WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 216,370: 35,867 51,583 15,477 140,787 116,574 192,131 183,634: 24,239 32,736
Old : 31,256: 12,402 11,045 0 10,078 15,658 22,480 26,703: 8,776 4,553
Other: 185,114: 31,078 48,151 7,864 130,709 100,916 169,651 156,931: 15,463 28,183
: : :
: : Changes in Commitments from: April 12, 2005 :
: 12,650: -1,244 7,440 -2,316 14,569 7,145 11,009 12,269: 1,641 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 23.8 7.2 65.1 53.9 88.8 84.9: 11.2 15.1
Old : 100.0: 39.7 35.3 0.0 32.2 50.1 71.9 85.4: 28.1 14.6
Other: 100.0: 16.8 26.0 4.2 70.6 54.5 91.6 84.8: 8.4 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 56 85 48 42 49 137 153:
Old : 126: 44 34 0 15 35 59 69:
Other: 192: 44 84 28 37 46 102 140:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 34.7 52.7 42.3 33.2 31.1 50.2 37.5
Old : 29.9 34.1 39.0 48.9 29.9 34.1 39.0 48.9
Other: 41.0 39.8 59.2 47.2 40.6 38.0 58.8 45.3
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 687,682: 106,014 116,181 43,538 416,449 331,968 566,001 491,687: 121,681 195,995
Old : 499,748: 90,241 117,826 18,084 301,603 244,830 409,928 380,740: 89,820 119,008
Other: 187,934: 38,776 21,358 2,451 114,846 87,138 156,073 110,947: 31,861 76,987
: : :
: : Changes in Commitments from: April 12, 2005 :
: 21,854: -1,584 4,026 8,015 13,450 19,715 19,881 31,756: 1,973 -9,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 16.9 6.3 60.6 48.3 82.3 71.5: 17.7 28.5
Old : 100.0: 18.1 23.6 3.6 60.4 49.0 82.0 76.2: 18.0 23.8
Other: 100.0: 20.6 11.4 1.3 61.1 46.4 83.0 59.0: 17.0 41.0
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 123 100 93 176 189 345 351:
Old : 449: 117 104 56 149 171 293 309:
Other: 317: 65 62 17 98 154 172 224:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.4 32.1 21.1 20.5 11.0 29.9 16.1
Old : 26.7 19.3 37.1 24.7 26.7 17.5 36.6 22.6
Other: 34.5 11.1 42.7 17.6 30.1 7.7 38.2 13.5
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 8,445: 3,033 165 22 1,338 6,993 4,393 7,180: 4,052 1,265
Old : 3,810: 1,623 41 0 280 3,352 1,903 3,393: 1,907 417
Other: 4,635: 1,410 124 22 1,058 3,641 2,490 3,787: 2,145 848
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5: 132 19 -72 244 -35 304 -88: -299 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 2.0 0.3 15.8 82.8 52.0 85.0: 48.0 15.0
Old : 100.0: 42.6 1.1 0.0 7.3 88.0 49.9 89.1: 50.1 10.9
Other: 100.0: 30.4 2.7 0.5 22.8 78.6 53.7 81.7: 46.3 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 2 3 8 16 23 19:
Old : 26: 8 2 0 2 14 10 16:
Other: 30: 10 2 3 8 15 20 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 45.3 36.4 62.2 23.7 43.9 34.7 59.6
Old : 41.2 56.3 48.9 78.8 41.2 56.3 48.9 78.8
Other: 31.0 42.0 43.7 64.3 30.6 39.5 40.8 61.8
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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 269,197: 55,300 43,196 23,251 139,425 114,750 217,976 181,197: 51,221 88,000
Old : 205,235: 45,436 49,102 9,676 115,000 89,340 170,112 148,118: 35,123 57,117
Other: 63,962: 20,924 5,154 2,515 24,425 25,410 47,864 33,079: 16,098 30,883
: : :
: : Changes in Commitments from: April 12, 2005 :
: -5,462: 7,191 -3,921 580 -12,526 1,917 -4,755 -1,424: -707 -4,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 16.0 8.6 51.8 42.6 81.0 67.3: 19.0 32.7
Old : 100.0: 22.1 23.9 4.7 56.0 43.5 82.9 72.2: 17.1 27.8
Other: 100.0: 32.7 8.1 3.9 38.2 39.7 74.8 51.7: 25.2 48.3
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 105 97 95 81 98 255 233:
Old : 320: 95 106 69 68 95 214 223:
Other: 178: 69 29 21 41 57 118 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 13.9 35.0 20.6 24.2 11.9 34.1 18.1
Old : 29.5 16.9 42.0 24.4 29.1 15.8 41.6 22.6
Other: 21.0 14.0 33.5 22.8 19.2 13.0 29.3 20.4
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,553: 10,673 2,895 992 425 1,180 12,090 5,067: 3,463 10,486
Old : 7,372: 3,613 2,651 697 340 396 4,650 3,744: 2,722 3,628
Other: 8,181: 7,262 446 93 85 784 7,440 1,323: 741 6,858
: : :
: : Changes in Commitments from: April 12, 2005 :
: -840: -1,707 -15 -139 191 93 -1,655 -61: 815 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 18.6 6.4 2.7 7.6 77.7 32.6: 22.3 67.4
Old : 100.0: 49.0 36.0 9.5 4.6 5.4 63.1 50.8: 36.9 49.2
Other: 100.0: 88.8 5.5 1.1 1.0 9.6 90.9 16.2: 9.1 83.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 8 11 3 6 17 21:
Old : 24: 8 10 8 3 5 16 18:
Other: 16: 8 3 6 1 5 10 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 16.4 68.2 24.0 54.8 15.3 66.1 21.3
Old : 38.9 28.7 54.4 42.0 37.6 27.3 52.7 36.8
Other: 79.8 13.8 90.8 15.7 79.1 12.7 88.8 14.0
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 143,355: 30,863 12,708 14,946 70,439 100,653 116,248 128,307: 27,107 15,048
Old : 114,925: 28,936 13,653 8,528 56,296 79,824 93,760 102,005: 21,165 12,920
Other: 28,430: 4,483 1,611 3,862 14,143 20,829 22,488 26,302: 5,942 2,128
: : :
: : Changes in Commitments from: April 12, 2005 :
: -132: 3,438 -1,606 -1,180 342 1,979 2,600 -807: -2,732 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 8.9 10.4 49.1 70.2 81.1 89.5: 18.9 10.5
Old : 100.0: 25.2 11.9 7.4 49.0 69.5 81.6 88.8: 18.4 11.2
Other: 100.0: 15.8 5.7 13.6 49.7 73.3 79.1 92.5: 20.9 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 44 21 31 37 37 97 84:
Old : 126: 44 25 28 35 37 91 84:
Other: 52: 10 11 10 22 18 38 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 39.1 33.6 53.1 22.1 35.6 30.4 45.1
Old : 24.5 38.2 34.9 52.9 22.3 33.4 30.9 44.9
Other: 40.3 53.7 53.4 67.3 36.1 48.1 43.9 57.1
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 709,956: 95,654 145,129 12,183 465,459 397,554 573,296 554,866: 136,660 155,090
Old : 709,956: 95,654 145,129 12,183 465,459 397,554 573,296 554,866: 136,660 155,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -7,135: 1,234 3,358 -9,957 5,338 2,966 -3,385 -3,633: -3,750 -3,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.4 1.7 65.6 56.0 80.8 78.2: 19.2 21.8
Old : 100.0: 13.5 20.4 1.7 65.6 56.0 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 : 168: 34 34 23 63 76 110 122:
Old : 168: 34 34 23 63 76 110 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 17.4 39.0 30.5 20.5 15.6 27.5 24.7
Old : 29.9 17.4 39.0 30.5 20.5 15.6 27.5 24.7
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 136,130: 29,100 17,433 16,605 59,758 80,020 105,463 114,058: 30,667 22,072
Old : 104,427: 27,222 18,154 9,919 41,579 58,153 78,720 86,226: 25,707 18,201
Other: 31,703: 4,007 1,408 4,557 18,179 21,867 26,743 27,832: 4,960 3,871
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,921: 6,912 -458 614 -1,158 5,996 6,368 6,152: 553 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 12.8 12.2 43.9 58.8 77.5 83.8: 22.5 16.2
