WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 203,720: 37,111 44,143 17,793 126,218 109,429 181,122 171,365: 22,598 32,355
Old : 57,628: 22,438 22,770 459 22,944 23,260 45,841 46,489: 11,787 11,139
Other: 146,092: 26,008 32,708 5,999 103,274 86,169 135,281 124,876: 10,811 21,216
: : :
: : Changes in Commitments from: April 5, 2005 :
: -9,820: -5,318 3,888 -1,924 5,625 -5,444 -1,617 -3,480: -8,203 -6,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 21.7 8.7 62.0 53.7 88.9 84.1: 11.1 15.9
Old : 100.0: 38.9 39.5 0.8 39.8 40.4 79.5 80.7: 20.5 19.3
Other: 100.0: 17.8 22.4 4.1 70.7 59.0 92.6 85.5: 7.4 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 56 75 50 42 48 134 147:
Old : 153: 50 49 1 22 35 73 84:
Other: 166: 39 65 24 37 44 96 116:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 34.9 50.7 41.1 33.4 32.9 49.3 38.7
Old : 25.1 20.2 38.4 33.1 25.1 20.2 38.4 33.1
Other: 43.1 43.8 59.0 49.5 42.6 41.6 58.5 47.2
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 213,540: 42,429 40,255 19,717 120,593 114,873 182,739 174,845: 30,801 38,695
Old : 108,014: 26,114 31,215 1,131 63,722 57,728 90,967 90,074: 17,047 17,940
Other: 105,526: 29,033 21,758 5,868 56,871 57,145 91,772 84,771: 13,754 20,755
: : :
: : Changes in Commitments from: March 29, 2005 :
: -11,668: -13,215 -5,866 204 -2,487 -10,100 -15,498 -15,762: 3,830 4,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 18.9 9.2 56.5 53.8 85.6 81.9: 14.4 18.1
Old : 100.0: 24.2 28.9 1.0 59.0 53.4 84.2 83.4: 15.8 16.6
Other: 100.0: 27.5 20.6 5.6 53.9 54.2 87.0 80.3: 13.0 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 58 68 53 45 51 141 145:
Old : 164: 48 60 3 23 36 73 97:
Other: 155: 46 48 26 35 46 94 110:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 36.6 46.0 42.4 31.0 35.2 45.4 40.4
Old : 39.0 35.0 55.7 44.6 39.0 35.0 55.7 44.6
Other: 36.1 40.4 47.7 46.5 35.4 37.5 46.0 43.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 665,828: 107,598 112,155 35,523 402,999 312,253 546,120 459,931: 119,708 205,897
Old : 486,227: 92,664 116,341 13,858 290,193 227,381 396,715 357,580: 89,512 128,647
Other: 179,601: 34,234 15,114 2,365 112,806 84,872 149,405 102,351: 30,196 77,250
: : :
: : Changes in Commitments from: April 5, 2005 :
: -12,691: 14 19,071 -9,003 -5,036 -17,872 -14,025 -7,804: 1,334 -4,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 16.8 5.3 60.5 46.9 82.0 69.1: 18.0 30.9
Old : 100.0: 19.1 23.9 2.9 59.7 46.8 81.6 73.5: 18.4 26.5
Other: 100.0: 19.1 8.4 1.3 62.8 47.3 83.2 57.0: 16.8 43.0
: : :
:# Traders : Number of Traders in Each Category :
All : 456: 117 96 80 176 185 331 334:
Old : 442: 117 97 55 151 165 291 298:
Other: 298: 57 52 16 94 154 161 212:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 14.2 29.5 19.6 17.8 9.5 27.3 14.5
Old : 22.6 17.2 33.4 22.9 22.6 14.9 33.4 20.6
Other: 36.7 10.9 45.3 17.5 32.7 7.9 41.2 13.6
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 678,519: 107,584 93,084 44,526 408,035 330,125 560,145 467,735: 118,374 210,784
Old : 503,528: 95,651 96,929 23,780 294,650 249,143 414,081 369,852: 89,447 133,676
Other: 174,991: 30,190 14,412 2,489 113,385 80,982 146,064 97,883: 28,927 77,108
: : :
: : Changes in Commitments from: March 29, 2005 :
: 11,034: -6,670 12,627 9,879 3,943 -19,107 7,152 3,399: 3,882 7,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.7 6.6 60.1 48.7 82.6 68.9: 17.4 31.1
Old : 100.0: 19.0 19.2 4.7 58.5 49.5 82.2 73.5: 17.8 26.5
Other: 100.0: 17.3 8.2 1.4 64.8 46.3 83.5 55.9: 16.5 44.1
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 124 79 82 173 191 337 327:
Old : 439: 120 85 58 144 173 293 294:
Other: 298: 55 51 18 91 157 158 214:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 15.6 29.4 21.2 17.1 9.4 27.1 14.3
Old : 21.2 19.5 34.1 25.5 21.2 16.1 32.4 21.9
Other: 40.4 8.9 48.7 15.6 37.9 8.0 46.1 13.7
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 8,440: 2,901 146 94 1,094 7,028 4,089 7,268: 4,351 1,172
Old : 4,496: 1,910 160 0 280 3,893 2,190 4,053: 2,306 443
Other: 3,944: 1,060 55 25 814 3,135 1,899 3,215: 2,045 729
: : :
: : Changes in Commitments from: April 5, 2005 :
: 713: 209 15 67 311 636 587 718: 126 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 1.7 1.1 13.0 83.3 48.4 86.1: 51.6 13.9
Old : 100.0: 42.5 3.6 0.0 6.2 86.6 48.7 90.1: 51.3 9.9
Other: 100.0: 26.9 1.4 0.6 20.6 79.5 48.1 81.5: 51.9 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 2 4 8 16 24 20:
Old : 30: 10 3 0 2 15 12 18:
Other: 28: 8 2 4 8 14 18 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 : 24.6 46.4 35.7 63.1 24.0 43.7 33.1 58.9
Old : 36.6 54.5 45.0 76.4 36.6 54.5 45.0 76.4
Other: 33.7 44.9 40.5 66.7 32.6 43.2 38.3 65.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 7,727: 2,692 131 27 783 6,392 3,502 6,550: 4,225 1,177
Old : 4,530: 1,721 70 0 310 3,887 2,031 3,957: 2,499 573
Other: 3,197: 971 61 27 473 2,505 1,471 2,593: 1,726 604
: : :
: : Changes in Commitments from: March 29, 2005 :
: 283: 245 -666 -29 -54 1,152 162 457: 121 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 1.7 0.3 10.1 82.7 45.3 84.8: 54.7 15.2
Old : 100.0: 38.0 1.5 0.0 6.8 85.8 44.8 87.4: 55.2 12.6
Other: 100.0: 30.4 1.9 0.8 14.8 78.4 46.0 81.1: 54.0 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 2 3 8 16 23 19:
Old : 29: 10 2 0 3 14 13 16:
Other: 27: 8 2 3 7 13 17 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 45.7 34.4 62.8 25.6 44.9 33.8 61.4
Old : 33.4 49.5 40.7 73.1 33.4 49.5 40.7 73.1
Other: 34.1 48.2 40.5 66.9 33.6 47.4 39.1 64.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 274,659: 48,109 47,117 22,671 151,951 112,833 222,731 182,621: 51,928 92,038
Old : 212,744: 40,285 54,151 8,590 126,833 88,661 175,708 151,402: 37,036 61,342
Other: 61,915: 19,669 4,811 2,236 25,118 24,172 47,023 31,219: 14,892 30,696
: : :
: : Changes in Commitments from: April 5, 2005 :
: -7,257: -4,342 3,337 -1,651 -5,748 -10,606 -11,741 -8,920: 4,484 1,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 17.2 8.3 55.3 41.1 81.1 66.5: 18.9 33.5
Old : 100.0: 18.9 25.5 4.0 59.6 41.7 82.6 71.2: 17.4 28.8
Other: 100.0: 31.8 7.8 3.6 40.6 39.0 75.9 50.4: 24.1 49.6
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 92 97 86 84 100 236 236:
Old : 315: 80 110 58 72 95 193 225:
Other: 176: 67 24 15 47 58 119 95:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 14.0 36.3 20.8 25.1 11.2 35.3 16.7
Old : 30.1 16.9 42.9 24.0 30.0 15.5 42.3 21.8
Other: 21.7 13.5 34.5 21.6 20.1 12.2 30.2 19.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 281,916: 52,451 43,780 24,322 157,699 123,439 234,472 191,541: 47,444 90,375
Old : 222,983: 45,568 46,634 13,324 129,339 101,860 188,231 161,818: 34,752 61,165
Other: 58,933: 15,574 5,837 2,307 28,360 21,579 46,241 29,723: 12,692 29,210
: : :
: : Changes in Commitments from: March 29, 2005 :
: -16,054: -5,752 -306 1,495 -9,352 -13,074 -13,609 -11,885: -2,445 -4,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.5 8.6 55.9 43.8 83.2 67.9: 16.8 32.1
Old : 100.0: 20.4 20.9 6.0 58.0 45.7 84.4 72.6: 15.6 27.4
Other: 100.0: 26.4 9.9 3.9 48.1 36.6 78.5 50.4: 21.5 49.6
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 100 106 90 85 105 249 253:
Old : 342: 92 117 69 71 102 213 244:
Other: 183: 63 34 16 43 62 112 107:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 13.8 36.8 20.9 24.0 11.3 35.1 17.5
Old : 28.0 16.1 42.4 24.1 27.8 14.8 40.4 21.9
Other: 25.8 12.6 37.2 20.9 25.0 11.7 35.5 19.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,393: 12,380 2,910 1,131 234 1,087 13,745 5,128: 2,648 11,265
Old : 8,313: 5,203 2,434 945 209 649 6,357 4,028: 1,956 4,285
Other: 8,080: 7,334 633 29 25 438 7,388 1,100: 692 6,980
: : :
: : Changes in Commitments from: April 5, 2005 :
: -94: 70 -405 462 22 217 554 274: -648 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 17.8 6.9 1.4 6.6 83.8 31.3: 16.2 68.7
Old : 100.0: 62.6 29.3 11.4 2.5 7.8 76.5 48.5: 23.5 51.5
Other: 100.0: 90.8 7.8 0.4 0.3 5.4 91.4 13.6: 8.6 86.4
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 12 9 9 2 4 20 16:
Old : 25: 12 9 7 2 3 18 15:
Other: 15: 8 4 4 1 3 10 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 17.5 73.2 24.9 57.3 12.7 70.5 19.6
Old : 51.4 29.3 66.4 41.7 46.7 24.4 59.7 33.1
Other: 81.3 12.9 91.1 13.6 81.1 12.5 90.8 12.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,487: 12,310 3,315 669 212 870 13,191 4,854: 3,296 11,633
Old : 8,366: 5,192 2,681 494 202 495 5,888 3,670: 2,478 4,696
Other: 8,121: 7,277 793 16 10 375 7,303 1,184: 818 6,937
: : :
: : Changes in Commitments from: March 29, 2005 :
: -266: -647 -317 253 -100 5 -494 -59: 228 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 20.1 4.1 1.3 5.3 80.0 29.4: 20.0 70.6
Old : 100.0: 62.1 32.0 5.9 2.4 5.9 70.4 43.9: 29.6 56.1
Other: 100.0: 89.6 9.8 0.2 0.1 4.6 89.9 14.6: 10.1 85.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 7 7 2 3 19 14:
Old : 24: 13 8 7 2 2 19 13:
Other: 14: 7 5 3 1 2 9 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 : 55.8 17.9 69.4 25.0 55.8 15.6 68.8 22.6
Old : 44.5 28.4 58.9 40.3 44.4 28.4 56.6 35.3
Other: 80.3 14.0 89.9 14.6 80.2 13.9 89.6 14.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 143,487: 27,425 14,314 16,126 70,097 98,674 113,648 129,114: 29,839 14,373
Old : 115,765: 25,969 15,055 10,112 56,164 78,244 92,245 103,411: 23,520 12,354
Other: 27,722: 3,638 1,441 3,832 13,933 20,430 21,403 25,703: 6,319 2,019
: : :
: : Changes in Commitments from: April 5, 2005 :
: -8,912: -3,591 731 -2,447 -3,387 -8,625 -9,425 -10,341: 513 1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 10.0 11.2 48.9 68.8 79.2 90.0: 20.8 10.0
Old : 100.0: 22.4 13.0 8.7 48.5 67.6 79.7 89.3: 20.3 10.7
Other: 100.0: 13.1 5.2 13.8 50.3 73.7 77.2 92.7: 22.8 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 36 26 28 40 40 95 84:
Old : 122: 38 28 26 36 40 88 84:
Other: 52: 9 11 10 21 18 36 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 37.4 32.9 50.1 21.4 34.8 30.9 44.9
Old : 22.7 34.3 34.3 48.1 22.7 32.1 31.9 42.7
Other: 41.5 57.7 54.0 71.7 39.0 52.1 46.1 60.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 152,399: 31,016 13,583 18,573 73,484 107,299 123,073 139,455: 29,326 12,944
Old : 124,398: 29,321 14,517 12,016 59,193 86,450 100,530 112,983: 23,868 11,415
Other: 28,001: 3,976 1,347 4,276 14,291 20,849 22,543 26,472: 5,458 1,529
: : :
: : Changes in Commitments from: March 29, 2005 :
: -7,723: -2,027 -326 -3,214 -2,587 -2,885 -7,828 -6,425: 105 -1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.9 12.2 48.2 70.4 80.8 91.5: 19.2 8.5
Old : 100.0: 23.6 11.7 9.7 47.6 69.5 80.8 90.8: 19.2 9.2
Other: 100.0: 14.2 4.8 15.3 51.0 74.5 80.5 94.5: 19.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 42 28 33 44 42 110 89:
Old : 135: 44 29 31 40 42 103 89:
Other: 55: 10 12 11 21 19 37 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 38.3 30.2 51.1 20.0 35.8 29.1 44.8
Old : 21.2 36.2 31.2 49.8 21.2 34.4 30.1 44.0
Other: 44.4 58.7 56.9 72.7 40.8 52.6 48.2 60.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 717,091: 94,420 141,771 22,140 460,121 394,588 576,681 558,499: 140,410 158,592
Old : 717,091: 94,420 141,771 22,140 460,121 394,588 576,681 558,499: 140,410 158,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -18,342: -2,261 -949 958 -21,450 5,581 -22,753 5,590: 4,411 -23,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 19.8 3.1 64.2 55.0 80.4 77.9: 19.6 22.1
Old : 100.0: 13.2 19.8 3.1 64.2 55.0 80.4 77.9: 19.6 22.1
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 : 169: 37 34 25 56 78 108 125:
Old : 169: 37 34 25 56 78 108 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 17.2 38.9 30.3 20.0 15.1 28.3 24.1
Old : 29.0 17.2 38.9 30.3 20.0 15.1 28.3 24.1
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, April 5, 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 : 735,433: 96,681 142,720 21,182 481,571 389,007 599,434 552,909: 135,999 182,524
Old : 735,433: 96,681 142,720 21,182 481,571 389,007 599,434 552,909: 135,999 182,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -14,066: -18,486 -14,787 -8,963 -9,288 -5,693 -36,737 -29,443: 22,671 15,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 19.4 2.9 65.5 52.9 81.5 75.2: 18.5 24.8
Old : 100.0: 13.1 19.4 2.9 65.5 52.9 81.5 75.2: 18.5 24.8
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 : 167: 38 29 21 57 77 108 116:
Old : 167: 38 29 21 57 77 108 116:
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 : 29.4 17.2 38.8 30.3 21.0 15.7 28.8 25.1
Old : 29.4 17.2 38.8 30.3 21.0 15.7 28.8 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 129,209: 22,188 17,891 15,991 60,916 74,024 99,095 107,906: 30,114 21,303
Old : 99,388: 21,689 18,969 9,440 42,998 53,203 74,127 81,612: 25,261 17,776
Other: 29,821: 2,408 831 4,642 17,918 20,821 24,968 26,294: 4,853 3,527
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,945: -2,526 645 3,038 566 -2,031 1,078 1,652: 867 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 13.8 12.4 47.1 57.3 76.7 83.5: 23.3 16.5
Old : 100.0: 21.8 19.1 9.5 43.3 53.5 74.6 82.1: 25.4 17.9
Other: 100.0: 8.1 2.8 15.6 60.1 69.8 83.7 88.2: 16.3 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 33 29 40 50 52 115 106:
Old : 142: 38 32 30 45 51 104 101:
Other: 71: 18 12 16 31 25 56 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 25.5 26.7 36.2 13.1 18.6 20.5 26.8
Old : 14.3 23.7 24.6 32.5 13.5 22.1 20.6 28.9
Other: 35.7 53.6 46.7 65.5 32.3 52.8 41.7 60.4
