WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 225,208: 55,644 46,121 19,513 123,080 124,973 198,237 190,607: 26,971 34,601
Old : 135,022: 42,479 37,538 1,323 75,484 81,282 119,286 120,143: 15,736 14,879
Other: 90,186: 24,858 20,276 6,497 47,596 43,691 78,951 70,464: 11,235 19,722
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,049: -6,233 27 1,096 2,730 -1,124 -2,407 -1: 358 -2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 20.5 8.7 54.7 55.5 88.0 84.6: 12.0 15.4
Old : 100.0: 31.5 27.8 1.0 55.9 60.2 88.3 89.0: 11.7 11.0
Other: 100.0: 27.6 22.5 7.2 52.8 48.4 87.5 78.1: 12.5 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 72 71 50 37 53 148 145:
Old : 192: 67 68 4 18 43 87 113:
Other: 150: 46 45 24 32 45 89 105:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 37.6 43.8 44.3 29.4 36.3 42.9 42.2
Old : 35.2 42.6 51.0 50.9 35.2 42.6 51.0 50.9
Other: 38.8 32.2 50.2 39.6 37.1 29.2 45.2 35.9
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 227,257: 61,877 46,094 18,417 120,350 126,097 200,644 190,608: 26,613 36,649
Old : 140,789: 46,481 38,280 1,555 77,254 84,994 125,290 124,829: 15,499 15,960
Other: 86,468: 26,731 19,149 5,527 43,096 41,103 75,354 65,779: 11,114 20,689
: : :
: : Changes in Commitments from: March 15, 2005 :
: 12,104: 2,457 1,317 3,000 9,741 6,810 15,198 11,127: -3,094 977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 20.3 8.1 53.0 55.5 88.3 83.9: 11.7 16.1
Old : 100.0: 33.0 27.2 1.1 54.9 60.4 89.0 88.7: 11.0 11.3
Other: 100.0: 30.9 22.1 6.4 49.8 47.5 87.1 76.1: 12.9 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 75 77 51 37 54 154 149:
Old : 195: 65 74 3 19 41 85 117:
Other: 150: 47 43 23 31 45 93 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 37.7 42.7 44.2 27.9 36.6 41.8 42.6
Old : 35.0 43.5 49.5 51.9 35.0 43.5 49.5 51.9
Other: 37.4 30.5 47.9 38.5 35.5 27.7 43.6 35.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 667,485: 114,254 80,457 34,647 404,092 349,232 552,993 464,336: 114,492 203,149
Old : 501,635: 104,759 83,147 16,408 292,039 274,296 413,206 373,851: 88,429 127,784
Other: 165,850: 25,147 12,962 2,587 112,053 74,936 139,787 90,485: 26,063 75,365
: : :
: : Changes in Commitments from: March 22, 2005 :
: -9,094: -5,667 9,554 -1,087 -1,651 -14,827 -8,405 -6,360: -689 -2,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 12.1 5.2 60.5 52.3 82.8 69.6: 17.2 30.4
Old : 100.0: 20.9 16.6 3.3 58.2 54.7 82.4 74.5: 17.6 25.5
Other: 100.0: 15.2 7.8 1.6 67.6 45.2 84.3 54.6: 15.7 45.4
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 132 67 76 178 193 346 313:
Old : 440: 128 77 55 147 175 302 283:
Other: 299: 57 46 18 88 159 159 209:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 17.4 29.3 22.8 17.0 11.1 27.2 16.1
Old : 21.0 21.5 34.2 27.6 20.9 17.7 31.9 23.6
Other: 42.5 8.5 51.0 15.2 40.5 8.0 48.9 14.0
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 676,579: 119,921 70,903 35,734 405,743 364,059 561,398 470,696: 115,181 205,883
Old : 513,207: 110,323 71,254 18,185 293,468 292,526 421,976 381,965: 91,231 131,242
Other: 163,372: 24,419 14,470 2,728 112,275 71,533 139,422 88,731: 23,950 74,641
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,491: -9,118 -8,793 -1,337 9,333 1,532 -1,122 -8,598: -6,369 1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 10.5 5.3 60.0 53.8 83.0 69.6: 17.0 30.4
Old : 100.0: 21.5 13.9 3.5 57.2 57.0 82.2 74.4: 17.8 25.6
Other: 100.0: 14.9 8.9 1.7 68.7 43.8 85.3 54.3: 14.7 45.7
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 124 79 76 175 198 343 322:
Old : 447: 125 83 55 142 180 295 292:
Other: 301: 52 49 20 90 161 158 215:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 18.7 29.2 23.8 17.1 12.9 27.3 17.1
Old : 21.0 23.0 33.6 28.0 21.0 19.4 31.9 24.0
Other: 43.9 8.3 52.4 15.4 41.9 8.2 50.4 14.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 7,444: 2,447 797 56 837 5,240 3,340 6,093: 4,104 1,351
Old : 5,691: 2,261 701 0 689 4,082 2,950 4,783: 2,741 908
Other: 1,753: 213 123 29 148 1,158 390 1,310: 1,363 443
: : :
: : Changes in Commitments from: March 22, 2005 :
: 281: 202 15 52 -102 251 152 318: 129 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 10.7 0.8 11.2 70.4 44.9 81.9: 55.1 18.1
Old : 100.0: 39.7 12.3 0.0 12.1 71.7 51.8 84.0: 48.2 16.0
Other: 100.0: 12.2 7.0 1.7 8.4 66.1 22.2 74.7: 77.8 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 6 4 7 16 22 24:
Old : 36: 13 5 0 6 14 19 19:
Other: 25: 7 3 4 5 13 14 18:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 39.9 32.7 56.7 25.8 39.9 32.4 56.6
Old : 33.1 45.8 41.9 64.1 33.1 45.8 40.9 64.1
Other: 12.5 48.4 19.8 63.7 10.9 48.0 17.3 63.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 7,163: 2,245 782 4 939 4,989 3,188 5,775: 3,975 1,388
Old : 5,544: 2,019 690 0 797 3,952 2,816 4,642: 2,728 902
Other: 1,619: 229 95 1 142 1,037 372 1,133: 1,247 486
: : :
: : Changes in Commitments from: March 15, 2005 :
: -326: -95 38 -1 28 -360 -68 -323: -258 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 10.9 0.1 13.1 69.6 44.5 80.6: 55.5 19.4
Old : 100.0: 36.4 12.4 0.0 14.4 71.3 50.8 83.7: 49.2 16.3
Other: 100.0: 14.1 5.9 0.1 8.8 64.1 23.0 70.0: 77.0 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 5 2 9 14 23 20:
Old : 33: 12 5 0 6 12 18 17:
Other: 22: 7 2 1 6 11 14 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 : 24.0 41.2 31.5 57.7 24.0 39.1 30.8 55.7
Old : 30.4 47.0 39.7 65.5 30.4 44.4 38.2 62.9
Other: 13.0 50.3 20.8 66.6 12.4 50.0 19.5 66.2
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 297,970: 58,203 44,086 22,827 167,051 136,513 248,081 203,426: 49,889 94,544
Old : 242,373: 54,410 46,944 12,355 138,152 116,764 204,917 176,063: 37,456 66,310
Other: 55,597: 11,457 4,806 2,808 28,899 19,749 43,164 27,363: 12,433 28,234
: : :
: : Changes in Commitments from: March 22, 2005 :
: -6,288: -7,493 -3,968 1,160 -1,553 -2,648 -7,886 -5,456: 1,598 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 14.8 7.7 56.1 45.8 83.3 68.3: 16.7 31.7
Old : 100.0: 22.4 19.4 5.1 57.0 48.2 84.5 72.6: 15.5 27.4
Other: 100.0: 20.6 8.6 5.1 52.0 35.5 77.6 49.2: 22.4 50.8
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 99 96 86 81 103 244 237:
Old : 334: 94 107 65 66 98 209 228:
Other: 173: 56 31 22 43 62 104 111:
:----------------------------------------------------------------------------------------------------
: 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 14.3 37.7 21.8 23.8 12.2 34.2 18.2
Old : 28.5 16.8 42.5 25.8 26.9 15.2 38.4 22.3
Other: 28.4 11.4 39.6 19.8 27.6 10.2 37.3 17.9
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 304,258: 65,696 48,054 21,667 168,604 139,161 255,967 208,882: 48,291 95,376
Old : 249,398: 61,456 51,323 11,752 139,674 119,368 212,882 182,443: 36,516 66,955
Other: 54,860: 11,675 4,166 2,480 28,930 19,793 43,085 26,439: 11,775 28,421
: : :
: : Changes in Commitments from: March 15, 2005 :
: -3,948: -1,366 -9,629 4,169 -2,712 3,307 91 -2,153: -4,039 -1,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 15.8 7.1 55.4 45.7 84.1 68.7: 15.9 31.3
Old : 100.0: 24.6 20.6 4.7 56.0 47.9 85.4 73.2: 14.6 26.8
Other: 100.0: 21.3 7.6 4.5 52.7 36.1 78.5 48.2: 21.5 51.8
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 105 106 88 86 106 258 251:
Old : 356: 99 123 64 71 102 220 242:
Other: 180: 63 29 20 44 64 113 108:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 14.4 38.0 23.0 24.7 12.2 34.5 18.7
Old : 29.7 16.9 42.2 27.2 27.1 15.6 38.1 22.6
Other: 28.9 11.3 40.8 19.7 28.2 10.1 39.1 17.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,753: 12,957 3,632 416 312 865 13,685 4,913: 3,068 11,840
Old : 9,001: 5,978 2,982 317 302 499 6,597 3,798: 2,404 5,203
Other: 7,752: 7,061 732 17 10 366 7,088 1,115: 664 6,637
: : :
: : Changes in Commitments from: March 22, 2005 :
: -511: -1,048 -634 103 0 2 -945 -529: 434 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 21.7 2.5 1.9 5.2 81.7 29.3: 18.3 70.7
Old : 100.0: 66.4 33.1 3.5 3.4 5.5 73.3 42.2: 26.7 57.8
Other: 100.0: 91.1 9.4 0.2 0.1 4.7 91.4 14.4: 8.6 85.6
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 8 9 2 3 20 15:
Old : 24: 11 10 5 2 2 18 12:
Other: 14: 8 4 4 1 2 10 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 : 57.4 17.0 70.6 24.9 57.4 17.0 70.3 24.1
Old : 46.3 26.1 61.0 38.8 46.3 25.6 61.0 35.7
Other: 82.4 14.0 91.3 14.4 82.2 13.8 91.1 14.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,264: 14,005 4,266 313 312 863 14,630 5,442: 2,634 11,822
Old : 9,350: 6,918 3,595 226 302 499 7,446 4,320: 1,904 5,030
Other: 7,914: 7,158 742 16 10 364 7,184 1,122: 730 6,792
: : :
: : Changes in Commitments from: March 15, 2005 :
: 156: 908 113 116 -176 15 848 244: -692 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 24.7 1.8 1.8 5.0 84.7 31.5: 15.3 68.5
Old : 100.0: 74.0 38.4 2.4 3.2 5.3 79.6 46.2: 20.4 53.8
Other: 100.0: 90.4 9.4 0.2 0.1 4.6 90.8 14.2: 9.2 85.8
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 15 8 10 2 3 23 16:
Old : 27: 14 9 4 2 2 19 13:
Other: 17: 10 5 3 1 2 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 : 58.6 18.7 71.7 26.3 58.5 18.6 71.5 26.0
Old : 49.9 28.5 63.5 41.1 49.9 28.5 63.2 41.0
Other: 80.4 13.3 90.5 14.2 80.3 13.1 90.3 13.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 160,122: 33,043 13,909 21,787 76,071 110,184 130,901 145,880: 29,221 14,242
Old : 132,397: 31,360 15,757 14,687 62,582 89,810 108,629 120,254: 23,768 12,143
Other: 27,725: 4,733 1,202 4,050 13,489 20,374 22,272 25,626: 5,453 2,099
: : :
: : Changes in Commitments from: March 22, 2005 :
: -3,003: -1,633 25 299 -2,873 -3,751 -4,207 -3,427: 1,204 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 8.7 13.6 47.5 68.8 81.8 91.1: 18.2 8.9
Old : 100.0: 23.7 11.9 11.1 47.3 67.8 82.0 90.8: 18.0 9.2
Other: 100.0: 17.1 4.3 14.6 48.7 73.5 80.3 92.4: 19.7 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 42 26 32 42 43 105 90:
Old : 134: 43 29 28 40 43 99 90:
Other: 48: 9 11 11 18 17 33 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 : 19.0 38.3 29.5 50.5 19.0 36.1 28.5 46.2
Old : 19.5 35.8 30.6 49.1 19.5 35.3 29.3 45.2
Other: 44.8 59.8 57.8 73.3 41.1 52.6 50.0 60.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 163,125: 34,676 13,884 21,488 78,944 113,935 135,108 149,307: 28,017 13,818
Old : 135,043: 33,518 15,856 13,644 64,945 93,519 112,107 123,019: 22,936 12,024
Other: 28,082: 4,851 1,721 4,151 13,999 20,416 23,001 26,288: 5,081 1,794
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,563: -3,813 389 -2,690 3,304 -3,808 -3,199 -6,109: -3,364 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 8.5 13.2 48.4 69.8 82.8 91.5: 17.2 8.5
Old : 100.0: 24.8 11.7 10.1 48.1 69.3 83.0 91.1: 17.0 8.9
Other: 100.0: 17.3 6.1 14.8 49.9 72.7 81.9 93.6: 18.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 46 27 35 42 42 108 94:
Old : 139: 47 31 31 40 42 102 94:
Other: 50: 9 13 12 19 16 36 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 : 19.0 40.7 29.7 53.0 19.0 37.9 28.4 48.2
Old : 19.5 38.9 30.5 52.1 19.5 38.3 29.5 48.0
Other: 45.9 59.2 58.7 73.2 42.9 51.8 51.7 60.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 749,499: 115,167 157,507 30,145 490,859 394,700 636,171 582,352: 113,328 167,147
Old : 749,499: 115,167 157,507 30,145 490,859 394,700 636,171 582,352: 113,328 167,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 8,011: -584 5,501 -856 12,611 2,791 11,171 7,436: -3,160 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 21.0 4.0 65.5 52.7 84.9 77.7: 15.1 22.3
Old : 100.0: 15.4 21.0 4.0 65.5 52.7 84.9 77.7: 15.1 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 : 163: 36 32 28 58 73 107 122:
Old : 163: 36 32 28 58 73 107 122:
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 17.8 37.6 30.2 19.9 16.0 27.7 23.9
Old : 27.3 17.8 37.6 30.2 19.9 16.0 27.7 23.9
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 22, 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 : 741,488: 115,751 152,006 31,001 478,248 391,909 625,000 574,916: 116,488 166,572
Old : 741,488: 115,751 152,006 31,001 478,248 391,909 625,000 574,916: 116,488 166,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -14,004: -11,880 371 -6,313 9,696 -4,179 -8,497 -10,121: -5,507 -3,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 20.5 4.2 64.5 52.9 84.3 77.5: 15.7 22.5
Old : 100.0: 15.6 20.5 4.2 64.5 52.9 84.3 77.5: 15.7 22.5
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 : 176: 40 37 29 64 75 116 131:
Old : 176: 40 37 29 64 75 116 131:
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 : 24.0 16.6 33.9 28.5 17.0 15.4 23.1 23.0
Old : 24.0 16.6 33.9 28.5 17.0 15.4 23.1 23.0
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 29, 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 : 136,433: 31,126 19,224 15,373 61,024 81,617 107,523 116,214: 28,910 20,219
Old : 109,196: 30,691 19,357 10,363 43,924 62,276 84,978 91,996: 24,218 17,200
Other: 27,237: 1,790 1,222 3,655 17,100 19,341 22,545 24,218: 4,692 3,019
: : :
: : Changes in Commitments from: March 22, 2005 :
: -5,253: -4,059 -919 -1,232 207 -3,019 -5,084 -5,170: -169 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 14.1 11.3 44.7 59.8 78.8 85.2: 21.2 14.8
Old : 100.0: 28.1 17.7 9.5 40.2 57.0 77.8 84.2: 22.2 15.8
Other: 100.0: 6.6 4.5 13.4 62.8 71.0 82.8 88.9: 17.2 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 42 29 33 50 49 119 99:
Old : 151: 49 29 26 48 48 112 96:
Other: 65: 11 15 14 29 24 49 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 : 16.8 26.2 27.1 39.2 12.5 20.0 19.2 29.7
Old : 14.0 26.4 24.8 36.9 13.4 23.4 21.4 31.9
Other: 44.3 55.6 55.4 68.0 42.2 55.1 51.5 62.9
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 141,686: 35,185 20,143 16,605 60,817 84,636 112,607 121,384: 29,079 20,302
Old : 114,860: 34,077 20,140 11,326 44,717 66,510 90,120 97,976: 24,740 16,884
Other: 26,826: 2,677 1,572 3,710 16,100 18,126 22,487 23,408: 4,339 3,418
: : :
: : Changes in Commitments from: March 15, 2005 :