Old : 100.0: 26.1 17.4 9.5 39.8 55.7 75.4 82.6: 24.6 17.4
Other: 100.0: 12.6 4.4 14.4 57.3 69.0 84.4 87.8: 15.6 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 41 27 39 50 55 123 104:
Old : 147: 48 27 32 47 54 116 99:
Other: 75: 14 17 11 33 26 57 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 : 14.9 26.5 24.6 37.3 11.6 18.8 19.3 26.2
Old : 11.9 25.9 21.2 35.1 11.4 21.9 18.9 29.7
Other: 33.6 47.5 47.7 61.7 29.7 47.2 40.4 56.4
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 7,196: 3,419 1,422 821 963 3,966 5,203 6,209: 1,993 987
Old : 6,734: 3,407 1,341 734 727 3,766 4,868 5,841: 1,866 893
Other: 462: 43 112 56 236 200 335 368: 127 94
: : :
: : Changes in Commitments from: April 12, 2005 :
: 656: 141 -56 164 182 549 487 657: 169 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 19.8 11.4 13.4 55.1 72.3 86.3: 27.7 13.7
Old : 100.0: 50.6 19.9 10.9 10.8 55.9 72.3 86.7: 27.7 13.3
Other: 100.0: 9.3 24.2 12.1 51.1 43.3 72.5 79.7: 27.5 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 10 9 8 11 30 25:
Old : 40: 17 9 8 5 11 27 24:
Other: 17: 4 5 6 4 5 12 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 : 37.5 41.0 53.7 62.6 35.8 37.7 45.9 57.7
Old : 39.7 41.2 56.4 64.1 38.3 38.7 48.8 59.8
Other: 51.1 51.1 69.9 72.3 49.6 43.7 54.5 58.9
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 303,286: 95,873 60,814 6 141,767 145,322 237,646 206,142: 65,640 97,144
Old : 303,286: 95,873 60,814 6 141,767 145,322 237,646 206,142: 65,640 97,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,642: 6,287 3,456 0 -3,690 9,046 2,597 12,502: 4,045 -5,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 20.1 0.0 46.7 47.9 78.4 68.0: 21.6 32.0
Old : 100.0: 31.6 20.1 0.0 46.7 47.9 78.4 68.0: 21.6 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 19 23 1 36 39 56 62:
Old : 98: 19 23 1 36 39 56 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 22.2 45.4 31.3 32.4 20.4 45.4 29.5
Old : 32.4 22.2 45.4 31.3 32.4 20.4 45.4 29.5
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 1,960,141: 298,063 494,738 84,414 1,356,920 967,987 1,739,397 1,547,139: 220,744 413,002
Old : 1,960,141: 298,063 494,738 84,414 1,356,920 967,987 1,739,397 1,547,139: 220,744 413,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -41,809: -46,892 -39,471 6,459 -35,151 -11,463 -75,584 -44,475: 33,775 2,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 25.2 4.3 69.2 49.4 88.7 78.9: 11.3 21.1
Old : 100.0: 15.2 25.2 4.3 69.2 49.4 88.7 78.9: 11.3 21.1
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 : 277: 36 89 40 80 129 142 232:
Old : 277: 36 89 40 80 129 142 232:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 14.3 58.2 23.2 44.3 12.5 53.7 19.4
Old : 46.8 14.3 58.2 23.2 44.3 12.5 53.7 19.4
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 1,385,332: 140,794 317,124 38,079 1,035,548 729,494 1,214,421 1,084,697: 170,911 300,635
Old : 1,385,332: 140,794 317,124 38,079 1,035,548 729,494 1,214,421 1,084,697: 170,911 300,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -31,299: -27,474 -25,122 2,847 -30,581 18,102 -55,208 -4,173: 23,909 -27,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 22.9 2.7 74.8 52.7 87.7 78.3: 12.3 21.7
Old : 100.0: 10.2 22.9 2.7 74.8 52.7 87.7 78.3: 12.3 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 : 186: 31 52 23 67 79 112 140:
Old : 186: 31 52 23 67 79 112 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 24.1 52.0 32.5 30.0 17.1 40.8 24.1
Old : 39.8 24.1 52.0 32.5 30.0 17.1 40.8 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 481,064: 173,222 22,985 76,967 190,262 348,223 440,451 448,175: 40,613 32,889
Old : 481,064: 173,222 22,985 76,967 190,262 348,223 440,451 448,175: 40,613 32,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,286: -2,986 -3,095 -697 -4,285 91 -7,968 -3,701: 9,254 4,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 4.8 16.0 39.6 72.4 91.6 93.2: 8.4 6.8
Old : 100.0: 36.0 4.8 16.0 39.6 72.4 91.6 93.2: 8.4 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 42 12 29 46 51 92 88:
Old : 113: 42 12 29 46 51 92 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 37.3 48.0 49.9 20.7 29.8 28.6 38.0
Old : 34.7 37.3 48.0 49.9 20.7 29.8 28.6 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 40,514: 8,794 11,919 511 20,944 21,536 30,249 33,966: 10,265 6,548
Old : 40,514: 8,794 11,919 511 20,944 21,536 30,249 33,966: 10,265 6,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,732: -556 201 122 1,102 1,287 668 1,610: 1,064 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 29.4 1.3 51.7 53.2 74.7 83.8: 25.3 16.2
Old : 100.0: 21.7 29.4 1.3 51.7 53.2 74.7 83.8: 25.3 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 20 16 2 18 10 40 26:
Old : 64: 20 16 2 18 10 40 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 : 33.8 58.1 48.3 68.0 33.8 58.1 48.3 68.0
Old : 33.8 58.1 48.3 68.0 33.8 58.1 48.3 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 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 56,322: 12,095 19,438 329 26,083 21,430 38,507 41,197: 17,815 15,125
Old : 56,322: 12,095 19,438 329 26,083 21,430 38,507 41,197: 17,815 15,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 10,394: -839 2,339 -205 6,543 4,845 5,499 6,979: 4,895 3,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 34.5 0.6 46.3 38.0 68.4 73.1: 31.6 26.9
Old : 100.0: 21.5 34.5 0.6 46.3 38.0 68.4 73.1: 31.6 26.9
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 : 66: 23 21 2 15 10 40 31:
Old : 66: 23 21 2 15 10 40 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 48.8 44.2 56.6 34.4 48.8 43.5 56.5
Old : 34.5 48.8 44.2 56.6 34.4 48.8 43.5 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 35,159: 2,937 5,654 1,046 30,385 26,473 34,368 33,173: 791 1,986
Old : 35,159: 2,937 5,654 1,046 30,385 26,473 34,368 33,173: 791 1,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,267: -1,230 -586 0 1,903 1,251 673 665: 594 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 16.1 3.0 86.4 75.3 97.8 94.4: 2.2 5.6
Old : 100.0: 8.4 16.1 3.0 86.4 75.3 97.8 94.4: 2.2 5.6
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 : 62: 7 21 4 20 21 30 43:
Old : 62: 7 21 4 20 21 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 : 56.1 44.3 72.3 63.4 56.0 40.7 72.0 59.8
Old : 56.1 44.3 72.3 63.4 56.0 40.7 72.0 59.8
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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 11,892: 0 1,244 0 11,644 10,304 11,644 11,548: 248 344
Old : 11,892: 0 1,244 0 11,644 10,304 11,644 11,548: 248 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,462: 0 -782 0 -1,709 -924 -1,709 -1,706: 247 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 0.0 97.9 86.6 97.9 97.1: 2.1 2.9
