WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 195,264: 30,927 48,301 8,791 135,815 103,039 175,533 160,131: 19,731 35,133
Old : 194,576: 30,998 48,218 8,696 135,356 102,905 175,050 159,819: 19,526 34,757
Other: 688: 22 176 2 459 134 483 312: 205 376
: : :
: : Changes in Commitments from: April 26, 2005 :
: -7,243: -5,601 609 -548 563 -8,811 -5,586 -8,750: -1,657 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.7 4.5 69.6 52.8 89.9 82.0: 10.1 18.0
Old : 100.0: 15.9 24.8 4.5 69.6 52.9 90.0 82.1: 10.0 17.9
Other: 100.0: 3.2 25.6 0.3 66.7 19.5 70.2 45.3: 29.8 54.7
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 42 80 29 39 50 106 140:
Old : 192: 43 80 29 39 50 106 140:
Other: 21: 2 2 1 2 15 4 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 : 40.0 34.7 57.6 41.4 39.6 33.4 57.3 39.4
Old : 40.2 34.8 57.8 41.5 39.8 33.7 57.5 39.7
Other: 70.2 34.9 70.2 40.4 69.9 34.9 69.9 40.4
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 202,507: 36,528 47,692 9,339 135,252 111,850 181,119 168,881: 21,388 33,626
Old : 9,812: 4,304 1,579 2 1,758 5,014 6,064 6,595: 3,748 3,217
Other: 192,695: 35,135 49,024 6,426 133,494 106,836 175,055 162,286: 17,640 30,409
: : :
: : Changes in Commitments from: April 19, 2005 :
: -13,863: 661 -3,891 -6,138 -5,535 -4,724 -11,012 -14,753: -2,851 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 23.6 4.6 66.8 55.2 89.4 83.4: 10.6 16.6
Old : 100.0: 43.9 16.1 0.0 17.9 51.1 61.8 67.2: 38.2 32.8
Other: 100.0: 18.2 25.4 3.3 69.3 55.4 90.8 84.2: 9.2 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 52 80 38 44 49 128 146:
Old : 70: 19 19 1 10 25 30 44:
Other: 200: 51 84 28 39 47 113 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.3 54.6 44.1 37.2 35.7 54.1 41.9
Old : 26.6 29.2 42.9 42.0 26.6 29.2 42.9 42.0
Other: 39.4 39.0 57.3 45.9 39.0 37.2 56.9 43.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 673,304: 99,970 133,257 44,718 415,888 307,549 560,576 485,524: 112,728 187,780
Old : 471,233: 80,588 132,315 15,395 297,041 220,025 393,024 367,735: 78,209 103,498
Other: 202,071: 43,585 25,145 5,120 118,847 87,524 167,552 117,789: 34,519 84,282
: : :
: : Changes in Commitments from: April 26, 2005 :
: 9,515: 6,361 31,579 5,473 8,849 -20,777 20,683 16,275: -11,168 -6,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 19.8 6.6 61.8 45.7 83.3 72.1: 16.7 27.9
Old : 100.0: 17.1 28.1 3.3 63.0 46.7 83.4 78.0: 16.6 22.0
Other: 100.0: 21.6 12.4 2.5 58.8 43.3 82.9 58.3: 17.1 41.7
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 116 112 89 159 163 325 335:
Old : 444: 111 115 51 121 147 264 292:
Other: 303: 69 55 21 103 138 185 201:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.9 32.4 23.5 22.4 15.4 31.8 19.6
Old : 29.6 23.5 39.8 28.2 29.6 22.1 39.8 26.7
Other: 31.3 12.3 39.4 18.7 25.4 7.5 33.0 12.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 663,789: 93,609 101,678 39,245 407,039 328,326 539,893 469,249: 123,896 194,540
Old : 468,671: 73,047 102,265 12,623 292,435 239,817 378,105 354,705: 90,566 113,966
Other: 195,118: 42,370 21,221 4,814 114,604 88,509 161,788 114,544: 33,330 80,574
: : :
: : Changes in Commitments from: April 19, 2005 :
: -23,893: -12,405 -14,503 -4,293 -9,410 -3,642 -26,108 -22,438: 2,215 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.3 5.9 61.3 49.5 81.3 70.7: 18.7 29.3
Old : 100.0: 15.6 21.8 2.7 62.4 51.2 80.7 75.7: 19.3 24.3
Other: 100.0: 21.7 10.9 2.5 58.7 45.4 82.9 58.7: 17.1 41.3
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 105 98 82 179 186 334 331:
Old : 426: 103 98 52 150 170 282 296:
Other: 308: 62 53 20 101 153 175 215:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 16.7 31.7 22.6 21.7 13.0 31.2 18.0
Old : 28.7 21.3 39.0 26.6 28.7 19.8 38.9 24.8
Other: 31.0 12.4 39.0 18.9 25.5 7.7 32.7 13.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,547: 2,066 1,165 113 1,622 4,915 3,801 6,193: 3,746 1,354
Old : 7,547: 2,066 1,165 113 1,622 4,915 3,801 6,193: 3,746 1,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -642: -741 847 -9 603 -1,679 -147 -841: -495 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 15.4 1.5 21.5 65.1 50.4 82.1: 49.6 17.9
Old : 100.0: 27.4 15.4 1.5 21.5 65.1 50.4 82.1: 49.6 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 7 9 4 10 16 21 25:
Old : 35: 7 9 4 10 16 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 38.3 37.2 56.5 25.2 37.2 35.8 55.4
Old : 25.9 38.3 37.2 56.5 25.2 37.2 35.8 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 8,189: 2,807 318 122 1,019 6,594 3,948 7,034: 4,241 1,155
Old : 1,690: 235 3 0 68 1,471 303 1,474: 1,387 216
Other: 6,499: 2,580 323 114 951 5,123 3,645 5,560: 2,854 939
: : :
: : Changes in Commitments from: April 19, 2005 :
: -256: -226 153 100 -319 -399 -445 -146: 189 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 3.9 1.5 12.4 80.5 48.2 85.9: 51.8 14.1
Old : 100.0: 13.9 0.2 0.0 4.0 87.0 17.9 87.2: 82.1 12.8
Other: 100.0: 39.7 5.0 1.8 14.6 78.8 56.1 85.6: 43.9 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 4 5 8 16 23 22:
Old : 16: 4 1 0 2 9 6 10:
Other: 33: 10 5 4 7 16 21 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 43.0 34.5 59.9 24.3 41.6 32.7 58.6
Old : 16.7 72.5 17.9 86.2 16.7 72.5 17.9 86.2
Other: 30.6 37.9 43.5 59.1 30.6 37.8 40.8 57.5
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 241,954: 42,480 29,853 26,785 125,995 107,966 195,260 164,604: 46,694 77,350
Old : 169,661: 32,426 39,601 7,245 101,328 78,313 140,999 125,159: 28,662 44,502
Other: 72,293: 26,614 6,812 2,980 24,667 29,653 54,261 39,445: 18,032 32,848
: : :
: : Changes in Commitments from: April 26, 2005 :
: -13,454: -10,448 -2,424 4,644 -3,975 -8,796 -9,779 -6,576: -3,675 -6,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 12.3 11.1 52.1 44.6 80.7 68.0: 19.3 32.0
Old : 100.0: 19.1 23.3 4.3 59.7 46.2 83.1 73.8: 16.9 26.2
Other: 100.0: 36.8 9.4 4.1 34.1 41.0 75.1 54.6: 24.9 45.4
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 89 75 74 75 91 220 201:
Old : 281: 76 90 36 55 87 160 187:
Other: 179: 74 22 20 47 56 129 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 15.0 36.5 22.7 24.2 13.5 34.4 20.0
Old : 33.0 20.4 46.6 28.5 33.0 20.1 45.4 26.7
Other: 22.1 14.9 31.9 23.7 19.7 14.5 27.9 21.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 255,408: 52,928 32,277 22,141 129,970 116,762 205,039 171,180: 50,369 84,228
Old : 186,682: 43,280 38,798 6,265 104,447 89,251 153,992 134,314: 32,690 52,368
Other: 68,726: 22,607 6,438 2,917 25,523 27,511 51,047 36,866: 17,679 31,860
: : :
: : Changes in Commitments from: April 19, 2005 :
: -13,789: -2,372 -10,919 -1,110 -9,455 2,012 -12,937 -10,017: -852 -3,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 12.6 8.7 50.9 45.7 80.3 67.0: 19.7 33.0
Old : 100.0: 23.2 20.8 3.4 55.9 47.8 82.5 71.9: 17.5 28.1
Other: 100.0: 32.9 9.4 4.2 37.1 40.0 74.3 53.6: 25.7 46.4
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 95 69 74 80 95 230 200:
Old : 287: 88 81 46 67 92 188 188:
Other: 175: 60 33 19 43 61 114 103:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 14.7 33.5 23.8 23.2 12.0 33.2 19.3
Old : 29.9 19.3 42.2 28.7 29.9 17.9 42.1 25.2
Other: 22.5 13.4 33.6 22.1 20.6 12.8 29.6 20.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,028: 10,987 2,924 264 121 722 11,372 3,910: 2,656 10,118
Old : 5,226: 3,320 2,690 63 36 41 3,419 2,794: 1,807 2,432
Other: 8,802: 7,775 342 93 85 681 7,953 1,116: 849 7,686
: : :
: : Changes in Commitments from: April 26, 2005 :
: 57: 245 1,178 -29 -304 -178 -88 971: 145 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 20.8 1.9 0.9 5.1 81.1 27.9: 18.9 72.1
Old : 100.0: 63.5 51.5 1.2 0.7 0.8 65.4 53.5: 34.6 46.5
Other: 100.0: 88.3 3.9 1.1 1.0 7.7 90.4 12.7: 9.6 87.3
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 6 6 1 3 15 13:
Old : 21: 11 7 3 1 2 13 11:
Other: 15: 8 4 5 1 3 10 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.3 73.3 25.2 56.7 18.4 72.7 23.9
Old : 38.3 44.0 57.5 52.8 38.3 44.0 57.5 52.0
Other: 79.6 10.4 89.7 12.4 79.0 9.4 88.3 10.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,971: 10,742 1,746 293 425 900 11,460 2,939: 2,511 11,032
Old : 5,297: 3,120 1,461 74 340 208 3,534 1,743: 1,763 3,554
Other: 8,674: 7,754 417 87 85 692 7,926 1,196: 748 7,478
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,582: 69 -1,149 -699 0 -280 -630 -2,128: -952 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 12.5 2.1 3.0 6.4 82.0 21.0: 18.0 79.0
Old : 100.0: 58.9 27.6 1.4 6.4 3.9 66.7 32.9: 33.3 67.1
Other: 100.0: 89.4 4.8 1.0 1.0 8.0 91.4 13.8: 8.6 86.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 5 7 3 4 16 13:
Old : 20: 9 6 3 3 3 13 11:
Other: 15: 9 2 5 1 4 11 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 : 63.1 12.0 75.8 18.3 62.0 11.2 74.4 16.8
Old : 46.0 22.7 63.1 32.6 46.0 22.7 63.1 31.3
Other: 80.0 12.7 90.5 13.7 79.3 11.6 89.2 11.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 144,393: 28,237 14,851 17,618 74,316 97,638 120,171 130,107: 24,222 14,286