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 127,264: 24,714 17,246 12,953 60,350 76,055 98,017 106,254: 29,247 21,010
Old : 99,483: 24,396 17,773 7,626 42,896 55,906 74,918 81,305: 24,565 18,178
Other: 27,781: 1,869 1,024 3,776 17,454 20,149 23,099 24,949: 4,682 2,832
: : :
: : Changes in Commitments from: March 29, 2005 :
: -9,169: -6,412 -1,978 -2,420 -674 -5,562 -9,506 -9,960: 337 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 13.6 10.2 47.4 59.8 77.0 83.5: 23.0 16.5
Old : 100.0: 24.5 17.9 7.7 43.1 56.2 75.3 81.7: 24.7 18.3
Other: 100.0: 6.7 3.7 13.6 62.8 72.5 83.1 89.8: 16.9 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 38 25 36 51 49 115 98:
Old : 140: 42 27 26 47 47 104 92:
Other: 68: 12 15 15 31 24 53 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 : 18.0 27.0 27.4 38.6 12.3 19.3 19.4 28.5
Old : 13.9 25.5 24.2 35.5 12.2 22.7 18.9 29.4
Other: 43.6 55.8 53.7 68.1 41.0 55.3 50.1 63.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 6,540: 3,278 1,478 657 781 3,417 4,716 5,552: 1,824 988
Old : 6,167: 3,271 1,418 595 590 3,248 4,456 5,261: 1,711 906
Other: 373: 39 92 30 191 169 260 291: 113 82
: : :
: : Changes in Commitments from: April 5, 2005 :
: -296: -77 -398 -311 79 748 -309 39: 13 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 22.6 10.0 11.9 52.2 72.1 84.9: 27.9 15.1
Old : 100.0: 53.0 23.0 9.6 9.6 52.7 72.3 85.3: 27.7 14.7
Other: 100.0: 10.5 24.7 8.0 51.2 45.3 69.7 78.0: 30.3 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 11 8 7 10 29 24:
Old : 40: 17 11 7 4 10 25 24:
Other: 18: 3 7 3 4 5 10 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 39.7 53.4 61.6 37.1 36.3 47.3 57.4
Old : 39.0 39.7 55.4 62.7 39.0 37.0 49.8 59.1
Other: 57.6 56.3 68.9 74.0 56.0 50.4 61.1 66.2
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 6,836: 3,355 1,876 968 702 2,669 5,025 5,513: 1,811 1,323
Old : 6,658: 3,337 1,823 934 630 2,618 4,901 5,375: 1,757 1,283
Other: 178: 26 61 26 72 51 124 138: 54 40
: : :
: : Changes in Commitments from: March 29, 2005 :
: 840: 90 -5 810 -90 -136 810 669: 30 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 27.4 14.2 10.3 39.0 73.5 80.6: 26.5 19.4
Old : 100.0: 50.1 27.4 14.0 9.5 39.3 73.6 80.7: 26.4 19.3
Other: 100.0: 14.6 34.3 14.6 40.4 28.7 69.7 77.5: 30.3 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 13 9 7 10 28 28:
Old : 41: 16 14 7 5 10 24 28:
Other: 15: 5 4 3 3 4 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 : 36.8 32.2 53.8 51.5 35.7 29.0 45.3 45.0
Old : 37.7 32.7 54.9 52.0 36.6 29.4 46.4 45.6
Other: 55.6 67.4 67.4 76.4 50.6 52.8 53.9 61.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 296,644: 89,586 57,358 6 145,457 136,276 235,049 193,640: 61,595 103,004
Old : 296,644: 89,586 57,358 6 145,457 136,276 235,049 193,640: 61,595 103,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -16,773: -13,405 -7,120 0 -6,445 -5,702 -19,850 -12,822: 3,077 -3,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 19.3 0.0 49.0 45.9 79.2 65.3: 20.8 34.7
Old : 100.0: 30.2 19.3 0.0 49.0 45.9 79.2 65.3: 20.8 34.7
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 : 96: 19 23 1 34 41 54 64:
Old : 96: 19 23 1 34 41 54 64:
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 : 31.7 19.6 43.3 28.4 31.7 16.9 43.0 25.7
Old : 31.7 19.6 43.3 28.4 31.7 16.9 43.0 25.7
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, April 5, 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 : 313,417: 102,991 64,478 6 151,902 141,978 254,899 206,462: 58,518 106,955
Old : 313,417: 102,991 64,478 6 151,902 141,978 254,899 206,462: 58,518 106,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -18,159: -11,451 -14,750 -139 -12,475 -3,708 -24,065 -18,597: 5,906 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 20.6 0.0 48.5 45.3 81.3 65.9: 18.7 34.1
Old : 100.0: 32.9 20.6 0.0 48.5 45.3 81.3 65.9: 18.7 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 19 25 1 38 42 58 67:
Old : 101: 19 25 1 38 42 58 67:
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 : 30.2 19.5 43.0 28.9 30.2 17.8 43.0 26.9
Old : 30.2 19.5 43.0 28.9 30.2 17.8 43.0 26.9
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, April 12, 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 : 2,001,950: 344,955 534,209 77,955 1,392,071 979,450 1,814,981 1,591,614: 186,969 410,336
Old : 2,001,950: 344,955 534,209 77,955 1,392,071 979,450 1,814,981 1,591,614: 186,969 410,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 15,075: 3,976 -8,365 3,061 8,296 98,216 15,333 92,912: -258 -77,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 26.7 3.9 69.5 48.9 90.7 79.5: 9.3 20.5
Old : 100.0: 17.2 26.7 3.9 69.5 48.9 90.7 79.5: 9.3 20.5
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 : 263: 37 79 39 81 126 141 221:
Old : 263: 37 79 39 81 126 141 221:
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 : 45.9 14.1 61.1 22.6 43.5 12.4 55.7 19.2
Old : 45.9 14.1 61.1 22.6 43.5 12.4 55.7 19.2
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, April 5, 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 : 1,986,875: 340,979 542,574 74,894 1,383,775 881,234 1,799,648 1,498,702: 187,227 488,173
Old : 1,986,875: 340,979 542,574 74,894 1,383,775 881,234 1,799,648 1,498,702: 187,227 488,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -100,725: -95,592 -108,227 1,911 -26,522 -3,859 -120,203 -110,175: 19,478 9,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 27.3 3.8 69.6 44.4 90.6 75.4: 9.4 24.6
Old : 100.0: 17.2 27.3 3.8 69.6 44.4 90.6 75.4: 9.4 24.6
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 : 248: 37 74 38 78 117 135 209:
Old : 248: 37 74 38 78 117 135 209:
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 : 45.7 13.5 61.0 22.0 43.9 12.5 57.2 19.7
Old : 45.7 13.5 61.0 22.0 43.9 12.5 57.2 19.7
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, April 12, 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 : 1,416,631: 168,268 342,246 35,232 1,066,129 711,392 1,269,629 1,088,870: 147,002 327,761
Old : 1,416,631: 168,268 342,246 35,232 1,066,129 711,392 1,269,629 1,088,870: 147,002 327,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 30,299: -9,975 -12,523 2,266 35,860 31,197 28,151 20,940: 2,148 9,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 24.2 2.5 75.3 50.2 89.6 76.9: 10.4 23.1
Old : 100.0: 11.9 24.2 2.5 75.3 50.2 89.6 76.9: 10.4 23.1
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 : 191: 38 51 19 62 84 111 143:
Old : 191: 38 51 19 62 84 111 143:
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 : 39.0 20.7 51.5 29.9 29.6 14.3 40.1 22.4
Old : 39.0 20.7 51.5 29.9 29.6 14.3 40.1 22.4
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, April 5, 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 : 1,386,332: 178,243 354,769 32,966 1,030,269 680,195 1,241,478 1,067,930: 144,854 318,402
Old : 1,386,332: 178,243 354,769 32,966 1,030,269 680,195 1,241,478 1,067,930: 144,854 318,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 19,732: -41,655 17,032 -4,767 59,225 42,701 12,803 54,966: 6,929 -35,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 25.6 2.4 74.3 49.1 89.6 77.0: 10.4 23.0
Old : 100.0: 12.9 25.6 2.4 74.3 49.1 89.6 77.0: 10.4 23.0
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 : 184: 34 51 19 63 77 107 137:
Old : 184: 34 51 19 63 77 107 137:
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 19.7 49.2 29.5 29.6 13.9 39.4 22.4
Old : 38.6 19.7 49.2 29.5 29.6 13.9 39.4 22.4
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, April 12, 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 : 479,778: 176,208 26,080 77,664 194,547 348,132 448,419 451,876: 31,359 27,902
Old : 479,778: 176,208 26,080 77,664 194,547 348,132 448,419 451,876: 31,359 27,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 35,940: -2,147 -377 20,644 20,679 19,618 39,176 39,885: -3,236 -3,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 5.4 16.2 40.5 72.6 93.5 94.2: 6.5 5.8
Old : 100.0: 36.7 5.4 16.2 40.5 72.6 93.5 94.2: 6.5 5.8
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 : 109: 36 13 32 43 53 87 91:
Old : 109: 36 13 32 43 53 87 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 : 32.2 34.2 46.3 47.9 22.0 28.7 30.0 36.8
Old : 32.2 34.2 46.3 47.9 22.0 28.7 30.0 36.8
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, April 5, 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 : 443,838: 178,355 26,457 57,020 173,868 328,514 409,243 411,991: 34,595 31,847
Old : 443,838: 178,355 26,457 57,020 173,868 328,514 409,243 411,991: 34,595 31,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -60,299: -23,082 -13,446 4,891 -36,385 -47,999 -54,576 -56,554: -5,723 -3,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 6.0 12.8 39.2 74.0 92.2 92.8: 7.8 7.2
Old : 100.0: 40.2 6.0 12.8 39.2 74.0 92.2 92.8: 7.8 7.2
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 : 103: 36 10 27 44 50 85 83:
Old : 103: 36 10 27 44 50 85 83:
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 35.7 47.1 47.7 28.3 33.8 36.6 42.7
Old : 36.7 35.7 47.1 47.7 28.3 33.8 36.6 42.7
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, April 12, 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 : 38,782: 9,350 11,718 389 19,842 20,249 29,581 32,356: 9,201 6,426
Old : 38,782: 9,350 11,718 389 19,842 20,249 29,581 32,356: 9,201 6,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 564: -62 912 389 -515 -544 -188 757: 752 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 30.2 1.0 51.2 52.2 76.3 83.4: 23.7 16.6
Old : 100.0: 24.1 30.2 1.0 51.2 52.2 76.3 83.4: 23.7 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 : 59: 16 17 1 17 10 34 27:
Old : 59: 16 17 1 17 10 34 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 58.8 50.5 68.2 36.2 58.8 50.5 68.0
Old : 36.2 58.8 50.5 68.2 36.2 58.8 50.5 68.0
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, April 5, 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 : 38,218: 9,412 10,806 0 20,357 20,793 29,769 31,599: 8,449 6,619
Old : 38,218: 9,412 10,806 0 20,357 20,793 29,769 31,599: 8,449 6,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -112: -333 4,654 0 65 -5,558 -268 -904: 156 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 28.3 0.0 53.3 54.4 77.9 82.7: 22.1 17.3
Old : 100.0: 24.6 28.3 0.0 53.3 54.4 77.9 82.7: 22.1 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 17 11 0 18 10 35 21:
Old : 54: 17 11 0 18 10 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 : 36.8 62.0 51.2 72.2 36.8 62.0 51.2 72.2
Old : 36.8 62.0 51.2 72.2 36.8 62.0 51.2 72.2
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, April 12, 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 : 45,928: 12,934 17,099 534 19,540 16,585 33,008 34,218: 12,920 11,710
Old : 45,928: 12,934 17,099 534 19,540 16,585 33,008 34,218: 12,920 11,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,614: 59 72 160 4,243 4,179 4,462 4,411: 1,152 1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 37.2 1.2 42.5 36.1 71.9 74.5: 28.1 25.5
Old : 100.0: 28.2 37.2 1.2 42.5 36.1 71.9 74.5: 28.1 25.5
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 : 62: 28 14 3 14 8 44 23:
Old : 62: 28 14 3 14 8 44 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 : 35.9 52.6 45.1 63.8 35.9 52.6 45.1 63.8
Old : 35.9 52.6 45.1 63.8 35.9 52.6 45.1 63.8
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, April 5, 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 : 40,314: 12,875 17,027 374 15,297 12,406 28,546 29,807: 11,768 10,507
Old : 40,314: 12,875 17,027 374 15,297 12,406 28,546 29,807: 11,768 10,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 8,617: 1,377 7,588 -68 5,845 -2,348 7,154 5,172: 1,463 3,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 42.2 0.9 37.9 30.8 70.8 73.9: 29.2 26.1
Old : 100.0: 31.9 42.2 0.9 37.9 30.8 70.8 73.9: 29.2 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 27 17 3 12 11 41 29:
Old : 65: 27 17 3 12 11 41 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 : 32.2 42.1 44.1 55.4 32.2 42.1 44.1 55.4
Old : 32.2 42.1 44.1 55.4 32.2 42.1 44.1 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 33,892: 4,167 6,240 1,046 28,482 25,222 33,695 32,508: 197 1,384
Old : 33,892: 4,167 6,240 1,046 28,482 25,222 33,695 32,508: 197 1,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 92: -52 163 0 56 62 4 225: 88 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 18.4 3.1 84.0 74.4 99.4 95.9: 0.6 4.1
Old : 100.0: 12.3 18.4 3.1 84.0 74.4 99.4 95.9: 0.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 6 23 4 21 19 30 43:
Old : 62: 6 23 4 21 19 30 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 : 41.1 45.3 68.2 64.9 41.1 43.4 68.1 63.0
Old : 41.1 45.3 68.2 64.9 41.1 43.4 68.1 63.0
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, April 5, 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 : 33,800: 4,219 6,077 1,046 28,426 25,160 33,691 32,283: 109 1,517
Old : 33,800: 4,219 6,077 1,046 28,426 25,160 33,691 32,283: 109 1,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -568: -24 -786 0 -495 468 -519 -318: -49 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.0 3.1 84.1 74.4 99.7 95.5: 0.3 4.5
Old : 100.0: 12.5 18.0 3.1 84.1 74.4 99.7 95.5: 0.3 4.5
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 : 60: 5 22 4 20 19 28 42:
Old : 60: 5 22 4 20 19 28 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 : 43.8 45.3 71.0 64.4 43.8 44.7 70.9 63.9
Old : 43.8 45.3 71.0 64.4 43.8 44.7 70.9 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,354: 0 2,026 0 13,353 11,228 13,353 13,254: 1 100