: -9,927: -1,881 1,322 896 -6,260 -11,771 -7,245 -9,553: -2,682 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 14.2 11.7 42.9 59.7 79.5 85.7: 20.5 14.3
Old : 100.0: 29.7 17.5 9.9 38.9 57.9 78.5 85.3: 21.5 14.7
Other: 100.0: 10.0 5.9 13.8 60.0 67.6 83.8 87.3: 16.2 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 48 29 36 49 48 123 102:
Old : 156: 53 30 29 47 47 116 99:
Other: 65: 14 14 14 27 23 49 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 : 16.8 26.7 26.5 40.1 12.3 22.1 19.2 30.9
Old : 13.8 28.9 24.2 39.2 13.1 26.0 21.0 34.8
Other: 46.2 52.5 58.5 66.6 43.6 52.0 52.7 60.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 5,996: 3,265 1,881 158 792 2,805 4,215 4,844: 1,781 1,152
Old : 5,841: 3,264 1,830 128 770 2,760 4,162 4,718: 1,679 1,123
Other: 155: 6 56 25 22 45 53 126: 102 29
: : :
: : Changes in Commitments from: March 22, 2005 :
: 180: 245 8 11 -80 171 176 190: 4 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 31.4 2.6 13.2 46.8 70.3 80.8: 29.7 19.2
Old : 100.0: 55.9 31.3 2.2 13.2 47.3 71.3 80.8: 28.7 19.2
Other: 100.0: 3.9 36.1 16.1 14.2 29.0 34.2 81.3: 65.8 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 12 8 7 11 26 26:
Old : 39: 14 12 6 6 11 23 26:
Other: 12: 3 4 3 2 4 7 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 : 41.8 35.8 53.2 57.2 41.8 32.1 51.8 51.4
Old : 42.9 36.4 54.6 58.0 42.9 32.6 53.2 52.1
Other: 29.7 68.4 34.2 80.0 16.8 52.3 16.8 63.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 5,816: 3,020 1,873 147 872 2,634 4,039 4,654: 1,777 1,162
Old : 5,685: 3,024 1,825 123 850 2,603 3,997 4,551: 1,688 1,134
Other: 131: 0 52 20 22 31 42 103: 89 28
: : :
: : Changes in Commitments from: March 15, 2005 :
: 164: 76 51 -19 56 299 113 331: 51 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 32.2 2.5 15.0 45.3 69.4 80.0: 30.6 20.0
Old : 100.0: 53.2 32.1 2.2 15.0 45.8 70.3 80.1: 29.7 19.9
Other: 100.0: 0.0 39.7 15.3 16.8 23.7 32.1 78.6: 67.9 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 12 5 7 11 23 24:
Old : 37: 12 12 4 6 11 21 24:
Other: 9: 0 4 2 2 4 4 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 : 41.7 34.7 54.2 56.3 41.7 30.7 52.4 49.3
Old : 42.6 35.5 55.4 57.1 42.6 31.4 53.6 50.1
Other: 32.1 65.6 32.1 78.6 15.3 48.9 15.3 61.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 331,576: 114,442 79,228 145 164,377 145,686 278,964 225,059: 52,612 106,517
Old : 331,576: 114,442 79,228 145 164,377 145,686 278,964 225,059: 52,612 106,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,052: -861 3,689 -724 7,874 -1,678 6,289 1,287: -5,237 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 23.9 0.0 49.6 43.9 84.1 67.9: 15.9 32.1
Old : 100.0: 34.5 23.9 0.0 49.6 43.9 84.1 67.9: 15.9 32.1
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 : 104: 18 28 2 41 43 60 72:
Old : 104: 18 28 2 41 43 60 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 : 30.0 18.4 42.0 28.9 29.7 16.5 41.3 26.7
Old : 30.0 18.4 42.0 28.9 29.7 16.5 41.3 26.7
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 22, 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 : 330,524: 115,303 75,539 869 156,503 147,364 272,675 223,772: 57,849 106,752
Old : 330,524: 115,303 75,539 869 156,503 147,364 272,675 223,772: 57,849 106,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 8,972: 10,735 3,706 -1,422 -4,305 9,710 5,008 11,994: 3,964 -3,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 22.9 0.3 47.3 44.6 82.5 67.7: 17.5 32.3
Old : 100.0: 34.9 22.9 0.3 47.3 44.6 82.5 67.7: 17.5 32.3
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 : 104: 17 29 3 38 45 56 76:
Old : 104: 17 29 3 38 45 56 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 : 29.8 16.9 41.2 26.1 29.4 15.5 40.3 24.7
Old : 29.8 16.9 41.2 26.1 29.4 15.5 40.3 24.7
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 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,087,600: 436,571 650,801 72,983 1,410,297 885,093 1,919,851 1,608,877: 167,749 478,723
Old : 2,087,600: 436,571 650,801 72,983 1,410,297 885,093 1,919,851 1,608,877: 167,749 478,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -31,582: 8,202 3,047 12,082 -29,925 21,082 -9,641 36,211: -21,941 -67,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 31.2 3.5 67.6 42.4 92.0 77.1: 8.0 22.9
Old : 100.0: 20.9 31.2 3.5 67.6 42.4 92.0 77.1: 8.0 22.9
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 : 259: 41 77 40 80 118 140 216:
Old : 259: 41 77 40 80 118 140 216:
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 : 40.9 15.6 59.5 23.7 39.7 14.6 55.7 21.9
Old : 40.9 15.6 59.5 23.7 39.7 14.6 55.7 21.9
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,119,182: 428,369 647,754 60,901 1,440,222 864,011 1,929,492 1,572,666: 189,690 546,516
Old : 2,119,182: 428,369 647,754 60,901 1,440,222 864,011 1,929,492 1,572,666: 189,690 546,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 62,255: 14,038 86,369 -2,135 56,912 -10,406 68,815 73,828: -6,560 -11,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 30.6 2.9 68.0 40.8 91.0 74.2: 9.0 25.8
Old : 100.0: 20.2 30.6 2.9 68.0 40.8 91.0 74.2: 9.0 25.8
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 : 281: 39 89 37 81 132 139 239:
Old : 281: 39 89 37 81 132 139 239:
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 : 40.3 14.1 60.7 22.4 39.1 13.7 57.5 20.9
Old : 40.3 14.1 60.7 22.4 39.1 13.7 57.5 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 1,366,600: 219,898 337,737 37,733 971,044 637,494 1,228,675 1,012,964: 137,925 353,636
Old : 1,366,600: 219,898 337,737 37,733 971,044 637,494 1,228,675 1,012,964: 137,925 353,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 43,645: 6,902 9,968 7,825 38,675 33,006 53,402 50,799: -9,757 -7,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 24.7 2.8 71.1 46.6 89.9 74.1: 10.1 25.9
Old : 100.0: 16.1 24.7 2.8 71.1 46.6 89.9 74.1: 10.1 25.9
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 : 181: 35 49 23 59 76 107 135:
Old : 181: 35 49 23 59 76 107 135:
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 : 35.2 18.9 47.1 28.8 26.4 13.3 38.0 21.6
Old : 35.2 18.9 47.1 28.8 26.4 13.3 38.0 21.6
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 22, 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 : 1,322,955: 212,996 327,769 29,908 932,369 604,488 1,175,273 962,165: 147,682 360,790
Old : 1,322,955: 212,996 327,769 29,908 932,369 604,488 1,175,273 962,165: 147,682 360,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -65,951: -1,873 -38,992 -4,129 -70,884 -44,884 -76,886 -88,005: 10,935 22,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 24.8 2.3 70.5 45.7 88.8 72.7: 11.2 27.3
Old : 100.0: 16.1 24.8 2.3 70.5 45.7 88.8 72.7: 11.2 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 : 189: 30 62 27 55 78 103 149:
Old : 189: 30 62 27 55 78 103 149:
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 : 33.0 17.8 45.8 27.2 25.9 13.5 38.1 21.0
Old : 33.0 17.8 45.8 27.2 25.9 13.5 38.1 21.0
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 29, 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 : 504,137: 201,437 39,903 52,129 210,253 376,513 463,819 468,545: 40,318 35,592
Old : 504,137: 201,437 39,903 52,129 210,253 376,513 463,819 468,545: 40,318 35,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -20,441: -29,102 -9,216 6,210 8,344 -13,175 -14,548 -16,181: -5,893 -4,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 7.9 10.3 41.7 74.7 92.0 92.9: 8.0 7.1
Old : 100.0: 40.0 7.9 10.3 41.7 74.7 92.0 92.9: 8.0 7.1
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 : 110: 37 13 30 50 49 96 85:
Old : 110: 37 13 30 50 49 96 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 : 36.3 40.7 49.1 52.2 32.1 40.5 42.1 50.4
Old : 36.3 40.7 49.1 52.2 32.1 40.5 42.1 50.4
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 22, 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 : 524,578: 230,539 49,119 45,919 201,909 389,688 478,367 484,726: 46,211 39,852
Old : 524,578: 230,539 49,119 45,919 201,909 389,688 478,367 484,726: 46,211 39,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 34,917: 4,542 2,973 -3,962 26,125 31,650 26,705 30,661: 8,212 4,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 9.4 8.8 38.5 74.3 91.2 92.4: 8.8 7.6
Old : 100.0: 43.9 9.4 8.8 38.5 74.3 91.2 92.4: 8.8 7.6
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 : 106: 37 12 27 47 45 90 79:
Old : 106: 37 12 27 47 45 90 79:
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 : 38.6 43.3 53.1 55.6 35.2 43.3 47.2 54.2
Old : 38.6 43.3 53.1 55.6 35.2 43.3 47.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 38,330: 9,745 6,152 0 20,292 26,351 30,037 32,503: 8,293 5,827
Old : 38,330: 9,745 6,152 0 20,292 26,351 30,037 32,503: 8,293 5,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -158: -263 999 0 -947 60 -1,210 1,059: 1,052 -1,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 16.1 0.0 52.9 68.7 78.4 84.8: 21.6 15.2
Old : 100.0: 25.4 16.1 0.0 52.9 68.7 78.4 84.8: 21.6 15.2
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 : 56: 17 13 0 15 11 32 24:
Old : 56: 17 13 0 15 11 32 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 : 36.7 63.2 51.2 73.0 36.7 63.2 51.2 73.0
Old : 36.7 63.2 51.2 73.0 36.7 63.2 51.2 73.0
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 22, 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 : 38,488: 10,008 5,153 0 21,239 26,291 31,247 31,444: 7,241 7,044
Old : 38,488: 10,008 5,153 0 21,239 26,291 31,247 31,444: 7,241 7,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -24,849: -4,594 1,505 -2,487 -15,546 -17,197 -22,627 -18,179: -2,222 -6,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.4 0.0 55.2 68.3 81.2 81.7: 18.8 18.3
Old : 100.0: 26.0 13.4 0.0 55.2 68.3 81.2 81.7: 18.8 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 20 9 0 17 10 37 19:
Old : 55: 20 9 0 17 10 37 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 : 37.7 63.2 52.3 72.7 37.7 63.2 52.3 72.5
Old : 37.7 63.2 52.3 72.7 37.7 63.2 52.3 72.5
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 29, 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 : 31,697: 11,498 9,439 442 9,452 14,754 21,392 24,635: 10,305 7,062
Old : 31,697: 11,498 9,439 442 9,452 14,754 21,392 24,635: 10,305 7,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 819: 1,202 1,978 -102 1,214 -2,201 2,314 -325: -1,495 1,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 29.8 1.4 29.8 46.5 67.5 77.7: 32.5 22.3
Old : 100.0: 36.3 29.8 1.4 29.8 46.5 67.5 77.7: 32.5 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 : 63: 27 16 2 10 12 37 30:
Old : 63: 27 16 2 10 12 37 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 : 29.1 41.3 39.3 54.4 29.1 41.3 39.3 54.3
Old : 29.1 41.3 39.3 54.4 29.1 41.3 39.3 54.3
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 22, 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 : 30,878: 10,296 7,461 544 8,238 16,955 19,078 24,960: 11,800 5,918
Old : 30,878: 10,296 7,461 544 8,238 16,955 19,078 24,960: 11,800 5,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -39,311: -1,327 -20,077 -3,274 -25,825 -10,295 -30,426 -33,646: -8,885 -5,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 24.2 1.8 26.7 54.9 61.8 80.8: 38.2 19.2
Old : 100.0: 33.3 24.2 1.8 26.7 54.9 61.8 80.8: 38.2 19.2
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 : 58: 23 13 2 10 15 34 29:
Old : 58: 23 13 2 10 15 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 : 24.6 41.7 36.2 53.7 24.6 41.7 36.2 53.6
Old : 24.6 41.7 36.2 53.7 24.6 41.7 36.2 53.6
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 29, 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 : 34,368: 4,243 6,863 1,046 28,921 24,692 34,210 32,601: 158 1,767
Old : 34,368: 4,243 6,863 1,046 28,921 24,692 34,210 32,601: 158 1,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -247: 61 289 0 -308 -881 -247 -592: 0 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.0 3.0 84.2 71.8 99.5 94.9: 0.5 5.1
Old : 100.0: 12.3 20.0 3.0 84.2 71.8 99.5 94.9: 0.5 5.1
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 : 62: 5 23 4 19 21 27 45:
Old : 62: 5 23 4 19 21 27 45:
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 : 41.5 44.9 71.9 62.6 41.5 44.4 71.8 62.1
Old : 41.5 44.9 71.9 62.6 41.5 44.4 71.8 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 34,615: 4,182 6,574 1,046 29,229 25,573 34,457 33,193: 158 1,422
Old : 34,615: 4,182 6,574 1,046 29,229 25,573 34,457 33,193: 158 1,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,886: 109 -302 -65 -1,992 -1,731 -1,948 -2,098: 62 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.0 3.0 84.4 73.9 99.5 95.9: 0.5 4.1
Old : 100.0: 12.1 19.0 3.0 84.4 73.9 99.5 95.9: 0.5 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 : 61: 5 23 4 18 20 26 44:
Old : 61: 5 23 4 18 20 26 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 : 45.4 45.6 73.3 63.8 45.4 45.1 73.2 63.3
Old : 45.4 45.6 73.3 63.8 45.4 45.1 73.2 63.3
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 29, 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 : 12,983: 0 2,204 0 12,838 10,666 12,838 12,870: 145 113
Old : 12,983: 0 2,204 0 12,838 10,666 12,838 12,870: 145 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,202: 0 -477 0 -287 0 -287 -477: -915 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.0 0.0 98.9 82.2 98.9 99.1: 1.1 0.9
Old : 100.0: 0.0 17.0 0.0 98.9 82.2 98.9 99.1: 1.1 0.9
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 : 24: 0 10 0 5 9 5 19:
Old : 24: 0 10 0 5 9 5 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 : 96.6 71.9 98.9 83.3 96.6 71.9 98.9 83.3
Old : 96.6 71.9 98.9 83.3 96.6 71.9 98.9 83.3
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 22, 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 : 14,185: 0 2,681 0 13,125 10,666 13,125 13,347: 1,060 838
