 4 38 64 47: 5 22
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,120: 2,089 -806 453 -1,670 1,476 872 1,123: 248 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 11.0 5.6 31.1 79.5 81.2 96.1: 18.8 3.9
Old : 100.0: 44.6 11.2 5.4 31.1 79.6 81.1 96.1: 18.9 3.9
Other: 100.0: 84.1 10.1 2.9 5.8 55.1 92.8 68.1: 7.2 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 63 16 19 20 16 96 43:
Old : 113: 64 18 19 19 16 95 43:
Other: 7: 2 2 1 1 3 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 47.7 30.4 71.5 20.3 45.6 30.1 69.1
Old : 20.7 47.8 30.5 71.6 20.4 45.7 30.2 69.3
Other: 92.8 62.3 92.8 68.1 84.1 58.0 84.1 59.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 26,972: 10,415 3,888 1,111 10,401 20,866 21,927 25,865: 5,045 1,107
Old : 26,905: 10,415 3,916 1,078 10,397 20,829 21,890 25,823: 5,015 1,082
Other: 67: 33 5 0 4 37 37 42: 30 25
: : :
: : Changes in Commitments from: February 22, 2005 :
: -3,260: 2,477 -505 -492 -4,884 -1,910 -2,899 -2,907: -361 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 14.4 4.1 38.6 77.4 81.3 95.9: 18.7 4.1
Old : 100.0: 38.7 14.6 4.0 38.6 77.4 81.4 96.0: 18.6 4.0
Other: 100.0: 49.3 7.5 0.0 6.0 55.2 55.2 62.7: 44.8 37.3
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 56 21 16 21 16 90 41:
Old : 107: 56 21 16 20 16 89 41:
Other: 5: 1 1 0 1 3 2 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 : 25.2 46.5 35.5 69.5 20.2 41.8 29.0 60.2
Old : 25.3 46.6 35.6 69.6 20.2 41.9 29.1 60.3
Other: 55.2 62.7 55.2 62.7 49.3 56.7 49.3 56.7
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 143,879: 49,843 6,644 4,641 77,611 126,021 132,095 137,306: 11,784 6,573
Old : 91,197: 46,437 6,807 3,682 30,142 74,601 80,261 85,090: 10,936 6,107
Other: 52,682: 4,116 547 249 47,469 51,420 51,834 52,216: 848 466
: : :
: : Changes in Commitments from: March 1, 2005 :
: 10,851: 8,524 968 1,460 249 5,204 10,233 7,632: 618 3,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 4.6 3.2 53.9 87.6 91.8 95.4: 8.2 4.6
Old : 100.0: 50.9 7.5 4.0 33.1 81.8 88.0 93.3: 12.0 6.7
Other: 100.0: 7.8 1.0 0.5 90.1 97.6 98.4 99.1: 1.6 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 60 30 25 46 39 127 83:
Old : 149: 60 34 24 37 37 117 80:
Other: 57: 18 2 2 28 25 46 29:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 40.7 39.4 62.8 19.3 29.8 26.9 40.8
Old : 20.7 35.2 32.3 54.2 19.6 29.6 29.7 46.4
Other: 55.8 66.6 70.3 86.0 38.8 52.8 51.2 63.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 133,028: 41,319 5,676 3,181 77,362 120,817 121,862 129,674: 11,166 3,354
Old : 82,603: 39,988 5,653 2,192 30,118 71,696 72,298 79,541: 10,305 3,062
Other: 50,425: 1,975 667 345 47,244 49,121 49,564 50,133: 861 292
: : :
: : Changes in Commitments from: February 22, 2005 :
: 17,304: 16,203 -1,699 2,010 -2,450 15,676 15,763 15,987: 1,541 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 4.3 2.4 58.2 90.8 91.6 97.5: 8.4 2.5
Old : 100.0: 48.4 6.8 2.7 36.5 86.8 87.5 96.3: 12.5 3.7
Other: 100.0: 3.9 1.3 0.7 93.7 97.4 98.3 99.4: 1.7 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 60 25 21 43 35 116 73:
Old : 137: 59 27 20 39 35 111 72:
Other: 47: 12 2 4 25 23 37 29:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 43.1 41.4 67.7 18.1 32.9 26.0 44.0
Old : 20.5 38.3 32.3 60.2 17.5 33.3 28.4 51.2