Old : 13,354: 0 2,026 0 13,353 11,228 13,353 13,254: 1 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 767: 0 34 0 767 1,046 767 1,080: 0 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.2 0.0 100.0 84.1 100.0 99.3: 0.0 0.7
Old : 100.0: 0.0 15.2 0.0 100.0 84.1 100.0 99.3: 0.0 0.7
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: 0 9 0 5 10 5 19:
Old : 24: 0 9 0 5 10 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 : 99.3 72.3 100.0 83.6 99.3 72.3 100.0 83.6
Old : 99.3 72.3 100.0 83.6 99.3 72.3 100.0 83.6
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, April 5, 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 : 12,587: 0 1,992 0 12,586 10,182 12,586 12,174: 1 413
Old : 12,587: 0 1,992 0 12,586 10,182 12,586 12,174: 1 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -396: 0 -212 0 -252 -484 -252 -696: -144 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.8 0.0 100.0 80.9 100.0 96.7: 0.0 3.3
Old : 100.0: 0.0 15.8 0.0 100.0 80.9 100.0 96.7: 0.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 9 0 5 8 5 17:
Old : 22: 0 9 0 5 8 5 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 : 98.9 73.9 100.0 84.9 98.9 73.9 100.0 84.9
Old : 98.9 73.9 100.0 84.9 98.9 73.9 100.0 84.9
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, April 12, 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 : 22,233: 2,955 2,262 958 12,766 13,176 16,679 16,396: 5,554 5,837
Old : 22,233: 2,955 2,262 958 12,766 13,176 16,679 16,396: 5,554 5,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 666: 26 1 21 329 449 376 471: 290 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 10.2 4.3 57.4 59.3 75.0 73.7: 25.0 26.3
Old : 100.0: 13.3 10.2 4.3 57.4 59.3 75.0 73.7: 25.0 26.3
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: 8 6 10 21 15 33 27:
Old : 40: 8 6 10 21 15 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 35.0 61.0 54.7 42.9 34.0 57.6 52.2
Old : 45.3 35.0 61.0 54.7 42.9 34.0 57.6 52.2
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, April 5, 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 : 21,567: 2,929 2,261 937 12,437 12,727 16,303 15,925: 5,264 5,642
Old : 21,567: 2,929 2,261 937 12,437 12,727 16,303 15,925: 5,264 5,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,554: 258 -360 -255 -3,330 -2,689 -3,327 -3,304: -227 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 10.5 4.3 57.7 59.0 75.6 73.8: 24.4 26.2
Old : 100.0: 13.6 10.5 4.3 57.7 59.0 75.6 73.8: 24.4 26.2
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 : 42: 11 6 15 19 15 35 31:
Old : 42: 11 6 15 19 15 35 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 : 45.4 35.0 61.7 54.6 44.2 34.0 58.5 52.1
Old : 45.4 35.0 61.7 54.6 44.2 34.0 58.5 52.1
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, April 12, 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 : 92,561: 15,904 7,941 17,004 43,281 38,371 76,189 63,316: 16,372 29,245
Old : 87,659: 16,125 8,027 15,712 40,734 36,667 72,571 60,406: 15,088 27,253
Other: 4,902: 986 1,121 85 2,547 1,704 3,618 2,910: 1,284 1,992
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,353: -940 407 1,843 -1,011 -1,947 -108 303: -1,245 -1,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.6 18.4 46.8 41.5 82.3 68.4: 17.7 31.6
Old : 100.0: 18.4 9.2 17.9 46.5 41.8 82.8 68.9: 17.2 31.1
Other: 100.0: 20.1 22.9 1.7 52.0 34.8 73.8 59.4: 26.2 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 38 33 45 26 31 94 94:
Old : 132: 41 32 44 26 31 93 94:
Other: 29: 9 6 2 3 12 13 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 : 27.8 19.6 40.8 31.3 27.8 19.2 38.1 27.7
Old : 29.4 19.5 41.9 31.9 29.4 19.2 40.1 29.2
Other: 65.8 41.4 72.9 52.0 64.3 41.4 69.8 52.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 93,914: 16,844 7,534 15,161 44,292 40,318 76,297 63,013: 17,617 30,901
Old : 89,355: 17,092 7,717 14,194 41,870 38,626 73,156 60,537: 16,199 28,818
Other: 4,559: 649 714 70 2,422 1,692 3,141 2,476: 1,418 2,083
: : :
: : Changes in Commitments from: March 29, 2005 :
: 4,086: -1,041 510 2,804 271 169 2,034 3,483: 2,052 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 8.0 16.1 47.2 42.9 81.2 67.1: 18.8 32.9
Old : 100.0: 19.1 8.6 15.9 46.9 43.2 81.9 67.7: 18.1 32.3
Other: 100.0: 14.2 15.7 1.5 53.1 37.1 68.9 54.3: 31.1 45.7
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 43 34 46 24 33 97 97:
Old : 138: 43 36 46 24 33 97 97:
Other: 31: 10 5 1 4 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 : 27.5 20.4 39.4 31.3 27.5 18.9 37.9 27.2
Old : 28.9 20.4 39.7 31.8 28.9 18.8 39.7 29.1
Other: 59.7 35.2 67.2 46.7 58.1 35.2 64.0 46.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 12, 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 : 2,375: 183 538 90 1,567 754 1,840 1,382: 535 993
Old : 2,357: 183 536 90 1,554 749 1,827 1,375: 530 982
Other: 18: 0 2 0 13 5 13 7: 5 11
: : :
: : Changes in Commitments from: April 5, 2005 :
: 44: 27 -53 5 4 89 36 41: 8 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 22.7 3.8 66.0 31.7 77.5 58.2: 22.5 41.8
Old : 100.0: 7.8 22.7 3.8 65.9 31.8 77.5 58.3: 22.5 41.7
Other: 100.0: 0.0 11.1 0.0 72.2 27.8 72.2 38.9: 27.8 61.1
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 8 3 10 4 17 13:
Old : 25: 4 8 3 9 4 16 13:
Other: 4: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 38.9 65.1 51.8 45.7 33.6 55.1 41.3
Old : 54.8 39.2 65.1 52.1 45.6 33.8 55.0 41.4
Other: 72.2 38.9 72.2 38.9 66.7 33.3 66.7 33.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 2,331: 156 591 85 1,563 665 1,804 1,341: 527 990
Old : 2,318: 156 588 85 1,550 661 1,791 1,334: 527 984
Other: 13: 0 3 0 13 4 13 7: 0 6
: : :
: : Changes in Commitments from: March 29, 2005 :
: -182: 61 -14 11 -155 54 -83 51: -99 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 25.4 3.6 67.1 28.5 77.4 57.5: 22.6 42.5
Old : 100.0: 6.7 25.4 3.7 66.9 28.5 77.3 57.5: 22.7 42.5
Other: 100.0: 0.0 23.1 0.0 100.0 30.8 100.0 53.8: 0.0 46.2
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 11 4 10 3 18 14:
Old : 26: 4 11 4 10 3 18 14:
Other: 4: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 36.2 65.9 48.5 46.1 31.7 56.7 39.3
Old : 54.4 36.4 65.8 48.4 45.9 31.8 56.5 39.4
Other: 100.0 53.8 100.0 53.8 92.3 46.2 92.3 46.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 12, 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 : 139,966: 42,647 14,553 10,659 68,929 77,532 122,235 102,744: 17,731 37,222
Old : 139,966: 42,647 14,553 10,659 68,929 77,532 122,235 102,744: 17,731 37,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -8,141: -2,665 833 -1,722 -2,386 -3,712 -6,773 -4,601: -1,368 -3,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 10.4 7.6 49.2 55.4 87.3 73.4: 12.7 26.6
Old : 100.0: 30.5 10.4 7.6 49.2 55.4 87.3 73.4: 12.7 26.6
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 : 203: 47 36 32 63 97 136 148:
Old : 203: 47 36 32 63 97 136 148:
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 : 22.5 16.6 38.1 26.4 22.5 16.1 36.1 25.5
Old : 22.5 16.6 38.1 26.4 22.5 16.1 36.1 25.5
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, April 5, 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 : 148,107: 45,312 13,720 12,381 71,315 81,244 129,008 107,345: 19,099 40,762
Old : 148,107: 45,312 13,720 12,381 71,315 81,244 129,008 107,345: 19,099 40,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -5,803: -755 -3,884 -1,461 -1,976 284 -4,192 -5,061: -1,611 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 9.3 8.4 48.2 54.9 87.1 72.5: 12.9 27.5
Old : 100.0: 30.6 9.3 8.4 48.2 54.9 87.1 72.5: 12.9 27.5
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 : 220: 52 35 34 71 111 145 166:
Old : 220: 52 35 34 71 111 145 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 14.7 36.1 23.6 21.3 14.2 34.3 22.0
Old : 21.5 14.7 36.1 23.6 21.3 14.2 34.3 22.0
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, April 12, 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 : 4,784: 1,490 515 90 1,238 2,837 2,818 3,442: 1,966 1,342
Old : 4,784: 1,490 515 90 1,238 2,837 2,818 3,442: 1,966 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -460: -322 -61 -33 -5 -477 -360 -571: -100 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 10.8 1.9 25.9 59.3 58.9 71.9: 41.1 28.1
Old : 100.0: 31.1 10.8 1.9 25.9 59.3 58.9 71.9: 41.1 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 15 8 6 15 15 33 26:
Old : 44: 15 8 6 15 15 33 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 : 20.7 47.0 32.9 57.4 20.6 47.0 30.5 57.0
Old : 20.7 47.0 32.9 57.4 20.6 47.0 30.5 57.0
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, April 5, 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 : 5,244: 1,812 576 123 1,243 3,314 3,178 4,013: 2,066 1,231
Old : 5,244: 1,812 576 123 1,243 3,314 3,178 4,013: 2,066 1,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 221: -171 64 39 184 -32 52 71: 169 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 11.0 2.3 23.7 63.2 60.6 76.5: 39.4 23.5
Old : 100.0: 34.6 11.0 2.3 23.7 63.2 60.6 76.5: 39.4 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 : 51: 19 9 8 14 17 39 28:
Old : 51: 19 9 8 14 17 39 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 47.8 30.8 58.3 19.2 47.8 29.0 57.4
Old : 19.2 47.8 30.8 58.3 19.2 47.8 29.0 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 12, 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 : 27,925: 10,383 2,769 5,452 7,719 6,724 23,554 14,945: 4,371 12,980
Old : 27,925: 10,383 2,769 5,452 7,719 6,724 23,554 14,945: 4,371 12,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -220: -71 69 -274 292 263 -53 58: -167 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 9.9 19.5 27.6 24.1 84.3 53.5: 15.7 46.5
Old : 100.0: 37.2 9.9 19.5 27.6 24.1 84.3 53.5: 15.7 46.5
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 : 136: 46 20 20 33 50 90 82:
Old : 136: 46 20 20 33 50 90 82:
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 18.3 37.8 24.1 16.4 7.1 25.8 11.5
Old : 24.4 18.3 37.8 24.1 16.4 7.1 25.8 11.5
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, April 5, 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 : 28,145: 10,454 2,700 5,726 7,427 6,461 23,607 14,887: 4,538 13,258
Old : 28,145: 10,454 2,700 5,726 7,427 6,461 23,607 14,887: 4,538 13,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,691: 721 346 -23 647 19 1,345 342: 346 1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 9.6 20.3 26.4 23.0 83.9 52.9: 16.1 47.1
Old : 100.0: 37.1 9.6 20.3 26.4 23.0 83.9 52.9: 16.1 47.1
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 : 132: 47 17 18 34 45 90 75:
Old : 132: 47 17 18 34 45 90 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 : 24.6 19.1 37.6 24.7 16.4 7.3 25.2 11.8
Old : 24.6 19.1 37.6 24.7 16.4 7.3 25.2 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 12, 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 : 69,292: 15,951 23,385 617 24,234 30,277 40,802 54,279: 28,490 15,013
Old : 69,292: 15,951 23,385 617 24,234 30,277 40,802 54,279: 28,490 15,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -11,010: -19,848 13,261 0 11,191 -25,120 -8,657 -11,859: -2,353 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 33.7 0.9 35.0 43.7 58.9 78.3: 41.1 21.7
Old : 100.0: 23.0 33.7 0.9 35.0 43.7 58.9 78.3: 41.1 21.7
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 : 66: 18 15 3 20 20 39 37:
Old : 66: 18 15 3 20 20 39 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 : 21.8 29.6 32.1 47.5 21.8 29.5 32.1 47.1
Old : 21.8 29.6 32.1 47.5 21.8 29.5 32.1 47.1
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, April 5, 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 : 80,302: 35,799 10,124 617 13,043 55,397 49,459 66,138: 30,843 14,164
Old : 80,302: 35,799 10,124 617 13,043 55,397 49,459 66,138: 30,843 14,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -891: 344 1,359 -13 -1,183 -694 -852 652: -39 -1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 12.6 0.8 16.2 69.0 61.6 82.4: 38.4 17.6
Old : 100.0: 44.6 12.6 0.8 16.2 69.0 61.6 82.4: 38.4 17.6
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 : 68: 26 9 3 16 23 43 34:
Old : 68: 26 9 3 16 23 43 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 : 20.9 29.8 33.5 50.7 20.9 29.8 33.5 50.7
Old : 20.9 29.8 33.5 50.7 20.9 29.8 33.5 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 12, 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 : 45,692: 1,677 24,441 1 34,607 5,605 36,285 30,047: 9,407 15,645
Old : 45,692: 1,677 24,441 1 34,607 5,605 36,285 30,047: 9,407 15,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,772: 0 3,985 0 -2,183 -6,871 -2,183 -2,886: 411 1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 53.5 0.0 75.7 12.3 79.4 65.8: 20.6 34.2
Old : 100.0: 3.7 53.5 0.0 75.7 12.3 79.4 65.8: 20.6 34.2
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 : 36: 3 15 1 14 6 18 21:
Old : 36: 3 15 1 14 6 18 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 : 47.5 33.2 66.6 46.9 46.6 33.2 63.6 46.9
Old : 47.5 33.2 66.6 46.9 46.6 33.2 63.6 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 47,464: 1,677 20,456 1 36,790 12,476 38,468 32,933: 8,996 14,531
Old : 47,464: 1,677 20,456 1 36,790 12,476 38,468 32,933: 8,996 14,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 5,208: -491 4,246 0 6,005 793 5,514 5,039: -306 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 43.1 0.0 77.5 26.3 81.0 69.4: 19.0 30.6
Old : 100.0: 3.5 43.1 0.0 77.5 26.3 81.0 69.4: 19.0 30.6