Old : 14,185: 0 2,681 0 13,125 10,666 13,125 13,347: 1,060 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 147: 0 -329 0 -912 -250 -912 -579: 1,059 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.9 0.0 92.5 75.2 92.5 94.1: 7.5 5.9
Old : 100.0: 0.0 18.9 0.0 92.5 75.2 92.5 94.1: 7.5 5.9
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 : 24: 0 10 0 5 9 5 19:
Old : 24: 0 10 0 5 9 5 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 : 90.4 65.9 92.5 77.8 90.4 65.9 92.5 77.8
Old : 90.4 65.9 92.5 77.8 90.4 65.9 92.5 77.8
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 29, 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 : 25,121: 2,671 2,621 1,192 15,767 15,416 19,630 19,229: 5,491 5,892
Old : 25,121: 2,671 2,621 1,192 15,767 15,416 19,630 19,229: 5,491 5,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 257: 315 31 -99 -5 239 211 171: 46 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.4 4.7 62.8 61.4 78.1 76.5: 21.9 23.5
Old : 100.0: 10.6 10.4 4.7 62.8 61.4 78.1 76.5: 21.9 23.5
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 : 46: 13 6 14 19 18 36 34:
Old : 46: 13 6 14 19 18 36 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 : 50.0 36.4 64.1 55.5 49.2 35.5 60.6 53.1
Old : 50.0 36.4 64.1 55.5 49.2 35.5 60.6 53.1
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 22, 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 : 24,864: 2,356 2,590 1,291 15,772 15,177 19,419 19,058: 5,445 5,806
Old : 24,864: 2,356 2,590 1,291 15,772 15,177 19,419 19,058: 5,445 5,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,721: -20 138 224 1,163 943 1,367 1,305: 354 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.4 5.2 63.4 61.0 78.1 76.6: 21.9 23.4
Old : 100.0: 9.5 10.4 5.2 63.4 61.0 78.1 76.6: 21.9 23.4
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 : 45: 11 6 13 19 19 35 34:
Old : 45: 11 6 13 19 19 35 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 : 50.4 36.2 64.0 55.4 49.6 35.3 60.1 52.9
Old : 50.4 36.2 64.0 55.4 49.6 35.3 60.1 52.9
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 29, 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 : 89,828: 17,885 7,024 12,357 44,021 40,149 74,263 59,530: 15,565 30,298
Old : 86,236: 18,090 7,141 11,704 41,922 38,686 71,716 57,531: 14,520 28,705
Other: 3,592: 370 458 78 2,099 1,463 2,547 1,999: 1,045 1,593
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,216: -409 30 -662 -209 -784 -1,280 -1,416: 64 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 7.8 13.8 49.0 44.7 82.7 66.3: 17.3 33.7
Old : 100.0: 21.0 8.3 13.6 48.6 44.9 83.2 66.7: 16.8 33.3
Other: 100.0: 10.3 12.8 2.2 58.4 40.7 70.9 55.7: 29.1 44.3
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 54 26 49 22 33 100 98:
Old : 139: 51 29 49 22 33 100 98:
Other: 31: 11 5 1 3 13 14 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 : 29.1 20.7 41.1 32.0 29.1 20.1 40.4 28.7
Old : 30.3 20.6 41.7 32.4 30.3 20.2 41.6 30.3
Other: 62.8 33.9 69.0 46.6 60.8 33.9 64.8 46.6
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 91,044: 18,294 6,994 13,019 44,230 40,933 75,543 60,946: 15,501 30,098
Old : 87,657: 18,507 7,086 12,516 42,246 39,634 73,269 59,236: 14,388 28,421
Other: 3,387: 290 411 0 1,984 1,299 2,274 1,710: 1,113 1,677
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,253: -417 -1,288 1,575 1,319 1,002 2,477 1,289: -1,224 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 7.7 14.3 48.6 45.0 83.0 66.9: 17.0 33.1
Old : 100.0: 21.1 8.1 14.3 48.2 45.2 83.6 67.6: 16.4 32.4
Other: 100.0: 8.6 12.1 0.0 58.6 38.4 67.1 50.5: 32.9 49.5
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 54 23 48 23 35 103 95:
Old : 138: 53 24 46 22 35 101 94:
Other: 30: 8 7 0 4 13 12 20:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 20.6 41.0 31.7 29.7 20.0 40.9 28.9
Old : 30.8 20.7 42.1 32.2 30.8 20.1 41.7 30.7
Other: 61.5 32.4 65.4 45.4 59.3 32.4 63.1 44.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 2,513: 95 605 74 1,718 611 1,887 1,290: 626 1,223
Old : 2,511: 95 605 73 1,717 610 1,885 1,288: 626 1,223
Other: 2: 0 0 1 1 1 2 2: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -204: -31 -256 -48 -26 128 -105 -176: -99 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 24.1 2.9 68.4 24.3 75.1 51.3: 24.9 48.7
Old : 100.0: 3.8 24.1 2.9 68.4 24.3 75.1 51.3: 24.9 48.7
Other: 100.0: 0.0 0.0 50.0 50.0 50.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 9 2 10 3 14 12:
Old : 22: 2 9 2 10 3 14 12:
Other: 2: 0 0 1 1 1 2 2:
:----------------------------------------------------------------------------------------------------
: 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 31.6 67.3 45.2 51.1 30.5 61.2 39.4
Old : 56.6 31.6 67.3 45.2 51.2 30.5 61.3 39.4
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 2,717: 126 861 122 1,744 483 1,992 1,466: 725 1,251
Old : 2,715: 126 861 121 1,744 483 1,991 1,465: 724 1,250
Other: 2: 0 0 1 0 0 1 1: 1 1
: : :
: : Changes in Commitments from: March 15, 2005 :
: -284: -213 -505 -33 -13 65 -259 -473: -25 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 31.7 4.5 64.2 17.8 73.3 54.0: 26.7 46.0
Old : 100.0: 4.6 31.7 4.5 64.2 17.8 73.3 54.0: 26.7 46.0
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 14 2 8 2 13 16:
Old : 26: 3 14 2 8 2 13 16:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 54.4 27.1 65.1 40.3 51.0 27.1 61.2 39.1
Old : 54.4 27.1 65.1 40.3 51.0 27.1 61.2 39.1
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 153,910: 46,067 17,604 13,842 73,291 80,960 133,200 112,406: 20,710 41,504
Old : 153,910: 46,067 17,604 13,842 73,291 80,960 133,200 112,406: 20,710 41,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,371: -639 1,824 683 255 -525 299 1,982: 1,072 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 11.4 9.0 47.6 52.6 86.5 73.0: 13.5 27.0
Old : 100.0: 29.9 11.4 9.0 47.6 52.6 86.5 73.0: 13.5 27.0
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 : 233: 62 32 41 71 115 159 172:
Old : 233: 62 32 41 71 115 159 172:
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 : 20.8 13.5 34.8 23.0 20.6 13.0 33.0 21.8
Old : 20.8 13.5 34.8 23.0 20.6 13.0 33.0 21.8
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 22, 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 : 152,539: 46,706 15,780 13,159 73,036 81,485 132,901 110,424: 19,638 42,115
Old : 152,539: 46,706 15,780 13,159 73,036 81,485 132,901 110,424: 19,638 42,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 3,043: -6,506 -1,744 2,813 5,703 2,596 2,010 3,665: 1,033 -622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.3 8.6 47.9 53.4 87.1 72.4: 12.9 27.6
Old : 100.0: 30.6 10.3 8.6 47.9 53.4 87.1 72.4: 12.9 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 : 232: 54 36 40 69 117 152 175:
Old : 232: 54 36 40 69 117 152 175:
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 : 21.9 13.2 36.3 21.9 21.5 12.8 34.1 21.4
Old : 21.9 13.2 36.3 21.9 21.5 12.8 34.1 21.4
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 29, 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 : 5,023: 1,983 512 84 1,059 3,346 3,126 3,942: 1,897 1,081
Old : 5,023: 1,983 512 84 1,059 3,346 3,126 3,942: 1,897 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1: 92 -7 -11 9 111 90 93: -89 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 10.2 1.7 21.1 66.6 62.2 78.5: 37.8 21.5
Old : 100.0: 39.5 10.2 1.7 21.1 66.6 62.2 78.5: 37.8 21.5
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 : 52: 21 7 5 16 16 40 25:
Old : 52: 21 7 5 16 16 40 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 : 19.7 51.1 31.4 62.1 19.3 50.9 30.0 61.8
Old : 19.7 51.1 31.4 62.1 19.3 50.9 30.0 61.8
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 22, 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 : 5,022: 1,891 519 95 1,050 3,235 3,036 3,849: 1,986 1,173
Old : 5,022: 1,891 519 95 1,050 3,235 3,036 3,849: 1,986 1,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 198: -94 81 -12 296 191 190 260: 8 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 10.3 1.9 20.9 64.4 60.5 76.6: 39.5 23.4
Old : 100.0: 37.7 10.3 1.9 20.9 64.4 60.5 76.6: 39.5 23.4
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: 19 9 6 14 16 38 26:
Old : 51: 19 9 6 14 16 38 26:
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 : 19.9 49.7 31.0 60.5 19.4 49.7 29.4 60.5
Old : 19.9 49.7 31.0 60.5 19.4 49.7 29.4 60.5
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 29, 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 : 26,454: 9,733 2,354 5,749 6,780 6,442 22,262 14,545: 4,192 11,909
Old : 26,454: 9,733 2,354 5,749 6,780 6,442 22,262 14,545: 4,192 11,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -435: -934 -431 479 -144 2 -599 50: 164 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 8.9 21.7 25.6 24.4 84.2 55.0: 15.8 45.0
Old : 100.0: 36.8 8.9 21.7 25.6 24.4 84.2 55.0: 15.8 45.0
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 : 127: 47 15 16 25 43 79 70:
Old : 127: 47 15 16 25 43 79 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 19.5 38.2 25.2 15.6 7.4 24.7 12.5
Old : 26.0 19.5 38.2 25.2 15.6 7.4 24.7 12.5
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 22, 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 : 26,889: 10,667 2,785 5,270 6,924 6,440 22,861 14,495: 4,028 12,394
Old : 26,889: 10,667 2,785 5,270 6,924 6,440 22,861 14,495: 4,028 12,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 771: 317 36 605 -116 381 806 1,022: -35 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 10.4 19.6 25.8 24.0 85.0 53.9: 15.0 46.1
Old : 100.0: 39.7 10.4 19.6 25.8 24.0 85.0 53.9: 15.0 46.1
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: 47 18 18 25 45 80 74:
Old : 125: 47 18 18 25 45 80 74:
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 : 27.6 19.1 40.1 24.7 16.5 8.3 26.9 13.2
Old : 27.6 19.1 40.1 24.7 16.5 8.3 26.9 13.2
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 29, 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 : 81,193: 35,455 8,765 630 14,226 56,091 50,311 65,486: 30,882 15,707
Old : 81,193: 35,455 8,765 630 14,226 56,091 50,311 65,486: 30,882 15,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -8,651: -7,688 -2,831 5 -459 -6,666 -8,142 -9,492: -509 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 10.8 0.8 17.5 69.1 62.0 80.7: 38.0 19.3
Old : 100.0: 43.7 10.8 0.8 17.5 69.1 62.0 80.7: 38.0 19.3
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 : 64: 24 9 2 15 21 40 31:
Old : 64: 24 9 2 15 21 40 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 : 22.0 32.7 35.3 51.5 22.0 32.7 35.3 51.4
Old : 22.0 32.7 35.3 51.5 22.0 32.7 35.3 51.4
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 22, 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 : 89,844: 43,143 11,596 625 14,685 62,757 58,453 74,978: 31,391 14,866
Old : 89,844: 43,143 11,596 625 14,685 62,757 58,453 74,978: 31,391 14,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -35,347: 6,884 1,487 -279 -37,506 -14,667 -30,901 -13,459: -4,446 -21,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 12.9 0.7 16.3 69.9 65.1 83.5: 34.9 16.5
Old : 100.0: 48.0 12.9 0.7 16.3 69.9 65.1 83.5: 34.9 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 : 70: 25 12 3 16 22 42 36:
Old : 70: 25 12 3 16 22 42 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 : 24.4 36.6 38.3 54.1 24.4 36.6 38.3 54.0
Old : 24.4 36.6 38.3 54.1 24.4 36.6 38.3 54.0
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 29, 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 : 42,256: 2,168 16,210 1 30,785 11,683 32,954 27,894: 9,302 14,362
Old : 42,256: 2,168 16,210 1 30,785 11,683 32,954 27,894: 9,302 14,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 3,978: -3,074 -388 0 10,819 -113 7,745 -501: -3,767 4,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 38.4 0.0 72.9 27.6 78.0 66.0: 22.0 34.0
Old : 100.0: 5.1 38.4 0.0 72.9 27.6 78.0 66.0: 22.0 34.0
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 : 28: 4 8 1 13 4 18 12:
Old : 28: 4 8 1 13 4 18 12:
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 : 50.3 46.8 64.1 59.7 50.3 46.8 61.8 59.1
Old : 50.3 46.8 64.1 59.7 50.3 46.8 61.8 59.1
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 22, 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 : 38,278: 5,242 16,598 1 19,966 11,796 25,209 28,395: 13,069 9,883
Old : 38,278: 5,242 16,598 1 19,966 11,796 25,209 28,395: 13,069 9,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -3,526: -5,413 6,103 0 5,136 -10,728 -277 -4,625: -3,249 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 43.4 0.0 52.2 30.8 65.9 74.2: 34.1 25.8
Old : 100.0: 13.7 43.4 0.0 52.2 30.8 65.9 74.2: 34.1 25.8
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 : 26: 6 7 1 11 4 18 11:
Old : 26: 6 7 1 11 4 18 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 : 36.2 59.3 51.4 70.5 36.1 59.3 49.9 68.2
Old : 36.2 59.3 51.4 70.5 36.1 59.3 49.9 68.2
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 29, 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 : 60,526: 32,692 8,860 300 20,465 47,469 53,457 56,629: 7,069 3,897
Old : 60,526: 32,692 8,860 300 20,465 47,469 53,457 56,629: 7,069 3,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -5,258: -4,970 4,209 40 3,672 -8,984 -1,258 -4,735: -4,000 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 14.6 0.5 33.8 78.4 88.3 93.6: 11.7 6.4
Old : 100.0: 54.0 14.6 0.5 33.8 78.4 88.3 93.6: 11.7 6.4
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 : 85: 40 15 2 14 17 56 33:
Old : 85: 40 15 2 14 17 56 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 : 28.0 54.8 45.7 77.0 28.0 54.8 45.7 77.0
Old : 28.0 54.8 45.7 77.0 28.0 54.8 45.7 77.0
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 22, 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 : 65,784: 37,662 4,651 260 16,793 56,453 54,715 61,364: 11,069 4,420