Other: 59.5 69.5 73.0 87.3 41.7 54.6 51.2 63.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 349,343: 90,029 37,249 23,173 168,939 249,944 282,141 310,366: 67,202 38,977
Old : 349,343: 90,029 37,249 23,173 168,939 249,944 282,141 310,366: 67,202 38,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -10,799: -13,052 4,080 -1,506 7,878 -15,913 -6,680 -13,339: -4,119 2,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 10.7 6.6 48.4 71.5 80.8 88.8: 19.2 11.2
Old : 100.0: 25.8 10.7 6.6 48.4 71.5 80.8 88.8: 19.2 11.2
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 : 136: 46 29 29 50 43 110 88:
Old : 136: 46 29 29 50 43 110 88:
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 : 16.4 35.3 28.9 52.8 16.0 29.3 27.6 43.3
Old : 16.4 35.3 28.9 52.8 16.0 29.3 27.6 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 360,142: 103,081 33,169 24,679 161,061 265,857 288,821 323,705: 71,321 36,437
Old : 360,142: 103,081 33,169 24,679 161,061 265,857 288,821 323,705: 71,321 36,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -21,306: -8,736 3,062 4,249 -8,490 -24,969 -12,977 -17,658: -8,329 -3,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 9.2 6.9 44.7 73.8 80.2 89.9: 19.8 10.1
Old : 100.0: 28.6 9.2 6.9 44.7 73.8 80.2 89.9: 19.8 10.1
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 : 142: 51 31 29 47 43 117 85:
Old : 142: 51 31 29 47 43 117 85:
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 : 17.0 36.5 29.0 54.6 16.3 30.8 27.2 45.7
Old : 17.0 36.5 29.0 54.6 16.3 30.8 27.2 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 115,553: 54,337 12,128 9,798 39,428 86,957 103,563 108,883: 11,990 6,670
Old : 108,827: 54,470 13,707 6,793 36,088 82,221 97,351 102,721: 11,476 6,106
Other: 6,726: 2,506 1,060 366 3,340 4,736 6,212 6,162: 514 564
: : :
: : Changes in Commitments from: March 1, 2005 :
: 6,133: 1,109 845 2,532 2,435 1,989 6,076 5,366: 57 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 10.5 8.5 34.1 75.3 89.6 94.2: 10.4 5.8
Old : 100.0: 50.1 12.6 6.2 33.2 75.6 89.5 94.4: 10.5 5.6
Other: 100.0: 37.3 15.8 5.4 49.7 70.4 92.4 91.6: 7.6 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 146 52 57 88 111 261 202:
Old : 339: 147 55 55 81 109 253 198:
Other: 102: 18 12 10 41 52 65 68:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 25.4 28.0 37.7 16.5 23.2 28.0 35.4
Old : 17.5 25.9 29.8 38.3 17.5 24.2 29.8 36.5
Other: 34.6 29.4 51.5 44.6 31.7 29.4 45.5 42.5
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 109,420: 53,228 11,283 7,266 36,993 84,968 97,487 103,517: 11,933 5,903
Old : 103,696: 53,289 12,491 4,710 34,199 81,089 92,198 98,290: 11,498 5,406
Other: 5,724: 1,996 849 499 2,794 3,879 5,289 5,227: 435 497
: : :
: : Changes in Commitments from: February 22, 2005 :
: 3,420: 2 565 2,594 590 272 3,186 3,431: 234 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 10.3 6.6 33.8 77.7 89.1 94.6: 10.9 5.4
Old : 100.0: 51.4 12.0 4.5 33.0 78.2 88.9 94.8: 11.1 5.2
Other: 100.0: 34.9 14.8 8.7 48.8 67.8 92.4 91.3: 7.6 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 143 49 50 86 110 254 196:
Old : 332: 144 54 46 82 109 249 192:
Other: 92: 19 8 8 36 47 58 60:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 25.8 27.8 38.3 17.0 23.4 27.8 35.0
Old : 17.9 26.2 29.3 39.1 17.9 24.4 29.3 36.1
Other: 32.6 28.8 48.6 47.0 27.4 25.0 40.0 40.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 31,213: 7,896 16,553 3,063 17,412 7,750 28,371 27,366: 2,842 3,847