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 : 35: 3 13 1 16 5 20 18:
Old : 35: 3 13 1 16 5 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 40.1 64.6 54.2 43.2 40.1 61.7 53.8
Old : 43.6 40.1 64.6 54.2 43.2 40.1 61.7 53.8
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, April 12, 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 : 77,870: 51,661 3,749 0 17,116 70,675 68,777 74,424: 9,093 3,446
Old : 77,870: 51,661 3,749 0 17,116 70,675 68,777 74,424: 9,093 3,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 17,407: 19,014 -7,068 0 -2,317 25,296 16,697 18,228: 710 -821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 4.8 0.0 22.0 90.8 88.3 95.6: 11.7 4.4
Old : 100.0: 66.3 4.8 0.0 22.0 90.8 88.3 95.6: 11.7 4.4
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 : 90: 49 11 0 15 18 64 29:
Old : 90: 49 11 0 15 18 64 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 : 29.9 55.1 48.2 79.8 29.9 54.9 48.2 79.5
Old : 29.9 55.1 48.2 79.8 29.9 54.9 48.2 79.5
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, April 5, 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 : 60,463: 32,647 10,817 0 19,433 45,379 52,080 56,196: 8,383 4,267
Old : 60,463: 32,647 10,817 0 19,433 45,379 52,080 56,196: 8,383 4,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -63: -45 1,957 -300 -1,032 -2,090 -1,377 -433: 1,314 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 17.9 0.0 32.1 75.1 86.1 92.9: 13.9 7.1
Old : 100.0: 54.0 17.9 0.0 32.1 75.1 86.1 92.9: 13.9 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 : 86: 41 16 0 13 20 54 36:
Old : 86: 41 16 0 13 20 54 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 : 26.8 51.6 45.2 77.0 26.8 51.4 45.2 76.8
Old : 26.8 51.6 45.2 77.0 26.8 51.4 45.2 76.8
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, April 12, 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 : 82,524: 26,824 6,453 1 37,784 64,686 64,609 71,140: 17,915 11,384
Old : 82,524: 26,824 6,453 1 37,784 64,686 64,609 71,140: 17,915 11,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 14,108: 5,284 397 -56 9,574 13,518 14,802 13,859: -694 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 7.8 0.0 45.8 78.4 78.3 86.2: 21.7 13.8
Old : 100.0: 32.5 7.8 0.0 45.8 78.4 78.3 86.2: 21.7 13.8
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 : 55: 18 10 1 17 16 36 26:
Old : 55: 18 10 1 17 16 36 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 : 32.5 55.6 47.2 71.4 31.8 54.7 46.3 70.2
Old : 32.5 55.6 47.2 71.4 31.8 54.7 46.3 70.2
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, April 5, 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 : 68,416: 21,540 6,056 57 28,210 51,168 49,807 57,281: 18,609 11,135
Old : 68,416: 21,540 6,056 57 28,210 51,168 49,807 57,281: 18,609 11,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 2,036: 2,953 -657 56 652 3,337 3,661 2,736: -1,625 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 8.9 0.1 41.2 74.8 72.8 83.7: 27.2 16.3
Old : 100.0: 31.5 8.9 0.1 41.2 74.8 72.8 83.7: 27.2 16.3
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 : 54: 17 10 2 18 16 36 27:
Old : 54: 17 10 2 18 16 36 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 57.5 40.5 68.3 22.9 55.9 39.5 66.0
Old : 23.9 57.5 40.5 68.3 22.9 55.9 39.5 66.0
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, April 12, 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 : 133,228: 11,954 56,150 647 95,502 46,209 108,103 103,006: 25,125 30,222
Old : 133,228: 11,954 56,150 647 95,502 46,209 108,103 103,006: 25,125 30,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,822: 2,268 10,022 -34 2,888 -6,592 5,122 3,396: 700 2,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 42.1 0.5 71.7 34.7 81.1 77.3: 18.9 22.7
Old : 100.0: 9.0 42.1 0.5 71.7 34.7 81.1 77.3: 18.9 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 15 30 2 28 20 45 50:
Old : 84: 15 30 2 28 20 45 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 : 44.6 27.1 57.8 39.1 41.6 26.7 53.9 37.6
Old : 44.6 27.1 57.8 39.1 41.6 26.7 53.9 37.6
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, April 5, 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 : 127,406: 9,686 46,128 681 92,614 52,801 102,981 99,610: 24,425 27,796
Old : 127,406: 9,686 46,128 681 92,614 52,801 102,981 99,610: 24,425 27,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 13,138: -1,347 4,906 1 15,676 5,315 14,330 10,222: -1,192 2,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 36.2 0.5 72.7 41.4 80.8 78.2: 19.2 21.8
Old : 100.0: 7.6 36.2 0.5 72.7 41.4 80.8 78.2: 19.2 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 : 85: 16 30 3 28 21 47 51:
Old : 85: 16 30 3 28 21 47 51:
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 : 45.1 31.5 58.8 42.9 42.8 30.8 54.5 41.0
Old : 45.1 31.5 58.8 42.9 42.8 30.8 54.5 41.0
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, April 12, 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 : 131,025: 30,092 24,332 522 58,423 68,977 89,037 93,831: 41,988 37,194
Old : 131,025: 30,092 24,332 522 58,423 68,977 89,037 93,831: 41,988 37,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 4,946: 3,623 4,761 330 4,856 8,028 8,809 13,119: -3,863 -8,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 18.6 0.4 44.6 52.6 68.0 71.6: 32.0 28.4
Old : 100.0: 23.0 18.6 0.4 44.6 52.6 68.0 71.6: 32.0 28.4
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 : 88: 26 23 5 28 24 56 50:
Old : 88: 26 23 5 28 24 56 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 : 29.2 29.8 38.9 43.7 29.2 28.0 38.5 41.0
Old : 29.2 29.8 38.9 43.7 29.2 28.0 38.5 41.0
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, April 5, 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 : 126,079: 26,469 19,571 192 53,567 60,949 80,228 80,712: 45,851 45,367
Old : 126,079: 26,469 19,571 192 53,567 60,949 80,228 80,712: 45,851 45,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 9,191: -3,781 7,074 -26 14,173 -2,954 10,366 4,094: -1,175 5,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 15.5 0.2 42.5 48.3 63.6 64.0: 36.4 36.0
Old : 100.0: 21.0 15.5 0.2 42.5 48.3 63.6 64.0: 36.4 36.0
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 : 93: 30 23 6 27 25 58 53:
Old : 93: 30 23 6 27 25 58 53:
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 : 26.4 28.7 34.9 41.7 26.4 25.6 34.8 38.4
Old : 26.4 28.7 34.9 41.7 26.4 25.6 34.8 38.4
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, April 5, 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 : 9,820: 6,057 705 0 2,167 8,453 8,224 9,158: 1,596 662
Old : 9,820: 6,057 705 0 2,167 8,453 8,224 9,158: 1,596 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -206: -40 0 0 -136 -242 -176 -242: -30 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 7.2 0.0 22.1 86.1 83.7 93.3: 16.3 6.7
Old : 100.0: 61.7 7.2 0.0 22.1 86.1 83.7 93.3: 16.3 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 : 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 : 67.2 77.5 79.9 90.9 67.2 77.5 79.9 90.8
Old : 67.2 77.5 79.9 90.9 67.2 77.5 79.9 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, April 12, 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 : 94,768: 35,114 2,277 0 54,957 83,813 90,071 86,090: 4,697 8,678
Old : 94,768: 35,114 2,277 0 54,957 83,813 90,071 86,090: 4,697 8,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 11,508: 4,909 39 0 6,687 11,254 11,596 11,293: -88 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 2.4 0.0 58.0 88.4 95.0 90.8: 5.0 9.2
Old : 100.0: 37.1 2.4 0.0 58.0 88.4 95.0 90.8: 5.0 9.2
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 : 28: 3 1 0 16 18 19 19:
Old : 28: 3 1 0 16 18 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 : 64.4 53.8 86.7 72.3 62.3 51.4 81.9 67.0
Old : 64.4 53.8 86.7 72.3 62.3 51.4 81.9 67.0
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, April 5, 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 : 83,260: 30,205 2,238 0 48,270 72,559 78,475 74,797: 4,785 8,463
Old : 83,260: 30,205 2,238 0 48,270 72,559 78,475 74,797: 4,785 8,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 4,102: 273 716 0 3,994 2,596 4,267 3,312: -165 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 2.7 0.0 58.0 87.1 94.3 89.8: 5.7 10.2
Old : 100.0: 36.3 2.7 0.0 58.0 87.1 94.3 89.8: 5.7 10.2
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 : 28: 3 1 0 16 18 19 19:
Old : 28: 3 1 0 16 18 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 : 64.5 48.3 87.2 69.8 61.7 44.4 81.8 64.9
Old : 64.5 48.3 87.2 69.8 61.7 44.4 81.8 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 12, 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 : 8,223,514: 714,964 1,238,270 867,043 5,736,187 4,555,725 7,318,194 6,661,038: 905,320 1,562,476
Old : 8,223,514: 714,964 1,238,270 867,043 5,736,187 4,555,725 7,318,194 6,661,038: 905,320 1,562,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -33,682: -76,213 -114,799 -92,045 78,372 132,494 -89,886 -74,350: 56,204 40,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 15.1 10.5 69.8 55.4 89.0 81.0: 11.0 19.0
Old : 100.0: 8.7 15.1 10.5 69.8 55.4 89.0 81.0: 11.0 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 : 261: 41 77 85 114 130 215 241:
Old : 261: 41 77 85 114 130 215 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 14.8 46.7 24.0 29.2 14.6 40.1 21.4
Old : 30.3 14.8 46.7 24.0 29.2 14.6 40.1 21.4
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, April 5, 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 : 8,257,196: 791,177 1,353,069 959,088 5,657,815 4,423,231 7,408,080 6,735,388: 849,116 1,521,808
Old : 8,257,196: 791,177 1,353,069 959,088 5,657,815 4,423,231 7,408,080 6,735,388: 849,116 1,521,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 234,109: -21,816 25,778 91,247 153,267 97,454 222,698 214,479: 11,411 19,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.4 11.6 68.5 53.6 89.7 81.6: 10.3 18.4
Old : 100.0: 9.6 16.4 11.6 68.5 53.6 89.7 81.6: 10.3 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 46 76 83 113 132 211 245:
Old : 263: 46 76 83 113 132 211 245:
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 : 29.5 14.4 46.6 23.2 28.4 14.1 40.1 21.1
Old : 29.5 14.4 46.6 23.2 28.4 14.1 40.1 21.1
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, April 12, 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 : 672,356: 60,868 76,461 8,206 474,245 482,886 543,319 567,553: 129,037 104,803
Old : 672,356: 60,868 76,461 8,206 474,245 482,886 543,319 567,553: 129,037 104,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 481: 3,578 -2,502 744 -1,744 -1,188 2,578 -2,946: -2,097 3,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 11.4 1.2 70.5 71.8 80.8 84.4: 19.2 15.6
Old : 100.0: 9.1 11.4 1.2 70.5 71.8 80.8 84.4: 19.2 15.6
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 : 189: 34 38 15 88 62 136 101:
Old : 189: 34 38 15 88 62 136 101:
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 : 20.8 33.3 29.3 47.7 20.1 33.0 28.1 47.4
Old : 20.8 33.3 29.3 47.7 20.1 33.0 28.1 47.4
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, April 5, 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 : 671,875: 57,290 78,963 7,462 475,989 484,074 540,741 570,499: 131,134 101,376
Old : 671,875: 57,290 78,963 7,462 475,989 484,074 540,741 570,499: 131,134 101,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -556: 2,493 91 259 1,262 -742 4,014 -392: -4,570 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.8 1.1 70.8 72.0 80.5 84.9: 19.5 15.1
Old : 100.0: 8.5 11.8 1.1 70.8 72.0 80.5 84.9: 19.5 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 : 187: 30 40 12 90 60 131 101:
Old : 187: 30 40 12 90 60 131 101:
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 : 20.8 33.0 29.3 47.5 20.0 32.7 28.1 47.1
Old : 20.8 33.0 29.3 47.5 20.0 32.7 28.1 47.1
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, April 12, 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 : 882,185: 170,798 191,324 10,655 370,496 597,908 551,949 799,887: 330,236 82,298
Old : 882,185: 170,798 191,324 10,655 370,496 597,908 551,949 799,887: 330,236 82,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 2,380: 36,353 3,629 -11,424 -23,374 28,982 1,555 21,187: 825 -18,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 21.7 1.2 42.0 67.8 62.6 90.7: 37.4 9.3
Old : 100.0: 19.4 21.7 1.2 42.0 67.8 62.6 90.7: 37.4 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 : 176: 44 50 12 49 51 102 104:
Old : 176: 44 50 12 49 51 102 104:
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 : 19.2 36.4 28.4 48.5 16.3 31.8 23.5 42.1
Old : 19.2 36.4 28.4 48.5 16.3 31.8 23.5 42.1
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, April 5, 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 : 879,805: 134,445 187,695 22,079 393,870 568,926 550,394 778,700: 329,411 101,105
Old : 879,805: 134,445 187,695 22,079 393,870 568,926 550,394 778,700: 329,411 101,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 15,686: -11,349 22,017 5,506 14,936 -2,391 9,093 25,132: 6,593 -9,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 21.3 2.5 44.8 64.7 62.6 88.5: 37.4 11.5
Old : 100.0: 15.3 21.3 2.5 44.8 64.7 62.6 88.5: 37.4 11.5
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 : 163: 33 52 18 44 50 88 109:
Old : 163: 33 52 18 44 50 88 109:
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 : 20.8 35.8 30.9 47.5 17.4 31.0 25.9 41.2