Old : 65,784: 37,662 4,651 260 16,793 56,453 54,715 61,364: 11,069 4,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,179: -11,948 -364 9 2,758 -7,093 -9,181 -7,448: 3,002 1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 7.1 0.4 25.5 85.8 83.2 93.3: 16.8 6.7
Old : 100.0: 57.3 7.1 0.4 25.5 85.8 83.2 93.3: 16.8 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 : 85: 42 15 2 14 17 57 33:
Old : 85: 42 15 2 14 17 57 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 : 24.9 59.4 41.8 80.0 24.9 59.4 41.8 79.8
Old : 24.9 59.4 41.8 80.0 24.9 59.4 41.8 79.8
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 29, 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 : 66,380: 18,587 6,713 1 27,558 47,831 46,146 54,545: 20,234 11,835
Old : 66,380: 18,587 6,713 1 27,558 47,831 46,146 54,545: 20,234 11,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -5,389: -12,745 2,036 -86 11,321 -9,127 -1,510 -7,177: -3,879 1,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 10.1 0.0 41.5 72.1 69.5 82.2: 30.5 17.8
Old : 100.0: 28.0 10.1 0.0 41.5 72.1 69.5 82.2: 30.5 17.8
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 : 50: 19 9 1 15 12 35 21:
Old : 50: 19 9 1 15 12 35 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 : 24.7 59.9 39.1 70.2 23.8 57.4 38.2 67.5
Old : 24.7 59.9 39.1 70.2 23.8 57.4 38.2 67.5
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 22, 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 : 71,769: 31,332 4,677 87 16,237 56,958 47,656 61,722: 24,113 10,047
Old : 71,769: 31,332 4,677 87 16,237 56,958 47,656 61,722: 24,113 10,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,670: -10,674 495 55 6,370 -9,003 -4,249 -8,453: -3,421 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 6.5 0.1 22.6 79.4 66.4 86.0: 33.6 14.0
Old : 100.0: 43.7 6.5 0.1 22.6 79.4 66.4 86.0: 33.6 14.0
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 : 53: 24 8 3 12 15 37 25:
Old : 53: 24 8 3 12 15 37 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 : 22.0 65.0 35.3 75.3 21.1 63.3 34.4 73.4
Old : 22.0 65.0 35.3 75.3 21.1 63.3 34.4 73.4
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 29, 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 : 114,268: 11,033 41,222 680 76,938 47,486 88,651 89,388: 25,617 24,880
Old : 114,268: 11,033 41,222 680 76,938 47,486 88,651 89,388: 25,617 24,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 5,403: -4,642 13,644 607 11,032 -12,121 6,997 2,130: -1,594 3,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 36.1 0.6 67.3 41.6 77.6 78.2: 22.4 21.8
Old : 100.0: 9.7 36.1 0.6 67.3 41.6 77.6 78.2: 22.4 21.8
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 : 77: 16 25 3 25 18 43 44:
Old : 77: 16 25 3 25 18 43 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 : 48.5 28.6 57.8 42.5 45.3 28.6 54.3 41.6
Old : 48.5 28.6 57.8 42.5 45.3 28.6 54.3 41.6
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 22, 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 : 108,865: 15,675 27,578 73 65,906 59,607 81,654 87,258: 27,211 21,607
Old : 108,865: 15,675 27,578 73 65,906 59,607 81,654 87,258: 27,211 21,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,431: 1,731 8,288 0 1,651 -10,534 3,382 -2,246: -1,951 3,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 25.3 0.1 60.5 54.8 75.0 80.2: 25.0 19.8
Old : 100.0: 14.4 25.3 0.1 60.5 54.8 75.0 80.2: 25.0 19.8
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 : 61: 16 16 2 17 18 34 35:
Old : 61: 16 16 2 17 18 34 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 : 48.8 36.1 59.2 50.6 47.5 35.9 56.9 50.2
Old : 48.8 36.1 59.2 50.6 47.5 35.9 56.9 50.2
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 29, 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 : 116,888: 30,250 12,497 218 39,394 63,903 69,862 76,618: 47,026 40,270
Old : 116,888: 30,250 12,497 218 39,394 63,903 69,862 76,618: 47,026 40,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,817: -6,717 2,729 35 12,319 518 5,637 3,282: -3,820 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 10.7 0.2 33.7 54.7 59.8 65.5: 40.2 34.5
Old : 100.0: 25.9 10.7 0.2 33.7 54.7 59.8 65.5: 40.2 34.5
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 : 89: 32 19 6 28 22 61 46:
Old : 89: 32 19 6 28 22 61 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 : 19.7 34.7 27.1 48.9 19.7 32.3 27.1 45.8
Old : 19.7 34.7 27.1 48.9 19.7 32.3 27.1 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 22, 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 : 115,071: 36,967 9,768 183 27,075 63,385 64,225 73,336: 50,846 41,735
Old : 115,071: 36,967 9,768 183 27,075 63,385 64,225 73,336: 50,846 41,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,300: -5,680 -2,967 -44 116 -5,222 -5,608 -8,233: -1,692 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 8.5 0.2 23.5 55.1 55.8 63.7: 44.2 36.3
Old : 100.0: 32.1 8.5 0.2 23.5 55.1 55.8 63.7: 44.2 36.3
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 : 76: 29 12 3 24 23 53 38:
Old : 76: 29 12 3 24 23 53 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 : 17.1 35.1 26.6 49.3 17.1 33.2 26.6 46.3
Old : 17.1 35.1 26.6 49.3 17.1 33.2 26.6 46.3
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 29, 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 : 10,026: 6,097 705 0 2,303 8,695 8,400 9,400: 1,626 626
Old : 10,026: 6,097 705 0 2,303 8,695 8,400 9,400: 1,626 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 7.0 0.0 23.0 86.7 83.8 93.8: 16.2 6.2
Old : 100.0: 60.8 7.0 0.0 23.0 86.7 83.8 93.8: 16.2 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 : 20: 5 2 0 7 8 12 10:
Old : 20: 5 2 0 7 8 12 10:
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 : 71.0 76.6 80.1 90.9 71.0 76.5 80.1 90.8
Old : 71.0 76.6 80.1 90.9 71.0 76.5 80.1 90.8
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 29, 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 : 79,158: 29,932 1,522 0 44,276 69,963 74,208 71,485: 4,950 7,673
Old : 79,158: 29,932 1,522 0 44,276 69,963 74,208 71,485: 4,950 7,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,412: -467 -1,739 0 5,600 5,703 5,133 3,964: -721 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 1.9 0.0 55.9 88.4 93.7 90.3: 6.3 9.7
Old : 100.0: 37.8 1.9 0.0 55.9 88.4 93.7 90.3: 6.3 9.7
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 : 29: 3 1 0 17 18 20 19:
Old : 29: 3 1 0 17 18 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 : 63.4 49.4 84.8 70.6 61.6 44.7 77.6 65.4
Old : 63.4 49.4 84.8 70.6 61.6 44.7 77.6 65.4
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 22, 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 : 74,746: 30,399 3,261 0 38,676 64,260 69,075 67,521: 5,671 7,225
Old : 74,746: 30,399 3,261 0 38,676 64,260 69,075 67,521: 5,671 7,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 11,500: 10,121 100 0 477 9,623 10,598 9,723: 902 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 4.4 0.0 51.7 86.0 92.4 90.3: 7.6 9.7
Old : 100.0: 40.7 4.4 0.0 51.7 86.0 92.4 90.3: 7.6 9.7
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 : 30: 4 2 0 15 17 19 19:
Old : 30: 4 2 0 15 17 19 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 : 63.8 47.4 79.9 69.0 60.1 43.7 73.3 64.3
Old : 63.8 47.4 79.9 69.0 60.1 43.7 73.3 64.3
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 29, 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 : 8,023,087: 812,993 1,327,291 867,841 5,504,548 4,325,777 7,185,382 6,520,909: 837,705 1,502,178
Old : 8,023,087: 812,993 1,327,291 867,841 5,504,548 4,325,777 7,185,382 6,520,909: 837,705 1,502,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -50,639: 35,996 -188,059 101,615 -41,011 132,211 96,600 45,767: -147,239 -96,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 16.5 10.8 68.6 53.9 89.6 81.3: 10.4 18.7
Old : 100.0: 10.1 16.5 10.8 68.6 53.9 89.6 81.3: 10.4 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 : 252: 47 70 73 112 126 202 229:
Old : 252: 47 70 73 112 126 202 229:
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 : 29.7 15.2 46.6 24.4 28.8 15.0 40.5 22.5
Old : 29.7 15.2 46.6 24.4 28.8 15.0 40.5 22.5
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 22, 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 : 8,073,726: 776,997 1,515,350 766,226 5,545,559 4,193,566 7,088,782 6,475,142: 984,944 1,598,584
Old : 8,073,726: 776,997 1,515,350 766,226 5,545,559 4,193,566 7,088,782 6,475,142: 984,944 1,598,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 391,139: 54,662 71,300 89,555 208,529 183,210 352,746 344,065: 38,393 47,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 18.8 9.5 68.7 51.9 87.8 80.2: 12.2 19.8
Old : 100.0: 9.6 18.8 9.5 68.7 51.9 87.8 80.2: 12.2 19.8
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 : 255: 47 74 76 109 123 204 230:
Old : 255: 47 74 76 109 123 204 230:
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 : 29.1 14.7 46.5 23.5 28.2 14.2 40.2 22.0
Old : 29.1 14.7 46.5 23.5 28.2 14.2 40.2 22.0
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 29, 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 : 672,431: 54,797 78,872 7,203 474,727 484,816 536,727 570,891: 135,704 101,540
Old : 672,431: 54,797 78,872 7,203 474,727 484,816 536,727 570,891: 135,704 101,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 8: -957 -5,569 1,339 -903 4,093 -521 -137: 529 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 11.7 1.1 70.6 72.1 79.8 84.9: 20.2 15.1
Old : 100.0: 8.1 11.7 1.1 70.6 72.1 79.8 84.9: 20.2 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 : 182: 30 35 12 89 62 129 99:
Old : 182: 30 35 12 89 62 129 99:
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 : 21.0 32.6 29.7 46.9 20.7 32.4 28.5 46.8
Old : 21.0 32.6 29.7 46.9 20.7 32.4 28.5 46.8
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 22, 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 : 672,423: 55,754 84,441 5,864 475,630 480,723 537,248 571,028: 135,175 101,395
Old : 672,423: 55,754 84,441 5,864 475,630 480,723 537,248 571,028: 135,175 101,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -122,834: -11,125 -19,398 -6,891 -65,468 -86,036 -83,484 -112,325: -39,350 -10,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 12.6 0.9 70.7 71.5 79.9 84.9: 20.1 15.1
Old : 100.0: 8.3 12.6 0.9 70.7 71.5 79.9 84.9: 20.1 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 : 183: 30 37 13 88 61 129 100:
Old : 183: 30 37 13 88 61 129 100:
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 : 20.9 32.3 30.0 46.7 20.7 32.1 28.7 46.5
Old : 20.9 32.3 30.0 46.7 20.7 32.1 28.7 46.5
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 29, 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 : 864,119: 145,794 165,678 16,573 378,934 571,317 541,301 753,568: 322,818 110,551
Old : 864,119: 145,794 165,678 16,573 378,934 571,317 541,301 753,568: 322,818 110,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 20,478: -5,657 187 5,141 23,472 2,805 22,956 8,133: -2,478 12,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 19.2 1.9 43.9 66.1 62.6 87.2: 37.4 12.8
Old : 100.0: 16.9 19.2 1.9 43.9 66.1 62.6 87.2: 37.4 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 : 165: 36 50 14 44 51 86 109:
Old : 165: 36 50 14 44 51 86 109:
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 : 20.4 36.0 30.6 47.0 17.0 30.7 25.5 40.1
Old : 20.4 36.0 30.6 47.0 17.0 30.7 25.5 40.1
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 22, 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 : 843,641: 151,451 165,491 11,432 355,462 568,512 518,345 745,435: 325,296 98,206
Old : 843,641: 151,451 165,491 11,432 355,462 568,512 518,345 745,435: 325,296 98,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -382,767: -124,632 -62,057 -46,489 -230,317 -178,317 -401,438 -286,863: 18,671 -95,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.6 1.4 42.1 67.4 61.4 88.4: 38.6 11.6
Old : 100.0: 18.0 19.6 1.4 42.1 67.4 61.4 88.4: 38.6 11.6
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 : 160: 41 46 9 43 48 90 97:
Old : 160: 41 46 9 43 48 90 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 : 19.8 37.2 29.2 49.0 17.4 31.6 25.0 42.6
Old : 19.8 37.2 29.2 49.0 17.4 31.6 25.0 42.6
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 29, 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 : 11,750: 725 2,015 0 6,619 8,687 7,344 10,702: 4,406 1,048
Old : 11,750: 725 2,015 0 6,619 8,687 7,344 10,702: 4,406 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 45: -739 -98 0 550 151 -189 53: 234 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 17.1 0.0 56.3 73.9 62.5 91.1: 37.5 8.9
Old : 100.0: 6.2 17.1 0.0 56.3 73.9 62.5 91.1: 37.5 8.9
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: 1 5 0 14 12 15 17:
Old : 31: 1 5 0 14 12 15 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 : 29.7 40.5 46.4 65.0 28.2 40.5 45.0 65.0
Old : 29.7 40.5 46.4 65.0 28.2 40.5 45.0 65.0
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 22, 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 : 11,705: 1,464 2,113 0 6,069 8,536 7,533 10,649: 4,172 1,056
Old : 11,705: 1,464 2,113 0 6,069 8,536 7,533 10,649: 4,172 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -8,082: -1,246 1,505 -1,287 -2,809 -6,135 -5,342 -5,917: -2,740 -2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.1 0.0 51.8 72.9 64.4 91.0: 35.6 9.0
Old : 100.0: 12.5 18.1 0.0 51.8 72.9 64.4 91.0: 35.6 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 : 30: 3 4 0 13 11 16 15:
Old : 30: 3 4 0 13 11 16 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 : 29.0 39.3 45.9 68.3 27.6 39.3 44.5 68.3
Old : 29.0 39.3 45.9 68.3 27.6 39.3 44.5 68.3
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 29, 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 : 25,341: 9,559 1,551 25 10,207 17,547 19,791 19,123: 5,550 6,218
Old : 25,341: 9,559 1,551 25 10,207 17,547 19,791 19,123: 5,550 6,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,778: 1,870 -63 23 591 2,382 2,484 2,342: 294 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 6.1 0.1 40.3 69.2 78.1 75.5: 21.9 24.5