Old : 111,478: 25,905 15,819 9,739 57,459 73,576 93,103 99,134: 18,375 12,344
Other: 32,915: 6,420 3,120 3,791 16,857 24,062 27,068 30,973: 5,847 1,942
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,034: -1,056 3,026 468 2,710 -3,885 2,122 -391: -1,088 1,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 10.3 12.2 51.5 67.6 83.2 90.1: 16.8 9.9
Old : 100.0: 23.2 14.2 8.7 51.5 66.0 83.5 88.9: 16.5 11.1
Other: 100.0: 19.5 9.5 11.5 51.2 73.1 82.2 94.1: 17.8 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 43 25 33 45 44 106 95:
Old : 138: 42 30 30 42 42 101 91:
Other: 59: 11 13 10 26 22 41 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 : 23.5 36.0 33.9 49.2 23.5 30.4 31.7 42.1
Old : 24.8 38.5 35.4 50.6 23.8 34.6 33.1 45.4
Other: 42.6 51.5 56.0 63.7 39.0 44.7 46.6 55.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 143,359: 29,293 11,825 17,150 71,606 101,523 118,049 130,498: 25,310 12,861
Old : 113,682: 27,681 12,568 9,964 55,916 79,844 93,561 102,376: 20,121 11,306
Other: 29,677: 4,795 2,440 4,003 15,690 21,679 24,488 28,122: 5,189 1,555
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4: -1,570 -883 2,204 1,167 870 1,801 2,191: -1,797 -2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.2 12.0 49.9 70.8 82.3 91.0: 17.7 9.0
Old : 100.0: 24.3 11.1 8.8 49.2 70.2 82.3 90.1: 17.7 9.9
Other: 100.0: 16.2 8.2 13.5 52.9 73.0 82.5 94.8: 17.5 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 43 22 33 41 44 103 94:
Old : 135: 46 25 29 38 43 97 91:
Other: 60: 12 15 11 24 21 42 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 : 22.5 39.5 32.5 51.4 22.5 32.0 30.4 42.7
Old : 23.4 41.1 33.6 52.8 22.7 34.8 31.4 44.6
Other: 39.8 51.0 51.9 63.9 35.7 43.4 43.7 54.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 716,898: 102,324 111,028 17,381 447,759 430,114 567,464 558,523: 149,434 158,375
Old : 716,898: 102,324 111,028 17,381 447,759 430,114 567,464 558,523: 149,434 158,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 9,316: -2,878 804 4,120 -7,738 9,622 -6,496 14,546: 15,812 -5,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.5 2.4 62.5 60.0 79.2 77.9: 20.8 22.1
Old : 100.0: 14.3 15.5 2.4 62.5 60.0 79.2 77.9: 20.8 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 : 167: 34 31 26 63 76 110 122:
Old : 167: 34 31 26 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 : 28.0 17.1 36.2 28.5 16.9 12.5 22.9 20.9
Old : 28.0 17.1 36.2 28.5 16.9 12.5 22.9 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 707,582: 105,202 110,224 13,261 455,497 420,492 573,960 543,977: 133,622 163,605
Old : 707,582: 105,202 110,224 13,261 455,497 420,492 573,960 543,977: 133,622 163,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -2,374: 9,548 -34,905 1,078 -9,962 22,938 664 -10,889: -3,038 8,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 15.6 1.9 64.4 59.4 81.1 76.9: 18.9 23.1
Old : 100.0: 14.9 15.6 1.9 64.4 59.4 81.1 76.9: 18.9 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 : 168: 38 28 23 63 76 111 119:
Old : 168: 38 28 23 63 76 111 119:
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 : 28.5 15.9 37.4 28.6 18.8 13.6 25.2 23.2
Old : 28.5 15.9 37.4 28.6 18.8 13.6 25.2 23.2
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, May 3, 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 : 132,321: 29,893 12,881 15,241 57,837 83,620 102,971 111,742: 29,350 20,579
Old : 97,360: 28,549 13,563 8,844 35,860 58,651 73,253 81,058: 24,107 16,302
Other: 34,961: 3,437 1,411 4,304 21,977 24,969 29,718 30,684: 5,243 4,277
: : :
: : Changes in Commitments from: April 26, 2005 :
: -11,006: -3,868 -1,178 -1,272 -3,246 -7,530 -8,386 -9,980: -2,620 -1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 9.7 11.5 43.7 63.2 77.8 84.4: 22.2 15.6
Old : 100.0: 29.3 13.9 9.1 36.8 60.2 75.2 83.3: 24.8 16.7
Other: 100.0: 9.8 4.0 12.3 62.9 71.4 85.0 87.8: 15.0 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 42 27 34 48 56 117 104:
Old : 149: 45 29 27 43 54 109 97:
Other: 72: 17 12 12 34 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 : 16.2 29.3 25.6 41.0 11.6 21.8 18.5 30.2
Old : 14.4 29.7 23.1 37.9 14.1 27.1 22.7 33.2
Other: 32.1 48.4 46.6 64.4 29.4 46.9 42.6 56.5
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 143,327: 33,761 14,059 16,513 61,083 91,150 111,357 121,722: 31,970 21,605
Old : 109,336: 32,213 14,811 9,784 40,398 67,273 82,395 91,868: 26,941 17,468
Other: 33,991: 4,040 1,740 4,237 20,685 23,877 28,962 29,854: 5,029 4,137
: : :
: : Changes in Commitments from: April 19, 2005 :
: 7,197: 4,661 -3,374 -92 1,325 11,130 5,894 7,664: 1,303 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 9.8 11.5 42.6 63.6 77.7 84.9: 22.3 15.1
Old : 100.0: 29.5 13.5 8.9 36.9 61.5 75.4 84.0: 24.6 16.0
Other: 100.0: 11.9 5.1 12.5 60.9 70.2 85.2 87.8: 14.8 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 44 25 36 52 58 125 106:
Old : 153: 52 25 29 48 57 118 100:
Other: 76: 15 16 14 34 26 58 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 31.2 23.2 41.4 11.1 22.9 19.1 31.9
Old : 11.7 31.8 20.9 39.5 11.5 29.1 20.5 35.6
Other: 33.0 48.2 47.7 62.5 29.5 47.1 42.4 56.1
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 6,783: 3,205 1,295 637 781 3,819 4,623 5,751: 2,160 1,032
Old : 5,952: 3,242 1,321 445 457 3,418 4,144 5,184: 1,808 768
Other: 831: 92 103 63 324 401 479 567: 352 264
: : :
: : Changes in Commitments from: April 26, 2005 :
: -299: -228 -194 185 -400 -279 -443 -288: 144 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 19.1 9.4 11.5 56.3 68.2 84.8: 31.8 15.2
Old : 100.0: 54.5 22.2 7.5 7.7 57.4 69.6 87.1: 30.4 12.9
Other: 100.0: 11.1 12.4 7.6 39.0 48.3 57.6 68.2: 42.4 31.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 11 8 7 14 28 28:
Old : 41: 17 10 4 2 13 22 24:
Other: 21: 4 5 4 6 9 12 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 40.4 49.3 63.9 37.7 38.8 44.4 57.9
Old : 42.9 42.2 55.4 68.6 42.9 42.1 50.9 63.5
Other: 33.9 30.3 50.5 51.9 26.8 27.3 33.0 39.4
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 7,082: 3,433 1,489 452 1,181 4,098 5,066 6,039: 2,016 1,043
Old : 6,520: 3,469 1,403 349 931 3,835 4,749 5,587: 1,771 933
Other: 562: 20 142 47 250 263 317 452: 245 110
: : :
: : Changes in Commitments from: April 19, 2005 :
: -114: 14 67 -369 218 132 -137 -170: 23 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 21.0 6.4 16.7 57.9 71.5 85.3: 28.5 14.7
Old : 100.0: 53.2 21.5 5.4 14.3 58.8 72.8 85.7: 27.2 14.3
Other: 100.0: 3.6 25.3 8.4 44.5 46.8 56.4 80.4: 43.6 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 11 8 10 13 32 26:
Old : 42: 18 9 7 7 12 29 24:
Other: 17: 1 7 4 4 6 9 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 : 39.7 41.8 52.8 62.5 36.4 38.4 48.2 59.1
Old : 42.8 42.2 56.7 64.4 39.6 39.7 52.1 61.9
Other: 45.7 48.0 56.2 70.3 37.0 36.7 37.0 53.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 335,267: 113,492 83,691 1,790 158,812 147,624 274,094 233,105: 61,173 102,162
Old : 335,267: 113,492 83,691 1,790 158,812 147,624 274,094 233,105: 61,173 102,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 19,925: 8,069 10,180 1,567 13,201 5,480 22,837 17,227: -2,912 2,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 25.0 0.5 47.4 44.0 81.8 69.5: 18.2 30.5
Old : 100.0: 33.9 25.0 0.5 47.4 44.0 81.8 69.5: 18.2 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 18 28 4 39 43 61 72:
Old : 106: 18 28 4 39 43 61 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 19.6 47.9 27.7 34.0 18.6 47.9 26.2
Old : 34.0 19.6 47.9 27.7 34.0 18.6 47.9 26.2
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 26, 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 : 315,342: 105,423 73,511 223 145,611 142,144 251,257 215,878: 64,085 99,464
Old : 315,342: 105,423 73,511 223 145,611 142,144 251,257 215,878: 64,085 99,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 12,056: 9,550 12,697 217 3,844 -3,178 13,611 9,736: -1,555 2,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 23.3 0.1 46.2 45.1 79.7 68.5: 20.3 31.5
Old : 100.0: 33.4 23.3 0.1 46.2 45.1 79.7 68.5: 20.3 31.5
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 : 102: 19 27 3 37 40 59 67:
Old : 102: 19 27 3 37 40 59 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 19.6 46.6 28.1 33.1 18.0 46.6 26.4
Old : 33.1 19.6 46.6 28.1 33.1 18.0 46.6 26.4
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,119,888: 364,656 465,754 178,861 1,333,135 1,070,971 1,876,652 1,715,586: 243,236 404,302
Old : 2,119,888: 364,656 465,754 178,861 1,333,135 1,070,971 1,876,652 1,715,586: 243,236 404,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 76,655: 22,323 -5,845 76,505 -18,429 38,907 80,399 109,567: -3,744 -32,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 22.0 8.4 62.9 50.5 88.5 80.9: 11.5 19.1