Old : 20.8 35.8 30.9 47.5 17.4 31.0 25.9 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 12, 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 : 11,789: 725 1,273 0 6,040 9,021 6,765 10,294: 5,024 1,495
Old : 11,789: 725 1,273 0 6,040 9,021 6,765 10,294: 5,024 1,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 28: 0 -300 0 -378 187 -378 -113: 406 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.8 0.0 51.2 76.5 57.4 87.3: 42.6 12.7
Old : 100.0: 6.1 10.8 0.0 51.2 76.5 57.4 87.3: 42.6 12.7
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 : 27: 1 3 0 12 12 13 15:
Old : 27: 1 3 0 12 12 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 : 29.6 40.2 45.7 65.8 28.2 40.2 44.2 65.8
Old : 29.6 40.2 45.7 65.8 28.2 40.2 44.2 65.8
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, April 5, 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 : 11,761: 725 1,573 0 6,418 8,834 7,143 10,407: 4,618 1,354
Old : 11,761: 725 1,573 0 6,418 8,834 7,143 10,407: 4,618 1,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 11: 0 -442 0 -201 147 -201 -295: 212 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.4 0.0 54.6 75.1 60.7 88.5: 39.3 11.5
Old : 100.0: 6.2 13.4 0.0 54.6 75.1 60.7 88.5: 39.3 11.5
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 : 29: 1 4 0 13 12 14 16:
Old : 29: 1 4 0 13 12 14 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 : 30.0 40.3 46.5 64.4 28.5 40.3 45.0 64.4
Old : 30.0 40.3 46.5 64.4 28.5 40.3 45.0 64.4
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, April 12, 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 : 24,244: 5,799 1,179 118 13,299 16,272 19,216 17,569: 5,028 6,675
Old : 24,244: 5,799 1,179 118 13,299 16,272 19,216 17,569: 5,028 6,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,130: -1,971 -365 32 2,858 679 919 346: 211 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 4.9 0.5 54.9 67.1 79.3 72.5: 20.7 27.5
Old : 100.0: 23.9 4.9 0.5 54.9 67.1 79.3 72.5: 20.7 27.5
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: 7 3 2 15 17 23 21:
Old : 37: 7 3 2 15 17 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 : 38.6 42.4 54.7 57.2 38.3 39.3 54.4 54.1
Old : 38.6 42.4 54.7 57.2 38.3 39.3 54.4 54.1
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, April 5, 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 : 23,114: 7,770 1,544 86 10,441 15,593 18,297 17,223: 4,817 5,891
Old : 23,114: 7,770 1,544 86 10,441 15,593 18,297 17,223: 4,817 5,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,227: -1,789 -7 61 234 -1,954 -1,494 -1,900: -733 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 6.7 0.4 45.2 67.5 79.2 74.5: 20.8 25.5
Old : 100.0: 33.6 6.7 0.4 45.2 67.5 79.2 74.5: 20.8 25.5
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 : 38: 9 3 1 13 18 23 21:
Old : 38: 9 3 1 13 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 : 39.8 37.9 57.4 54.1 39.5 34.7 55.9 50.5
Old : 39.8 37.9 57.4 54.1 39.5 34.7 55.9 50.5
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, April 12, 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 : 52,398: 4,215 16,845 4 36,184 26,563 40,403 43,412: 11,995 8,986
Old : 52,398: 4,215 16,845 4 36,184 26,563 40,403 43,412: 11,995 8,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,247: -324 1,187 -1 -120 -661 -445 525: -802 -1,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 32.1 0.0 69.1 50.7 77.1 82.9: 22.9 17.1
Old : 100.0: 8.0 32.1 0.0 69.1 50.7 77.1 82.9: 22.9 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 12 23 1 37 29 50 52:
Old : 90: 12 23 1 37 29 50 52:
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 : 34.6 27.9 47.2 43.4 33.2 25.1 43.5 40.5
Old : 34.6 27.9 47.2 43.4 33.2 25.1 43.5 40.5
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, April 5, 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 : 53,645: 4,539 15,658 5 36,304 27,224 40,848 42,887: 12,797 10,758
Old : 53,645: 4,539 15,658 5 36,304 27,224 40,848 42,887: 12,797 10,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,130: 553 -1,758 0 252 -560 805 -2,318: -2,935 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 29.2 0.0 67.7 50.7 76.1 79.9: 23.9 20.1
Old : 100.0: 8.5 29.2 0.0 67.7 50.7 76.1 79.9: 23.9 20.1
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 : 89: 13 23 1 36 28 50 51:
Old : 89: 13 23 1 36 28 50 51:
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 : 33.6 28.6 47.0 42.9 32.3 24.8 42.3 38.7
Old : 33.6 28.6 47.0 42.9 32.3 24.8 42.3 38.7
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, April 12, 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 : 280,497: 79,261 118,399 1,118 166,296 124,641 246,675 244,158: 33,822 36,339
Old : 280,497: 79,261 118,399 1,118 166,296 124,641 246,675 244,158: 33,822 36,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 17,246: 22,009 8,908 -2,672 -5,447 5,898 13,890 12,134: 3,356 5,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 42.2 0.4 59.3 44.4 87.9 87.0: 12.1 13.0
Old : 100.0: 28.3 42.2 0.4 59.3 44.4 87.9 87.0: 12.1 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 41 66 8 43 34 90 102:
Old : 173: 41 66 8 43 34 90 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 28.3 56.4 42.6 40.7 23.2 50.8 34.0
Old : 43.9 28.3 56.4 42.6 40.7 23.2 50.8 34.0
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, April 5, 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 : 263,251: 57,252 109,491 3,790 171,743 118,743 232,785 232,024: 30,466 31,227
Old : 263,251: 57,252 109,491 3,790 171,743 118,743 232,785 232,024: 30,466 31,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -17,420: -17,409 -6,886 178 799 4,044 -16,432 -2,664: -988 -14,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 41.6 1.4 65.2 45.1 88.4 88.1: 11.6 11.9
Old : 100.0: 21.7 41.6 1.4 65.2 45.1 88.4 88.1: 11.6 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 40 60 9 42 38 87 103:
Old : 169: 40 60 9 42 38 87 103:
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 : 48.1 28.3 58.1 43.4 44.5 23.1 53.1 33.2
Old : 48.1 28.3 58.1 43.4 44.5 23.1 53.1 33.2
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, April 12, 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 : 85,163: 31,709 6,286 0 34,721 69,601 66,430 75,887: 18,733 9,276
Old : 85,163: 31,709 6,286 0 34,721 69,601 66,430 75,887: 18,733 9,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 6,674: 5,575 1,238 -43 1,720 6,181 7,252 7,376: -578 -702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 7.4 0.0 40.8 81.7 78.0 89.1: 22.0 10.9
Old : 100.0: 37.2 7.4 0.0 40.8 81.7 78.0 89.1: 22.0 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 : 47: 14 7 0 17 17 31 24:
Old : 47: 14 7 0 17 17 31 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 : 44.1 65.0 55.2 76.8 44.0 64.3 54.7 75.3
Old : 44.1 65.0 55.2 76.8 44.0 64.3 54.7 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 78,489: 26,134 5,048 43 33,001 63,420 59,178 68,511: 19,311 9,978
Old : 78,489: 26,134 5,048 43 33,001 63,420 59,178 68,511: 19,311 9,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,835: -4,685 853 43 4,307 -5,755 -335 -4,859: -2,500 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 6.4 0.1 42.0 80.8 75.4 87.3: 24.6 12.7
Old : 100.0: 33.3 6.4 0.1 42.0 80.8 75.4 87.3: 24.6 12.7
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 : 45: 14 6 2 18 14 33 21:
Old : 45: 14 6 2 18 14 33 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 : 40.2 63.9 53.8 77.2 40.1 63.4 53.1 76.3
Old : 40.2 63.9 53.8 77.2 40.1 63.4 53.1 76.3
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, April 12, 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 : 31,118: 1,192 10,850 0 25,486 14,979 26,678 25,829: 4,440 5,289
Old : 31,118: 1,192 10,850 0 25,486 14,979 26,678 25,829: 4,440 5,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -68: 0 335 0 -161 491 -161 826: 93 -894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 34.9 0.0 81.9 48.1 85.7 83.0: 14.3 17.0
Old : 100.0: 3.8 34.9 0.0 81.9 48.1 85.7 83.0: 14.3 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 : 58: 3 13 0 25 25 28 38:
Old : 58: 3 13 0 25 25 28 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 : 55.4 35.0 65.8 46.8 54.2 34.7 64.7 46.5
Old : 55.4 35.0 65.8 46.8 54.2 34.7 64.7 46.5
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, April 5, 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 : 31,186: 1,192 10,515 0 25,647 14,488 26,839 25,003: 4,347 6,183
Old : 31,186: 1,192 10,515 0 25,647 14,488 26,839 25,003: 4,347 6,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 928: 2 269 0 1,311 400 1,313 669: -385 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 33.7 0.0 82.2 46.5 86.1 80.2: 13.9 19.8
Old : 100.0: 3.8 33.7 0.0 82.2 46.5 86.1 80.2: 13.9 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 : 57: 3 12 0 25 25 28 37:
Old : 57: 3 12 0 25 25 28 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 : 57.0 35.1 67.4 46.9 56.0 34.8 66.4 46.5
Old : 57.0 35.1 67.4 46.9 56.0 34.8 66.4 46.5
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, April 12, 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 : 175,471: 43,202 29,781 1,190 121,119 132,669 165,511 163,640: 9,960 11,831
Old : 175,471: 43,202 29,781 1,190 121,119 132,669 165,511 163,640: 9,960 11,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,129: 6,745 -1,966 271 1,712 7,361 8,728 5,666: -3,599 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 17.0 0.7 69.0 75.6 94.3 93.3: 5.7 6.7
Old : 100.0: 24.6 17.0 0.7 69.0 75.6 94.3 93.3: 5.7 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 : 104: 17 34 4 29 40 47 77:
Old : 104: 17 34 4 29 40 47 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 : 48.8 38.0 67.3 52.5 46.7 36.7 64.0 51.0
Old : 48.8 38.0 67.3 52.5 46.7 36.7 64.0 51.0
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, April 5, 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 : 170,342: 36,457 31,747 919 119,407 125,308 156,783 157,974: 13,559 12,368
Old : 170,342: 36,457 31,747 919 119,407 125,308 156,783 157,974: 13,559 12,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 8,208: 3,204 374 -210 8,870 8,408 11,864 8,572: -3,656 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 18.6 0.5 70.1 73.6 92.0 92.7: 8.0 7.3
Old : 100.0: 21.4 18.6 0.5 70.1 73.6 92.0 92.7: 8.0 7.3
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 : 110: 17 38 5 31 40 50 81:
Old : 110: 17 38 5 31 40 50 81:
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 : 46.3 38.0 65.9 51.6 44.6 37.0 63.1 50.3
Old : 46.3 38.0 65.9 51.6 44.6 37.0 63.1 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 12, 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 : 35,452: 11,628 10,287 77 13,659 18,173 25,364 28,537: 10,088 6,915
Old : 35,452: 11,628 10,287 77 13,659 18,173 25,364 28,537: 10,088 6,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -261: -50 -82 -102 1,424 1,705 1,272 1,521: -1,533 -1,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 29.0 0.2 38.5 51.3 71.5 80.5: 28.5 19.5
Old : 100.0: 32.8 29.0 0.2 38.5 51.3 71.5 80.5: 28.5 19.5
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 : 74: 23 16 2 17 21 41 38:
Old : 74: 23 16 2 17 21 41 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 : 23.4 28.6 35.0 44.9 23.2 28.2 34.9 43.4
Old : 23.4 28.6 35.0 44.9 23.2 28.2 34.9 43.4
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, April 5, 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 : 35,713: 11,678 10,369 179 12,235 16,468 24,092 27,016: 11,621 8,697
Old : 35,713: 11,678 10,369 179 12,235 16,468 24,092 27,016: 11,621 8,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -1,137: -662 -1,162 28 105 246 -529 -888: -608 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 29.0 0.5 34.3 46.1 67.5 75.6: 32.5 24.4
Old : 100.0: 32.7 29.0 0.5 34.3 46.1 67.5 75.6: 32.5 24.4
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 : 71: 23 14 3 17 21 42 36:
Old : 71: 23 14 3 17 21 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 : 22.6 29.8 33.0 44.8 22.5 29.8 32.6 43.5
Old : 22.6 29.8 33.0 44.8 22.5 29.8 32.6 43.5
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, April 12, 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 : 69,626: 3,495 5,362 944 53,348 22,834 57,787 29,140: 11,839 40,486
Old : 69,626: 3,495 5,362 944 53,348 22,834 57,787 29,140: 11,839 40,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 919: -167 24 442 2,838 -933 3,113 -467: -2,194 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.7 1.4 76.6 32.8 83.0 41.9: 17.0 58.1
Old : 100.0: 5.0 7.7 1.4 76.6 32.8 83.0 41.9: 17.0 58.1
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: 4 15 3 18 26 23 44:
Old : 50: 4 15 3 18 26 23 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 : 65.6 16.7 74.1 24.6 58.9 10.0 63.6 15.2
Old : 65.6 16.7 74.1 24.6 58.9 10.0 63.6 15.2
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, April 5, 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 : 68,707: 3,662 5,338 502 50,510 23,767 54,674 29,607: 14,033 39,100
Old : 68,707: 3,662 5,338 502 50,510 23,767 54,674 29,607: 14,033 39,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,521: 416 -2,390 252 1,387 -1,803 2,055 -3,941: -534 5,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 7.8 0.7 73.5 34.6 79.6 43.1: 20.4 56.9
Old : 100.0: 5.3 7.8 0.7 73.5 34.6 79.6 43.1: 20.4 56.9
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 : 48: 3 14 3 18 26 23 42:
Old : 48: 3 14 3 18 26 23 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 : 63.3 16.7 71.6 26.0 56.6 11.6 61.3 17.5