Old : 100.0: 37.7 6.1 0.1 40.3 69.2 78.1 75.5: 21.9 24.5
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 : 37: 9 4 1 12 18 21 23:
Old : 37: 9 4 1 12 18 21 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 : 40.6 39.3 60.8 54.7 40.4 36.8 60.5 52.2
Old : 40.6 39.3 60.8 54.7 40.4 36.8 60.5 52.2
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 22, 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 : 22,563: 7,689 1,614 2 9,616 15,165 17,307 16,781: 5,256 5,782
Old : 22,563: 7,689 1,614 2 9,616 15,165 17,307 16,781: 5,256 5,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -25,311: 3,803 -4,394 -5,244 -19,285 -6,659 -20,726 -16,297: -4,585 -9,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 7.2 0.0 42.6 67.2 76.7 74.4: 23.3 25.6
Old : 100.0: 34.1 7.2 0.0 42.6 67.2 76.7 74.4: 23.3 25.6
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 : 33: 6 4 1 12 17 18 22:
Old : 33: 6 4 1 12 17 18 22:
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 : 46.9 38.4 63.9 55.6 46.9 35.6 61.9 52.8
Old : 46.9 38.4 63.9 55.6 46.9 35.6 61.9 52.8
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 29, 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 : 55,775: 3,986 17,416 5 36,052 27,784 40,043 45,205: 15,732 10,570
Old : 55,775: 3,986 17,416 5 36,052 27,784 40,043 45,205: 15,732 10,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,087: -1,155 -318 5 1,809 681 659 368: 1,428 1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 31.2 0.0 64.6 49.8 71.8 81.0: 28.2 19.0
Old : 100.0: 7.1 31.2 0.0 64.6 49.8 71.8 81.0: 28.2 19.0
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 : 85: 10 22 1 35 28 46 50:
Old : 85: 10 22 1 35 28 46 50:
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 : 32.5 29.0 45.6 44.3 31.3 25.1 40.9 40.0
Old : 32.5 29.0 45.6 44.3 31.3 25.1 40.9 40.0
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 22, 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 : 53,688: 5,141 17,734 0 34,243 27,103 39,384 44,837: 14,304 8,851
Old : 53,688: 5,141 17,734 0 34,243 27,103 39,384 44,837: 14,304 8,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -50,067: 916 392 -3,847 -20,232 -43,289 -23,163 -46,744: -26,904 -3,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 33.0 0.0 63.8 50.5 73.4 83.5: 26.6 16.5
Old : 100.0: 9.6 33.0 0.0 63.8 50.5 73.4 83.5: 26.6 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 : 86: 13 22 0 34 28 47 50:
Old : 86: 13 22 0 34 28 47 50:
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 : 31.8 28.7 44.2 43.3 29.0 24.3 38.6 37.5
Old : 31.8 28.7 44.2 43.3 29.0 24.3 38.6 37.5
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 29, 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 : 280,671: 74,661 116,377 3,612 170,944 114,699 249,217 234,688: 31,454 45,983
Old : 280,671: 74,661 116,377 3,612 170,944 114,699 249,217 234,688: 31,454 45,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 12,098: -2,916 -3,674 738 18,775 14,730 16,597 11,794: -4,499 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 41.5 1.3 60.9 40.9 88.8 83.6: 11.2 16.4
Old : 100.0: 26.6 41.5 1.3 60.9 40.9 88.8 83.6: 11.2 16.4
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 : 167: 36 68 9 37 36 79 107:
Old : 167: 36 68 9 37 36 79 107:
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 24.8 59.1 39.2 44.1 20.9 55.6 31.4
Old : 45.6 24.8 59.1 39.2 44.1 20.9 55.6 31.4
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 22, 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 : 268,573: 77,577 120,051 2,874 152,169 99,969 232,620 222,894: 35,953 45,679
Old : 268,573: 77,577 120,051 2,874 152,169 99,969 232,620 222,894: 35,953 45,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -220,672: -10,504 12,539 -7,383 -201,141 -105,344 -219,028 -100,188: -1,644 -120,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 44.7 1.1 56.7 37.2 86.6 83.0: 13.4 17.0
Old : 100.0: 28.9 44.7 1.1 56.7 37.2 86.6 83.0: 13.4 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 : 170: 45 68 7 31 36 82 105:
Old : 170: 45 68 7 31 36 82 105:
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 : 46.5 25.4 58.9 39.3 45.9 24.2 56.1 35.4
Old : 46.5 25.4 58.9 39.3 45.9 24.2 56.1 35.4
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 29, 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 : 81,324: 30,819 4,195 0 28,694 69,175 59,513 73,370: 21,811 7,954
Old : 81,324: 30,819 4,195 0 28,694 69,175 59,513 73,370: 21,811 7,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -24,522: -28,154 213 -17 9,714 -25,191 -18,457 -24,995: -6,065 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 5.2 0.0 35.3 85.1 73.2 90.2: 26.8 9.8
Old : 100.0: 37.9 5.2 0.0 35.3 85.1 73.2 90.2: 26.8 9.8
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 : 44: 14 4 0 19 14 33 18:
Old : 44: 14 4 0 19 14 33 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 : 34.7 66.7 50.4 81.1 34.7 66.3 50.3 80.4
Old : 34.7 66.7 50.4 81.1 34.7 66.3 50.3 80.4
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 22, 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 : 105,846: 58,973 3,982 17 18,980 94,366 77,970 98,365: 27,876 7,481
Old : 105,846: 58,973 3,982 17 18,980 94,366 77,970 98,365: 27,876 7,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,998: 1,563 713 17 1,512 1,308 3,092 2,038: -94 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 3.8 0.0 17.9 89.2 73.7 92.9: 26.3 7.1
Old : 100.0: 55.7 3.8 0.0 17.9 89.2 73.7 92.9: 26.3 7.1
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 : 52: 25 4 1 12 16 37 21:
Old : 52: 25 4 1 12 16 37 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 : 35.0 61.5 50.8 80.3 35.0 61.5 50.8 79.7
Old : 35.0 61.5 50.8 80.3 35.0 61.5 50.8 79.7
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 29, 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 : 30,258: 1,190 10,246 0 24,336 14,088 25,526 24,334: 4,732 5,924
Old : 30,258: 1,190 10,246 0 24,336 14,088 25,526 24,334: 4,732 5,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,434: 0 25 0 1,588 1,949 1,588 1,974: -154 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 33.9 0.0 80.4 46.6 84.4 80.4: 15.6 19.6
Old : 100.0: 3.9 33.9 0.0 80.4 46.6 84.4 80.4: 15.6 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 12 0 26 23 29 35:
Old : 57: 3 12 0 26 23 29 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 : 53.6 34.2 64.3 46.4 52.6 33.9 63.3 45.9
Old : 53.6 34.2 64.3 46.4 52.6 33.9 63.3 45.9
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 22, 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 : 28,824: 1,190 10,221 0 22,748 12,139 23,938 22,360: 4,886 6,464
Old : 28,824: 1,190 10,221 0 22,748 12,139 23,938 22,360: 4,886 6,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -20,299: -504 -8,567 -1,607 -12,808 -11,387 -14,919 -21,561: -5,380 1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 35.5 0.0 78.9 42.1 83.0 77.6: 17.0 22.4
Old : 100.0: 4.1 35.5 0.0 78.9 42.1 83.0 77.6: 17.0 22.4
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: 3 11 0 26 23 29 34:
Old : 56: 3 11 0 26 23 29 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 : 50.1 35.1 61.8 45.2 49.1 35.1 60.7 45.2
Old : 50.1 35.1 61.8 45.2 49.1 35.1 60.7 45.2
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 29, 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 : 162,134: 33,253 31,373 1,129 110,537 116,900 144,919 149,402: 17,215 12,732
Old : 162,134: 33,253 31,373 1,129 110,537 116,900 144,919 149,402: 17,215 12,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 7,482: -4,211 255 66 12,668 6,915 8,523 7,236: -1,041 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.4 0.7 68.2 72.1 89.4 92.1: 10.6 7.9
Old : 100.0: 20.5 19.4 0.7 68.2 72.1 89.4 92.1: 10.6 7.9
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 : 112: 21 37 5 28 40 51 80:
Old : 112: 21 37 5 28 40 51 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 : 40.9 38.0 59.8 51.2 38.5 36.7 57.3 49.5
Old : 40.9 38.0 59.8 51.2 38.5 36.7 57.3 49.5
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 22, 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 : 154,652: 37,464 31,118 1,063 97,869 109,985 136,396 142,166: 18,256 12,486
Old : 154,652: 37,464 31,118 1,063 97,869 109,985 136,396 142,166: 18,256 12,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -94,921: -36,796 -7,136 -13,095 -53,985 -50,890 -103,876 -71,121: 8,955 -23,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 20.1 0.7 63.3 71.1 88.2 91.9: 11.8 8.1
Old : 100.0: 24.2 20.1 0.7 63.3 71.1 88.2 91.9: 11.8 8.1
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 : 106: 21 32 4 28 40 50 75:
Old : 106: 21 32 4 28 40 50 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 : 38.2 39.4 56.7 55.3 37.0 39.2 55.4 54.4
Old : 38.2 39.4 56.7 55.3 37.0 39.2 55.4 54.4
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 29, 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 : 36,850: 12,340 11,531 151 12,130 16,222 24,621 27,904: 12,229 8,946
Old : 36,850: 12,340 11,531 151 12,130 16,222 24,621 27,904: 12,229 8,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,060: -412 321 79 2,884 1,682 2,551 2,082: 1,509 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 31.3 0.4 32.9 44.0 66.8 75.7: 33.2 24.3
Old : 100.0: 33.5 31.3 0.4 32.9 44.0 66.8 75.7: 33.2 24.3
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 : 70: 23 15 2 15 20 39 36:
Old : 70: 23 15 2 15 20 39 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 : 22.7 32.9 33.9 46.3 22.7 32.9 33.6 43.6
Old : 22.7 32.9 33.9 46.3 22.7 32.9 33.6 43.6
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 22, 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 : 32,790: 12,752 11,210 72 9,246 14,540 22,070 25,822: 10,720 6,968
Old : 32,790: 12,752 11,210 72 9,246 14,540 22,070 25,822: 10,720 6,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,613: 968 544 36 363 1,608 1,367 2,188: 246 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 34.2 0.2 28.2 44.3 67.3 78.7: 32.7 21.3
Old : 100.0: 38.9 34.2 0.2 28.2 44.3 67.3 78.7: 32.7 21.3
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: 22 14 2 14 18 37 33:
Old : 66: 22 14 2 14 18 37 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 : 23.7 39.0 35.1 51.6 23.6 39.0 35.0 51.6
Old : 23.7 39.0 35.1 51.6 23.6 39.0 35.0 51.6
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 29, 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 : 27,064: 10,400 350 0 12,144 1,754 22,544 2,104: 4,520 24,960
Old : 27,064: 10,400 350 0 12,144 1,754 22,544 2,104: 4,520 24,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 1.3 0.0 44.9 6.5 83.3 7.8: 16.7 92.2
Old : 100.0: 38.4 1.3 0.0 44.9 6.5 83.3 7.8: 16.7 92.2
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 : 22: 10 1 0 8 3 18 4:
Old : 22: 10 1 0 8 3 18 4:
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 : 56.4 7.8 72.9 7.8 56.4 7.8 72.9 7.8
Old : 56.4 7.8 72.9 7.8 56.4 7.8 72.9 7.8
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 29, 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 : 67,186: 3,246 7,728 250 49,123 25,570 52,619 33,548: 14,567 33,638
Old : 67,186: 3,246 7,728 250 49,123 25,570 52,619 33,548: 14,567 33,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -534: 0 100 250 798 -240 1,048 110: -1,582 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.5 0.4 73.1 38.1 78.3 49.9: 21.7 50.1
Old : 100.0: 4.8 11.5 0.4 73.1 38.1 78.3 49.9: 21.7 50.1
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 : 50: 3 14 1 19 28 23 43:
Old : 50: 3 14 1 19 28 23 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 : 64.4 17.3 71.4 28.6 58.4 15.3 63.0 23.1
Old : 64.4 17.3 71.4 28.6 58.4 15.3 63.0 23.1
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 22, 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 : 67,720: 3,246 7,628 0 48,325 25,810 51,571 33,438: 16,149 34,282
Old : 67,720: 3,246 7,628 0 48,325 25,810 51,571 33,438: 16,149 34,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 242: -230 0 0 346 -461 116 -461: 126 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.3 0.0 71.4 38.1 76.2 49.4: 23.8 50.6
Old : 100.0: 4.8 11.3 0.0 71.4 38.1 76.2 49.4: 23.8 50.6
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 : 49: 3 13 0 19 29 22 42:
Old : 49: 3 13 0 19 29 22 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 : 62.6 17.1 69.6 28.4 56.6 15.2 61.2 22.9
Old : 62.6 17.1 69.6 28.4 56.6 15.2 61.2 22.9
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 29, 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 : 96,568: 37,645 4,674 8,573 19,560 74,972 65,778 88,219: 30,790 8,349
Old : 96,568: 37,645 4,674 8,573 19,560 74,972 65,778 88,219: 30,790 8,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -6,760: -8,153 -1,572 -60 1,795 -4,915 -6,418 -6,547: -342 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 4.8 8.9 20.3 77.6 68.1 91.4: 31.9 8.6
Old : 100.0: 39.0 4.8 8.9 20.3 77.6 68.1 91.4: 31.9 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 : 150: 84 19 35 25 32 125 77:
Old : 150: 84 19 35 25 32 125 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 : 18.8 32.5 26.3 50.7 15.4 30.6 21.8 48.3
Old : 18.8 32.5 26.3 50.7 15.4 30.6 21.8 48.3
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 22, 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 : 103,328: 45,798 6,246 8,633 17,765 79,887 72,196 94,766: 31,132 8,562
Old : 103,328: 45,798 6,246 8,633 17,765 79,887 72,196 94,766: 31,132 8,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,023: -2,157 2,736 565 2,711 -1,075 1,119 2,226: -96 -1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 6.0 8.4 17.2 77.3 69.9 91.7: 30.1 8.3
Old : 100.0: 44.3 6.0 8.4 17.2 77.3 69.9 91.7: 30.1 8.3
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 : 152: 88 19 36 24 33 127 79:
Old : 152: 88 19 36 24 33 127 79:
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 : 17.5 31.4 24.8 48.6 14.6 30.0 21.7 45.7