Old : 100.0: 17.2 22.0 8.4 62.9 50.5 88.5 80.9: 11.5 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 : 284: 42 87 44 81 132 153 233:
Old : 284: 42 87 44 81 132 153 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 15.3 52.6 24.3 37.7 12.4 46.2 17.3
Old : 41.4 15.3 52.6 24.3 37.7 12.4 46.2 17.3
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 26, 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 : 2,043,233: 342,333 471,599 102,356 1,351,564 1,032,064 1,796,253 1,606,019: 246,980 437,214
Old : 2,043,233: 342,333 471,599 102,356 1,351,564 1,032,064 1,796,253 1,606,019: 246,980 437,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 83,092: 44,270 -23,139 17,942 -5,356 64,077 56,856 58,880: 26,236 24,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 23.1 5.0 66.1 50.5 87.9 78.6: 12.1 21.4
Old : 100.0: 16.8 23.1 5.0 66.1 50.5 87.9 78.6: 12.1 21.4
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 : 277: 41 84 48 80 131 151 233:
Old : 277: 41 84 48 80 131 151 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.1 56.9 23.5 42.7 13.1 51.8 18.3
Old : 45.9 16.1 56.9 23.5 42.7 13.1 51.8 18.3
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, May 3, 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 : 1,377,412: 151,861 286,743 47,664 1,020,720 759,565 1,220,245 1,093,972: 157,167 283,440
Old : 1,377,412: 151,861 286,743 47,664 1,020,720 759,565 1,220,245 1,093,972: 157,167 283,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 6,680: 12,954 1,878 6,137 -14,788 4,334 4,303 12,349: 2,377 -5,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 20.8 3.5 74.1 55.1 88.6 79.4: 11.4 20.6
Old : 100.0: 11.0 20.8 3.5 74.1 55.1 88.6 79.4: 11.4 20.6
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 : 195: 33 50 22 66 92 110 153:
Old : 195: 33 50 22 66 92 110 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 23.6 52.0 31.9 29.6 16.4 40.7 23.3
Old : 39.5 23.6 52.0 31.9 29.6 16.4 40.7 23.3
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 26, 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 : 1,370,732: 138,907 284,865 41,527 1,035,508 755,231 1,215,942 1,081,623: 154,790 289,109
Old : 1,370,732: 138,907 284,865 41,527 1,035,508 755,231 1,215,942 1,081,623: 154,790 289,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -14,600: -1,887 -32,259 3,448 -40 25,737 1,521 -3,074: -16,121 -11,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 20.8 3.0 75.5 55.1 88.7 78.9: 11.3 21.1
Old : 100.0: 10.1 20.8 3.0 75.5 55.1 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 : 180: 30 49 22 60 81 102 140:
Old : 180: 30 49 22 60 81 102 140:
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 : 40.9 22.9 53.2 31.4 30.4 15.7 41.6 22.8
Old : 40.9 22.9 53.2 31.4 30.4 15.7 41.6 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 410,130: 145,930 20,172 57,955 174,385 305,158 378,270 383,285: 31,860 26,845
Old : 410,130: 145,930 20,172 57,955 174,385 305,158 378,270 383,285: 31,860 26,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -91,932: -55,695 -3,964 -18,930 -11,903 -64,798 -86,528 -87,692: -5,404 -4,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 4.9 14.1 42.5 74.4 92.2 93.5: 7.8 6.5
Old : 100.0: 35.6 4.9 14.1 42.5 74.4 92.2 93.5: 7.8 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 : 102: 35 11 28 42 47 86 79:
Old : 102: 35 11 28 42 47 86 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 39.9 50.1 53.4 23.5 31.9 30.7 40.9
Old : 36.3 39.9 50.1 53.4 23.5 31.9 30.7 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 502,062: 201,625 24,136 76,885 186,288 369,956 464,798 470,977: 37,264 31,085
Old : 502,062: 201,625 24,136 76,885 186,288 369,956 464,798 470,977: 37,264 31,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 20,998: 28,403 1,151 -82 -3,974 21,733 24,347 22,802: -3,349 -1,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 4.8 15.3 37.1 73.7 92.6 93.8: 7.4 6.2
Old : 100.0: 40.2 4.8 15.3 37.1 73.7 92.6 93.8: 7.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 42 15 30 42 50 91 88:
Old : 114: 42 15 30 42 50 91 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 : 35.4 36.7 47.1 48.8 22.6 30.8 29.9 39.8
Old : 35.4 36.7 47.1 48.8 22.6 30.8 29.9 39.8
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, May 3, 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 : 41,616: 10,839 5,111 403 20,653 28,315 31,895 33,829: 9,721 7,787
Old : 41,616: 10,839 5,111 403 20,653 28,315 31,895 33,829: 9,721 7,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 343: 689 -6,604 10 -276 6,466 423 -128: -80 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.3 1.0 49.6 68.0 76.6 81.3: 23.4 18.7
Old : 100.0: 26.0 12.3 1.0 49.6 68.0 76.6 81.3: 23.4 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 24 12 3 20 11 46 24:
Old : 67: 24 12 3 20 11 46 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 : 32.9 58.7 47.1 68.4 32.9 58.7 47.1 68.4
Old : 32.9 58.7 47.1 68.4 32.9 58.7 47.1 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 41,273: 10,150 11,715 393 20,929 21,849 31,472 33,957: 9,801 7,316
Old : 41,273: 10,150 11,715 393 20,929 21,849 31,472 33,957: 9,801 7,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 759: 1,356 -204 -118 -15 313 1,223 -9: -464 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 28.4 1.0 50.7 52.9 76.3 82.3: 23.7 17.7
Old : 100.0: 24.6 28.4 1.0 50.7 52.9 76.3 82.3: 23.7 17.7
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 : 65: 22 14 2 19 10 42 25:
Old : 65: 22 14 2 19 10 42 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 57.6 47.8 67.6 33.0 57.6 47.8 67.6
Old : 33.0 57.6 47.8 67.6 33.0 57.6 47.8 67.6
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, May 3, 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 : 63,058: 9,225 24,642 427 37,631 18,378 47,283 43,447: 15,775 19,611
Old : 63,058: 9,225 24,642 427 37,631 18,378 47,283 43,447: 15,775 19,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,013: -346 652 -6 2,209 -1,482 1,857 -836: 1,156 3,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 39.1 0.7 59.7 29.1 75.0 68.9: 25.0 31.1
Old : 100.0: 14.6 39.1 0.7 59.7 29.1 75.0 68.9: 25.0 31.1
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 : 67: 20 26 3 12 13 34 40:
Old : 67: 20 26 3 12 13 34 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 : 53.4 34.5 61.1 44.1 53.0 34.5 60.6 44.1
Old : 53.4 34.5 61.1 44.1 53.0 34.5 60.6 44.1
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 26, 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 : 60,045: 9,571 23,990 433 35,422 19,860 45,426 44,283: 14,619 15,762
Old : 60,045: 9,571 23,990 433 35,422 19,860 45,426 44,283: 14,619 15,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,723: -2,524 4,552 104 9,339 -1,570 6,919 3,086: -3,196 637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 40.0 0.7 59.0 33.1 75.7 73.7: 24.3 26.3
Old : 100.0: 15.9 40.0 0.7 59.0 33.1 75.7 73.7: 24.3 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 : 72: 22 25 3 15 13 39 39:
Old : 72: 22 25 3 15 13 39 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 : 48.9 40.0 57.6 49.7 48.9 40.0 57.2 49.7
Old : 48.9 40.0 57.6 49.7 48.9 40.0 57.2 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 36,423: 4,372 5,958 1,046 29,891 27,883 35,309 34,887: 1,114 1,536
Old : 36,423: 4,372 5,958 1,046 29,891 27,883 35,309 34,887: 1,114 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 896: 410 137 0 207 636 617 773: 279 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 16.4 2.9 82.1 76.6 96.9 95.8: 3.1 4.2
Old : 100.0: 12.0 16.4 2.9 82.1 76.6 96.9 95.8: 3.1 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 : 59: 8 20 4 17 19 28 40:
Old : 59: 8 20 4 17 19 28 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 : 54.1 44.3 72.5 68.6 54.1 40.8 72.4 64.5
Old : 54.1 44.3 72.5 68.6 54.1 40.8 72.4 64.5
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 26, 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 : 35,527: 3,962 5,821 1,046 29,684 27,247 34,692 34,114: 835 1,413
Old : 35,527: 3,962 5,821 1,046 29,684 27,247 34,692 34,114: 835 1,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 368: 1,025 167 0 -701 774 324 941: 44 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.4 2.9 83.6 76.7 97.6 96.0: 2.4 4.0
Old : 100.0: 11.2 16.4 2.9 83.6 76.7 97.6 96.0: 2.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 7 22 4 20 21 30 44:
Old : 63: 7 22 4 20 21 30 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 : 55.5 43.8 71.6 64.5 55.4 40.2 71.5 60.3
Old : 55.5 43.8 71.6 64.5 55.4 40.2 71.5 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,323: 0 1,039 0 14,025 12,946 14,025 13,985: 298 338
Old : 14,323: 0 1,039 0 14,025 12,946 14,025 13,985: 298 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,634: 0 1 0 1,642 1,695 1,642 1,696: -8 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 97.9 90.4 97.9 97.6: 2.1 2.4