Old : 63.3 16.7 71.6 26.0 56.6 11.6 61.3 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, April 12, 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 : 102,168: 40,952 4,268 7,271 22,874 80,126 71,097 91,665: 31,071 10,503
Old : 102,168: 40,952 4,268 7,271 22,874 80,126 71,097 91,665: 31,071 10,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 3,505: 1,691 -395 218 96 1,715 2,005 1,538: 1,500 1,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 4.2 7.1 22.4 78.4 69.6 89.7: 30.4 10.3
Old : 100.0: 40.1 4.2 7.1 22.4 78.4 69.6 89.7: 30.4 10.3
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 : 145: 88 15 29 19 31 116 69:
Old : 145: 88 15 29 19 31 116 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 34.1 28.9 51.5 14.9 30.5 22.1 46.9
Old : 18.5 34.1 28.9 51.5 14.9 30.5 22.1 46.9
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, April 5, 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 : 98,663: 39,261 4,663 7,053 22,778 78,411 69,092 90,127: 29,571 8,536
Old : 98,663: 39,261 4,663 7,053 22,778 78,411 69,092 90,127: 29,571 8,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 2,095: 1,616 -11 -1,520 3,218 3,439 3,314 1,908: -1,219 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 4.7 7.1 23.1 79.5 70.0 91.3: 30.0 8.7
Old : 100.0: 39.8 4.7 7.1 23.1 79.5 70.0 91.3: 30.0 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 : 150: 88 17 31 23 31 123 72:
Old : 150: 88 17 31 23 31 123 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 : 19.6 33.0 29.0 51.7 15.5 30.4 22.1 47.5
Old : 19.6 33.0 29.0 51.7 15.5 30.4 22.1 47.5
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, April 12, 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 : 132,104: 46,134 17,988 25,485 41,964 74,093 113,583 117,566: 18,521 14,538
Old : 132,104: 46,134 17,988 25,485 41,964 74,093 113,583 117,566: 18,521 14,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 12,414: 3,053 2,434 956 6,139 7,295 10,148 10,685: 2,266 1,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 13.6 19.3 31.8 56.1 86.0 89.0: 14.0 11.0
Old : 100.0: 34.9 13.6 19.3 31.8 56.1 86.0 89.0: 14.0 11.0
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 : 203: 69 66 42 45 46 146 134:
Old : 203: 69 66 42 45 46 146 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 28.1 32.2 45.2 16.1 23.7 24.7 36.5
Old : 20.5 28.1 32.2 45.2 16.1 23.7 24.7 36.5
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, April 5, 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 : 119,690: 43,081 15,554 24,529 35,825 66,798 103,435 106,881: 16,255 12,809
Old : 119,690: 43,081 15,554 24,529 35,825 66,798 103,435 106,881: 16,255 12,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 5,341: 2,390 468 759 1,282 3,736 4,431 4,963: 910 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 13.0 20.5 29.9 55.8 86.4 89.3: 13.6 10.7
Old : 100.0: 36.0 13.0 20.5 29.9 55.8 86.4 89.3: 13.6 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 65 62 41 42 41 141 123:
Old : 193: 65 62 41 42 41 141 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 27.9 32.6 45.2 18.2 25.4 27.5 38.7
Old : 20.8 27.9 32.6 45.2 18.2 25.4 27.5 38.7
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, April 12, 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 : 279,545: 150,611 37,267 18,207 64,126 206,155 232,944 261,629: 46,601 17,916
Old : 279,545: 150,611 37,267 18,207 64,126 206,155 232,944 261,629: 46,601 17,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 6,599: 7,124 44 614 -1,991 5,098 5,747 5,756: 852 843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 13.3 6.5 22.9 73.7 83.3 93.6: 16.7 6.4
Old : 100.0: 53.9 13.3 6.5 22.9 73.7 83.3 93.6: 16.7 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 : 215: 114 47 25 35 40 162 102:
Old : 215: 114 47 25 35 40 162 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 39.2 40.5 58.6 28.5 34.6 36.2 51.7
Old : 29.7 39.2 40.5 58.6 28.5 34.6 36.2 51.7
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, April 5, 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 : 272,946: 143,487 37,223 17,593 66,117 201,057 227,197 255,873: 45,749 17,073
Old : 272,946: 143,487 37,223 17,593 66,117 201,057 227,197 255,873: 45,749 17,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -8,655: 3,996 -747 -2,129 -4,244 -3,159 -2,377 -6,035: -6,278 -2,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 13.6 6.4 24.2 73.7 83.2 93.7: 16.8 6.3
Old : 100.0: 52.6 13.6 6.4 24.2 73.7 83.2 93.7: 16.8 6.3
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 : 205: 107 44 30 37 39 159 101:
Old : 205: 107 44 30 37 39 159 101:
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 : 29.8 39.5 40.9 59.8 28.4 35.9 36.6 52.8
Old : 29.8 39.5 40.9 59.8 28.4 35.9 36.6 52.8
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, April 12, 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 : 11,459: 7,701 1,380 435 275 8,736 8,411 10,551: 3,048 908
Old : 11,459: 7,701 1,380 435 275 8,736 8,411 10,551: 3,048 908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 828: -52 430 -150 0 -258 -202 22: 1,030 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 12.0 3.8 2.4 76.2 73.4 92.1: 26.6 7.9
Old : 100.0: 67.2 12.0 3.8 2.4 76.2 73.4 92.1: 26.6 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 : 38: 23 4 6 3 5 30 14:
Old : 38: 23 4 6 3 5 30 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 82.0 60.8 90.5 45.8 82.0 60.0 88.0
Old : 45.8 82.0 60.8 90.5 45.8 82.0 60.0 88.0
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, April 5, 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 : 10,631: 7,753 950 585 275 8,994 8,613 10,529: 2,018 102
Old : 10,631: 7,753 950 585 275 8,994 8,613 10,529: 2,018 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 334: 365 45 -32 -24 1,177 309 1,190: 25 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 8.9 5.5 2.6 84.6 81.0 99.0: 19.0 1.0
Old : 100.0: 72.9 8.9 5.5 2.6 84.6 81.0 99.0: 19.0 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 : 41: 24 4 8 3 5 33 16:
Old : 41: 24 4 8 3 5 33 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 : 47.6 86.5 64.9 96.5 47.6 86.5 63.8 93.5
Old : 47.6 86.5 64.9 96.5 47.6 86.5 63.8 93.5
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, April 12, 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 : 70,394: 9,794 13,647 2,993 44,716 33,154 57,503 49,794: 12,891 20,600
Old : 23,161: 2,475 7,931 0 17,062 8,506 19,537 16,437: 3,624 6,724
Other: 47,233: 8,076 6,473 2,236 27,654 24,648 37,966 33,357: 9,267 13,876
: : :
: : Changes in Commitments from: April 5, 2005 :
: 729: -2,146 3,097 -458 4,121 -709 1,517 1,930: -788 -1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 19.4 4.3 63.5 47.1 81.7 70.7: 18.3 29.3
Old : 100.0: 10.7 34.2 0.0 73.7 36.7 84.4 71.0: 15.6 29.0
Other: 100.0: 17.1 13.7 4.7 58.5 52.2 80.4 70.6: 19.6 29.4
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 13 27 15 40 43 67 72:
Old : 70: 6 17 0 22 27 28 44:
Other: 89: 17 19 11 35 35 60 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 26.4 44.9 35.7 24.8 16.2 33.0 22.8
Old : 55.2 28.3 66.6 40.2 55.2 28.3 66.6 39.1
Other: 29.9 33.3 40.6 43.0 27.9 31.2 38.6 39.7
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 69,665: 11,940 10,550 3,451 40,595 33,863 55,986 47,864: 13,679 21,801
Old : 29,244: 5,233 6,583 10 18,559 13,280 23,802 19,873: 5,442 9,371
Other: 40,421: 7,979 5,239 2,169 22,036 20,583 32,184 27,991: 8,237 12,430
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,056: -5,965 1,723 1,857 1,163 -6,946 -2,945 -3,366: 889 1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 15.1 5.0 58.3 48.6 80.4 68.7: 19.6 31.3
Old : 100.0: 17.9 22.5 0.0 63.5 45.4 81.4 68.0: 18.6 32.0
Other: 100.0: 19.7 13.0 5.4 54.5 50.9 79.6 69.2: 20.4 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 19 25 15 39 45 70 74:
Old : 78: 11 18 1 17 33 28 52:
Other: 89: 18 20 10 33 35 59 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 25.2 41.1 34.5 25.6 16.4 34.1 22.1
Old : 45.9 24.5 62.9 35.2 45.9 24.5 62.9 34.5
Other: 28.0 32.1 39.9 39.5 24.7 29.7 35.9 35.4
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, April 12, 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 : 30,096: 1,523 4,348 1,086 19,466 14,839 22,075 20,273: 8,021 9,823
Old : 20,425: 1,888 4,328 509 12,377 9,762 14,774 14,599: 5,651 5,826
Other: 9,671: 158 543 54 7,089 5,077 7,301 5,674: 2,370 3,997
: : :
: : Changes in Commitments from: April 5, 2005 :
: 527: 154 926 71 -114 -429 111 568: 416 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 14.4 3.6 64.7 49.3 73.3 67.4: 26.7 32.6
Old : 100.0: 9.2 21.2 2.5 60.6 47.8 72.3 71.5: 27.7 28.5
Other: 100.0: 1.6 5.6 0.6 73.3 52.5 75.5 58.7: 24.5 41.3
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 11 7 23 15 33 28:
Old : 41: 6 10 4 19 15 28 26:
Other: 27: 4 3 5 13 12 19 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 : 34.9 31.2 50.8 45.7 27.2 20.8 39.7 30.5
Old : 37.3 35.0 50.7 52.2 30.1 31.3 42.7 44.6
Other: 44.7 35.8 67.3 50.5 39.9 30.2 57.9 41.3
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 29,569: 1,369 3,422 1,015 19,580 15,268 21,964 19,705: 7,605 9,864
Old : 20,190: 1,914 3,246 406 12,641 10,254 14,961 13,906: 5,229 6,284
Other: 9,379: 16 737 48 6,939 5,014 7,003 5,799: 2,376 3,580
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,376: -626 1,876 -38 -787 -3,084 -1,451 -1,246: -1,925 -2,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.6 3.4 66.2 51.6 74.3 66.6: 25.7 33.4
Old : 100.0: 9.5 16.1 2.0 62.6 50.8 74.1 68.9: 25.9 31.1
Other: 100.0: 0.2 7.9 0.5 74.0 53.5 74.7 61.8: 25.3 38.2
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 8 6 22 15 31 26:
Old : 39: 8 6 4 19 14 28 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 : 34.4 32.5 52.0 46.1 26.9 22.5 38.7 30.9
Old : 39.1 37.8 54.0 52.4 27.3 31.8 41.9 43.8
Other: 44.5 34.6 68.2 49.9 40.3 31.7 59.0 43.2
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 124,290: 44,731 18,318 5,773 55,743 92,080 106,247 116,171: 18,043 8,119
Old : 104,950: 42,431 19,230 1,888 45,381 77,830 89,700 98,948: 15,250 6,002
Other: 19,340: 5,512 2,300 673 10,362 14,250 16,547 17,223: 2,793 2,117
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,664: 1,356 104 -1,331 6,120 7,059 6,145 5,832: -481 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 14.7 4.6 44.8 74.1 85.5 93.5: 14.5 6.5
Old : 100.0: 40.4 18.3 1.8 43.2 74.2 85.5 94.3: 14.5 5.7
Other: 100.0: 28.5 11.9 3.5 53.6 73.7 85.6 89.1: 14.4 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 83 45 39 56 61 168 123:
Old : 210: 81 50 23 39 59 137 117:
Other: 104: 25 21 18 34 39 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 : 21.0 41.7 33.0 52.3 19.2 35.3 29.7 44.0
Old : 23.3 45.9 37.5 54.9 22.7 40.9 35.3 49.7
Other: 33.5 34.2 49.4 47.4 31.3 31.4 41.9 41.6
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 118,626: 43,375 18,214 7,104 49,623 85,021 100,102 110,339: 18,524 8,287
Old : 100,035: 41,448 19,893 2,739 39,916 71,044 84,103 93,676: 15,932 6,359
Other: 18,591: 5,422 1,816 870 9,707 13,977 15,999 16,663: 2,592 1,928
: : :
: : Changes in Commitments from: March 29, 2005 :
: -1,619: -1,665 -1,555 561 50 -266 -1,054 -1,260: -565 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 15.4 6.0 41.8 71.7 84.4 93.0: 15.6 7.0
Old : 100.0: 41.4 19.9 2.7 39.9 71.0 84.1 93.6: 15.9 6.4
Other: 100.0: 29.2 9.8 4.7 52.2 75.2 86.1 89.6: 13.9 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 81 43 47 57 59 175 125:
Old : 209: 79 50 31 40 57 144 119:
Other: 103: 28 20 19 33 36 73 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.6 31.1 49.5 19.8 35.9 30.8 44.7
Old : 23.5 42.0 36.9 51.6 23.5 41.7 36.8 51.2
Other: 35.1 35.6 52.8 49.2 33.1 32.7 46.2 42.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 33,250: 13,713 2,789 2,252 12,350 26,360 28,315 31,401: 4,935 1,849
Old : 33,055: 13,749 2,849 2,110 12,333 26,277 28,192 31,236: 4,863 1,819
Other: 195: 101 77 5 17 83 123 165: 72 30
: : :
: : Changes in Commitments from: April 5, 2005 :
: -786: -2,750 -411 -195 2,939 -363 -6 -969: -780 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 8.4 6.8 37.1 79.3 85.2 94.4: 14.8 5.6
Old : 100.0: 41.6 8.6 6.4 37.3 79.5 85.3 94.5: 14.7 5.5
Other: 100.0: 51.8 39.5 2.6 8.7 42.6 63.1 84.6: 36.9 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 61 18 21 22 15 94 47:
Old : 114: 62 18 20 21 15 93 46:
Other: 12: 3 4 1 3 4 6 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 : 22.2 52.0 34.8 73.7 20.9 47.0 32.3 68.2
Old : 22.3 52.2 34.9 74.0 21.0 47.3 32.4 68.4
Other: 60.0 67.7 63.1 83.1 57.4 67.7 57.4 79.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 34,036: 16,463 3,200 2,447 9,411 26,723 28,321 32,370: 5,715 1,666
Old : 33,829: 16,478 3,239 2,326 9,396 26,627 28,200 32,192: 5,629 1,637
Other: 207: 101 77 5 15 96 121 178: 86 29
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,965: 1,514 352 313 -119 1,363 1,708 2,028: 257 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 9.4 7.2 27.7 78.5 83.2 95.1: 16.8 4.9
Old : 100.0: 48.7 9.6 6.9 27.8 78.7 83.4 95.2: 16.6 4.8
Other: 100.0: 48.8 37.2 2.4 7.2 46.4 58.5 86.0: 41.5 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 66 19 25 21 17 104 51:
Old : 122: 66 19 25 20 17 103 51:
Other: 12: 3 4 1 2 4 5 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 : 20.2 49.5 33.0 72.5 20.2 48.7 33.0 71.7
Old : 20.4 49.7 33.2 72.8 20.4 48.9 33.2 71.9