Old : 31,213: 7,896 16,553 3,063 17,412 7,750 28,371 27,366: 2,842 3,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 7,776: 454 2,113 846 5,856 3,819 7,156 6,778: 620 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 53.0 9.8 55.8 24.8 90.9 87.7: 9.1 12.3
Old : 100.0: 25.3 53.0 9.8 55.8 24.8 90.9 87.7: 9.1 12.3
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 : 49: 9 26 8 3 11 16 43:
Old : 49: 9 26 8 3 11 16 43:
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 : 72.9 42.8 88.0 62.1 59.3 34.6 63.0 47.5
Old : 72.9 42.8 88.0 62.1 59.3 34.6 63.0 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 23,437: 7,442 14,440 2,217 11,556 3,931 21,215 20,588: 2,222 2,849
Old : 23,437: 7,442 14,440 2,217 11,556 3,931 21,215 20,588: 2,222 2,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,898: 415 1,616 84 1,449 -277 1,948 1,423: -50 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 61.6 9.5 49.3 16.8 90.5 87.8: 9.5 12.2
Old : 100.0: 31.8 61.6 9.5 49.3 16.8 90.5 87.8: 9.5 12.2
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 : 48: 10 27 7 4 8 18 39:
Old : 48: 10 27 7 4 8 18 39:
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 : 74.9 42.7 87.9 63.8 68.4 37.8 71.4 55.5
Old : 74.9 42.7 87.9 63.8 68.4 37.8 71.4 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 162,983: 34,705 30,285 16,412 79,970 90,099 131,087 136,796: 31,896 26,187
Old : 162,983: 34,705 30,285 16,412 79,970 90,099 131,087 136,796: 31,896 26,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 249: 7,040 -237 1,591 -10,760 -424 -2,129 930: 2,378 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 18.6 10.1 49.1 55.3 80.4 83.9: 19.6 16.1
Old : 100.0: 21.3 18.6 10.1 49.1 55.3 80.4 83.9: 19.6 16.1
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 : 125: 31 26 29 52 61 105 97:
Old : 125: 31 26 29 52 61 105 97:
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 : 18.4 23.5 30.5 34.0 16.4 18.6 25.4 25.8
Old : 18.4 23.5 30.5 34.0 16.4 18.6 25.4 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 162,734: 27,665 30,522 14,821 90,730 90,523 133,216 135,866: 29,518 26,868
Old : 162,734: 27,665 30,522 14,821 90,730 90,523 133,216 135,866: 29,518 26,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,406: 6,848 6,481 -534 -2,909 -1,549 3,405 4,398: 1,001 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 18.8 9.1 55.8 55.6 81.9 83.5: 18.1 16.5
Old : 100.0: 17.0 18.8 9.1 55.8 55.6 81.9 83.5: 18.1 16.5
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 : 126: 25 30 29 58 64 108 100:
Old : 126: 25 30 29 58 64 108 100:
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 : 20.5 22.4 32.9 32.4 17.3 15.3 24.9 21.6
Old : 20.5 22.4 32.9 32.4 17.3 15.3 24.9 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 447,366: 40,165 54,168 149,614 181,694 213,595 371,473 417,377: 75,893 29,989
Old : 447,366: 40,165 54,168 149,614 181,694 213,595 371,473 417,377: 75,893 29,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 29,128: 2,144 42 18,319 5,756 8,721 26,219 27,082: 2,909 2,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 12.1 33.4 40.6 47.7 83.0 93.3: 17.0 6.7
Old : 100.0: 9.0 12.1 33.4 40.6 47.7 83.0 93.3: 17.0 6.7
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 : 193: 59 45 69 78 72 171 157:
Old : 193: 59 45 69 78 72 171 157:
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 : 17.8 24.7 28.3 37.3 6.9 11.3 9.8 17.5
Old : 17.8 24.7 28.3 37.3 6.9 11.3 9.8 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 418,238: 38,021 54,126 131,295 175,938 204,874 345,254 390,295: 72,984 27,943
Old : 418,238: 38,021 54,126 131,295 175,938 204,874 345,254 390,295: 72,984 27,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -5,426: 9,495 -14,624 1,936 -21,134 12,460 -9,703 -228: 4,277 -5,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 12.9 31.4 42.1 49.0 82.5 93.3: 17.5 6.7
Old : 100.0: 9.1 12.9 31.4 42.1 49.0 82.5 93.3: 17.5 6.7
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 : 182: 55 41 64 75 67 159 150:
Old : 182: 55 41 64 75 67 159 150:
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 : 17.8 25.0 28.2 38.0 7.3 11.6 10.5 18.1
Old : 17.8 25.0 28.2 38.0 7.3 11.6 10.5 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,026: 7,696 4,708 0 55,019 60,694 62,715 65,402: 7,311 4,624
Old : 70,026: 7,696 4,708 0 55,019 60,694 62,715 65,402: 7,311 4,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,534: 3,348 0 0 186 3,534 3,534 3,534: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 6.7 0.0 78.6 86.7 89.6 93.4: 10.4 6.6
Old : 100.0: 11.0 6.7 0.0 78.6 86.7 89.6 93.4: 10.4 6.6
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 : 28: 1 1 0 19 20 20 21:
Old : 28: 1 1 0 19 20 20 21:
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 : 51.5 42.1 68.8 63.3 51.4 38.4 63.6 55.3
Old : 51.5 42.1 68.8 63.3 51.4 38.4 63.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,492: 4,348 4,708 0 54,833 57,160 59,181 61,868: 7,311 4,624
Old : 66,492: 4,348 4,708 0 54,833 57,160 59,181 61,868: 7,311 4,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -3,196: 353 124 -1,333 -1,523 -2,461 -2,503 -3,670: -693 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 7.1 0.0 82.5 86.0 89.0 93.0: 11.0 7.0
Old : 100.0: 6.5 7.1 0.0 82.5 86.0 89.0 93.0: 11.0 7.0
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 : 27: 1 1 0 19 19 20 20:
Old : 27: 1 1 0 19 19 20 20:
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 : 49.4 46.9 68.7 67.1 49.4 43.4 63.8 59.4
Old : 49.4 46.9 68.7 67.1 49.4 43.4 63.8 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 39,625: 3,251 0 4,322 28,212 31,122 35,785 35,444: 3,840 4,181
Old : 39,625: 3,251 0 4,322 28,212 31,122 35,785 35,444: 3,840 4,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 856: -961 -143 25 2,160 612 1,224 494: -368 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 10.9 71.2 78.5 90.3 89.4: 9.7 10.6
Old : 100.0: 8.2 0.0 10.9 71.2 78.5 90.3 89.4: 9.7 10.6
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 : 21: 3 0 3 17 14 20 17:
Old : 21: 3 0 3 17 14 20 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 : 56.7 44.9 74.0 67.5 51.1 42.3 60.6 57.6
Old : 56.7 44.9 74.0 67.5 51.1 42.3 60.6 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,769: 4,212 143 4,297 26,052 30,510 34,561 34,950: 4,208 3,819
Old : 38,769: 4,212 143 4,297 26,052 30,510 34,561 34,950: 4,208 3,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -4,318: 2,027 -1,292 -135 -5,526 -3,960 -3,634 -5,387: -684 1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.4 11.1 67.2 78.7 89.1 90.1: 10.9 9.9
Old : 100.0: 10.9 0.4 11.1 67.2 78.7 89.1 90.1: 10.9 9.9
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 : 22: 3 1 3 17 14 21 17:
Old : 22: 3 1 3 17 14 21 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 : 56.1 45.1 71.7 66.5 50.0 42.7 57.5 55.6
Old : 56.1 45.1 71.7 66.5 50.0 42.7 57.5 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,122: 4,266 1,607 1,182 51,254 51,264 56,702 54,053: 6,420 9,069
Old : 63,122: 4,266 1,607 1,182 51,254 51,264 56,702 54,053: 6,420 9,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,887: -1,474 0 276 3,393 1,486 2,195 1,762: -308 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.5 1.9 81.2 81.2 89.8 85.6: 10.2 14.4
Old : 100.0: 6.8 2.5 1.9 81.2 81.2 89.8 85.6: 10.2 14.4
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: 1 1 1 19 17 20 19:
Old : 24: 1 1 1 19 17 20 19:
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 : 38.5 61.6 64.5 72.3 32.8 49.1 48.4 54.6
Old : 38.5 61.6 64.5 72.3 32.8 49.1 48.4 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,235: 5,740 1,607 906 47,861 49,778 54,507 52,291: 6,728 8,944
Old : 61,235: 5,740 1,607 906 47,861 49,778 54,507 52,291: 6,728 8,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -6,610: -2,310 1,607 -310 -5,342 -5,378 -7,962 -4,081: 1,352 -2,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.6 1.5 78.2 81.3 89.0 85.4: 11.0 14.6
Old : 100.0: 9.4 2.6 1.5 78.2 81.3 89.0 85.4: 11.0 14.6
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 : 23: 1 1 1 19 16 20 18:
Old : 23: 1 1 1 19 16 20 18:
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 : 41.0 63.1 66.7 74.1 35.6 52.2 50.8 57.9
Old : 41.0 63.1 66.7 74.1 35.6 52.2 50.8 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 944,623: 254,087 64,344 156,845 516,175 713,481 927,107 934,670: 17,516 9,953
Old : 944,623: 254,087 64,344 156,845 516,175 713,481 927,107 934,670: 17,516 9,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,986: 7,902 2,075 -963 6,374 13,405 13,313 14,517: 673 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.8 16.6 54.6 75.5 98.1 98.9: 1.9 1.1
Old : 100.0: 26.9 6.8 16.6 54.6 75.5 98.1 98.9: 1.9 1.1
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 : 113: 18 8 24 75 72 103 98:
Old : 113: 18 8 24 75 72 103 98:
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 : 32.4 22.0 44.7 37.4 26.5 19.5 34.3 30.2
Old : 32.4 22.0 44.7 37.4 26.5 19.5 34.3 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 930,637: 246,185 62,269 157,808 509,801 700,076 913,794 920,153: 16,843 10,484
Old : 930,637: 246,185 62,269 157,808 509,801 700,076 913,794 920,153: 16,843 10,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -53,276: 16,814 759 -15,512 -40,265 -27,237 -38,963 -41,990: -14,313 -11,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 6.7 17.0 54.8 75.2 98.2 98.9: 1.8 1.1
Old : 100.0: 26.5 6.7 17.0 54.8 75.2 98.2 98.9: 1.8 1.1
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 : 112: 17 7 23 77 73 105 97:
Old : 112: 17 7 23 77 73 105 97:
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 : 31.9 22.5 44.3 37.2 25.6 19.1 33.0 29.6
Old : 31.9 22.5 44.3 37.2 25.6 19.1 33.0 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 113,825: 23,413 41,845 28,138 59,341 42,380 110,892 112,363: 2,933 1,462
Old : 113,825: 23,413 41,845 28,138 59,341 42,380 110,892 112,363: 2,933 1,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,418: -1,329 -4,045 6,178 3,024 3,623 7,873 5,756: -2,455 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 36.8 24.7 52.1 37.2 97.4 98.7: 2.6 1.3