Old : 100.0: 0.0 7.3 0.0 97.9 90.4 97.9 97.6: 2.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 7 0 5 12 5 19:
Old : 24: 0 7 0 5 12 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 : 95.7 78.3 97.9 87.6 95.7 78.3 97.9 87.6
Old : 95.7 78.3 97.9 87.6 95.7 78.3 97.9 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 12,689: 0 1,038 0 12,383 11,251 12,383 12,289: 306 400
Old : 12,689: 0 1,038 0 12,383 11,251 12,383 12,289: 306 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 797: 0 -206 0 739 947 739 741: 58 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 0.0 97.6 88.7 97.6 96.8: 2.4 3.2
Old : 100.0: 0.0 8.2 0.0 97.6 88.7 97.6 96.8: 2.4 3.2
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 : 24: 0 7 0 5 12 5 19:
Old : 24: 0 7 0 5 12 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 : 95.7 75.4 97.6 85.9 95.7 75.4 97.6 85.9
Old : 95.7 75.4 97.6 85.9 95.7 75.4 97.6 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,407: 2,115 1,831 1,127 12,993 12,468 16,235 15,426: 5,172 5,981
Old : 21,407: 2,115 1,831 1,127 12,993 12,468 16,235 15,426: 5,172 5,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,885: -905 -375 -107 -1,287 -1,727 -2,299 -2,209: -586 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.6 5.3 60.7 58.2 75.8 72.1: 24.2 27.9
Old : 100.0: 9.9 8.6 5.3 60.7 58.2 75.8 72.1: 24.2 27.9
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 : 39: 11 4 11 19 16 31 30:
Old : 39: 11 4 11 19 16 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 32.9 61.7 52.6 46.9 30.6 58.4 48.2
Old : 47.6 32.9 61.7 52.6 46.9 30.6 58.4 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 24,292: 3,020 2,206 1,234 14,280 14,195 18,534 17,635: 5,758 6,657
Old : 24,292: 3,020 2,206 1,234 14,280 14,195 18,534 17,635: 5,758 6,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 877: -75 15 188 903 452 1,016 655: -139 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.1 5.1 58.8 58.4 76.3 72.6: 23.7 27.4
Old : 100.0: 12.4 9.1 5.1 58.8 58.4 76.3 72.6: 23.7 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 6 12 20 16 35 31:
Old : 43: 12 6 12 20 16 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 32.3 62.6 52.8 45.5 30.1 58.6 48.7
Old : 47.3 32.3 62.6 52.8 45.5 30.1 58.6 48.7
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, May 3, 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 : 98,511: 16,815 10,211 20,766 43,883 38,609 81,464 69,586: 17,047 28,925
Old : 91,438: 16,696 10,540 18,674 40,708 36,074 76,078 65,288: 15,360 26,150
Other: 7,073: 1,862 1,414 349 3,175 2,535 5,386 4,298: 1,687 2,775
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,219: 14 -692 -297 1,853 2,403 1,570 1,414: 1,649 1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.4 21.1 44.5 39.2 82.7 70.6: 17.3 29.4
Old : 100.0: 18.3 11.5 20.4 44.5 39.5 83.2 71.4: 16.8 28.6
Other: 100.0: 26.3 20.0 4.9 44.9 35.8 76.1 60.8: 23.9 39.2
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 47 35 53 22 33 100 107:
Old : 144: 46 36 51 21 33 96 106:
Other: 34: 11 6 3 6 14 19 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 18.7 39.9 28.8 27.7 17.6 37.7 25.7
Old : 29.8 18.8 42.5 29.6 29.8 18.4 40.5 28.9
Other: 57.0 39.2 69.3 49.4 55.5 34.4 66.2 44.6
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 95,292: 16,801 10,903 21,063 42,030 36,206 79,894 68,172: 15,398 27,120
Old : 89,040: 16,376 10,950 19,445 39,360 34,174 75,181 64,569: 13,859 24,471
Other: 6,252: 1,871 1,399 172 2,670 2,032 4,713 3,603: 1,539 2,649
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,750: 1,308 3,623 2,553 -41 -1,025 3,820 5,151: -70 -1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.4 22.1 44.1 38.0 83.8 71.5: 16.2 28.5
Old : 100.0: 18.4 12.3 21.8 44.2 38.4 84.4 72.5: 15.6 27.5
Other: 100.0: 29.9 22.4 2.8 42.7 32.5 75.4 57.6: 24.6 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 42 40 53 21 31 98 107:
Old : 143: 41 40 53 20 31 96 107:
Other: 30: 11 4 3 5 12 17 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 : 28.2 18.5 40.6 28.2 28.2 18.3 38.4 26.9
Old : 30.2 18.6 43.4 29.0 30.2 18.5 41.1 28.4
Other: 57.9 38.5 68.4 49.6 56.4 36.2 66.4 47.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,601: 610 1,471 253 1,461 794 2,324 2,518: 1,277 1,083
Old : 3,581: 607 1,471 252 1,446 794 2,305 2,517: 1,276 1,064
Other: 20: 3 0 1 15 0 19 1: 1 19
: : :
: : Changes in Commitments from: April 26, 2005 :
: -104: 184 -33 -59 -178 29 -53 -63: -51 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 40.8 7.0 40.6 22.0 64.5 69.9: 35.5 30.1
Old : 100.0: 17.0 41.1 7.0 40.4 22.2 64.4 70.3: 35.6 29.7
Other: 100.0: 15.0 0.0 5.0 75.0 0.0 95.0 5.0: 5.0 95.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 13 11 5 6 3 19 19:
Old : 32: 13 11 5 6 3 19 19:
Other: 2: 1 0 1 1 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 47.8 47.8 59.6 32.6 44.6 43.0 53.2
Old : 34.8 48.0 47.7 59.9 32.3 44.9 42.8 53.5
Other: 95.0 5.0 95.0 5.0 90.0 0.0 90.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,705: 426 1,504 312 1,639 765 2,377 2,581: 1,328 1,124
Old : 3,685: 423 1,504 311 1,624 765 2,358 2,580: 1,327 1,105
Other: 20: 3 0 1 15 0 19 1: 1 19
: : :
: : Changes in Commitments from: April 19, 2005 :
: 717: 256 536 29 49 -37 334 528: 383 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 40.6 8.4 44.2 20.6 64.2 69.7: 35.8 30.3
Old : 100.0: 11.5 40.8 8.4 44.1 20.8 64.0 70.0: 36.0 30.0
Other: 100.0: 15.0 0.0 5.0 75.0 0.0 95.0 5.0: 5.0 95.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 13 5 8 3 20 19:
Old : 33: 10 13 5 8 3 20 19:
Other: 2: 1 0 1 1 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 45.3 49.6 59.4 34.0 42.3 41.0 50.1
Old : 37.6 45.5 49.4 59.7 33.8 42.5 40.8 50.4
Other: 95.0 5.0 95.0 5.0 90.0 0.0 90.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 139,364: 43,917 18,284 12,121 66,077 72,092 122,115 102,497: 17,249 36,867
Old : 139,364: 43,917 18,284 12,121 66,077 72,092 122,115 102,497: 17,249 36,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,269: -1,511 125 -246 -1,607 -821 -3,364 -942: 95 -2,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 13.1 8.7 47.4 51.7 87.6 73.5: 12.4 26.5
Old : 100.0: 31.5 13.1 8.7 47.4 51.7 87.6 73.5: 12.4 26.5
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 : 211: 55 35 33 49 99 127 152:
Old : 211: 55 35 33 49 99 127 152:
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 : 23.7 15.0 38.6 25.1 23.7 15.0 36.4 24.3
Old : 23.7 15.0 38.6 25.1 23.7 15.0 36.4 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 142,633: 45,428 18,159 12,367 67,684 72,913 125,479 103,439: 17,154 39,194
Old : 142,633: 45,428 18,159 12,367 67,684 72,913 125,479 103,439: 17,154 39,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4,022: 4,774 1,587 1,235 -3,029 -1,519 2,980 1,303: 1,042 2,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 12.7 8.7 47.5 51.1 88.0 72.5: 12.0 27.5
Old : 100.0: 31.8 12.7 8.7 47.5 51.1 88.0 72.5: 12.0 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 : 201: 55 33 33 49 93 126 145:
Old : 201: 55 33 33 49 93 126 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 14.9 38.0 24.7 22.8 14.8 35.6 24.0
Old : 22.8 14.9 38.0 24.7 22.8 14.8 35.6 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 3,932: 1,238 371 55 932 2,373 2,225 2,799: 1,707 1,133
Old : 3,932: 1,238 371 55 932 2,373 2,225 2,799: 1,707 1,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -512: 2 -160 -58 -274 -178 -330 -396: -182 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 9.4 1.4 23.7 60.4 56.6 71.2: 43.4 28.8
Old : 100.0: 31.5 9.4 1.4 23.7 60.4 56.6 71.2: 43.4 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 15 6 4 11 14 27 24:
Old : 42: 15 6 4 11 14 27 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 : 23.4 45.5 34.6 57.2 22.0 45.4 31.6 55.0
Old : 23.4 45.5 34.6 57.2 22.0 45.4 31.6 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 4,444: 1,236 531 113 1,206 2,551 2,555 3,195: 1,889 1,249
Old : 4,444: 1,236 531 113 1,206 2,551 2,555 3,195: 1,889 1,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -37: -137 93 -46 -59 -236 -242 -189: 205 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.9 2.5 27.1 57.4 57.5 71.9: 42.5 28.1
Old : 100.0: 27.8 11.9 2.5 27.1 57.4 57.5 71.9: 42.5 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 : 45: 15 7 6 18 12 35 23:
Old : 45: 15 7 6 18 12 35 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 : 21.5 46.4 32.2 57.6 19.8 46.4 28.4 57.1
Old : 21.5 46.4 32.2 57.6 19.8 46.4 28.4 57.1
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, May 3, 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 : 24,602: 9,876 3,735 2,066 7,878 5,635 19,820 11,436: 4,782 13,166
Old : 24,602: 9,876 3,735 2,066 7,878 5,635 19,820 11,436: 4,782 13,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,803: -492 -70 -1,313 -882 -846 -2,687 -2,229: -116 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 15.2 8.4 32.0 22.9 80.6 46.5: 19.4 53.5