Other: 56.5 68.1 58.5 84.5 54.1 68.1 54.1 81.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 128,451: 30,473 4,471 2,218 82,248 114,899 114,939 121,588: 13,512 6,863
Old : 70,210: 26,248 3,990 1,401 31,057 59,150 58,706 64,541: 11,504 5,669
Other: 58,241: 5,030 1,286 12 51,191 55,749 56,233 57,047: 2,008 1,194
: : :
: : Changes in Commitments from: April 5, 2005 :
: -7,215: -2,438 433 -6,909 815 -782 -8,532 -7,258: 1,317 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 3.5 1.7 64.0 89.4 89.5 94.7: 10.5 5.3
Old : 100.0: 37.4 5.7 2.0 44.2 84.2 83.6 91.9: 16.4 8.1
Other: 100.0: 8.6 2.2 0.0 87.9 95.7 96.6 97.9: 3.4 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 61 16 17 47 42 113 72:
Old : 133: 59 17 13 40 39 105 64:
Other: 64: 17 8 1 27 29 45 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 42.2 43.7 63.6 17.6 30.5 27.1 40.7
Old : 17.7 37.9 30.9 56.5 17.1 32.0 26.5 48.4
Other: 56.3 60.5 73.0 80.3 39.2 47.7 51.6 58.3
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 135,666: 32,911 4,038 9,127 81,433 115,681 123,471 128,846: 12,195 6,820
Old : 80,484: 29,368 3,697 8,031 32,281 62,850 69,680 74,578: 10,804 5,906
Other: 55,182: 4,345 1,143 294 49,152 52,831 53,791 54,268: 1,391 914
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,438: -3,389 -453 337 1,503 -2,780 -1,549 -2,896: -889 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 3.0 6.7 60.0 85.3 91.0 95.0: 9.0 5.0
Old : 100.0: 36.5 4.6 10.0 40.1 78.1 86.6 92.7: 13.4 7.3
Other: 100.0: 7.9 2.1 0.5 89.1 95.7 97.5 98.3: 2.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 60 17 39 50 41 138 87:
Old : 150: 58 21 37 44 39 130 83:
Other: 62: 19 6 3 26 27 47 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 40.1 41.4 60.1 17.9 27.7 26.2 38.1
Old : 19.0 34.5 30.9 53.0 17.1 28.7 26.1 44.7
Other: 57.3 62.2 74.4 80.7 40.5 48.9 55.1 59.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 354,839: 67,311 83,494 14,550 206,630 196,863 288,491 294,907: 66,348 59,932
Old : 354,839: 67,311 83,494 14,550 206,630 196,863 288,491 294,907: 66,348 59,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -9,072: -3,539 20,428 -13,369 10,969 -19,087 -5,939 -12,028: -3,133 2,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 23.5 4.1 58.2 55.5 81.3 83.1: 18.7 16.9
Old : 100.0: 19.0 23.5 4.1 58.2 55.5 81.3 83.1: 18.7 16.9
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: 35 42 24 56 45 105 99:
Old : 144: 35 42 24 56 45 105 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 : 17.5 25.3 30.2 41.3 15.9 21.3 28.3 32.3
Old : 17.5 25.3 30.2 41.3 15.9 21.3 28.3 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 363,911: 70,850 63,066 27,919 195,661 215,950 294,430 306,935: 69,481 56,976
Old : 363,911: 70,850 63,066 27,919 195,661 215,950 294,430 306,935: 69,481 56,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 11,827: -5,243 18,771 3,177 9,952 -14,454 7,886 7,494: 3,941 4,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 17.3 7.7 53.8 59.3 80.9 84.3: 19.1 15.7
Old : 100.0: 19.5 17.3 7.7 53.8 59.3 80.9 84.3: 19.1 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 51 39 40 57 48 124 112:
Old : 159: 51 39 40 57 48 124 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 27.4 27.8 41.6 15.1 23.6 26.1 35.3
Old : 16.5 27.4 27.8 41.6 15.1 23.6 26.1 35.3
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, April 12, 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 : 107,667: 38,141 8,155 13,570 47,027 80,811 98,738 102,536: 8,929 5,131
Old : 96,810: 38,409 10,347 9,295 40,822 73,017 88,526 92,659: 8,284 4,151
Other: 10,857: 3,208 1,284 799 6,205 7,794 10,212 9,877: 645 980
: : :
: : Changes in Commitments from: April 5, 2005 :
: -8,664: -8,651 -3,018 275 2,391 -3,736 -5,985 -6,479: -2,679 -2,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 7.6 12.6 43.7 75.1 91.7 95.2: 8.3 4.8
Old : 100.0: 39.7 10.7 9.6 42.2 75.4 91.4 95.7: 8.6 4.3
Other: 100.0: 29.5 11.8 7.4 57.2 71.8 94.1 91.0: 5.9 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 133 34 61 90 97 249 179:
Old : 296: 130 40 48 81 96 235 167:
Other: 116: 18 18 11 49 60 71 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 26.4 31.9 41.4 16.6 19.6 26.2 31.9
Old : 19.7 28.0 32.6 42.9 18.4 21.4 29.1 33.6
Other: 43.3 31.1 56.8 46.7 34.4 23.2 41.6 36.5
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 116,331: 46,792 11,173 13,295 44,636 84,547 104,723 109,015: 11,608 7,316
Old : 106,912: 47,257 13,401 9,456 39,166 77,544 95,879 100,401: 11,033 6,511
Other: 9,419: 3,010 1,247 364 5,470 7,003 8,844 8,614: 575 805
: : :
: : Changes in Commitments from: March 29, 2005 :
: 481: -199 246 1,638 -767 -1,391 672 493: -191 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 9.6 11.4 38.4 72.7 90.0 93.7: 10.0 6.3
Old : 100.0: 44.2 12.5 8.8 36.6 72.5 89.7 93.9: 10.3 6.1
Other: 100.0: 32.0 13.2 3.9 58.1 74.3 93.9 91.5: 6.1 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 143 49 79 90 104 280 209:
Old : 339: 142 54 72 82 101 269 199:
Other: 113: 19 15 8 49 57 73 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 24.0 28.2 39.3 15.3 19.4 25.2 32.1
Old : 17.1 25.3 28.5 40.3 16.7 20.7 27.4 33.6
Other: 43.7 29.0 59.1 47.0 35.7 26.5 44.9 40.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 17,744: 7,195 5,149 2,143 5,447 8,360 14,785 15,652: 2,959 2,092
Old : 17,744: 7,195 5,149 2,143 5,447 8,360 14,785 15,652: 2,959 2,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -9: 1,268 -221 28 -401 776 895 583: -904 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 29.0 12.1 30.7 47.1 83.3 88.2: 16.7 11.8
Old : 100.0: 40.5 29.0 12.1 30.7 47.1 83.3 88.2: 16.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 15 16 4 8 6 27 23:
Old : 45: 15 16 4 8 6 27 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 : 53.0 66.3 67.5 77.6 47.1 56.0 58.2 65.0
Old : 53.0 66.3 67.5 77.6 47.1 56.0 58.2 65.0
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, April 5, 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 : 17,753: 5,927 5,370 2,115 5,848 7,584 13,890 15,069: 3,863 2,684
Old : 17,753: 5,927 5,370 2,115 5,848 7,584 13,890 15,069: 3,863 2,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -326: 720 -2,647 -15 -1,725 2,645 -1,020 -17: 694 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 30.2 11.9 32.9 42.7 78.2 84.9: 21.8 15.1
Old : 100.0: 33.4 30.2 11.9 32.9 42.7 78.2 84.9: 21.8 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 15 17 3 6 4 24 22:
Old : 42: 15 17 3 6 4 24 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 : 53.1 63.4 68.1 74.6 47.3 52.9 57.7 62.2
Old : 53.1 63.4 68.1 74.6 47.3 52.9 57.7 62.2
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, April 12, 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 : 173,382: 29,168 30,999 17,603 96,646 99,929 143,417 148,531: 29,965 24,851
Old : 173,382: 29,168 30,999 17,603 96,646 99,929 143,417 148,531: 29,965 24,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -11,228: -11,304 -4,434 2,023 546 -6,365 -8,735 -8,776: -2,493 -2,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 17.9 10.2 55.7 57.6 82.7 85.7: 17.3 14.3
Old : 100.0: 16.8 17.9 10.2 55.7 57.6 82.7 85.7: 17.3 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 : 122: 26 30 26 59 56 107 92:
Old : 122: 26 30 26 59 56 107 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 29.2 31.6 41.3 14.6 20.5 22.5 29.3
Old : 19.7 29.2 31.6 41.3 14.6 20.5 22.5 29.3
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, April 5, 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 : 184,610: 40,472 35,433 15,580 96,100 106,294 152,152 157,307: 32,458 27,303
Old : 184,610: 40,472 35,433 15,580 96,100 106,294 152,152 157,307: 32,458 27,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,034: 3,739 2,578 -2,776 -2,024 135 -1,061 -63: 2,095 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 19.2 8.4 52.1 57.6 82.4 85.2: 17.6 14.8
Old : 100.0: 21.9 19.2 8.4 52.1 57.6 82.4 85.2: 17.6 14.8
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 : 127: 37 28 23 56 55 110 89:
Old : 127: 37 28 23 56 55 110 89:
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 : 19.0 30.1 31.8 41.4 13.7 22.7 22.6 29.7
Old : 19.0 30.1 31.8 41.4 13.7 22.7 22.6 29.7
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, April 12, 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 : 474,979: 45,873 51,005 157,943 208,934 238,680 412,750 447,628: 62,229 27,351
Old : 474,979: 45,873 51,005 157,943 208,934 238,680 412,750 447,628: 62,229 27,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,117: -12,675 -1,542 3,305 19,512 348 10,142 2,111: -9,025 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 10.7 33.3 44.0 50.3 86.9 94.2: 13.1 5.8
Old : 100.0: 9.7 10.7 33.3 44.0 50.3 86.9 94.2: 13.1 5.8
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 : 188: 49 48 70 81 72 171 156:
Old : 188: 49 48 70 81 72 171 156:
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 : 18.7 23.1 29.7 37.2 7.8 10.7 11.7 16.7
Old : 18.7 23.1 29.7 37.2 7.8 10.7 11.7 16.7
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, April 5, 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 : 473,862: 58,548 52,547 154,638 189,422 238,332 402,608 445,517: 71,254 28,345
Old : 473,862: 58,548 52,547 154,638 189,422 238,332 402,608 445,517: 71,254 28,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 13,651: 6,123 3,903 6,973 2,138 6,555 15,234 17,431: -1,583 -3,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.1 32.6 40.0 50.3 85.0 94.0: 15.0 6.0
Old : 100.0: 12.4 11.1 32.6 40.0 50.3 85.0 94.0: 15.0 6.0
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 : 186: 49 43 69 81 69 174 147:
Old : 186: 49 43 69 81 69 174 147:
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 : 17.3 24.0 26.9 37.5 7.0 12.0 11.1 19.0
Old : 17.3 24.0 26.9 37.5 7.0 12.0 11.1 19.0
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, April 12, 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 : 95,736: 10,446 3,738 0 77,082 87,862 87,528 91,600: 8,208 4,136
Old : 95,736: 10,446 3,738 0 77,082 87,862 87,528 91,600: 8,208 4,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,623: 0 -310 0 2,111 1,747 2,111 1,437: -488 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.9 0.0 80.5 91.8 91.4 95.7: 8.6 4.3
Old : 100.0: 10.9 3.9 0.0 80.5 91.8 91.4 95.7: 8.6 4.3
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 : 32: 1 1 0 18 26 19 27:
Old : 32: 1 1 0 18 26 19 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 39.0 79.1 58.8 63.2 37.5 72.5 54.9
Old : 63.7 39.0 79.1 58.8 63.2 37.5 72.5 54.9
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, April 5, 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 : 94,113: 10,446 4,048 0 74,971 86,115 85,417 90,163: 8,696 3,950
Old : 94,113: 10,446 4,048 0 74,971 86,115 85,417 90,163: 8,696 3,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,831: -988 180 -180 3,084 2,166 1,916 2,166: -85 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 4.3 0.0 79.7 91.5 90.8 95.8: 9.2 4.2
Old : 100.0: 11.1 4.3 0.0 79.7 91.5 90.8 95.8: 9.2 4.2
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 : 31: 1 1 0 18 25 19 26:
Old : 31: 1 1 0 18 25 19 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 : 64.0 37.8 77.8 57.4 64.0 36.4 73.1 54.5
Old : 64.0 37.8 77.8 57.4 64.0 36.4 73.1 54.5
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, April 12, 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 : 51,239: 2,190 4,048 4,048 42,835 34,323 49,073 42,419: 2,166 8,820
Old : 51,239: 2,190 4,048 4,048 42,835 34,323 49,073 42,419: 2,166 8,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -2,770: 2,190 -1,292 122 -5,089 -3,289 -2,777 -4,459: 7 1,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 7.9 7.9 83.6 67.0 95.8 82.8: 4.2 17.2
Old : 100.0: 4.3 7.9 7.9 83.6 67.0 95.8 82.8: 4.2 17.2
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: 2 2 1 11 12 13 15:
Old : 20: 2 2 1 11 12 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 : 51.6 52.1 83.3 72.2 45.7 49.9 67.6 62.8
Old : 51.6 52.1 83.3 72.2 45.7 49.9 67.6 62.8
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, April 12, 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 : 49,299: 6,539 2,374 2,902 35,208 37,126 44,649 42,402: 4,650 6,897
Old : 49,299: 6,539 2,374 2,902 35,208 37,126 44,649 42,402: 4,650 6,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 2,198: 796 1,530 -273 1,987 273 2,510 1,530: -312 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 4.8 5.9 71.4 75.3 90.6 86.0: 9.4 14.0
Old : 100.0: 13.3 4.8 5.9 71.4 75.3 90.6 86.0: 9.4 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 : 22: 2 1 3 18 15 21 18:
Old : 22: 2 1 3 18 15 21 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 : 57.7 42.5 73.7 67.1 55.1 39.6 66.8 57.5
Old : 57.7 42.5 73.7 67.1 55.1 39.6 66.8 57.5
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, April 5, 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 : 47,101: 5,743 844 3,175 33,221 36,853 42,139 40,872: 4,962 6,229
Old : 47,101: 5,743 844 3,175 33,221 36,853 42,139 40,872: 4,962 6,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,138: 560 -224 94 -4,948 -4,862 -4,294 -4,992: 1,156 1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 1.8 6.7 70.5 78.2 89.5 86.8: 10.5 13.2
Old : 100.0: 12.2 1.8 6.7 70.5 78.2 89.5 86.8: 10.5 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: 2 1 3 17 15 20 18:
Old : 22: 2 1 3 17 15 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 44.2 74.3 67.2 56.3 41.5 65.1 58.3
Old : 59.3 44.2 74.3 67.2 56.3 41.5 65.1 58.3