Old : 100.0: 20.6 36.8 24.7 52.1 37.2 97.4 98.7: 2.6 1.3
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 : 43: 11 8 14 21 20 39 35:
Old : 43: 11 8 14 21 20 39 35:
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 : 39.8 53.8 63.9 69.5 29.8 38.6 38.7 45.2
Old : 39.8 53.8 63.9 69.5 29.8 38.6 38.7 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 108,407: 24,742 45,890 21,960 56,317 38,757 103,019 106,607: 5,388 1,800
Old : 108,407: 24,742 45,890 21,960 56,317 38,757 103,019 106,607: 5,388 1,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -22,295: -4,103 7,959 -14,729 -6,296 -16,236 -25,128 -23,006: 2,833 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 42.3 20.3 51.9 35.8 95.0 98.3: 5.0 1.7
Old : 100.0: 22.8 42.3 20.3 51.9 35.8 95.0 98.3: 5.0 1.7
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 : 39: 10 7 13 19 19 36 32:
Old : 39: 10 7 13 19 19 36 32:
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 : 39.9 57.7 62.3 72.5 33.2 45.3 42.7 52.1
Old : 39.9 57.7 62.3 72.5 33.2 45.3 42.7 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 40,919: 3,602 3,100 9,800 27,111 27,699 40,513 40,599: 406 320
Old : 40,919: 3,602 3,100 9,800 27,111 27,699 40,513 40,599: 406 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -61: 460 -610 790 -340 250 910 430: -971 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 7.6 23.9 66.3 67.7 99.0 99.2: 1.0 0.8
Old : 100.0: 8.8 7.6 23.9 66.3 67.7 99.0 99.2: 1.0 0.8
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 : 39: 5 4 6 26 26 33 34:
Old : 39: 5 4 6 26 26 33 34:
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 : 46.1 60.0 72.3 75.7 35.8 46.4 49.9 53.1
Old : 46.1 60.0 72.3 75.7 35.8 46.4 49.9 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 40,980: 3,142 3,710 9,010 27,451 27,449 39,603 40,169: 1,377 811
Old : 40,980: 3,142 3,710 9,010 27,451 27,449 39,603 40,169: 1,377 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 857: -312 -1,820 480 -380 1,626 -212 286: 1,069 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.1 22.0 67.0 67.0 96.6 98.0: 3.4 2.0
Old : 100.0: 7.7 9.1 22.0 67.0 67.0 96.6 98.0: 3.4 2.0
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 : 35: 5 3 6 22 26 29 33:
Old : 35: 5 3 6 22 26 29 33:
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 : 47.1 59.6 71.4 75.0 38.0 47.7 52.1 54.4
Old : 47.1 59.6 71.4 75.0 38.0 47.7 52.1 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 17,864: 3,196 1,196 1,114 13,316 15,316 17,626 17,626: 238 238
Old : 17,864: 3,196 1,196 1,114 13,316 15,316 17,626 17,626: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -909: 794 -144 -765 -1,176 -198 -1,147 -1,107: 238 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.7 6.2 74.5 85.7 98.7 98.7: 1.3 1.3
Old : 100.0: 17.9 6.7 6.2 74.5 85.7 98.7 98.7: 1.3 1.3
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 : 26: 4 1 4 16 16 21 20:
Old : 26: 4 1 4 16 16 21 20:
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 : 68.3 55.1 84.0 75.7 64.0 50.3 70.5 64.5
Old : 68.3 55.1 84.0 75.7 64.0 50.3 70.5 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 18,773: 2,402 1,340 1,879 14,492 15,514 18,773 18,733: 0 40
Old : 18,773: 2,402 1,340 1,879 14,492 15,514 18,773 18,733: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 172: 258 -44 0 -86 176 172 132: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.1 10.0 77.2 82.6 100.0 99.8: 0.0 0.2