Old : 100.0: 0.0 10.5 0.0 97.9 86.6 97.9 97.1: 2.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 8 0 5 9 5 17:
Old : 22: 0 8 0 5 9 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 : 97.6 75.8 97.9 86.4 97.6 75.8 97.9 86.4
Old : 97.6 75.8 97.9 86.4 97.6 75.8 97.9 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - 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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 23,415: 3,095 2,191 1,046 13,377 13,743 17,518 16,980: 5,897 6,435
Old : 23,415: 3,095 2,191 1,046 13,377 13,743 17,518 16,980: 5,897 6,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,182: 140 -71 88 611 567 839 584: 343 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.4 4.5 57.1 58.7 74.8 72.5: 25.2 27.5
Old : 100.0: 13.2 9.4 4.5 57.1 58.7 74.8 72.5: 25.2 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 : 43: 11 6 9 21 16 35 28:
Old : 43: 11 6 9 21 16 35 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 : 44.8 32.7 60.4 52.7 42.7 30.4 56.9 48.6
Old : 44.8 32.7 60.4 52.7 42.7 30.4 56.9 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 91,542: 15,493 7,280 18,510 42,071 37,231 76,074 63,021: 15,468 28,521
Old : 85,944: 15,423 7,248 17,163 39,504 35,354 72,090 59,765: 13,854 26,179
Other: 5,598: 1,364 1,326 53 2,567 1,877 3,984 3,256: 1,614 2,342
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,019: -411 -661 1,506 -1,210 -1,140 -115 -295: -904 -724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.0 20.2 46.0 40.7 83.1 68.8: 16.9 31.2
Old : 100.0: 17.9 8.4 20.0 46.0 41.1 83.9 69.5: 16.1 30.5
Other: 100.0: 24.4 23.7 0.9 45.9 33.5 71.2 58.2: 28.8 41.8
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 36 33 50 21 27 92 93:
Old : 129: 35 34 50 21 27 92 93:
Other: 28: 9 4 2 4 12 13 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 : 29.2 19.3 41.6 30.7 29.2 18.9 39.8 28.1
Old : 31.1 19.4 44.3 31.5 31.1 19.0 42.2 30.8
Other: 63.5 40.3 69.8 51.2 61.8 40.3 67.6 51.2
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 2,988: 170 968 283 1,590 802 2,043 2,053: 945 935
Old : 2,969: 170 968 281 1,574 797 2,025 2,046: 944 923
Other: 19: 1 1 1 16 5 18 7: 1 12
: : :
: : Changes in Commitments from: April 12, 2005 :
: 613: -13 430 193 23 48 203 671: 410 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 32.4 9.5 53.2 26.8 68.4 68.7: 31.6 31.3
Old : 100.0: 5.7 32.6 9.5 53.0 26.8 68.2 68.9: 31.8 31.1
Other: 100.0: 5.3 5.3 5.3 84.2 26.3 94.7 36.8: 5.3 63.2
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 9 5 10 4 18 17:
Old : 28: 7 9 5 10 4 18 17:
Other: 4: 1 1 1 2 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 43.4 55.7 57.6 35.8 39.0 42.9 46.9
Old : 42.3 43.6 55.5 57.9 35.5 39.2 42.6 47.2
Other: 94.7 36.8 94.7 36.8 84.2 26.3 84.2 26.3
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 138,611: 40,654 16,572 11,132 70,713 74,432 122,499 102,136: 16,112 36,475
Old : 138,611: 40,654 16,572 11,132 70,713 74,432 122,499 102,136: 16,112 36,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,355: -1,993 2,019 473 1,784 -3,100 264 -608: -1,619 -747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 12.0 8.0 51.0 53.7 88.4 73.7: 11.6 26.3
Old : 100.0: 29.3 12.0 8.0 51.0 53.7 88.4 73.7: 11.6 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 : 204: 47 36 37 64 97 137 152:
Old : 204: 47 36 37 64 97 137 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 16.2 39.1 25.9 23.2 15.9 36.7 25.2
Old : 23.2 16.2 39.1 25.9 23.2 15.9 36.7 25.2
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 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 4,481: 1,373 438 159 1,265 2,787 2,797 3,384: 1,684 1,097
Old : 4,481: 1,373 438 159 1,265 2,787 2,797 3,384: 1,684 1,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -303: -117 -77 69 27 -50 -21 -58: -282 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 9.8 3.5 28.2 62.2 62.4 75.5: 37.6 24.5
Old : 100.0: 30.6 9.8 3.5 28.2 62.2 62.4 75.5: 37.6 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 15 9 8 15 15 36 26:
Old : 45: 15 9 8 15 15 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 : 22.4 49.3 35.1 59.7 22.1 49.3 32.2 58.8
Old : 22.4 49.3 35.1 59.7 22.1 49.3 32.2 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 26,898: 10,580 3,007 3,388 8,653 6,857 22,621 13,252: 4,277 13,646
Old : 26,898: 10,580 3,007 3,388 8,653 6,857 22,621 13,252: 4,277 13,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,027: 197 238 -2,064 934 133 -933 -1,693: -94 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 11.2 12.6 32.2 25.5 84.1 49.3: 15.9 50.7
Old : 100.0: 39.3 11.2 12.6 32.2 25.5 84.1 49.3: 15.9 50.7
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 : 140: 48 20 17 33 52 90 83:
Old : 140: 48 20 17 33 52 90 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 : 20.8 13.9 33.7 19.4 17.9 7.5 28.0 12.3
Old : 20.8 13.9 33.7 19.4 17.9 7.5 28.0 12.3
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 76,771: 13,905 30,263 586 36,714 29,877 51,205 60,726: 25,566 16,045
Old : 76,771: 13,905 30,263 586 36,714 29,877 51,205 60,726: 25,566 16,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7,479: -2,046 6,878 -31 12,480 -400 10,403 6,447: -2,924 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 39.4 0.8 47.8 38.9 66.7 79.1: 33.3 20.9
Old : 100.0: 18.1 39.4 0.8 47.8 38.9 66.7 79.1: 33.3 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 17 15 2 23 20 41 36:
Old : 68: 17 15 2 23 20 41 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 : 25.2 29.8 38.5 48.5 25.2 29.7 37.3 48.5
Old : 25.2 29.8 38.5 48.5 25.2 29.7 37.3 48.5
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 35,822: 3,585 15,306 1 22,705 6,612 26,291 21,919: 9,531 13,903
Old : 35,822: 3,585 15,306 1 22,705 6,612 26,291 21,919: 9,531 13,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -9,870: 1,908 -9,135 0 -11,902 1,007 -9,994 -8,128: 124 -1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 42.7 0.0 63.4 18.5 73.4 61.2: 26.6 38.8
Old : 100.0: 10.0 42.7 0.0 63.4 18.5 73.4 61.2: 26.6 38.8
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 : 32: 5 12 1 10 7 16 19:
Old : 32: 5 12 1 10 7 16 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 : 42.9 29.0 61.4 44.1 42.9 29.0 57.6 42.7
Old : 42.9 29.0 61.4 44.1 42.9 29.0 57.6 42.7
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 92,459: 64,823 3,889 0 19,673 86,287 84,496 90,176: 7,963 2,283
Old : 92,459: 64,823 3,889 0 19,673 86,287 84,496 90,176: 7,963 2,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 14,589: 13,162 140 0 2,557 15,612 15,719 15,752: -1,130 -1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 4.2 0.0 21.3 93.3 91.4 97.5: 8.6 2.5
Old : 100.0: 70.1 4.2 0.0 21.3 93.3 91.4 97.5: 8.6 2.5