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, April 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,298: 0 3,096 4,761 47,271 44,264 52,032 52,121: 9,266 9,177
Old : 61,298: 0 3,096 4,761 47,271 44,264 52,032 52,121: 9,266 9,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,167: 0 -431 491 1,806 1,410 2,297 1,470: -1,130 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 7.8 77.1 72.2 84.9 85.0: 15.1 15.0
Old : 100.0: 0.0 5.1 7.8 77.1 72.2 84.9 85.0: 15.1 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 : 25: 0 2 2 20 18 22 20:
Old : 25: 0 2 2 20 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 : 35.0 60.0 59.5 71.6 27.8 44.0 40.7 51.0
Old : 35.0 60.0 59.5 71.6 27.8 44.0 40.7 51.0
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, April 5, 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 : 60,131: 0 3,527 4,270 45,465 42,854 49,735 50,651: 10,396 9,480
Old : 60,131: 0 3,527 4,270 45,465 42,854 49,735 50,651: 10,396 9,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -6,293: -148 1,986 -725 -7,193 -7,654 -8,066 -6,393: 1,773 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 7.1 75.6 71.3 82.7 84.2: 17.3 15.8
Old : 100.0: 0.0 5.9 7.1 75.6 71.3 82.7 84.2: 17.3 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 : 22: 0 2 2 18 15 20 17:
Old : 22: 0 2 2 18 15 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 62.3 60.0 74.7 28.1 45.1 40.6 49.6
Old : 35.4 62.3 60.0 74.7 28.1 45.1 40.6 49.6
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, April 12, 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 : 955,703: 278,148 64,881 143,522 509,993 735,151 931,663 943,554: 24,040 12,149
Old : 955,703: 278,148 64,881 143,522 509,993 735,151 931,663 943,554: 24,040 12,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 20,054: 5,196 -2,909 6,180 8,175 17,479 19,551 20,750: 503 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 6.8 15.0 53.4 76.9 97.5 98.7: 2.5 1.3
Old : 100.0: 29.1 6.8 15.0 53.4 76.9 97.5 98.7: 2.5 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 : 114: 19 9 25 78 75 106 102:
Old : 114: 19 9 25 78 75 106 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 22.8 46.3 38.4 27.8 20.0 35.6 31.0
Old : 33.6 22.8 46.3 38.4 27.8 20.0 35.6 31.0
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, April 5, 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 : 935,649: 272,952 67,790 137,342 501,818 717,672 912,112 922,804: 23,537 12,845
Old : 935,649: 272,952 67,790 137,342 501,818 717,672 912,112 922,804: 23,537 12,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -46,292: 3,900 525 -17,466 -30,430 -25,020 -43,996 -41,961: -2,296 -4,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 7.2 14.7 53.6 76.7 97.5 98.6: 2.5 1.4
Old : 100.0: 29.2 7.2 14.7 53.6 76.7 97.5 98.6: 2.5 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 : 112: 19 9 25 75 74 103 101:
Old : 112: 19 9 25 75 74 103 101:
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 : 34.5 22.9 47.0 38.5 28.8 19.9 36.2 31.4
Old : 34.5 22.9 47.0 38.5 28.8 19.9 36.2 31.4
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, April 12, 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 : 140,941: 30,575 49,630 30,616 75,556 57,471 136,747 137,717: 4,194 3,224
Old : 140,941: 30,575 49,630 30,616 75,556 57,471 136,747 137,717: 4,194 3,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,906: -3,587 6,746 -2,098 4,965 -5,787 -720 -1,139: -1,186 -767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 35.2 21.7 53.6 40.8 97.0 97.7: 3.0 2.3
Old : 100.0: 21.7 35.2 21.7 53.6 40.8 97.0 97.7: 3.0 2.3
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 : 45: 11 8 12 24 24 42 37:
Old : 45: 11 8 12 24 24 42 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 : 30.8 51.8 49.5 71.9 19.5 34.9 29.3 43.1
Old : 30.8 51.8 49.5 71.9 19.5 34.9 29.3 43.1
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, April 5, 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 : 142,847: 34,162 42,884 32,714 70,591 63,258 137,467 138,856: 5,380 3,991
Old : 142,847: 34,162 42,884 32,714 70,591 63,258 137,467 138,856: 5,380 3,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 5,476: 4,707 1,065 -2,641 3,556 6,611 5,622 5,035: -146 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 30.0 22.9 49.4 44.3 96.2 97.2: 3.8 2.8
Old : 100.0: 23.9 30.0 22.9 49.4 44.3 96.2 97.2: 3.8 2.8
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 : 42: 11 7 12 22 22 39 35:
Old : 42: 11 7 12 22 22 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 49.4 53.4 71.3 20.4 29.0 28.8 37.9
Old : 34.0 49.4 53.4 71.3 20.4 29.0 28.8 37.9
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, April 12, 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 : 45,933: 10,062 2,940 9,623 25,964 33,190 45,649 45,753: 284 180
Old : 45,933: 10,062 2,940 9,623 25,964 33,190 45,649 45,753: 284 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 68: 1,620 80 -527 -805 795 288 348: -220 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 6.4 21.0 56.5 72.3 99.4 99.6: 0.6 0.4
Old : 100.0: 21.9 6.4 21.0 56.5 72.3 99.4 99.6: 0.6 0.4
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 : 40: 3 5 8 31 28 39 36:
Old : 40: 3 5 8 31 28 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 : 51.0 49.1 71.2 69.4 33.8 41.1 44.5 48.5
Old : 51.0 49.1 71.2 69.4 33.8 41.1 44.5 48.5
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, April 5, 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 : 45,865: 8,442 2,860 10,150 26,769 32,395 45,361 45,405: 504 460
Old : 45,865: 8,442 2,860 10,150 26,769 32,395 45,361 45,405: 504 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 282: 1,260 -480 390 -1,556 62 94 -28: 188 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.2 22.1 58.4 70.6 98.9 99.0: 1.1 1.0
Old : 100.0: 18.4 6.2 22.1 58.4 70.6 98.9 99.0: 1.1 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 : 40: 3 5 7 28 27 35 35:
Old : 40: 3 5 7 28 27 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 : 50.3 51.4 73.4 71.0 34.5 43.5 47.4 50.5
Old : 50.3 51.4 73.4 71.0 34.5 43.5 47.4 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 12, 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 : 20,796: 2,765 369 1,517 16,276 18,672 20,558 20,558: 238 238
Old : 20,796: 2,765 369 1,517 16,276 18,672 20,558 20,558: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 2,801: -858 43 388 3,271 2,370 2,801 2,801: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 1.8 7.3 78.3 89.8 98.9 98.9: 1.1 1.1
Old : 100.0: 13.3 1.8 7.3 78.3 89.8 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 4 17 17 21 21:
Old : 25: 3 1 4 17 17 21 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 : 70.4 54.1 84.1 73.4 65.4 50.3 70.6 63.6
Old : 70.4 54.1 84.1 73.4 65.4 50.3 70.6 63.6
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, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 17,995: 3,623 326 1,129 13,005 16,302 17,757 17,757: 238 238
Old : 17,995: 3,623 326 1,129 13,005 16,302 17,757 17,757: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -1,057: 423 -184 -327 -1,153 -546 -1,057 -1,057: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.8 6.3 72.3 90.6 98.7 98.7: 1.3 1.3
Old : 100.0: 20.1 1.8 6.3 72.3 90.6 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 : 25: 3 1 4 16 17 20 21:
Old : 25: 3 1 4 16 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 51.5 82.4 73.0 63.2 47.6 69.1 64.1
Old : 66.8 51.5 82.4 73.0 63.2 47.6 69.1 64.1
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, April 12, 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 : 836,618: 154,538 94,888 136,873 478,355 533,292 769,766 765,053: 66,852 71,565
Old : 836,618: 154,538 94,888 136,873 478,355 533,292 769,766 765,053: 66,852 71,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -23,201: -19,055 10,007 11,561 -10,452 -33,281 -17,946 -11,713: -5,255 -11,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 11.3 16.4 57.2 63.7 92.0 91.4: 8.0 8.6
Old : 100.0: 18.5 11.3 16.4 57.2 63.7 92.0 91.4: 8.0 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 : 268: 72 86 94 88 86 222 216:
Old : 268: 72 86 94 88 86 222 216:
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 : 18.0 19.2 28.0 30.1 12.8 14.6 19.8 20.7
Old : 18.0 19.2 28.0 30.1 12.8 14.6 19.8 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 859,819: 173,593 84,881 125,312 488,807 566,573 787,712 776,766: 72,107 83,053
Old : 859,819: 173,593 84,881 125,312 488,807 566,573 787,712 776,766: 72,107 83,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 20,486: 9,579 -5,341 7,261 -4,491 19,678 12,349 21,598: 8,137 -1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 9.9 14.6 56.8 65.9 91.6 90.3: 8.4 9.7
Old : 100.0: 20.2 9.9 14.6 56.8 65.9 91.6 90.3: 8.4 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 : 257: 79 76 93 76 79 212 205:
Old : 257: 79 76 93 76 79 212 205:
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 : 17.7 20.8 28.4 31.7 12.0 14.4 18.6 20.0
Old : 17.7 20.8 28.4 31.7 12.0 14.4 18.6 20.0
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, April 12, 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 : 12,940: 8,991 1,978 79 1,073 10,436 10,143 12,493: 2,797 447
Old : 12,940: 8,991 1,978 79 1,073 10,436 10,143 12,493: 2,797 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 17: 167 161 4 -32 40 139 205: -122 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 15.3 0.6 8.3 80.6 78.4 96.5: 21.6 3.5
Old : 100.0: 69.5 15.3 0.6 8.3 80.6 78.4 96.5: 21.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 68 11 2 9 23 79 35:
Old : 112: 68 11 2 9 23 79 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 : 24.2 42.6 35.2 61.6 24.2 42.6 35.2 61.6
Old : 24.2 42.6 35.2 61.6 24.2 42.6 35.2 61.6
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, April 5, 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 : 12,923: 8,824 1,817 75 1,105 10,396 10,004 12,288: 2,919 635
Old : 12,923: 8,824 1,817 75 1,105 10,396 10,004 12,288: 2,919 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 460: 348 64 0 42 353 390 417: 70 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 14.1 0.6 8.6 80.4 77.4 95.1: 22.6 4.9
Old : 100.0: 68.3 14.1 0.6 8.6 80.4 77.4 95.1: 22.6 4.9
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 : 109: 66 10 2 10 22 78 33:
Old : 109: 66 10 2 10 22 78 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 : 24.0 42.7 34.1 61.1 24.0 42.7 34.1 61.1
Old : 24.0 42.7 34.1 61.1 24.0 42.7 34.1 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 12, 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 : 7,606: 4,634 700 86 926 6,097 5,646 6,883: 1,960 723
Old : 7,606: 4,634 700 86 926 6,097 5,646 6,883: 1,960 723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -35: 156 150 0 -70 -135 86 15: -121 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 9.2 1.1 12.2 80.2 74.2 90.5: 25.8 9.5
Old : 100.0: 60.9 9.2 1.1 12.2 80.2 74.2 90.5: 25.8 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 : 46: 23 4 2 8 15 32 20:
Old : 46: 23 4 2 8 15 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 : 33.3 53.4 46.9 72.0 33.3 53.2 46.7 71.7
Old : 33.3 53.4 46.9 72.0 33.3 53.2 46.7 71.7
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, April 5, 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 : 7,641: 4,478 550 86 996 6,232 5,560 6,868: 2,081 773
Old : 7,641: 4,478 550 86 996 6,232 5,560 6,868: 2,081 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -307: -80 43 26 -213 -424 -267 -355: -40 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 7.2 1.1 13.0 81.6 72.8 89.9: 27.2 10.1
Old : 100.0: 58.6 7.2 1.1 13.0 81.6 72.8 89.9: 27.2 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 : 45: 22 3 2 7 16 30 20:
Old : 45: 22 3 2 7 16 30 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 : 32.4 56.6 45.3 74.5 32.4 56.4 44.9 74.3
Old : 32.4 56.6 45.3 74.5 32.4 56.4 44.9 74.3
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, April 12, 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 : 171,591: 39,973 6,245 13,098 97,549 139,263 150,620 158,606: 20,971 12,985
Old : 171,591: 39,973 6,245 13,098 97,549 139,263 150,620 158,606: 20,971 12,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -7,220: -9,934 281 -1,395 6,091 -4,892 -5,238 -6,006: -1,982 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 3.6 7.6 56.8 81.2 87.8 92.4: 12.2 7.6
Old : 100.0: 23.3 3.6 7.6 56.8 81.2 87.8 92.4: 12.2 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 : 164: 56 18 34 66 80 134 121:
Old : 164: 56 18 34 66 80 134 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 21.7 34.6 34.2 21.0 15.4 30.9 23.7
Old : 23.1 21.7 34.6 34.2 21.0 15.4 30.9 23.7
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, April 5, 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 : 178,811: 49,907 5,964 14,493 91,458 144,155 155,858 164,612: 22,953 14,199
Old : 178,811: 49,907 5,964 14,493 91,458 144,155 155,858 164,612: 22,953 14,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,984: 2,158 -1,280 5 -4,433 666 -2,270 -609: 4,254 2,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 3.3 8.1 51.1 80.6 87.2 92.1: 12.8 7.9
Old : 100.0: 27.9 3.3 8.1 51.1 80.6 87.2 92.1: 12.8 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 : 177: 60 22 38 65 84 139 132:
Old : 177: 60 22 38 65 84 139 132:
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 19.7 33.5 32.0 18.9 14.2 29.7 23.8
Old : 21.2 19.7 33.5 32.0 18.9 14.2 29.7 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2005