Old : 100.0: 12.8 7.1 10.0 77.2 82.6 100.0 99.8: 0.0 0.2
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 : 26: 3 2 3 16 16 20 20:
Old : 26: 3 2 3 16 16 20 20:
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 : 68.8 53.9 86.2 74.8 62.8 50.2 69.2 64.2
Old : 68.8 53.9 86.2 74.8 62.8 50.2 69.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,318: 218 5,614 1,228 7,872 2,476 9,318 9,318: 0 0
Old : 9,318: 218 5,614 1,228 7,872 2,476 9,318 9,318: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -42: 0 0 0 -42 -42 -42 -42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 60.2 13.2 84.5 26.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 60.2 13.2 84.5 26.6 100.0 100.0: 0.0 0.0
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 : 23: 1 3 3 14 11 17 15:
Old : 23: 1 3 3 14 11 17 15:
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 : 66.1 81.7 89.5 94.3 64.3 71.2 79.1 80.1
Old : 66.1 81.7 89.5 94.3 64.3 71.2 79.1 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 816,226: 158,645 81,982 109,622 476,025 546,468 744,292 738,072: 71,934 78,154
Old : 816,226: 158,645 81,982 109,622 476,025 546,468 744,292 738,072: 71,934 78,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 40,352: 27,848 11,358 12,106 -6,640 13,210 33,314 36,674: 7,038 3,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 10.0 13.4 58.3 67.0 91.2 90.4: 8.8 9.6
Old : 100.0: 19.4 10.0 13.4 58.3 67.0 91.2 90.4: 8.8 9.6
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 : 264: 71 82 89 84 92 216 212:
Old : 264: 71 82 89 84 92 216 212:
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 : 20.4 21.4 31.9 32.4 13.0 15.2 20.2 20.7
Old : 20.4 21.4 31.9 32.4 13.0 15.2 20.2 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 775,874: 130,797 70,624 97,516 482,665 533,258 710,978 701,398: 64,896 74,476
Old : 775,874: 130,797 70,624 97,516 482,665 533,258 710,978 701,398: 64,896 74,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 15,584: 9,833 3,836 -3,008 -1,721 9,022 5,104 9,850: 10,480 5,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 9.1 12.6 62.2 68.7 91.6 90.4: 8.4 9.6
Old : 100.0: 16.9 9.1 12.6 62.2 68.7 91.6 90.4: 8.4 9.6
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 : 246: 67 74 79 80 85 198 195:
Old : 246: 67 74 79 80 85 198 195:
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 : 22.4 23.6 34.3 34.2 13.8 14.5 20.8 20.5
Old : 22.4 23.6 34.3 34.2 13.8 14.5 20.8 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,148: 8,144 1,661 142 1,691 10,534 9,977 12,337: 3,171 811
Old : 13,148: 8,144 1,661 142 1,691 10,534 9,977 12,337: 3,171 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -142: 163 -888 49 -706 996 -494 157: 352 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 12.6 1.1 12.9 80.1 75.9 93.8: 24.1 6.2
Old : 100.0: 61.9 12.6 1.1 12.9 80.1 75.9 93.8: 24.1 6.2
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 : 114: 67 12 6 13 23 85 38:
Old : 114: 67 12 6 13 23 85 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 : 23.2 42.1 34.4 60.1 23.2 42.1 34.4 60.1
Old : 23.2 42.1 34.4 60.1 23.2 42.1 34.4 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,290: 7,981 2,549 93 2,397 9,538 10,471 12,180: 2,819 1,110