Old : 100.0: 40.1 15.2 8.4 32.0 22.9 80.6 46.5: 19.4 53.5
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 : 135: 43 26 23 29 46 88 82:
Old : 135: 43 26 23 29 46 88 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 : 18.5 11.7 30.1 17.9 18.5 9.5 29.5 15.5
Old : 18.5 11.7 30.1 17.9 18.5 9.5 29.5 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 27,405: 10,368 3,805 3,379 8,760 6,481 22,507 13,665: 4,898 13,740
Old : 27,405: 10,368 3,805 3,379 8,760 6,481 22,507 13,665: 4,898 13,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 507: -212 798 -9 107 -376 -114 413: 621 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 13.9 12.3 32.0 23.6 82.1 49.9: 17.9 50.1
Old : 100.0: 37.8 13.9 12.3 32.0 23.6 82.1 49.9: 17.9 50.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 49 25 23 32 48 94 88:
Old : 144: 49 25 23 32 48 94 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 : 17.6 11.8 29.6 17.4 16.8 8.2 27.2 13.3
Old : 17.6 11.8 29.6 17.4 16.8 8.2 27.2 13.3
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, May 3, 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 : 93,278: 12,434 45,755 588 56,509 23,718 69,531 70,061: 23,747 23,217
Old : 93,278: 12,434 45,755 588 56,509 23,718 69,531 70,061: 23,747 23,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 7,441: -1,342 7,260 2 10,252 -4,791 8,912 2,471: -1,471 4,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 49.1 0.6 60.6 25.4 74.5 75.1: 25.5 24.9
Old : 100.0: 13.3 49.1 0.6 60.6 25.4 74.5 75.1: 25.5 24.9
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 : 74: 16 19 3 31 18 49 38:
Old : 74: 16 19 3 31 18 49 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 : 36.5 30.0 48.3 45.5 35.4 30.0 47.2 45.5
Old : 36.5 30.0 48.3 45.5 35.4 30.0 47.2 45.5
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 26, 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 : 85,837: 13,776 38,495 586 46,257 28,509 60,619 67,590: 25,218 18,247
Old : 85,837: 13,776 38,495 586 46,257 28,509 60,619 67,590: 25,218 18,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 9,066: -129 8,232 0 9,543 -1,368 9,414 6,864: -348 2,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 44.8 0.7 53.9 33.2 70.6 78.7: 29.4 21.3
Old : 100.0: 16.0 44.8 0.7 53.9 33.2 70.6 78.7: 29.4 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 16 16 2 26 19 43 36:
Old : 68: 16 16 2 26 19 43 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 : 31.8 33.1 45.2 48.9 30.9 33.0 44.1 48.5
Old : 31.8 33.1 45.2 48.9 30.9 33.0 44.1 48.5
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 38,584: 4,889 16,219 1 24,752 8,284 29,642 24,504: 8,942 14,080
Old : 38,584: 4,889 16,219 1 24,752 8,284 29,642 24,504: 8,942 14,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 4,188: 1,385 4,090 0 3,631 565 5,016 4,655: -828 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 42.0 0.0 64.2 21.5 76.8 63.5: 23.2 36.5
Old : 100.0: 12.7 42.0 0.0 64.2 21.5 76.8 63.5: 23.2 36.5
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 : 36: 6 11 1 13 9 20 20:
Old : 36: 6 11 1 13 9 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 : 44.1 26.5 61.7 41.6 42.0 25.8 56.5 39.2
Old : 44.1 26.5 61.7 41.6 42.0 25.8 56.5 39.2
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 26, 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 : 34,396: 3,504 12,129 1 21,121 7,719 24,626 19,849: 9,770 14,547
Old : 34,396: 3,504 12,129 1 21,121 7,719 24,626 19,849: 9,770 14,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,426: -81 -3,177 0 -1,584 1,107 -1,665 -2,070: 239 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 35.3 0.0 61.4 22.4 71.6 57.7: 28.4 42.3
Old : 100.0: 10.2 35.3 0.0 61.4 22.4 71.6 57.7: 28.4 42.3
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 : 28: 5 7 1 10 8 16 15:
Old : 28: 5 7 1 10 8 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 29.4 57.8 44.9 38.4 29.2 55.7 42.0
Old : 38.4 29.4 57.8 44.9 38.4 29.2 55.7 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 109,099: 80,754 4,432 0 19,485 102,222 100,239 106,654: 8,860 2,445
Old : 109,099: 80,754 4,432 0 19,485 102,222 100,239 106,654: 8,860 2,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 10,370: 9,495 -485 0 316 11,075 9,811 10,590: 559 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 4.1 0.0 17.9 93.7 91.9 97.8: 8.1 2.2
Old : 100.0: 74.0 4.1 0.0 17.9 93.7 91.9 97.8: 8.1 2.2
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 : 104: 60 12 0 17 18 77 30:
Old : 104: 60 12 0 17 18 77 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 58.6 48.3 80.6 34.3 58.5 48.3 80.5
Old : 34.3 58.6 48.3 80.6 34.3 58.5 48.3 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 98,729: 71,259 4,917 0 19,169 91,147 90,428 96,064: 8,301 2,665
Old : 98,729: 71,259 4,917 0 19,169 91,147 90,428 96,064: 8,301 2,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 6,270: 6,436 1,028 0 -504 4,860 5,932 5,888: 338 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 5.0 0.0 19.4 92.3 91.6 97.3: 8.4 2.7
Old : 100.0: 72.2 5.0 0.0 19.4 92.3 91.6 97.3: 8.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 53 15 0 16 17 69 32:
Old : 98: 53 15 0 16 17 69 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 59.4 50.6 82.1 36.0 59.2 50.6 81.9
Old : 36.0 59.4 50.6 82.1 36.0 59.2 50.6 81.9
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, May 3, 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 : 88,941: 25,845 5,967 1 38,817 73,461 64,663 79,429: 24,278 9,512
Old : 88,941: 25,845 5,967 1 38,817 73,461 64,663 79,429: 24,278 9,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,476: -3,437 396 0 5,425 3,126 1,988 3,522: 1,488 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 6.7 0.0 43.6 82.6 72.7 89.3: 27.3 10.7
Old : 100.0: 29.1 6.7 0.0 43.6 82.6 72.7 89.3: 27.3 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 19 11 1 18 16 38 27:
Old : 59: 19 11 1 18 16 38 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 : 30.2 59.9 44.0 76.1 29.3 56.9 42.6 73.1
Old : 30.2 59.9 44.0 76.1 29.3 56.9 42.6 73.1
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 26, 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 : 85,465: 29,282 5,571 1 33,392 70,335 62,675 75,907: 22,790 9,558
Old : 85,465: 29,282 5,571 1 33,392 70,335 62,675 75,907: 22,790 9,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,084: -4,535 -1,448 -28 -287 1,575 -4,850 99: 3,766 -1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 6.5 0.0 39.1 82.3 73.3 88.8: 26.7 11.2
Old : 100.0: 34.3 6.5 0.0 39.1 82.3 73.3 88.8: 26.7 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 21 10 1 16 15 38 25:
Old : 56: 21 10 1 16 15 38 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 59.6 39.7 76.6 26.0 58.8 38.9 75.8
Old : 26.8 59.6 39.7 76.6 26.0 58.8 38.9 75.8
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, May 3, 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 : 160,185: 21,832 35,963 714 110,032 103,296 132,578 139,973: 27,607 20,212
Old : 160,185: 21,832 35,963 714 110,032 103,296 132,578 139,973: 27,607 20,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 21,397: 10,617 -7,754 -39 7,609 31,940 18,187 24,147: 3,210 -2,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 22.5 0.4 68.7 64.5 82.8 87.4: 17.2 12.6
Old : 100.0: 13.6 22.5 0.4 68.7 64.5 82.8 87.4: 17.2 12.6
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 : 80: 20 18 6 27 27 50 48:
Old : 80: 20 18 6 27 27 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 44.3 63.7 58.9 53.3 43.0 62.3 55.9
Old : 53.3 44.3 63.7 58.9 53.3 43.0 62.3 55.9
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 26, 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 : 138,788: 11,215 43,717 753 102,423 71,356 114,391 115,826: 24,397 22,962
Old : 138,788: 11,215 43,717 753 102,423 71,356 114,391 115,826: 24,397 22,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -4,390: 4,288 -17,907 -14 -8,801 16,642 -4,527 -1,279: 137 -3,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 31.5 0.5 73.8 51.4 82.4 83.5: 17.6 16.5
Old : 100.0: 8.1 31.5 0.5 73.8 51.4 82.4 83.5: 17.6 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 14 25 2 29 23 44 49:
Old : 80: 14 25 2 29 23 44 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 37.1 65.7 49.4 51.5 37.1 61.6 47.6
Old : 51.5 37.1 65.7 49.4 51.5 37.1 61.6 47.6
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, May 3, 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 : 138,018: 26,070 21,195 563 65,969 73,021 92,602 94,779: 45,416 43,239
Old : 138,018: 26,070 21,195 563 65,969 73,021 92,602 94,779: 45,416 43,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 4,988: 2,546 1,890 -631 2,395 3,270 4,310 4,529: 678 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 15.4 0.4 47.8 52.9 67.1 68.7: 32.9 31.3
Old : 100.0: 18.9 15.4 0.4 47.8 52.9 67.1 68.7: 32.9 31.3
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 : 96: 32 25 6 25 27 60 55:
Old : 96: 32 25 6 25 27 60 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 34.0 39.1 44.3 26.3 32.9 37.8 41.8
Old : 27.1 34.0 39.1 44.3 26.3 32.9 37.8 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 133,030: 23,524 19,305 1,194 63,574 69,751 88,292 90,250: 44,738 42,780
Old : 133,030: 23,524 19,305 1,194 63,574 69,751 88,292 90,250: 44,738 42,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 14,449: -89 713 837 8,764 4,209 9,512 5,759: 4,937 8,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.5 0.9 47.8 52.4 66.4 67.8: 33.6 32.2
Old : 100.0: 17.7 14.5 0.9 47.8 52.4 66.4 67.8: 33.6 32.2
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 : 90: 30 22 6 26 24 60 48:
Old : 90: 30 22 6 26 24 60 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 33.6 37.5 46.6 26.3 32.4 37.4 42.9
Old : 26.3 33.6 37.5 46.6 26.3 32.4 37.4 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 75,020: 30,384 6,000 618 40,531 61,374 71,533 67,992: 3,487 7,028
Old : 75,020: 30,384 6,000 618 40,531 61,374 71,533 67,992: 3,487 7,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -416: -1,000 0 450 -723 -726 -1,273 -276: 857 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 8.0 0.8 54.0 81.8 95.4 90.6: 4.6 9.4
Old : 100.0: 40.5 8.0 0.8 54.0 81.8 95.4 90.6: 4.6 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 : 30: 4 2 3 14 19 18 24:
Old : 30: 4 2 3 14 19 18 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 : 65.3 55.3 83.6 73.1 62.0 54.6 79.5 70.2
Old : 65.3 55.3 83.6 73.1 62.0 54.6 79.5 70.2
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 26, 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 : 75,436: 31,384 6,000 168 41,254 62,100 72,806 68,268: 2,630 7,168
Old : 75,436: 31,384 6,000 168 41,254 62,100 72,806 68,268: 2,630 7,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 7,888: 327 6,000 110 7,860 1,330 8,297 7,440: -409 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 8.0 0.2 54.7 82.3 96.5 90.5: 3.5 9.5
Old : 100.0: 41.6 8.0 0.2 54.7 82.3 96.5 90.5: 3.5 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 : 29: 4 2 2 14 18 18 22:
Old : 29: 4 2 2 14 18 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 57.0 87.1 74.1 63.4 56.3 81.9 71.6
Old : 65.9 57.0 87.1 74.1 63.4 56.3 81.9 71.6
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, May 3, 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 : 8,550,034: 746,953 895,853 947,800 5,759,382 5,001,500 7,454,135 6,845,153: 1,095,899 1,704,881
Old : 8,550,034: 746,953 895,853 947,800 5,759,382 5,001,500 7,454,135 6,845,153: 1,095,899 1,704,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 248,021: 59,399 -24,431 85,740 70,216 125,958 215,355 187,267: 32,666 60,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.5 11.1 67.4 58.5 87.2 80.1: 12.8 19.9
Old : 100.0: 8.7 10.5 11.1 67.4 58.5 87.2 80.1: 12.8 19.9
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 : 261: 50 61 88 129 133 231 239:
Old : 261: 50 61 88 129 133 231 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 15.9 43.2 25.2 26.8 13.1 36.4 19.8
Old : 28.2 15.9 43.2 25.2 26.8 13.1 36.4 19.8
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 26, 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 : 8,302,013: 687,554 920,284 862,060 5,689,166 4,875,542 7,238,780 6,657,886: 1,063,233 1,644,127
Old : 8,302,013: 687,554 920,284 862,060 5,689,166 4,875,542 7,238,780 6,657,886: 1,063,233 1,644,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 219,368: 20,965 49,058 -11,451 140,847 81,343 150,361 118,950: 69,007 100,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 11.1 10.4 68.5 58.7 87.2 80.2: 12.8 19.8
Old : 100.0: 8.3 11.1 10.4 68.5 58.7 87.2 80.2: 12.8 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 50 62 87 122 134 223 242:
Old : 262: 50 62 87 122 134 223 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 16.0 44.7 25.4 27.7 13.9 37.6 20.5
Old : 29.1 16.0 44.7 25.4 27.7 13.9 37.6 20.5
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, May 3, 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 : 689,971: 59,396 72,601 11,874 484,927 496,866 556,197 581,341: 133,774 108,630
Old : 689,971: 59,396 72,601 11,874 484,927 496,866 556,197 581,341: 133,774 108,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -366: -1,688 203 2,309 1,236 -3,053 1,857 -541: -2,223 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.5 1.7 70.3 72.0 80.6 84.3: 19.4 15.7
Old : 100.0: 8.6 10.5 1.7 70.3 72.0 80.6 84.3: 19.4 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 34 39 17 95 61 143 103:
Old : 194: 34 39 17 95 61 143 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 34.1 28.4 47.4 19.4 33.7 27.4 46.9
Old : 20.0 34.1 28.4 47.4 19.4 33.7 27.4 46.9
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 26, 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 : 690,337: 61,084 72,398 9,565 483,691 499,919 554,340 581,882: 135,997 108,455
Old : 690,337: 61,084 72,398 9,565 483,691 499,919 554,340 581,882: 135,997 108,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 17,114: -2,478 -4,843 1,205 4,794 10,044 3,521 6,406: 13,593 10,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 10.5 1.4 70.1 72.4 80.3 84.3: 19.7 15.7
Old : 100.0: 8.8 10.5 1.4 70.1 72.4 80.3 84.3: 19.7 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 36 35 17 95 62 143 102:
Old : 192: 36 35 17 95 62 143 102:
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 : 20.1 34.4 28.9 47.7 19.5 34.2 27.9 47.5
Old : 20.1 34.4 28.9 47.7 19.5 34.2 27.9 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 972,551: 183,053 206,319 16,168 463,945 636,662 663,166 859,149: 309,385 113,402
Old : 972,551: 183,053 206,319 16,168 463,945 636,662 663,166 859,149: 309,385 113,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 12,472: -26,265 -4,690 2,343 22,198 5,095 -1,724 2,748: 14,196 9,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 21.2 1.7 47.7 65.5 68.2 88.3: 31.8 11.7
Old : 100.0: 18.8 21.2 1.7 47.7 65.5 68.2 88.3: 31.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 38 52 17 54 61 103 119:
Old : 181: 38 52 17 54 61 103 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 26.0 30.4 39.4 16.2 22.6 24.7 33.2
Old : 21.2 26.0 30.4 39.4 16.2 22.6 24.7 33.2
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 26, 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 : 960,079: 209,318 211,009 13,825 441,747 631,567 664,890 856,401: 295,189 103,678
Old : 960,079: 209,318 211,009 13,825 441,747 631,567 664,890 856,401: 295,189 103,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -14,800: 3,738 -9,036 -871 -340 -7,932 2,527 -17,839: -17,327 3,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 22.0 1.4 46.0 65.8 69.3 89.2: 30.7 10.8
Old : 100.0: 21.8 22.0 1.4 46.0 65.8 69.3 89.2: 30.7 10.8
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 : 185: 41 53 16 52 62 104 120:
Old : 185: 41 53 16 52 62 104 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 25.7 33.3 38.2 17.4 21.4 25.9 31.7
Old : 22.4 25.7 33.3 38.2 17.4 21.4 25.9 31.7
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, May 3, 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 : 11,741: 725 1,232 0 5,827 9,263 6,552 10,495: 5,189 1,246
Old : 11,741: 725 1,232 0 5,827 9,263 6,552 10,495: 5,189 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -107: 0 -6 0 383 0 383 -6: -490 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 10.5 0.0 49.6 78.9 55.8 89.4: 44.2 10.6
Old : 100.0: 6.2 10.5 0.0 49.6 78.9 55.8 89.4: 44.2 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 : 29.9 40.1 45.9 65.8 28.4 40.1 44.5 65.8
Old : 29.9 40.1 45.9 65.8 28.4 40.1 44.5 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 11,848: 725 1,238 0 5,444 9,263 6,169 10,501: 5,679 1,347
Old : 11,848: 725 1,238 0 5,444 9,263 6,169 10,501: 5,679 1,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 34: 0 -33 0 -353 -29 -353 -62: 387 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.4 0.0 45.9 78.2 52.1 88.6: 47.9 11.4
Old : 100.0: 6.1 10.4 0.0 45.9 78.2 52.1 88.6: 47.9 11.4
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 : 26: 1 3 0 10 13 11 16:
Old : 26: 1 3 0 10 13 11 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 : 29.9 39.7 45.3 65.3 28.4 39.7 43.9 65.3
Old : 29.9 39.7 45.3 65.3 28.4 39.7 43.9 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 25,117: 8,665 2,054 0 13,133 16,499 21,798 18,553: 3,319 6,564
Old : 25,117: 8,665 2,054 0 13,133 16,499 21,798 18,553: 3,319 6,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,152: 1,350 1,289 -82 -3,446 -1,429 -2,178 -222: 26 -1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 8.2 0.0 52.3 65.7 86.8 73.9: 13.2 26.1
Old : 100.0: 34.5 8.2 0.0 52.3 65.7 86.8 73.9: 13.2 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 5 0 17 18 22 23:
Old : 37: 5 5 0 17 18 22 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 : 46.7 37.1 69.2 52.2 46.7 34.2 68.3 49.2