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 : 92: 53 9 0 16 17 69 26:
Old : 92: 53 9 0 16 17 69 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 : 31.5 58.8 48.1 81.9 31.5 58.6 48.1 81.7
Old : 31.5 58.8 48.1 81.9 31.5 58.6 48.1 81.7
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 86,549: 33,817 7,019 29 33,679 68,760 67,525 75,808: 19,024 10,741
Old : 86,549: 33,817 7,019 29 33,679 68,760 67,525 75,808: 19,024 10,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 4,025: 6,993 566 28 -4,105 4,074 2,916 4,668: 1,109 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 8.1 0.0 38.9 79.4 78.0 87.6: 22.0 12.4
Old : 100.0: 39.1 8.1 0.0 38.9 79.4 78.0 87.6: 22.0 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 20 11 2 17 15 39 26:
Old : 57: 20 11 2 17 15 39 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 : 30.6 57.3 44.9 74.4 29.9 56.7 44.2 73.8
Old : 30.6 57.3 44.9 74.4 29.9 56.7 44.2 73.8
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 143,178: 6,927 61,624 767 111,224 54,714 118,918 117,105: 24,260 26,073
Old : 143,178: 6,927 61,624 767 111,224 54,714 118,918 117,105: 24,260 26,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 9,950: -5,027 5,474 120 15,722 8,505 10,815 14,099: -865 -4,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 43.0 0.5 77.7 38.2 83.1 81.8: 16.9 18.2
Old : 100.0: 4.8 43.0 0.5 77.7 38.2 83.1 81.8: 16.9 18.2
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 : 83: 11 33 2 28 21 41 54:
Old : 83: 11 33 2 28 21 41 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 32.4 67.0 44.7 51.8 31.9 63.4 43.4
Old : 53.5 32.4 67.0 44.7 51.8 31.9 63.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 118,581: 23,613 18,592 357 54,810 65,542 78,780 84,491: 39,801 34,090
Old : 118,581: 23,613 18,592 357 54,810 65,542 78,780 84,491: 39,801 34,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -12,444: -6,479 -5,740 -165 -3,613 -3,435 -10,257 -9,340: -2,187 -3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 15.7 0.3 46.2 55.3 66.4 71.3: 33.6 28.7
Old : 100.0: 19.9 15.7 0.3 46.2 55.3 66.4 71.3: 33.6 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 28 20 5 26 24 57 46:
Old : 85: 28 20 5 26 24 57 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 34.4 37.3 47.5 25.9 33.0 36.5 43.4
Old : 25.9 34.4 37.3 47.5 25.9 33.0 36.5 43.4
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 67,548: 31,057 0 58 33,394 60,770 64,509 60,828: 3,039 6,720
Old : 67,548: 31,057 0 58 33,394 60,770 64,509 60,828: 3,039 6,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -27,220: -4,057 -2,277 58 -21,563 -23,043 -25,562 -25,262: -1,658 -1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 0.0 0.1 49.4 90.0 95.5 90.1: 4.5 9.9
Old : 100.0: 46.0 0.0 0.1 49.4 90.0 95.5 90.1: 4.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 1 13 18 16 19:
Old : 25: 3 0 1 13 18 16 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 : 72.8 62.8 89.6 75.6 68.6 61.5 83.3 72.6
Old : 72.8 62.8 89.6 75.6 68.6 61.5 83.3 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 8,082,645: 666,589 871,226 873,511 5,548,319 4,794,199 7,088,419 6,538,936: 994,226 1,543,709
Old : 8,082,645: 666,589 871,226 873,511 5,548,319 4,794,199 7,088,419 6,538,936: 994,226 1,543,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -140,869: -48,375 -367,044 6,468 -187,868 238,474 -229,775 -122,102: 88,906 -18,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.8 10.8 68.6 59.3 87.7 80.9: 12.3 19.1
Old : 100.0: 8.2 10.8 10.8 68.6 59.3 87.7 80.9: 12.3 19.1
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 : 259: 47 70 88 116 129 219 238:
Old : 259: 47 70 88 116 129 219 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.6 45.5 25.7 28.5 14.6 38.7 21.2
Old : 29.9 16.6 45.5 25.7 28.5 14.6 38.7 21.2
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 673,223: 63,562 77,241 8,360 478,897 489,875 550,819 575,476: 122,404 97,747
Old : 673,223: 63,562 77,241 8,360 478,897 489,875 550,819 575,476: 122,404 97,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 867: 2,694 780 154 4,652 6,989 7,500 7,923: -6,633 -7,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.5 1.2 71.1 72.8 81.8 85.5: 18.2 14.5
Old : 100.0: 9.4 11.5 1.2 71.1 72.8 81.8 85.5: 18.2 14.5
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 : 194: 37 37 16 92 63 144 101:
Old : 194: 37 37 16 92 63 144 101:
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 : 20.7 33.9 29.5 48.1 19.9 33.6 28.4 47.9
Old : 20.7 33.9 29.5 48.1 19.9 33.6 28.4 47.9
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 974,879: 205,580 220,045 14,696 442,087 639,499 662,363 874,240: 312,516 100,639
Old : 974,879: 205,580 220,045 14,696 442,087 639,499 662,363 874,240: 312,516 100,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 92,694: 34,782 28,721 4,041 71,591 41,591 110,414 74,353: -17,720 18,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 22.6 1.5 45.3 65.6 67.9 89.7: 32.1 10.3
Old : 100.0: 21.1 22.6 1.5 45.3 65.6 67.9 89.7: 32.1 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 : 182: 43 52 17 48 59 100 119:
Old : 182: 43 52 17 48 59 100 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 29.6 31.9 40.6 17.5 24.9 25.3 34.9
Old : 22.4 29.6 31.9 40.6 17.5 24.9 25.3 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 11,814: 725 1,271 0 5,797 9,292 6,522 10,563: 5,292 1,251
Old : 11,814: 725 1,271 0 5,797 9,292 6,522 10,563: 5,292 1,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 25: 0 -2 0 -243 271 -243 269: 268 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.8 0.0 49.1 78.7 55.2 89.4: 44.8 10.6
Old : 100.0: 6.1 10.8 0.0 49.1 78.7 55.2 89.4: 44.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 0 11 13 12 16:
Old : 27: 1 3 0 11 13 12 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 : 29.6 40.1 45.3 65.7 28.1 40.1 43.9 65.7
Old : 29.6 40.1 45.3 65.7 28.1 40.1 43.9 65.7
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 27,412: 5,633 495 99 17,480 18,074 23,212 18,668: 4,200 8,744
Old : 27,412: 5,633 495 99 17,480 18,074 23,212 18,668: 4,200 8,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 3,168: -166 -684 -19 4,181 1,802 3,996 1,099: -828 2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 1.8 0.4 63.8 65.9 84.7 68.1: 15.3 31.9
Old : 100.0: 20.5 1.8 0.4 63.8 65.9 84.7 68.1: 15.3 31.9
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 : 41: 9 2 1 18 18 27 21:
Old : 41: 9 2 1 18 18 27 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 : 38.2 40.0 56.8 55.9 38.2 37.3 56.6 53.2
Old : 38.2 40.0 56.8 55.9 38.2 37.3 56.6 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 57,727: 5,332 18,378 45 35,953 26,019 41,330 44,442: 16,397 13,285