Old : 17.5 31.4 24.8 48.6 14.6 30.0 21.7 45.7
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 29, 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 : 114,349: 40,691 15,086 23,770 34,543 63,062 99,004 101,918: 15,345 12,431
Old : 114,349: 40,691 15,086 23,770 34,543 63,062 99,004 101,918: 15,345 12,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -6,168: -6,410 -1,784 928 346 -5,517 -5,136 -6,373: -1,032 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 13.2 20.8 30.2 55.1 86.6 89.1: 13.4 10.9
Old : 100.0: 35.6 13.2 20.8 30.2 55.1 86.6 89.1: 13.4 10.9
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 : 179: 58 62 41 40 42 132 119:
Old : 179: 58 62 41 40 42 132 119:
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 : 21.2 30.7 33.8 47.4 18.4 25.9 28.5 40.2
Old : 21.2 30.7 33.8 47.4 18.4 25.9 28.5 40.2
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 22, 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 : 120,517: 47,101 16,870 22,842 34,197 68,579 104,140 108,291: 16,377 12,226
Old : 120,517: 47,101 16,870 22,842 34,197 68,579 104,140 108,291: 16,377 12,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 5,561: 330 887 4,545 9 -1,274 4,884 4,158: 677 1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 14.0 19.0 28.4 56.9 86.4 89.9: 13.6 10.1
Old : 100.0: 39.1 14.0 19.0 28.4 56.9 86.4 89.9: 13.6 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 : 186: 66 60 37 40 44 138 117:
Old : 186: 66 60 37 40 44 138 117:
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 : 21.4 31.5 33.3 48.9 18.9 25.5 28.5 42.1
Old : 21.4 31.5 33.3 48.9 18.9 25.5 28.5 42.1
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 29, 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 : 281,601: 139,491 37,970 19,722 70,361 204,216 229,574 261,908: 52,027 19,693
Old : 281,601: 139,491 37,970 19,722 70,361 204,216 229,574 261,908: 52,027 19,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -17,930: -8,598 -18,358 -2,198 -4,481 3,396 -15,277 -17,160: -2,653 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 13.5 7.0 25.0 72.5 81.5 93.0: 18.5 7.0
Old : 100.0: 49.5 13.5 7.0 25.0 72.5 81.5 93.0: 18.5 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 : 205: 109 38 38 33 38 166 101:
Old : 205: 109 38 38 33 38 166 101:
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 : 28.0 39.7 37.1 59.3 26.1 34.6 33.5 51.2
Old : 28.0 39.7 37.1 59.3 26.1 34.6 33.5 51.2
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 22, 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 : 299,531: 148,089 56,328 21,920 74,842 200,820 244,851 279,068: 54,680 20,463
Old : 299,531: 148,089 56,328 21,920 74,842 200,820 244,851 279,068: 54,680 20,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -35,972: -30,635 -11,274 288 -3,847 -25,360 -34,194 -36,346: -1,778 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 18.8 7.3 25.0 67.0 81.7 93.2: 18.3 6.8
Old : 100.0: 49.4 18.8 7.3 25.0 67.0 81.7 93.2: 18.3 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 : 222: 118 48 40 35 38 179 108:
Old : 222: 118 48 40 35 38 179 108:
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 34.1 37.2 52.7 26.1 29.2 33.4 46.6
Old : 27.1 34.1 37.2 52.7 26.1 29.2 33.4 46.6
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 29, 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 : 10,297: 7,388 905 617 299 7,817 8,304 9,339: 1,993 958
Old : 10,297: 7,388 905 617 299 7,817 8,304 9,339: 1,993 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -302: 695 138 -375 -165 -221 155 -458: -457 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 8.8 6.0 2.9 75.9 80.6 90.7: 19.4 9.3
Old : 100.0: 71.7 8.8 6.0 2.9 75.9 80.6 90.7: 19.4 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 : 41: 24 5 9 4 5 35 16:
Old : 41: 24 5 9 4 5 35 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 : 42.3 78.2 59.4 87.6 42.3 78.1 59.4 84.3
Old : 42.3 78.2 59.4 87.6 42.3 78.1 59.4 84.3
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 22, 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 : 10,599: 6,693 767 992 464 8,038 8,149 9,797: 2,450 802
Old : 10,599: 6,693 767 992 464 8,038 8,149 9,797: 2,450 802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,415: -472 -669 541 -76 -187 -7 -315: -1,408 -1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 7.2 9.4 4.4 75.8 76.9 92.4: 23.1 7.6
Old : 100.0: 63.1 7.2 9.4 4.4 75.8 76.9 92.4: 23.1 7.6
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 : 40: 22 6 11 4 5 35 17:
Old : 40: 22 6 11 4 5 35 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 : 40.9 76.7 55.9 88.2 40.9 75.1 54.1 81.0
Old : 40.9 76.7 55.9 88.2 40.9 75.1 54.1 81.0
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 29, 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 : 71,721: 17,905 8,827 1,594 39,432 40,809 58,931 51,230: 12,790 20,491
Old : 32,495: 8,943 4,571 10 17,867 19,614 26,820 24,195: 5,675 8,300
Other: 39,226: 9,454 4,748 1,092 21,565 21,195 32,111 27,035: 7,115 12,191
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,123: -1,390 614 -28 189 -1,040 -1,229 -454: -894 -1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 12.3 2.2 55.0 56.9 82.2 71.4: 17.8 28.6
Old : 100.0: 27.5 14.1 0.0 55.0 60.4 82.5 74.5: 17.5 25.5
Other: 100.0: 24.1 12.1 2.8 55.0 54.0 81.9 68.9: 18.1 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 26 21 10 36 48 71 70:
Old : 83: 15 13 1 17 39 32 53:
Other: 89: 21 16 9 30 39 56 59:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 27.5 38.1 39.7 23.8 21.0 33.5 28.1
Old : 38.0 30.2 55.7 42.3 38.0 30.2 55.7 42.2
Other: 30.5 33.8 44.2 42.1 26.2 30.7 39.6 37.5
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 73,844: 19,295 8,213 1,622 39,243 41,849 60,160 51,684: 13,684 22,160
Old : 35,550: 10,445 4,730 0 18,565 21,256 29,010 25,986: 6,540 9,564
Other: 38,294: 9,677 4,310 795 20,678 20,593 31,150 25,698: 7,144 12,596
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,430: -468 1,008 -74 661 -1,760 119 -826: -1,549 -604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.1 2.2 53.1 56.7 81.5 70.0: 18.5 30.0
Old : 100.0: 29.4 13.3 0.0 52.2 59.8 81.6 73.1: 18.4 26.9
Other: 100.0: 25.3 11.3 2.1 54.0 53.8 81.3 67.1: 18.7 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 28 19 8 33 44 67 65:
Old : 82: 18 12 0 18 35 36 47:
Other: 80: 18 15 6 26 35 48 53:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 28.9 36.0 40.7 23.0 22.3 33.1 30.0
Old : 35.1 31.3 51.1 41.7 35.1 31.3 51.1 41.6
Other: 30.8 35.8 45.4 43.5 26.9 32.0 40.4 38.0
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 32,945: 1,995 1,546 1,053 20,367 18,352 23,415 20,951: 9,530 11,994
Old : 24,013: 2,624 1,413 305 13,606 13,533 16,535 15,251: 7,478 8,762
Other: 8,932: 16 778 103 6,761 4,819 6,880 5,700: 2,052 3,232
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,478: -102 -489 -510 -1,204 -769 -1,816 -1,768: -662 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.7 3.2 61.8 55.7 71.1 63.6: 28.9 36.4
Old : 100.0: 10.9 5.9 1.3 56.7 56.4 68.9 63.5: 31.1 36.5
Other: 100.0: 0.2 8.7 1.2 75.7 54.0 77.0 63.8: 23.0 36.2
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 7 6 6 21 16 32 25:
Old : 38: 10 4 4 16 16 27 23:
Other: 26: 1 5 4 12 13 16 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 : 32.6 34.1 50.0 47.4 23.5 21.1 34.9 28.6
Old : 38.4 37.5 52.1 50.8 25.2 30.1 38.1 40.7
Other: 43.1 36.1 68.6 50.9 37.9 31.4 59.3 42.5
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 35,423: 2,097 2,035 1,563 21,571 19,121 25,231 22,719: 10,192 12,704
Old : 26,331: 2,916 1,985 442 14,865 14,063 18,223 16,490: 8,108 9,841
Other: 9,092: 217 1,086 85 6,706 5,058 7,008 6,229: 2,084 2,863
: : :
: : Changes in Commitments from: March 15, 2005 :
: 155: 408 -150 679 67 -10 1,154 519: -999 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 5.7 4.4 60.9 54.0 71.2 64.1: 28.8 35.9
Old : 100.0: 11.1 7.5 1.7 56.5 53.4 69.2 62.6: 30.8 37.4
Other: 100.0: 2.4 11.9 0.9 73.8 55.6 77.1 68.5: 22.9 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 8 8 23 17 36 28:
Old : 42: 10 6 5 18 17 30 26:
Other: 29: 4 4 4 12 14 18 20:
:----------------------------------------------------------------------------------------------------
: 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 : 32.8 32.9 49.3 44.5 23.3 20.5 34.8 28.0
Old : 38.3 34.7 51.6 47.0 25.8 27.3 38.7 37.6
Other: 43.6 37.2 67.7 54.9 39.0 34.8 58.7 47.0
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 120,245: 45,040 19,769 6,543 49,573 85,287 101,156 111,599: 19,089 8,646
Old : 102,747: 42,846 21,483 2,593 40,661 72,671 86,100 96,747: 16,647 6,000
Other: 17,498: 5,517 1,609 627 8,912 12,616 15,056 14,852: 2,442 2,646
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,476: -544 -1,386 905 -78 1,855 283 1,374: 2,193 1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 16.4 5.4 41.2 70.9 84.1 92.8: 15.9 7.2
Old : 100.0: 41.7 20.9 2.5 39.6 70.7 83.8 94.2: 16.2 5.8
Other: 100.0: 31.5 9.2 3.6 50.9 72.1 86.0 84.9: 14.0 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 86 41 41 54 60 169 123:
Old : 205: 84 47 28 40 55 142 116:
Other: 97: 25 21 15 30 35 64 63:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 39.9 30.5 51.2 19.2 36.3 30.3 45.9
Old : 22.5 42.9 35.7 54.0 22.5 42.0 35.7 51.9
Other: 34.5 34.9 54.6 48.1 33.0 29.4 48.2 39.9
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 117,769: 45,584 21,155 5,638 49,651 83,432 100,873 110,225: 16,896 7,544
Old : 101,959: 43,995 23,109 1,889 41,531 71,364 87,415 96,362: 14,544 5,597
Other: 15,810: 4,755 1,212 583 8,120 12,068 13,458 13,863: 2,352 1,947
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,625: -5,533 -2,357 50 1,085 -3,780 -4,398 -6,087: -2,227 -538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 18.0 4.8 42.2 70.8 85.7 93.6: 14.3 6.4
Old : 100.0: 43.1 22.7 1.9 40.7 70.0 85.7 94.5: 14.3 5.5
Other: 100.0: 30.1 7.7 3.7 51.4 76.3 85.1 87.7: 14.9 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 84 48 37 55 59 165 123:
Old : 208: 83 51 24 39 56 136 119:
Other: 92: 23 21 13 30 33 60 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 : 20.1 40.6 31.7 51.4 20.1 38.0 31.5 46.9
Old : 23.2 43.0 36.6 53.8 23.2 42.5 36.6 52.1
Other: 32.2 37.7 50.7 52.2 31.0 32.3 43.7 43.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 32,071: 14,949 2,848 2,134 9,530 25,360 26,613 30,342: 5,458 1,729
Old : 31,965: 14,949 2,860 2,112 9,515 25,309 26,576 30,281: 5,389 1,684
Other: 106: 17 5 5 15 51 37 61: 69 45
: : :
: : Changes in Commitments from: March 22, 2005 :
: 120: -881 80 69 466 129 -346 278: 466 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 8.9 6.7 29.7 79.1 83.0 94.6: 17.0 5.4
Old : 100.0: 46.8 8.9 6.6 29.8 79.2 83.1 94.7: 16.9 5.3
Other: 100.0: 16.0 4.7 4.7 14.2 48.1 34.9 57.5: 65.1 42.5
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 66 18 24 24 15 105 48:
Old : 121: 66 19 24 23 15 104 48:
Other: 7: 1 1 1 2 4 3 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 51.9 32.8 72.6 20.7 51.4 32.8 71.9
Old : 20.8 52.0 32.9 72.8 20.8 51.5 32.9 72.1
Other: 34.9 51.9 34.9 57.5 26.4 48.1 26.4 49.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 31,951: 15,830 2,768 2,065 9,064 25,231 26,959 30,064: 4,992 1,887
Old : 31,853: 15,815 2,802 2,020 9,060 25,180 26,895 30,002: 4,958 1,851
Other: 98: 54 5 6 4 51 64 62: 34 36
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,711: 1,179 -485 273 648 1,358 2,100 1,146: -389 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 8.7 6.5 28.4 79.0 84.4 94.1: 15.6 5.9
Old : 100.0: 49.6 8.8 6.3 28.4 79.1 84.4 94.2: 15.6 5.8
Other: 100.0: 55.1 5.1 6.1 4.1 52.0 65.3 63.3: 34.7 36.7
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 74 19 23 22 15 113 47:
Old : 130: 73 21 23 21 15 112 47:
Other: 7: 2 1 2 1 4 3 7:
:----------------------------------------------------------------------------------------------------
: 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 50.9 32.8 72.3 20.5 50.4 32.8 71.7
Old : 20.5 50.9 32.9 72.5 20.5 50.5 32.9 71.8
Other: 65.3 56.1 65.3 63.3 55.1 52.0 55.1 53.1
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 138,104: 36,300 4,491 8,790 79,930 118,461 125,020 131,742: 13,084 6,362
Old : 83,577: 33,322 4,009 7,619 32,843 66,139 73,784 77,767: 9,793 5,810
Other: 54,527: 3,971 1,475 178 47,087 52,322 51,236 53,975: 3,291 552
: : :
: : Changes in Commitments from: March 22, 2005 :
: -14,668: -13,929 -1,425 -2,595 2,575 -10,099 -13,949 -14,119: -719 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 3.3 6.4 57.9 85.8 90.5 95.4: 9.5 4.6
Old : 100.0: 39.9 4.8 9.1 39.3 79.1 88.3 93.0: 11.7 7.0
Other: 100.0: 7.3 2.7 0.3 86.4 96.0 94.0 99.0: 6.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 62 21 40 43 43 133 95:
Old : 156: 60 24 38 40 42 128 92:
Other: 63: 15 9 3 27 29 44 39:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 40.4 41.1 60.5 17.7 28.0 26.0 38.5
Old : 19.3 34.9 31.1 52.9 16.9 28.0 26.2 43.5
Other: 56.4 63.7 71.9 81.7 40.0 50.8 52.1 60.8
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 152,772: 50,229 5,916 11,385 77,355 128,560 138,969 145,861: 13,803 6,911
Old : 99,404: 46,737 5,636 10,353 29,476 77,009 86,566 92,998: 12,838 6,406
Other: 53,368: 4,272 1,060 252 47,879 51,551 52,403 52,863: 965 505
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,499: -625 -191 2,780 -1,400 -2,101 755 488: 744 1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 3.9 7.5 50.6 84.2 91.0 95.5: 9.0 4.5
Old : 100.0: 47.0 5.7 10.4 29.7 77.5 87.1 93.6: 12.9 6.4
Other: 100.0: 8.0 2.0 0.5 89.7 96.6 98.2 99.1: 1.8 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 73 28 47 45 43 154 106:
Old : 178: 71 33 46 38 42 145 104:
Other: 67: 20 8 3 27 28 47 39:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 39.4 37.5 59.1 18.1 27.7 25.2 37.6
Old : 19.0 33.5 28.9 51.0 17.7 27.9 26.3 44.3