Old : 46.7 37.1 69.2 52.2 46.7 34.2 68.3 49.2
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 26, 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 : 27,269: 7,315 765 82 16,579 17,928 23,976 18,775: 3,293 8,494
Old : 27,269: 7,315 765 82 16,579 17,928 23,976 18,775: 3,293 8,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -143: 1,682 270 -17 -901 -146 764 107: -907 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 2.8 0.3 60.8 65.7 87.9 68.9: 12.1 31.1
Old : 100.0: 26.8 2.8 0.3 60.8 65.7 87.9 68.9: 12.1 31.1
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 : 39: 6 3 2 19 18 26 22:
Old : 39: 6 3 2 19 18 26 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 : 40.8 39.9 62.6 54.2 40.8 36.5 61.6 50.5
Old : 40.8 39.9 62.6 54.2 40.8 36.5 61.6 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 58,203: 4,790 19,164 5 35,884 27,382 40,679 46,551: 17,524 11,652
Old : 58,203: 4,790 19,164 5 35,884 27,382 40,679 46,551: 17,524 11,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,760: -2,054 -1,243 4 -10 -402 -2,060 -1,641: -700 -1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 32.9 0.0 61.7 47.0 69.9 80.0: 30.1 20.0
Old : 100.0: 8.2 32.9 0.0 61.7 47.0 69.9 80.0: 30.1 20.0
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 : 87: 12 23 1 33 31 45 55:
Old : 87: 12 23 1 33 31 45 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 27.0 43.7 40.7 31.5 24.1 40.7 37.8
Old : 32.7 27.0 43.7 40.7 31.5 24.1 40.7 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 60,963: 6,844 20,407 1 35,894 27,784 42,739 48,192: 18,224 12,771
Old : 60,963: 6,844 20,407 1 35,894 27,784 42,739 48,192: 18,224 12,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,236: 1,512 2,029 -44 -59 1,765 1,409 3,750: 1,827 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 33.5 0.0 58.9 45.6 70.1 79.1: 29.9 20.9
Old : 100.0: 11.2 33.5 0.0 58.9 45.6 70.1 79.1: 29.9 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 17 23 1 33 31 50 55:
Old : 92: 17 23 1 33 31 50 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 27.0 40.6 41.1 29.2 24.3 38.1 38.3
Old : 30.4 27.0 40.6 41.1 29.2 24.3 38.1 38.3
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, May 3, 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 : 339,430: 66,056 144,107 1,788 225,719 128,449 293,563 274,344: 45,867 65,086
Old : 339,430: 66,056 144,107 1,788 225,719 128,449 293,563 274,344: 45,867 65,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,078: -13,167 -2,832 426 4,793 1,642 -7,948 -764: 5,870 -1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 42.5 0.5 66.5 37.8 86.5 80.8: 13.5 19.2
Old : 100.0: 19.5 42.5 0.5 66.5 37.8 86.5 80.8: 13.5 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 38 75 9 49 35 90 116:
Old : 185: 38 75 9 49 35 90 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 24.7 57.4 37.2 38.2 20.0 50.0 30.3
Old : 40.9 24.7 57.4 37.2 38.2 20.0 50.0 30.3
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 26, 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 : 341,508: 79,223 146,939 1,362 220,926 126,807 301,511 275,108: 39,997 66,400
Old : 341,508: 79,223 146,939 1,362 220,926 126,807 301,511 275,108: 39,997 66,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 14,432: -716 -1,606 113 24,244 -1,554 23,641 -3,047: -9,209 17,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 43.0 0.4 64.7 37.1 88.3 80.6: 11.7 19.4
Old : 100.0: 23.2 43.0 0.4 64.7 37.1 88.3 80.6: 11.7 19.4
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 : 191: 38 84 6 45 36 87 122:
Old : 191: 38 84 6 45 36 87 122:
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 : 37.3 26.8 55.7 38.6 35.4 19.8 48.5 29.6
Old : 37.3 26.8 55.7 38.6 35.4 19.8 48.5 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 89,548: 33,987 4,622 20 34,403 74,141 68,410 78,783: 21,138 10,765
Old : 89,548: 33,987 4,622 20 34,403 74,141 68,410 78,783: 21,138 10,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 275: 1 -2,070 20 1,676 1,047 1,697 -1,003: -1,422 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 5.2 0.0 38.4 82.8 76.4 88.0: 23.6 12.0
Old : 100.0: 38.0 5.2 0.0 38.4 82.8 76.4 88.0: 23.6 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 : 49: 18 5 1 17 15 35 21:
Old : 49: 18 5 1 17 15 35 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 63.8 51.3 76.9 38.9 62.5 51.2 74.8
Old : 38.9 63.8 51.3 76.9 38.9 62.5 51.2 74.8
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 26, 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 : 89,273: 33,986 6,692 0 32,727 73,094 66,713 79,786: 22,560 9,487
Old : 89,273: 33,986 6,692 0 32,727 73,094 66,713 79,786: 22,560 9,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,696: 8,741 -230 0 -5,450 8,698 3,291 8,468: 405 -4,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 7.5 0.0 36.7 81.9 74.7 89.4: 25.3 10.6
Old : 100.0: 38.1 7.5 0.0 36.7 81.9 74.7 89.4: 25.3 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 : 51: 17 7 0 16 18 33 25:
Old : 51: 17 7 0 16 18 33 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 64.9 51.9 75.9 41.5 63.8 51.8 74.6
Old : 41.6 64.9 51.9 75.9 41.5 63.8 51.8 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 35,257: 1,121 13,568 5 28,661 16,928 29,787 30,501: 5,470 4,756
Old : 35,257: 1,121 13,568 5 28,661 16,928 29,787 30,501: 5,470 4,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 761: 0 292 0 631 309 631 601: 130 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 38.5 0.0 81.3 48.0 84.5 86.5: 15.5 13.5
Old : 100.0: 3.2 38.5 0.0 81.3 48.0 84.5 86.5: 15.5 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 2 14 1 26 27 29 41:
Old : 61: 2 14 1 26 27 29 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 37.5 66.3 49.6 55.1 37.5 64.9 49.6
Old : 56.2 37.5 66.3 49.6 55.1 37.5 64.9 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 34,496: 1,121 13,276 5 28,030 16,619 29,156 29,900: 5,340 4,596
Old : 34,496: 1,121 13,276 5 28,030 16,619 29,156 29,900: 5,340 4,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,501: 0 812 0 715 1,211 715 2,023: 786 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 38.5 0.0 81.3 48.2 84.5 86.7: 15.5 13.3
Old : 100.0: 3.2 38.5 0.0 81.3 48.2 84.5 86.7: 15.5 13.3
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 : 61: 2 14 1 26 28 29 42:
Old : 61: 2 14 1 26 28 29 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 37.3 66.9 49.7 55.5 36.9 65.4 49.3
Old : 56.6 37.3 66.9 49.7 55.5 36.9 65.4 49.3
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, May 3, 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 : 233,934: 60,117 35,213 1,446 165,037 182,160 226,600 218,819: 7,334 15,115
Old : 233,934: 60,117 35,213 1,446 165,037 182,160 226,600 218,819: 7,334 15,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 16,257: 3,877 6,448 -18 17,402 13,024 21,261 19,454: -5,004 -3,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.1 0.6 70.5 77.9 96.9 93.5: 3.1 6.5
Old : 100.0: 25.7 15.1 0.6 70.5 77.9 96.9 93.5: 3.1 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 : 113: 21 35 7 33 42 57 81:
Old : 113: 21 35 7 33 42 57 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 35.9 71.3 49.9 57.9 31.3 67.8 45.1
Old : 60.8 35.9 71.3 49.9 57.9 31.3 67.8 45.1
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 26, 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 : 217,677: 56,240 28,765 1,464 147,635 169,136 205,339 199,365: 12,338 18,312
Old : 217,677: 56,240 28,765 1,464 147,635 169,136 205,339 199,365: 12,338 18,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 21,824: 5,605 110 49 11,195 14,683 16,849 14,842: 4,975 6,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 13.2 0.7 67.8 77.7 94.3 91.6: 5.7 8.4
Old : 100.0: 25.8 13.2 0.7 67.8 77.7 94.3 91.6: 5.7 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 19 38 8 30 42 53 84:
Old : 114: 19 38 8 30 42 53 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 36.9 71.0 51.4 56.1 33.5 67.6 47.8
Old : 59.1 36.9 71.0 51.4 56.1 33.5 67.6 47.8
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, May 3, 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 : 37,540: 10,415 5,828 351 14,284 22,752 25,050 28,931: 12,490 8,609
Old : 37,540: 10,415 5,828 351 14,284 22,752 25,050 28,931: 12,490 8,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 471: -55 -869 316 -48 1,735 213 1,182: 258 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 15.5 0.9 38.1 60.6 66.7 77.1: 33.3 22.9
Old : 100.0: 27.7 15.5 0.9 38.1 60.6 66.7 77.1: 33.3 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 24 15 3 16 24 43 39:
Old : 76: 24 15 3 16 24 43 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 : 22.9 29.9 32.6 42.9 22.0 26.8 30.9 39.2
Old : 22.9 29.9 32.6 42.9 22.0 26.8 30.9 39.2
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 26, 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 : 37,069: 10,470 6,697 35 14,332 21,017 24,837 27,749: 12,232 9,320