Old : 57,727: 5,332 18,378 45 35,953 26,019 41,330 44,442: 16,397 13,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5,329: 1,117 1,533 41 -231 -544 927 1,030: 4,402 4,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 31.8 0.1 62.3 45.1 71.6 77.0: 28.4 23.0
Old : 100.0: 9.2 31.8 0.1 62.3 45.1 71.6 77.0: 28.4 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 : 90: 15 24 2 34 28 49 54:
Old : 90: 15 24 2 34 28 49 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 24.6 43.3 39.9 30.4 21.4 39.6 36.7
Old : 31.6 24.6 43.3 39.9 30.4 21.4 39.6 36.7
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 327,076: 79,939 148,545 1,249 196,682 128,361 277,870 278,155: 49,206 48,921
Old : 327,076: 79,939 148,545 1,249 196,682 128,361 277,870 278,155: 49,206 48,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 46,579: 678 30,146 131 30,386 3,720 31,195 33,997: 15,384 12,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 45.4 0.4 60.1 39.2 85.0 85.0: 15.0 15.0
Old : 100.0: 24.4 45.4 0.4 60.1 39.2 85.0 85.0: 15.0 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 : 194: 46 75 6 50 36 99 114:
Old : 194: 46 75 6 50 36 99 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 28.3 52.6 40.1 34.1 22.2 45.6 31.9
Old : 36.4 28.3 52.6 40.1 34.1 22.2 45.6 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 85,577: 25,245 6,922 0 38,177 64,396 63,422 71,318: 22,155 14,259
Old : 85,577: 25,245 6,922 0 38,177 64,396 63,422 71,318: 22,155 14,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 414: -6,464 636 0 3,456 -5,205 -3,008 -4,569: 3,422 4,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 8.1 0.0 44.6 75.2 74.1 83.3: 25.9 16.7
Old : 100.0: 29.5 8.1 0.0 44.6 75.2 74.1 83.3: 25.9 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 8 0 16 16 28 24:
Old : 45: 12 8 0 16 16 28 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 : 45.3 61.0 55.4 71.8 45.2 60.0 54.8 70.2
Old : 45.3 61.0 55.4 71.8 45.2 60.0 54.8 70.2
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 32,995: 1,121 12,464 5 27,315 15,408 28,441 27,877: 4,554 5,118
Old : 32,995: 1,121 12,464 5 27,315 15,408 28,441 27,877: 4,554 5,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,877: -71 1,614 5 1,829 429 1,763 2,048: 114 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 37.8 0.0 82.8 46.7 86.2 84.5: 13.8 15.5
Old : 100.0: 3.4 37.8 0.0 82.8 46.7 86.2 84.5: 13.8 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 13 1 26 27 29 40:
Old : 60: 2 13 1 26 27 29 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 36.9 66.7 48.1 54.3 36.6 65.1 47.7
Old : 55.5 36.9 66.7 48.1 54.3 36.6 65.1 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 195,853: 50,635 28,655 1,415 136,440 154,453 188,490 184,523: 7,363 11,330
Old : 195,853: 50,635 28,655 1,415 136,440 154,453 188,490 184,523: 7,363 11,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 20,382: 7,433 -1,126 225 15,321 21,784 22,979 20,883: -2,597 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 14.6 0.7 69.7 78.9 96.2 94.2: 3.8 5.8
Old : 100.0: 25.9 14.6 0.7 69.7 78.9 96.2 94.2: 3.8 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 : 105: 19 32 6 30 39 52 74:
Old : 105: 19 32 6 30 39 52 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 38.1 70.1 53.5 53.2 34.4 66.9 49.7
Old : 56.0 38.1 70.1 53.5 53.2 34.4 66.9 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 37,385: 10,269 8,289 35 15,270 20,897 25,574 29,221: 11,811 8,164
Old : 37,385: 10,269 8,289 35 15,270 20,897 25,574 29,221: 11,811 8,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,933: -1,359 -1,998 -42 1,611 2,724 210 684: 1,723 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 22.2 0.1 40.8 55.9 68.4 78.2: 31.6 21.8
Old : 100.0: 27.5 22.2 0.1 40.8 55.9 68.4 78.2: 31.6 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 : 74: 23 13 1 18 24 42 37:
Old : 74: 23 13 1 18 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 : 22.1 29.6 33.4 44.4 21.9 26.6 31.6 41.2
Old : 22.1 29.6 33.4 44.4 21.9 26.6 31.6 41.2
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,632: 8,989 904 15 12,743 1,626 21,747 2,545: 5,885 25,087
Old : 27,632: 8,989 904 15 12,743 1,626 21,747 2,545: 5,885 25,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 3.3 0.1 46.1 5.9 78.7 9.2: 21.3 90.8
Old : 100.0: 32.5 3.3 0.1 46.1 5.9 78.7 9.2: 21.3 90.8
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: 8 3 1 9 3 17 7:
Old : 22: 8 3 1 9 3 17 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 7.9 69.3 9.2 55.8 7.9 69.3 8.7
Old : 55.8 7.9 69.3 9.2 55.8 7.9 69.3 8.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 69,633: 5,667 4,144 579 51,903 22,773 58,149 27,496: 11,484 42,137
Old : 69,633: 5,667 4,144 579 51,903 22,773 58,149 27,496: 11,484 42,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7: 2,172 -1,218 -365 -1,445 -61 362 -1,644: -355 1,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.0 0.8 74.5 32.7 83.5 39.5: 16.5 60.5
Old : 100.0: 8.1 6.0 0.8 74.5 32.7 83.5 39.5: 16.5 60.5
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: 3 12 2 19 25 23 39:
Old : 46: 3 12 2 19 25 23 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 17.7 75.0 25.6 57.7 10.0 62.5 15.2
Old : 66.3 17.7 75.0 25.6 57.7 10.0 62.5 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 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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, April 19, 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 : 104,305: 40,909 3,273 7,609 25,083 83,367 73,601 94,249: 30,704 10,056
Old : 104,305: 40,909 3,273 7,609 25,083 83,367 73,601 94,249: 30,704 10,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 2,137: -43 -995 338 2,209 3,241 2,504 2,584: -367 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 3.1 7.3 24.0 79.9 70.6 90.4: 29.4 9.6
Old : 100.0: 39.2 3.1 7.3 24.0 79.9 70.6 90.4: 29.4 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 82 18 28 20 33 116 71:
Old : 147: 82 18 28 20 33 116 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 35.1 29.7 53.7 14.0 30.8 20.9 47.5
Old : 20.1 35.1 29.7 53.7 14.0 30.8 20.9 47.5
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, April 19, 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 : 117,163: 32,513 13,873 22,083 48,053 69,554 102,649 105,510: 14,514 11,653
Old : 117,163: 32,513 13,873 22,083 48,053 69,554 102,649 105,510: 14,514 11,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -14,941: -13,621 -4,115 -3,402 6,089 -4,539 -10,934 -12,056: -4,007 -2,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.8 18.8 41.0 59.4 87.6 90.1: 12.4 9.9
Old : 100.0: 27.8 11.8 18.8 41.0 59.4 87.6 90.1: 12.4 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 57 57 40 44 45 129 125:
Old : 181: 57 57 40 44 45 129 125:
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 : 25.7 28.4 37.1 47.4 18.0 26.4 25.7 38.2
Old : 25.7 28.4 37.1 47.4 18.0 26.4 25.7 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, 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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, April 19, 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 : 280,432: 152,815 38,423 20,037 61,372 204,959 234,224 263,419: 46,208 17,013
Old : 280,432: 152,815 38,423 20,037 61,372 204,959 234,224 263,419: 46,208 17,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 887: 2,204 1,156 1,830 -2,754 -1,196 1,280 1,790: -393 -903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 13.7 7.1 21.9 73.1 83.5 93.9: 16.5 6.1
Old : 100.0: 54.5 13.7 7.1 21.9 73.1 83.5 93.9: 16.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 122 43 28 33 43 172 102:
Old : 223: 122 43 28 33 43 172 102:
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 : 28.4 39.8 39.3 56.8 27.1 34.5 34.3 49.9
Old : 28.4 39.8 39.3 56.8 27.1 34.5 34.3 49.9
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 11,981: 8,410 1,603 436 237 9,350 9,083 11,389: 2,898 592
Old : 11,981: 8,410 1,603 436 237 9,350 9,083 11,389: 2,898 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 522: 709 223 1 -38 614 672 838: -150 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 13.4 3.6 2.0 78.0 75.8 95.1: 24.2 4.9
Old : 100.0: 70.2 13.4 3.6 2.0 78.0 75.8 95.1: 24.2 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 : 37: 23 4 6 2 6 29 14:
Old : 37: 23 4 6 2 6 29 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 : 45.3 83.5 63.4 93.5 45.3 83.5 63.4 91.3
Old : 45.3 83.5 63.4 93.5 45.3 83.5 63.4 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 75,494: 10,986 17,555 3,162 47,447 33,947 61,595 54,664: 13,899 20,830
Old : 18,802: 759 7,819 0 14,570 5,991 15,329 13,810: 3,473 4,992
Other: 56,692: 10,450 9,959 2,939 32,877 27,956 46,266 40,854: 10,426 15,838
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5,100: 1,192 3,908 169 2,731 793 4,092 4,870: 1,008 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 23.3 4.2 62.8 45.0 81.6 72.4: 18.4 27.6
Old : 100.0: 4.0 41.6 0.0 77.5 31.9 81.5 73.4: 18.5 26.6
Other: 100.0: 18.4 17.6 5.2 58.0 49.3 81.6 72.1: 18.4 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 18 29 14 41 43 70 76:
Old : 60: 3 16 0 20 24 23 40:
Other: 96: 21 22 12 35 34 63 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 25.0 43.4 33.8 23.9 15.4 32.5 22.5
Old : 60.0 26.3 71.2 42.3 60.0 26.2 70.2 41.6
Other: 30.2 31.3 40.1 41.2 29.4 28.7 39.0 37.9
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 36,467: 2,315 10,207 1,710 22,980 14,176 27,005 26,093: 9,462 10,374
Old : 25,547: 3,324 10,177 536 14,998 8,614 18,858 19,327: 6,689 6,220
Other: 10,920: 160 1,199 5 7,982 5,562 8,147 6,766: 2,773 4,154
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,371: 792 5,859 624 3,514 -663 4,930 5,820: 1,441 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 28.0 4.7 63.0 38.9 74.1 71.6: 25.9 28.4
Old : 100.0: 13.0 39.8 2.1 58.7 33.7 73.8 75.7: 26.2 24.3
Other: 100.0: 1.5 11.0 0.0 73.1 50.9 74.6 62.0: 25.4 38.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 9 14 9 26 14 40 33:
Old : 51: 13 11 4 24 13 37 28:
Other: 30: 4 6 3 15 12 20 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 32.1 47.9 47.9 28.4 27.5 38.7 37.6
Old : 34.0 38.1 46.7 53.6 29.8 38.1 41.2 48.3
Other: 45.7 38.1 64.7 50.5 40.8 31.0 54.9 40.5
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 124,829: 42,922 8,154 4,242 60,641 104,712 107,805 117,108: 17,024 7,721
Old : 103,891: 39,725 8,295 968 49,336 89,392 90,029 98,655: 13,862 5,236
Other: 20,938: 5,787 2,449 684 11,305 15,320 17,776 18,453: 3,162 2,485
: : :
: : Changes in Commitments from: April 12, 2005 :
: 539: -1,809 -10,164 -1,531 4,898 12,632 1,558 937: -1,019 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 6.5 3.4 48.6 83.9 86.4 93.8: 13.6 6.2
Old : 100.0: 38.2 8.0 0.9 47.5 86.0 86.7 95.0: 13.3 5.0
Other: 100.0: 27.6 11.7 3.3 54.0 73.2 84.9 88.1: 15.1 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 88 35 40 53 57 168 115:
Old : 203: 87 42 11 36 54 130 102:
Other: 107: 31 23 16 33 39 72 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 51.1 35.9 61.2 19.4 38.9 28.1 48.2
Old : 28.7 57.1 41.4 65.8 23.3 47.1 33.6 55.6
Other: 30.2 31.9 47.1 46.1 26.7 29.3 38.4 38.5
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 33,596: 10,945 3,689 1,724 16,005 26,609 28,674 32,022: 4,922 1,574
Old : 33,380: 10,925 3,711 1,623 15,980 26,541 28,528 31,875: 4,852 1,505
Other: 216: 110 68 11 25 68 146 147: 70 69
: : :
: : Changes in Commitments from: April 12, 2005 :
: 346: -2,768 900 -528 3,655 249 359 621: -13 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.0 5.1 47.6 79.2 85.3 95.3: 14.7 4.7
Old : 100.0: 32.7 11.1 4.9 47.9 79.5 85.5 95.5: 14.5 4.5
Other: 100.0: 50.9 31.5 5.1 11.6 31.5 67.6 68.1: 32.4 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 50 22 19 21 15 83 46:
Old : 104: 49 23 18 20 15 81 46:
Other: 11: 4 2 1 3 3 7 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 56.5 44.4 73.8 21.3 43.3 31.5 58.5
Old : 32.8 56.7 44.7 74.1 21.4 43.6 31.7 58.7
Other: 60.2 60.6 67.6 68.1 55.1 60.6 60.6 61.1
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 117,307: 26,105 7,170 3,035 78,154 103,393 107,294 113,598: 10,013 3,709
Old : 57,865: 20,355 6,981 928 28,079 46,905 49,362 54,814: 8,503 3,051
Other: 59,442: 7,354 1,793 503 50,075 56,488 57,932 58,784: 1,510 658
: : :
: : Changes in Commitments from: April 12, 2005 :
: -11,144: -4,368 2,699 817 -4,094 -11,506 -7,645 -7,990: -3,499 -3,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.1 2.6 66.6 88.1 91.5 96.8: 8.5 3.2
Old : 100.0: 35.2 12.1 1.6 48.5 81.1 85.3 94.7: 14.7 5.3
Other: 100.0: 12.4 3.0 0.8 84.2 95.0 97.5 98.9: 2.5 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 53 22 19 47 39 111 76:
Old : 135: 52 27 12 39 36 99 67:
Other: 73: 22 10 4 29 29 52 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 39.9 46.1 61.5 22.6 32.4 33.2 43.3
Old : 21.5 38.4 33.2 55.8 19.5 35.5 30.0 52.4
Other: 52.4 58.0 69.3 77.5 37.2 46.2 49.7 56.9
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 349,087: 60,310 94,538 12,150 209,539 188,313 281,999 295,001: 67,088 54,086
Old : 349,087: 60,310 94,538 12,150 209,539 188,313 281,999 295,001: 67,088 54,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -5,752: -7,001 11,044 -2,400 2,909 -8,550 -6,492 94: 740 -5,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 27.1 3.5 60.0 53.9 80.8 84.5: 19.2 15.5