Other: 55.7 65.1 72.5 83.4 38.9 51.9 53.1 62.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 352,084: 76,093 44,295 24,742 185,709 230,404 286,544 299,441: 65,540 52,643
Old : 352,084: 76,093 44,295 24,742 185,709 230,404 286,544 299,441: 65,540 52,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -6,371: -14,024 15,561 -1,413 12,232 -26,831 -3,205 -12,683: -3,166 6,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 12.6 7.0 52.7 65.4 81.4 85.0: 18.6 15.0
Old : 100.0: 21.6 12.6 7.0 52.7 65.4 81.4 85.0: 18.6 15.0
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 : 149: 49 34 33 56 46 120 99:
Old : 149: 49 34 33 56 46 120 99:
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 : 15.5 33.9 26.9 47.8 15.5 29.6 25.9 40.4
Old : 15.5 33.9 26.9 47.8 15.5 29.6 25.9 40.4
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 22, 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 : 358,455: 90,117 28,734 26,155 173,477 257,235 289,749 312,124: 68,706 46,331
Old : 358,455: 90,117 28,734 26,155 173,477 257,235 289,749 312,124: 68,706 46,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,133: -4,906 2,426 92 7,069 -9,790 2,255 -7,272: -3,388 6,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 8.0 7.3 48.4 71.8 80.8 87.1: 19.2 12.9
Old : 100.0: 25.1 8.0 7.3 48.4 71.8 80.8 87.1: 19.2 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 : 144: 52 28 32 53 47 122 91:
Old : 144: 52 28 32 53 47 122 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 : 15.5 37.9 26.9 52.1 15.5 32.5 26.0 43.6
Old : 15.5 37.9 26.9 52.1 15.5 32.5 26.0 43.6
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 29, 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 : 115,850: 46,991 10,927 11,657 45,403 85,938 104,051 108,522: 11,799 7,328
Old : 106,709: 47,654 13,421 7,477 40,367 79,233 95,498 100,131: 11,211 6,578
Other: 9,141: 3,158 1,327 359 5,036 6,705 8,553 8,391: 588 750
: : :
: : Changes in Commitments from: March 22, 2005 :
: -7,160: -7,149 -3,725 -297 95 -3,691 -7,351 -7,713: 191 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 9.4 10.1 39.2 74.2 89.8 93.7: 10.2 6.3
Old : 100.0: 44.7 12.6 7.0 37.8 74.3 89.5 93.8: 10.5 6.2
Other: 100.0: 34.5 14.5 3.9 55.1 73.4 93.6 91.8: 6.4 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 145 55 85 90 105 288 214:
Old : 345: 147 57 80 86 103 281 208:
Other: 107: 18 18 7 45 51 69 71:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 23.8 27.2 38.5 15.8 20.2 25.8 33.1
Old : 17.1 24.3 28.4 39.3 17.1 21.1 28.0 34.5
Other: 44.0 29.0 60.2 46.2 39.8 28.0 50.4 41.4
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 123,010: 54,140 14,652 11,954 45,308 89,629 111,402 116,235: 11,608 6,775
Old : 114,524: 54,705 16,749 8,300 40,379 83,390 103,384 108,439: 11,140 6,085
Other: 8,486: 2,847 1,315 242 4,929 6,239 8,018 7,796: 468 690
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,601: -410 830 1,104 1,556 116 2,250 2,050: -649 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 11.9 9.7 36.8 72.9 90.6 94.5: 9.4 5.5
Old : 100.0: 47.8 14.6 7.2 35.3 72.8 90.3 94.7: 9.7 5.3
Other: 100.0: 33.5 15.5 2.9 58.1 73.5 94.5 91.9: 5.5 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 151 55 82 85 110 282 227:
Old : 358: 151 62 78 78 107 273 220:
Other: 109: 19 16 8 44 53 68 73:
:----------------------------------------------------------------------------------------------------
: 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 23.9 27.5 37.3 15.9 20.7 27.0 33.6
Old : 17.0 23.9 29.0 37.8 17.0 21.4 29.0 34.6
Other: 42.4 31.5 60.6 47.0 37.4 29.3 49.3 41.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 18,079: 5,207 8,017 2,130 7,573 4,939 14,910 15,086: 3,169 2,993
Old : 18,079: 5,207 8,017 2,130 7,573 4,939 14,910 15,086: 3,169 2,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,981: 46 -4,131 -17 -2,242 2,339 -2,213 -1,809: 232 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 44.3 11.8 41.9 27.3 82.5 83.4: 17.5 16.6
Old : 100.0: 28.8 44.3 11.8 41.9 27.3 82.5 83.4: 17.5 16.6
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 : 41: 10 21 4 6 4 20 26:
Old : 41: 10 21 4 6 4 20 26:
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 : 55.6 55.9 75.5 69.6 55.4 47.2 64.4 57.7
Old : 55.6 55.9 75.5 69.6 55.4 47.2 64.4 57.7
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 22, 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 : 20,060: 5,161 12,148 2,147 9,815 2,600 17,123 16,895: 2,937 3,165
Old : 20,060: 5,161 12,148 2,147 9,815 2,600 17,123 16,895: 2,937 3,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -5,181: -1,752 -7,000 -9 -4,324 1,545 -6,085 -5,464: 904 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 60.6 10.7 48.9 13.0 85.4 84.2: 14.6 15.8
Old : 100.0: 25.7 60.6 10.7 48.9 13.0 85.4 84.2: 14.6 15.8
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 : 46: 7 29 5 4 6 16 36:
Old : 46: 7 29 5 4 6 16 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 : 64.2 40.8 81.5 59.2 64.2 35.1 70.7 48.5
Old : 64.2 40.8 81.5 59.2 64.2 35.1 70.7 48.5
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 29, 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 : 183,576: 36,733 32,855 18,356 98,124 106,159 153,213 157,370: 30,363 26,206
Old : 183,576: 36,733 32,855 18,356 98,124 106,159 153,213 157,370: 30,363 26,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,000: -616 4,323 -1,792 -623 -4,922 -3,031 -2,391: 1,031 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 17.9 10.0 53.5 57.8 83.5 85.7: 16.5 14.3
Old : 100.0: 20.0 17.9 10.0 53.5 57.8 83.5 85.7: 16.5 14.3
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 : 131: 32 35 30 58 59 114 101:
Old : 131: 32 35 30 58 59 114 101:
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 28.3 31.5 39.8 14.4 20.2 22.6 27.0
Old : 19.4 28.3 31.5 39.8 14.4 20.2 22.6 27.0
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 22, 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 : 185,576: 37,349 28,532 20,148 98,747 111,081 156,244 159,761: 29,332 25,815
Old : 185,576: 37,349 28,532 20,148 98,747 111,081 156,244 159,761: 29,332 25,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 12,340: 1,989 -1,290 2,977 9,110 11,072 14,076 12,759: -1,736 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 15.4 10.9 53.2 59.9 84.2 86.1: 15.8 13.9
Old : 100.0: 20.1 15.4 10.9 53.2 59.9 84.2 86.1: 15.8 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 : 136: 34 30 30 63 66 117 107:
Old : 136: 34 30 30 63 66 117 107:
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 26.3 30.8 39.5 14.4 20.2 22.7 26.3
Old : 18.0 26.3 30.8 39.5 14.4 20.2 22.7 26.3
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 29, 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 : 460,211: 52,425 48,644 147,665 187,284 231,777 387,374 428,086: 72,837 32,125
Old : 460,211: 52,425 48,644 147,665 187,284 231,777 387,374 428,086: 72,837 32,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -17,397: 2,670 -1,076 -7,403 -9,153 -7,873 -13,886 -16,352: -3,511 -1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 10.6 32.1 40.7 50.4 84.2 93.0: 15.8 7.0
Old : 100.0: 11.4 10.6 32.1 40.7 50.4 84.2 93.0: 15.8 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 : 190: 58 45 66 78 68 177 143:
Old : 190: 58 45 66 78 68 177 143:
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 23.8 27.3 37.5 7.1 11.9 10.4 18.5
Old : 17.8 23.8 27.3 37.5 7.1 11.9 10.4 18.5
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 22, 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 : 477,608: 49,755 49,720 155,068 196,437 239,650 401,260 444,438: 76,348 33,170
Old : 477,608: 49,755 49,720 155,068 196,437 239,650 401,260 444,438: 76,348 33,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 14,320: 6,369 -710 1,281 4,647 11,220 12,297 11,791: 2,023 2,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 10.4 32.5 41.1 50.2 84.0 93.1: 16.0 6.9
Old : 100.0: 10.4 10.4 32.5 41.1 50.2 84.0 93.1: 16.0 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 : 199: 60 46 71 84 74 181 159:
Old : 199: 60 46 71 84 74 181 159:
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 : 17.5 23.9 27.6 37.8 6.8 11.5 10.0 18.3
Old : 17.5 23.9 27.6 37.8 6.8 11.5 10.0 18.3
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 29, 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 : 92,282: 11,434 3,868 180 71,887 83,949 83,501 87,997: 8,781 4,285
Old : 92,282: 11,434 3,868 180 71,887 83,949 83,501 87,997: 8,781 4,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,974: 1,208 -840 180 1,615 2,689 3,003 2,029: -29 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.2 0.2 77.9 91.0 90.5 95.4: 9.5 4.6
Old : 100.0: 12.4 4.2 0.2 77.9 91.0 90.5 95.4: 9.5 4.6
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 : 31: 1 1 1 19 24 21 25:
Old : 31: 1 1 1 19 24 21 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 : 60.0 36.7 75.8 56.8 60.0 35.2 69.7 53.0
Old : 60.0 36.7 75.8 56.8 60.0 35.2 69.7 53.0
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 22, 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 : 89,308: 10,226 4,708 0 70,272 81,260 80,498 85,968: 8,810 3,340
Old : 89,308: 10,226 4,708 0 70,272 81,260 80,498 85,968: 8,810 3,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 15,219: 2,114 0 0 11,271 17,469 13,385 17,469: 1,834 -2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.3 0.0 78.7 91.0 90.1 96.3: 9.9 3.7
Old : 100.0: 11.5 5.3 0.0 78.7 91.0 90.1 96.3: 9.9 3.7
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: 1 1 0 20 24 21 25:
Old : 31: 1 1 0 20 24 21 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 : 58.6 37.4 75.6 57.5 58.6 35.2 67.9 52.6
Old : 58.6 37.4 75.6 57.5 58.6 35.2 67.9 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 54,009: 0 5,340 3,926 47,924 37,612 51,850 46,878: 2,159 7,131
Old : 54,009: 0 5,340 3,926 47,924 37,612 51,850 46,878: 2,159 7,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,967: 0 -1,178 1,208 666 3,252 1,874 3,282: 93 -1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 7.3 88.7 69.6 96.0 86.8: 4.0 13.2
Old : 100.0: 0.0 9.9 7.3 88.7 69.6 96.0 86.8: 4.0 13.2
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 : 22: 0 3 1 12 13 13 16:
Old : 22: 0 3 1 12 13 13 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 : 53.2 52.4 81.9 74.0 51.1 50.0 72.2 65.8
Old : 53.2 52.4 81.9 74.0 51.1 50.0 72.2 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 52,042: 0 6,518 2,718 47,258 34,360 49,976 43,596: 2,066 8,446
Old : 52,042: 0 6,518 2,718 47,258 34,360 49,976 43,596: 2,066 8,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,460: 0 -604 604 856 818 1,460 818: 0 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.5 5.2 90.8 66.0 96.0 83.8: 4.0 16.2
Old : 100.0: 0.0 12.5 5.2 90.8 66.0 96.0 83.8: 4.0 16.2
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 : 20: 0 3 1 11 12 12 15:
Old : 20: 0 3 1 11 12 12 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 : 51.0 53.0 82.8 74.3 48.9 50.5 77.7 68.0
Old : 51.0 53.0 82.8 74.3 48.9 50.5 77.7 68.0
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 29, 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 : 50,239: 5,183 1,068 3,081 38,169 41,715 46,433 45,864: 3,806 4,375
Old : 50,239: 5,183 1,068 3,081 38,169 41,715 46,433 45,864: 3,806 4,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 3,443: -266 144 -262 4,373 3,253 3,845 3,135: -402 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.1 6.1 76.0 83.0 92.4 91.3: 7.6 8.7
Old : 100.0: 10.3 2.1 6.1 76.0 83.0 92.4 91.3: 7.6 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 : 24: 2 1 3 20 18 23 21:
Old : 24: 2 1 3 20 18 23 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 : 59.3 44.8 75.5 65.4 54.9 41.8 64.6 57.8
Old : 59.3 44.8 75.5 65.4 54.9 41.8 64.6 57.8
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 22, 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 : 46,796: 5,449 924 3,343 33,796 38,462 42,588 42,729: 4,208 4,067
Old : 46,796: 5,449 924 3,343 33,796 38,462 42,588 42,729: 4,208 4,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 3,718: 1,476 924 -319 2,681 3,014 3,838 3,619: -120 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 2.0 7.1 72.2 82.2 91.0 91.3: 9.0 8.7
Old : 100.0: 11.6 2.0 7.1 72.2 82.2 91.0 91.3: 9.0 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 : 24: 2 1 3 20 17 23 20:
Old : 24: 2 1 3 20 17 23 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 : 55.9 43.4 73.8 65.0 51.4 40.2 62.6 56.2
Old : 55.9 43.4 73.8 65.0 51.4 40.2 62.6 56.2
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 29, 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 : 66,424: 148 1,541 4,995 52,658 50,508 57,801 57,044: 8,623 9,380
Old : 66,424: 148 1,541 4,995 52,658 50,508 57,801 57,044: 8,623 9,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,355: -1,908 -676 1,910 193 -905 195 329: 1,160 1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.3 7.5 79.3 76.0 87.0 85.9: 13.0 14.1
Old : 100.0: 0.2 2.3 7.5 79.3 76.0 87.0 85.9: 13.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 20 17 22 19:
Old : 24: 1 1 2 20 17 22 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 : 35.2 62.8 59.9 75.3 29.7 48.5 41.7 52.2
Old : 35.2 62.8 59.9 75.3 29.7 48.5 41.7 52.2
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 22, 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 : 65,069: 2,056 2,217 3,085 52,465 51,413 57,606 56,715: 7,463 8,354
Old : 65,069: 2,056 2,217 3,085 52,465 51,413 57,606 56,715: 7,463 8,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -299: -2,022 182 1,077 513 -361 -432 898: 133 -1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.4 4.7 80.6 79.0 88.5 87.2: 11.5 12.8
Old : 100.0: 3.2 3.4 4.7 80.6 79.0 88.5 87.2: 11.5 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 : 26: 1 1 1 21 18 22 20:
Old : 26: 1 1 1 21 18 22 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 : 36.2 61.3 61.4 74.5 30.0 50.5 43.4 56.2