Old : 13,290: 7,981 2,549 93 2,397 9,538 10,471 12,180: 2,819 1,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -1,112: -111 -23 -692 32 -251 -771 -966: -341 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 19.2 0.7 18.0 71.8 78.8 91.6: 21.2 8.4
Old : 100.0: 60.1 19.2 0.7 18.0 71.8 78.8 91.6: 21.2 8.4
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 : 118: 63 22 4 17 23 83 46:
Old : 118: 63 22 4 17 23 83 46:
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 : 22.3 38.5 33.8 57.2 22.3 35.9 33.2 54.1
Old : 22.3 38.5 33.8 57.2 22.3 35.9 33.2 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,852: 3,917 474 61 1,619 6,128 5,597 6,663: 2,255 1,189
Old : 7,852: 3,917 474 61 1,619 6,128 5,597 6,663: 2,255 1,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 505: 565 94 -99 -153 276 313 271: 192 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 6.0 0.8 20.6 78.0 71.3 84.9: 28.7 15.1
Old : 100.0: 49.9 6.0 0.8 20.6 78.0 71.3 84.9: 28.7 15.1
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 : 42: 20 3 1 6 12 27 16:
Old : 42: 20 3 1 6 12 27 16:
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 : 34.2 60.4 48.1 76.6 34.2 60.4 48.1 76.6
Old : 34.2 60.4 48.1 76.6 34.2 60.4 48.1 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,347: 3,352 380 160 1,772 5,852 5,284 6,392: 2,063 955
Old : 7,347: 3,352 380 160 1,772 5,852 5,284 6,392: 2,063 955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -163: -421 25 160 -89 -335 -350 -150: 187 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 5.2 2.2 24.1 79.7 71.9 87.0: 28.1 13.0
Old : 100.0: 45.6 5.2 2.2 24.1 79.7 71.9 87.0: 28.1 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 : 43: 20 4 3 7 12 28 18:
Old : 43: 20 4 3 7 12 28 18:
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 : 33.7 58.6 46.6 74.9 33.7 58.6 46.1 74.9
Old : 33.7 58.6 46.6 74.9 33.7 58.6 46.1 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 166,951: 44,588 4,424 13,621 87,479 133,304 145,688 151,349: 21,263 15,602
Old : 166,951: 44,588 4,424 13,621 87,479 133,304 145,688 151,349: 21,263 15,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 10,717: 13,489 -1,093 736 -7,079 9,084 7,146 8,727: 3,571 1,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 2.6 8.2 52.4 79.8 87.3 90.7: 12.7 9.3
Old : 100.0: 26.7 2.6 8.2 52.4 79.8 87.3 90.7: 12.7 9.3
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 : 162: 51 23 40 62 78 134 123:
Old : 162: 51 23 40 62 78 134 123:
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 : 22.8 18.1 34.6 29.2 20.0 14.1 31.1 23.8
Old : 22.8 18.1 34.6 29.2 20.0 14.1 31.1 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 156,234: 31,099 5,517 12,885 94,558 124,220 138,542 142,622: 17,692 13,612
Old : 156,234: 31,099 5,517 12,885 94,558 124,220 138,542 142,622: 17,692 13,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -4,993: 2,960 2,471 -1,905 -8,505 -4,321 -7,450 -3,755: 2,457 -1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 3.5 8.2 60.5 79.5 88.7 91.3: 11.3 8.7
Old : 100.0: 19.9 3.5 8.2 60.5 79.5 88.7 91.3: 11.3 8.7
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 : 159: 40 24 42 71 79 135 128:
Old : 159: 40 24 42 71 79 135 128:
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 : 27.0 18.3 39.2 29.7 24.7 14.3 35.2 23.4
Old : 27.0 18.3 39.2 29.7 24.7 14.3 35.2 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2005