Old : 100.0: 17.3 27.1 3.5 60.0 53.9 80.8 84.5: 19.2 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 30 45 23 58 42 103 96:
Old : 140: 30 45 23 58 42 103 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 26.0 31.1 43.1 16.7 20.9 29.0 32.7
Old : 18.3 26.0 31.1 43.1 16.7 20.9 29.0 32.7
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 99,450: 32,320 8,693 9,258 47,495 75,630 89,073 93,581: 10,377 5,869
Old : 87,517: 32,887 11,039 4,538 40,107 66,882 77,532 82,459: 9,985 5,058
Other: 11,933: 3,334 1,555 819 7,388 8,748 11,541 11,122: 392 811
: : :
: : Changes in Commitments from: April 12, 2005 :
: -8,217: -5,821 538 -4,312 468 -5,181 -9,665 -8,955: 1,448 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 8.7 9.3 47.8 76.0 89.6 94.1: 10.4 5.9
Old : 100.0: 37.6 12.6 5.2 45.8 76.4 88.6 94.2: 11.4 5.8
Other: 100.0: 27.9 13.0 6.9 61.9 73.3 96.7 93.2: 3.3 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 127 31 50 91 95 239 164:
Old : 281: 125 36 35 83 93 225 149:
Other: 120: 20 19 11 52 54 78 80:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 29.7 31.3 45.1 16.5 23.8 26.2 33.9
Old : 19.0 31.6 32.2 47.0 18.6 26.2 29.6 36.6
Other: 41.2 34.1 55.2 48.3 33.2 27.2 39.9 39.3
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 16,713: 7,107 4,423 2,131 4,825 8,167 14,063 14,721: 2,650 1,992
Old : 16,713: 7,107 4,423 2,131 4,825 8,167 14,063 14,721: 2,650 1,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,031: -88 -726 -12 -622 -193 -722 -931: -309 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 26.5 12.8 28.9 48.9 84.1 88.1: 15.9 11.9
Old : 100.0: 42.5 26.5 12.8 28.9 48.9 84.1 88.1: 15.9 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 : 38: 15 12 4 7 4 24 19:
Old : 38: 15 12 4 7 4 24 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 : 57.2 71.5 71.1 81.2 50.8 60.1 60.0 67.8
Old : 57.2 71.5 71.1 81.2 50.8 60.1 60.0 67.8
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 180,183: 29,388 27,030 18,453 102,195 110,892 150,036 156,375: 30,147 23,808
Old : 180,183: 29,388 27,030 18,453 102,195 110,892 150,036 156,375: 30,147 23,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,801: 220 -3,969 850 5,549 10,963 6,619 7,844: 182 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 15.0 10.2 56.7 61.5 83.3 86.8: 16.7 13.2
Old : 100.0: 16.3 15.0 10.2 56.7 61.5 83.3 86.8: 16.7 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 : 124: 32 25 31 59 58 110 97:
Old : 124: 32 25 31 59 58 110 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 28.1 32.7 40.8 14.8 19.7 23.3 28.0
Old : 20.4 28.1 32.7 40.8 14.8 19.7 23.3 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 486,467: 37,861 51,627 160,219 213,570 243,022 411,650 454,868: 74,817 31,599
Old : 486,467: 37,861 51,627 160,219 213,570 243,022 411,650 454,868: 74,817 31,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 11,488: -8,012 622 2,276 4,636 4,342 -1,100 7,240: 12,588 4,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 10.6 32.9 43.9 50.0 84.6 93.5: 15.4 6.5
Old : 100.0: 7.8 10.6 32.9 43.9 50.0 84.6 93.5: 15.4 6.5
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 : 190: 45 51 69 82 73 170 159:
Old : 190: 45 51 69 82 73 170 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 22.8 29.1 36.9 6.6 10.5 10.0 15.7
Old : 19.3 22.8 29.1 36.9 6.6 10.5 10.0 15.7
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 96,832: 10,446 4,690 0 78,505 88,093 88,951 92,783: 7,881 4,049
Old : 96,832: 10,446 4,690 0 78,505 88,093 88,951 92,783: 7,881 4,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,096: 0 952 0 1,423 231 1,423 1,183: -327 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 4.8 0.0 81.1 91.0 91.9 95.8: 8.1 4.2
Old : 100.0: 10.8 4.8 0.0 81.1 91.0 91.9 95.8: 8.1 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 : 33: 1 2 0 19 26 20 28:
Old : 33: 1 2 0 19 26 20 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 : 63.2 38.7 79.4 58.0 62.5 37.3 71.1 52.9
Old : 63.2 38.7 79.4 58.0 62.5 37.3 71.1 52.9
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 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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 55,713: 5,738 11,478 604 45,852 35,306 52,194 47,388: 3,519 8,325
Old : 55,713: 5,738 11,478 604 45,852 35,306 52,194 47,388: 3,519 8,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 4,474: 3,548 7,430 -3,444 3,017 983 3,121 4,969: 1,353 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.6 1.1 82.3 63.4 93.7 85.1: 6.3 14.9
Old : 100.0: 10.3 20.6 1.1 82.3 63.4 93.7 85.1: 6.3 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 11 13 13 16:
Old : 21: 1 3 1 11 13 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 55.0 82.0 72.7 46.9 53.9 75.3 70.3
Old : 53.5 55.0 82.0 72.7 46.9 53.9 75.3 70.3
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 42,660: 0 4,892 2,060 33,752 31,700 35,812 38,652: 6,848 4,008
Old : 42,660: 0 4,892 2,060 33,752 31,700 35,812 38,652: 6,848 4,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.5 4.8 79.1 74.3 83.9 90.6: 16.1 9.4
Old : 100.0: 0.0 11.5 4.8 79.1 74.3 83.9 90.6: 16.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 3 14 13 17 16:
Old : 20: 0 3 3 14 13 17 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 : 49.3 51.8 68.9 77.3 18.5 20.0 26.4 30.5
Old : 49.3 51.8 68.9 77.3 18.5 20.0 26.4 30.5
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 19, 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 : 53,510: 5,311 4,394 3,931 38,148 38,501 47,390 46,826: 6,120 6,684
Old : 53,510: 5,311 4,394 3,931 38,148 38,501 47,390 46,826: 6,120 6,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 4,211: -1,228 2,020 1,029 2,940 1,375 2,741 4,424: 1,470 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.2 7.3 71.3 72.0 88.6 87.5: 11.4 12.5
Old : 100.0: 9.9 8.2 7.3 71.3 72.0 88.6 87.5: 11.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 4 18 15 22 20:
Old : 24: 3 2 4 18 15 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 : 56.3 42.8 70.0 66.1 53.1 38.0 62.2 55.7
Old : 56.3 42.8 70.0 66.1 53.1 38.0 62.2 55.7
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 62,519: 0 2,914 4,943 47,976 45,330 52,919 53,187: 9,600 9,332
Old : 62,519: 0 2,914 4,943 47,976 45,330 52,919 53,187: 9,600 9,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,221: 0 -182 182 705 1,066 887 1,066: 334 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 7.9 76.7 72.5 84.6 85.1: 15.4 14.9
Old : 100.0: 0.0 4.7 7.9 76.7 72.5 84.6 85.1: 15.4 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 20 19 22 21:
Old : 25: 0 2 2 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 60.5 58.9 71.8 28.2 45.0 40.8 52.1
Old : 35.3 60.5 58.9 71.8 28.2 45.0 40.8 52.1
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 56,010: 18,288 6,394 0 32,726 46,584 51,014 52,978: 4,996 3,032