Old : 36.2 61.3 61.4 74.5 30.0 50.5 43.4 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 29,880: 2,100 2,190 0 27,360 26,474 29,460 28,664: 420 1,216
Old : 29,880: 2,100 2,190 0 27,360 26,474 29,460 28,664: 420 1,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.3 0.0 91.6 88.6 98.6 95.9: 1.4 4.1
Old : 100.0: 7.0 7.3 0.0 91.6 88.6 98.6 95.9: 1.4 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 : 23: 2 2 0 12 9 14 11:
Old : 23: 2 2 0 12 9 14 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 : 76.9 82.1 93.5 92.7 74.8 81.3 91.5 91.1
Old : 76.9 82.1 93.5 92.7 74.8 81.3 91.5 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 27,343: 2,100 2,370 0 23,909 23,223 26,009 25,593: 1,334 1,750
Old : 27,343: 2,100 2,370 0 23,909 23,223 26,009 25,593: 1,334 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.7 0.0 87.4 84.9 95.1 93.6: 4.9 6.4
Old : 100.0: 7.7 8.7 0.0 87.4 84.9 95.1 93.6: 4.9 6.4
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 : 25: 2 2 0 11 13 13 15:
Old : 25: 2 2 0 11 13 13 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 : 53.6 63.7 80.6 83.3 51.3 63.7 76.1 81.1
Old : 53.6 63.7 80.6 83.3 51.3 63.7 76.1 81.1
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 29, 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 : 981,941: 269,052 67,265 154,808 532,248 742,692 956,108 964,765: 25,833 17,176
Old : 981,941: 269,052 67,265 154,808 532,248 742,692 956,108 964,765: 25,833 17,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 18,844: 7,252 1,289 -2,461 4,466 12,641 9,257 11,469: 9,587 7,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 6.9 15.8 54.2 75.6 97.4 98.3: 2.6 1.7
Old : 100.0: 27.4 6.9 15.8 54.2 75.6 97.4 98.3: 2.6 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 : 128: 24 6 28 85 80 116 110:
Old : 128: 24 6 28 85 80 116 110:
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 : 32.1 22.2 43.8 37.5 26.6 19.2 33.7 30.4
Old : 32.1 22.2 43.8 37.5 26.6 19.2 33.7 30.4
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 22, 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 : 963,097: 261,800 65,976 157,269 527,782 730,051 946,851 953,296: 16,246 9,801
Old : 963,097: 261,800 65,976 157,269 527,782 730,051 946,851 953,296: 16,246 9,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 17,259: 5,422 5,656 1,497 10,695 10,344 17,614 17,497: -355 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 6.9 16.3 54.8 75.8 98.3 99.0: 1.7 1.0
Old : 100.0: 27.2 6.9 16.3 54.8 75.8 98.3 99.0: 1.7 1.0
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 : 121: 20 7 28 80 75 111 105:
Old : 121: 20 7 28 80 75 111 105:
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 : 32.8 21.8 44.3 38.1 27.0 19.7 33.9 30.7
Old : 32.8 21.8 44.3 38.1 27.0 19.7 33.9 30.7
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 29, 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 : 137,371: 29,455 41,819 35,355 67,035 56,647 131,845 133,821: 5,526 3,550
Old : 137,371: 29,455 41,819 35,355 67,035 56,647 131,845 133,821: 5,526 3,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,916: -3,386 -4,024 10,524 -1,034 -3,277 6,104 3,223: -1,188 1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 30.4 25.7 48.8 41.2 96.0 97.4: 4.0 2.6
Old : 100.0: 21.4 30.4 25.7 48.8 41.2 96.0 97.4: 4.0 2.6
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 : 43: 10 10 11 21 21 37 36:
Old : 43: 10 10 11 21 21 37 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 : 37.1 50.6 58.9 71.9 26.7 32.5 35.8 40.7
Old : 37.1 50.6 58.9 71.9 26.7 32.5 35.8 40.7
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 22, 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 : 132,455: 32,841 45,843 24,831 68,069 59,924 125,741 130,598: 6,714 1,857
Old : 132,455: 32,841 45,843 24,831 68,069 59,924 125,741 130,598: 6,714 1,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 13,393: 9,134 6,642 -4,458 6,687 12,143 11,363 14,327: 2,030 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 34.6 18.7 51.4 45.2 94.9 98.6: 5.1 1.4
Old : 100.0: 24.8 34.6 18.7 51.4 45.2 94.9 98.6: 5.1 1.4
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 : 43: 12 6 12 21 23 37 37:
Old : 43: 12 6 12 21 23 37 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 : 38.8 55.4 61.1 70.1 30.2 40.3 38.0 47.5
Old : 38.8 55.4 61.1 70.1 30.2 40.3 38.0 47.5
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 29, 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 : 45,583: 7,182 3,340 9,760 28,325 32,333 45,267 45,433: 316 150
Old : 45,583: 7,182 3,340 9,760 28,325 32,333 45,267 45,433: 316 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 354: 760 -480 -220 -216 1,184 324 484: 30 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.3 21.4 62.1 70.9 99.3 99.7: 0.7 0.3
Old : 100.0: 15.8 7.3 21.4 62.1 70.9 99.3 99.7: 0.7 0.3
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 : 40: 3 7 7 27 25 35 34:
Old : 40: 3 7 7 27 25 35 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 : 47.8 52.4 71.5 71.1 37.6 45.1 50.3 52.3
Old : 47.8 52.4 71.5 71.1 37.6 45.1 50.3 52.3
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 22, 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 : 45,229: 6,422 3,820 9,980 28,541 31,149 44,943 44,949: 286 280
Old : 45,229: 6,422 3,820 9,980 28,541 31,149 44,943 44,949: 286 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,746: 1,580 400 300 1,084 2,226 2,964 2,926: -218 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 8.4 22.1 63.1 68.9 99.4 99.4: 0.6 0.6
Old : 100.0: 14.2 8.4 22.1 63.1 68.9 99.4 99.4: 0.6 0.6
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 : 41: 5 6 7 26 26 35 35:
Old : 41: 5 6 7 26 26 35 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 : 47.0 55.2 69.7 71.5 37.2 45.9 50.1 52.9
Old : 47.0 55.2 69.7 71.5 37.2 45.9 50.1 52.9
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 29, 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 : 19,052: 3,200 510 1,456 14,158 16,848 18,814 18,814: 238 238
Old : 19,052: 3,200 510 1,456 14,158 16,848 18,814 18,814: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 256: 44 -128 86 126 298 256 256: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 2.7 7.6 74.3 88.4 98.8 98.8: 1.2 1.2
Old : 100.0: 16.8 2.7 7.6 74.3 88.4 98.8 98.8: 1.2 1.2
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 : 27: 4 1 4 17 17 22 21:
Old : 27: 4 1 4 17 17 22 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 : 67.6 51.3 82.8 71.5 62.3 45.7 69.7 60.9
Old : 67.6 51.3 82.8 71.5 62.3 45.7 69.7 60.9
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 22, 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 : 18,796: 3,156 638 1,370 14,032 16,550 18,558 18,558: 238 238
Old : 18,796: 3,156 638 1,370 14,032 16,550 18,558 18,558: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 718: -172 -510 126 764 1,102 718 718: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.4 7.3 74.7 88.1 98.7 98.7: 1.3 1.3
Old : 100.0: 16.8 3.4 7.3 74.7 88.1 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 : 27: 4 1 4 17 17 22 21:
Old : 27: 4 1 4 17 17 22 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 : 67.4 52.0 82.8 72.5 62.2 46.5 69.7 62.4
Old : 67.4 52.0 82.8 72.5 62.2 46.5 69.7 62.4
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 29, 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 : 8,994: 348 5,792 856 7,790 2,346 8,994 8,994: 0 0
Old : 8,994: 348 5,792 856 7,790 2,346 8,994 8,994: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 64.4 9.5 86.6 26.1 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 64.4 9.5 86.6 26.1 100.0 100.0: 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 : 21: 1 3 2 13 7 16 10:
Old : 21: 1 3 2 13 7 16 10:
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 : 68.9 84.9 90.4 98.5 68.9 75.3 84.2 87.1
Old : 68.9 84.9 90.4 98.5 68.9 75.3 84.2 87.1
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 29, 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 : 839,333: 164,014 90,222 118,051 493,298 546,895 775,363 755,168: 63,970 84,165
Old : 839,333: 164,014 90,222 118,051 493,298 546,895 775,363 755,168: 63,970 84,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -6,514: -2,955 -7,238 662 -8,159 -4,168 -10,452 -10,744: 3,938 4,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 10.7 14.1 58.8 65.2 92.4 90.0: 7.6 10.0
Old : 100.0: 19.5 10.7 14.1 58.8 65.2 92.4 90.0: 7.6 10.0
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 : 252: 70 84 86 75 78 202 201:
Old : 252: 70 84 86 75 78 202 201:
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 : 19.5 21.5 30.8 32.5 12.6 14.2 19.6 19.8
Old : 19.5 21.5 30.8 32.5 12.6 14.2 19.6 19.8
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 22, 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 : 845,847: 166,969 97,460 117,389 501,457 551,063 785,815 765,912: 60,032 79,935
Old : 845,847: 166,969 97,460 117,389 501,457 551,063 785,815 765,912: 60,032 79,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 3,863: -1,887 -3,711 -1,651 10,647 6,663 7,109 1,301: -3,246 2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 11.5 13.9 59.3 65.1 92.9 90.5: 7.1 9.5
Old : 100.0: 19.7 11.5 13.9 59.3 65.1 92.9 90.5: 7.1 9.5
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 : 262: 73 84 88 79 84 217 204:
Old : 262: 73 84 88 79 84 217 204:
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 : 20.8 22.1 32.2 32.9 12.6 14.9 19.9 20.4
Old : 20.8 22.1 32.2 32.9 12.6 14.9 19.9 20.4
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 29, 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 : 12,463: 8,476 1,753 75 1,063 10,043 9,614 11,871: 2,849 592
Old : 12,463: 8,476 1,753 75 1,063 10,043 9,614 11,871: 2,849 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -433: -368 351 -9 145 -834 -232 -492: -201 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 14.1 0.6 8.5 80.6 77.1 95.2: 22.9 4.8
Old : 100.0: 68.0 14.1 0.6 8.5 80.6 77.1 95.2: 22.9 4.8
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 : 112: 69 9 2 10 22 81 33:
Old : 112: 69 9 2 10 22 81 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 : 24.5 43.4 34.8 61.3 24.5 43.4 34.8 61.3
Old : 24.5 43.4 34.8 61.3 24.5 43.4 34.8 61.3
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 22, 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 : 12,896: 8,844 1,402 84 918 10,877 9,846 12,363: 3,050 533
Old : 12,896: 8,844 1,402 84 918 10,877 9,846 12,363: 3,050 533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -46: 304 23 -99 -170 47 35 -29: -81 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 10.9 0.7 7.1 84.3 76.3 95.9: 23.7 4.1
Old : 100.0: 68.6 10.9 0.7 7.1 84.3 76.3 95.9: 23.7 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 : 122: 75 12 2 9 25 86 38:
Old : 122: 75 12 2 9 25 86 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 : 23.7 43.2 34.4 61.4 23.7 43.2 34.4 61.4
Old : 23.7 43.2 34.4 61.4 23.7 43.2 34.4 61.4
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 29, 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 : 7,948: 4,558 507 60 1,209 6,656 5,827 7,223: 2,121 725
Old : 7,948: 4,558 507 60 1,209 6,656 5,827 7,223: 2,121 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -763: -334 4 -26 -174 -518 -534 -540: -229 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 6.4 0.8 15.2 83.7 73.3 90.9: 26.7 9.1
Old : 100.0: 57.3 6.4 0.8 15.2 83.7 73.3 90.9: 26.7 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 : 46: 22 4 2 8 16 32 20:
Old : 46: 22 4 2 8 16 32 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 : 30.9 59.4 44.7 76.4 30.9 58.5 43.7 75.2
Old : 30.9 59.4 44.7 76.4 30.9 58.5 43.7 75.2
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 22, 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 : 8,711: 4,892 503 86 1,383 7,174 6,361 7,763: 2,350 948
Old : 8,711: 4,892 503 86 1,383 7,174 6,361 7,763: 2,350 948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 674: 568 -50 80 -186 888 462 918: 212 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 5.8 1.0 15.9 82.4 73.0 89.1: 27.0 10.9
Old : 100.0: 56.2 5.8 1.0 15.9 82.4 73.0 89.1: 27.0 10.9
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 : 44: 22 3 2 5 17 28 21:
Old : 44: 22 3 2 5 17 28 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 : 31.0 56.7 46.9 73.5 30.4 56.7 44.5 73.5
Old : 31.0 56.7 46.9 73.5 30.4 56.7 44.5 73.5
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 29, 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 : 176,827: 47,749 7,244 14,488 95,891 143,489 158,128 165,221: 18,699 11,606
Old : 176,827: 47,749 7,244 14,488 95,891 143,489 158,128 165,221: 18,699 11,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,741: -1,077 1,283 -148 -375 -4,932 -1,600 -3,797: -1,141 1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.1 8.2 54.2 81.1 89.4 93.4: 10.6 6.6
Old : 100.0: 27.0 4.1 8.2 54.2 81.1 89.4 93.4: 10.6 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 : 174: 57 24 39 75 80 150 128:
Old : 174: 57 24 39 75 80 150 128:
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 : 22.0 17.5 33.8 29.3 17.9 13.2 28.5 22.6
Old : 22.0 17.5 33.8 29.3 17.9 13.2 28.5 22.6
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 22, 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 : 179,568: 48,826 5,961 14,636 96,266 148,421 159,728 169,018: 19,840 10,550
Old : 179,568: 48,826 5,961 14,636 96,266 148,421 159,728 169,018: 19,840 10,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 11,711: 6,706 1,582 205 4,140 11,459 11,051 13,246: 660 -1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 3.3 8.2 53.6 82.7 89.0 94.1: 11.0 5.9
Old : 100.0: 27.2 3.3 8.2 53.6 82.7 89.0 94.1: 11.0 5.9
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 : 171: 54 23 38 73 78 144 126:
Old : 171: 54 23 38 73 78 144 126:
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 18.7 33.0 30.4 17.3 14.4 27.6 23.4
Old : 21.1 18.7 33.0 30.4 17.3 14.4 27.6 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2005