Old : 56,010: 18,288 6,394 0 32,726 46,584 51,014 52,978: 4,996 3,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.4 0.0 58.4 83.2 91.1 94.6: 8.9 5.4
Old : 100.0: 32.7 11.4 0.0 58.4 83.2 91.1 94.6: 8.9 5.4
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 : 20: 2 1 0 14 13 16 14:
Old : 20: 2 1 0 14 13 16 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 : 63.0 50.2 82.1 77.1 58.0 48.9 64.8 65.8
Old : 63.0 50.2 82.1 77.1 58.0 48.9 64.8 65.8
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 19, 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 : 979,254: 278,636 67,971 149,697 527,475 750,076 955,808 967,744: 23,446 11,510
Old : 979,254: 278,636 67,971 149,697 527,475 750,076 955,808 967,744: 23,446 11,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 23,551: 488 3,090 6,175 17,482 14,925 24,145 24,190: -594 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.9 15.3 53.9 76.6 97.6 98.8: 2.4 1.2
Old : 100.0: 28.5 6.9 15.3 53.9 76.6 97.6 98.8: 2.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 22 8 29 82 79 113 111:
Old : 122: 22 8 29 82 79 113 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.8 45.0 38.4 26.9 19.2 35.0 30.8
Old : 32.2 22.8 45.0 38.4 26.9 19.2 35.0 30.8
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 147,854: 26,841 56,914 30,565 86,070 56,951 143,476 144,430: 4,378 3,424
Old : 147,854: 26,841 56,914 30,565 86,070 56,951 143,476 144,430: 4,378 3,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,913: -3,734 7,284 -51 10,514 -520 6,729 6,713: 184 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 38.5 20.7 58.2 38.5 97.0 97.7: 3.0 2.3
Old : 100.0: 18.2 38.5 20.7 58.2 38.5 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 : 46: 10 10 15 24 24 43 40:
Old : 46: 10 10 15 24 24 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 51.9 47.5 70.8 21.1 35.2 30.7 41.3
Old : 29.3 51.9 47.5 70.8 21.1 35.2 30.7 41.3
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 51,933: 15,042 3,260 9,973 26,754 38,640 51,769 51,873: 164 60
Old : 51,933: 15,042 3,260 9,973 26,754 38,640 51,769 51,873: 164 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,000: 4,980 320 350 790 5,450 6,120 6,120: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 6.3 19.2 51.5 74.4 99.7 99.9: 0.3 0.1
Old : 100.0: 29.0 6.3 19.2 51.5 74.4 99.7 99.9: 0.3 0.1
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 : 40: 4 4 8 31 28 39 36:
Old : 40: 4 4 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 : 53.8 44.8 72.3 67.6 38.7 39.7 48.7 49.8
Old : 53.8 44.8 72.3 67.6 38.7 39.7 48.7 49.8
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 21,828: 2,705 325 2,001 16,840 19,220 21,546 21,546: 282 282
Old : 21,828: 2,705 325 2,001 16,840 19,220 21,546 21,546: 282 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,032: -60 -44 484 564 548 988 988: 44 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.5 9.2 77.1 88.1 98.7 98.7: 1.3 1.3
Old : 100.0: 12.4 1.5 9.2 77.1 88.1 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 4 17 18 21 22:
Old : 26: 3 1 4 17 18 21 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 : 69.0 53.3 82.5 72.0 62.4 47.9 67.1 60.3
Old : 69.0 53.3 82.5 72.0 62.4 47.9 67.1 60.3
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 822,215: 125,300 92,649 119,055 517,581 539,992 761,936 751,696: 60,279 70,519
Old : 822,215: 125,300 92,649 119,055 517,581 539,992 761,936 751,696: 60,279 70,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -14,403: -29,238 -2,239 -17,818 39,226 6,700 -7,830 -13,357: -6,573 -1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 11.3 14.5 62.9 65.7 92.7 91.4: 7.3 8.6
Old : 100.0: 15.2 11.3 14.5 62.9 65.7 92.7 91.4: 7.3 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 : 254: 68 82 84 84 89 207 207:
Old : 254: 68 82 84 84 89 207 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 20.0 31.5 31.2 14.2 12.3 22.2 19.5
Old : 20.7 20.0 31.5 31.2 14.2 12.3 22.2 19.5
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, BRENT - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 26,899: 367 0 7,205 16,126 16,454 23,698 23,659: 3,201 3,240
Old : 26,899: 367 0 7,205 16,126 16,454 23,698 23,659: 3,201 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 26.8 60.0 61.2 88.1 88.0: 11.9 12.0
Old : 100.0: 1.4 0.0 26.8 60.0 61.2 88.1 88.0: 11.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 6 14 14 20 20:
Old : 21: 2 0 6 14 14 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 44.2 60.4 64.2 22.2 22.5 24.5 24.4
Old : 36.5 44.2 60.4 64.2 22.2 22.5 24.5 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,165: 8,763 2,256 197 1,193 10,130 10,153 12,583: 3,012 582
Old : 13,165: 8,763 2,256 197 1,193 10,130 10,153 12,583: 3,012 582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 225: -228 278 118 120 -306 10 90: 215 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 17.1 1.5 9.1 76.9 77.1 95.6: 22.9 4.4
Old : 100.0: 66.6 17.1 1.5 9.1 76.9 77.1 95.6: 22.9 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 : 112: 64 11 6 11 24 80 40:
Old : 112: 64 11 6 11 24 80 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 41.6 33.4 61.7 23.2 41.6 33.4 61.7
Old : 23.2 41.6 33.4 61.7 23.2 41.6 33.4 61.7
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,254: 5,386 1,007 6 901 6,525 6,293 7,538: 1,961 716
Old : 8,254: 5,386 1,007 6 901 6,525 6,293 7,538: 1,961 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 648: 752 307 -80 -25 428 647 655: 1 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 12.2 0.1 10.9 79.1 76.2 91.3: 23.8 8.7
Old : 100.0: 65.3 12.2 0.1 10.9 79.1 76.2 91.3: 23.8 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 : 50: 24 6 1 8 16 33 22:
Old : 50: 24 6 1 8 16 33 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 : 33.9 52.2 48.8 69.2 33.9 52.0 48.8 69.0
Old : 33.9 52.2 48.8 69.2 33.9 52.0 48.8 69.0
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 162,062: 36,764 5,616 10,686 94,448 131,499 141,898 147,801: 20,164 14,261
Old : 162,062: 36,764 5,616 10,686 94,448 131,499 141,898 147,801: 20,164 14,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -9,529: -3,209 -629 -2,412 -3,101 -7,764 -8,722 -10,805: -807 1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 3.5 6.6 58.3 81.1 87.6 91.2: 12.4 8.8
Old : 100.0: 22.7 3.5 6.6 58.3 81.1 87.6 91.2: 12.4 8.8
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 : 159: 55 14 32 70 81 134 119:
Old : 159: 55 14 32 70 81 134 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 19.0 36.9 30.9 22.0 13.5 32.7 22.0
Old : 24.5 19.0 36.9 30.9 22.0 13.5 32.7 22.0
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
Updated April 29, 2005