Old : 37,069: 10,470 6,697 35 14,332 21,017 24,837 27,749: 12,232 9,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -316: 201 -1,592 0 -938 120 -737 -1,472: 421 1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 18.1 0.1 38.7 56.7 67.0 74.9: 33.0 25.1
Old : 100.0: 28.2 18.1 0.1 38.7 56.7 67.0 74.9: 33.0 25.1
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 : 76: 24 13 1 17 25 42 38:
Old : 76: 24 13 1 17 25 42 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 : 22.1 28.3 32.8 40.1 21.6 25.7 31.5 36.8
Old : 22.1 28.3 32.8 40.1 21.6 25.7 31.5 36.8
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, May 3, 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 : 25,339: 7,322 660 20 14,575 2,025 21,917 2,705: 3,422 22,634
Old : 25,339: 7,322 660 20 14,575 2,025 21,917 2,705: 3,422 22,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,333: -1,130 -6 5 796 306 -329 305: -2,004 -2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.6 0.1 57.5 8.0 86.5 10.7: 13.5 89.3
Old : 100.0: 28.9 2.6 0.1 57.5 8.0 86.5 10.7: 13.5 89.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 2 1 11 4 20 7:
Old : 25: 9 2 1 11 4 20 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 : 61.0 9.7 72.3 10.7 61.0 9.7 72.2 10.5
Old : 61.0 9.7 72.3 10.7 61.0 9.7 72.2 10.5
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 26, 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 : 27,672: 8,452 666 15 13,779 1,719 22,246 2,400: 5,426 25,272
Old : 27,672: 8,452 666 15 13,779 1,719 22,246 2,400: 5,426 25,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 40: -537 -238 0 1,036 93 499 -145: -459 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 2.4 0.1 49.8 6.2 80.4 8.7: 19.6 91.3
Old : 100.0: 30.5 2.4 0.1 49.8 6.2 80.4 8.7: 19.6 91.3
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 : 23: 9 2 1 9 4 18 7:
Old : 23: 9 2 1 9 4 18 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 : 58.0 7.8 69.8 8.7 58.0 7.8 69.7 8.5
Old : 58.0 7.8 69.8 8.7 58.0 7.8 69.7 8.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 71,127: 3,578 4,144 443 51,475 26,850 55,496 31,437: 15,631 39,690
Old : 71,127: 3,578 4,144 443 51,475 26,850 55,496 31,437: 15,631 39,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,888: 2 0 0 -549 2,788 -547 2,788: 2,435 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.8 0.6 72.4 37.7 78.0 44.2: 22.0 55.8
Old : 100.0: 5.0 5.8 0.6 72.4 37.7 78.0 44.2: 22.0 55.8
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 : 47: 3 12 1 18 28 22 41:
Old : 47: 3 12 1 18 28 22 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 18.8 70.4 28.6 52.7 12.6 57.1 17.7
Old : 61.9 18.8 70.4 28.6 52.7 12.6 57.1 17.7
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 26, 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 : 69,239: 3,576 4,144 443 52,024 24,062 56,043 28,649: 13,196 40,590
Old : 69,239: 3,576 4,144 443 52,024 24,062 56,043 28,649: 13,196 40,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -394: -2,091 0 -136 121 1,289 -2,106 1,153: 1,712 -1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.0 0.6 75.1 34.8 80.9 41.4: 19.1 58.6
Old : 100.0: 5.2 6.0 0.6 75.1 34.8 80.9 41.4: 19.1 58.6
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 : 47: 3 12 1 19 27 23 40:
Old : 47: 3 12 1 19 27 23 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 : 63.7 17.9 72.4 26.2 54.9 10.7 60.0 16.0
Old : 63.7 17.9 72.4 26.2 54.9 10.7 60.0 16.0
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, May 3, 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 : 105,261: 37,887 18,029 7,910 29,004 71,697 74,801 97,636: 30,460 7,625
Old : 105,261: 37,887 18,029 7,910 29,004 71,697 74,801 97,636: 30,460 7,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -6,726: -6,714 13,793 -1,748 5,301 -14,904 -3,161 -2,859: -3,565 -3,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 17.1 7.5 27.6 68.1 71.1 92.8: 28.9 7.2
Old : 100.0: 36.0 17.1 7.5 27.6 68.1 71.1 92.8: 28.9 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 85 26 29 23 31 119 79:
Old : 158: 85 26 29 23 31 119 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 33.4 29.6 49.3 16.1 28.7 24.1 44.5
Old : 20.0 33.4 29.6 49.3 16.1 28.7 24.1 44.5
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 26, 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 : 111,987: 44,601 4,236 9,658 23,703 86,601 77,962 100,495: 34,025 11,492
Old : 111,987: 44,601 4,236 9,658 23,703 86,601 77,962 100,495: 34,025 11,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 7,682: 3,692 963 2,049 -1,380 3,234 4,361 6,246: 3,321 1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 3.8 8.6 21.2 77.3 69.6 89.7: 30.4 10.3
Old : 100.0: 39.8 3.8 8.6 21.2 77.3 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 : 143: 79 19 32 18 32 111 75:
Old : 143: 79 19 32 18 32 111 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 36.7 27.7 54.4 13.8 29.9 20.2 46.5
Old : 18.7 36.7 27.7 54.4 13.8 29.9 20.2 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, May 3, 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 : 107,401: 34,649 15,269 19,500 40,641 60,388 94,790 95,157: 12,611 12,244
Old : 107,401: 34,649 15,269 19,500 40,641 60,388 94,790 95,157: 12,611 12,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -8,811: -568 2,412 -2,376 -4,049 -8,986 -6,993 -8,950: -1,818 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 14.2 18.2 37.8 56.2 88.3 88.6: 11.7 11.4
Old : 100.0: 32.3 14.2 18.2 37.8 56.2 88.3 88.6: 11.7 11.4
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 : 174: 59 55 27 40 42 118 110:
Old : 174: 59 55 27 40 42 118 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 28.7 36.0 45.2 20.3 28.4 28.3 41.3
Old : 22.6 28.7 36.0 45.2 20.3 28.4 28.3 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, April 26, 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 : 116,212: 35,217 12,857 21,876 44,690 69,374 101,783 104,107: 14,429 12,105
Old : 116,212: 35,217 12,857 21,876 44,690 69,374 101,783 104,107: 14,429 12,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -951: 2,704 -1,016 -207 -3,363 -180 -866 -1,403: -85 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 11.1 18.8 38.5 59.7 87.6 89.6: 12.4 10.4
Old : 100.0: 30.3 11.1 18.8 38.5 59.7 87.6 89.6: 12.4 10.4
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 : 170: 61 47 32 38 42 120 108:
Old : 170: 61 47 32 38 42 120 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 30.2 36.8 48.0 18.1 27.6 26.2 40.0
Old : 24.0 30.2 36.8 48.0 18.1 27.6 26.2 40.0
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, May 3, 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 : 290,539: 153,914 46,186 20,270 67,838 205,533 242,022 271,989: 48,517 18,550
Old : 290,539: 153,914 46,186 20,270 67,838 205,533 242,022 271,989: 48,517 18,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -11,545: -19,912 10,137 974 10,226 -21,368 -8,712 -10,257: -2,833 -1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 15.9 7.0 23.3 70.7 83.3 93.6: 16.7 6.4
Old : 100.0: 53.0 15.9 7.0 23.3 70.7 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 : 226: 115 54 30 32 40 170 107:
Old : 226: 115 54 30 32 40 170 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 38.1 37.9 54.9 25.1 33.5 33.3 47.8
Old : 26.3 38.1 37.9 54.9 25.1 33.5 33.3 47.8
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 26, 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 : 302,084: 173,826 36,049 19,296 57,612 226,901 250,734 282,246: 51,350 19,838
Old : 302,084: 173,826 36,049 19,296 57,612 226,901 250,734 282,246: 51,350 19,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 21,652: 21,011 -2,374 -741 -3,760 21,942 16,510 18,827: 5,142 2,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 11.9 6.4 19.1 75.1 83.0 93.4: 17.0 6.6
Old : 100.0: 57.5 11.9 6.4 19.1 75.1 83.0 93.4: 17.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 121 44 30 32 47 175 103:
Old : 226: 121 44 30 32 47 175 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 37.6 37.7 55.3 25.6 32.7 33.7 48.8
Old : 26.8 37.6 37.7 55.3 25.6 32.7 33.7 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 12,262: 7,567 1,079 600 561 9,035 8,728 10,714: 3,534 1,548
Old : 12,262: 7,567 1,079 600 561 9,035 8,728 10,714: 3,534 1,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 520: 319 -247 101 129 3 549 -143: -29 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 8.8 4.9 4.6 73.7 71.2 87.4: 28.8 12.6
Old : 100.0: 61.7 8.8 4.9 4.6 73.7 71.2 87.4: 28.8 12.6
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 : 42: 25 5 9 5 5 35 18:
Old : 42: 25 5 9 5 5 35 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 79.2 55.5 84.6 43.4 77.0 54.6 80.0
Old : 43.4 79.2 55.5 84.6 43.4 77.0 54.6 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 11,742: 7,248 1,326 499 432 9,032 8,179 10,857: 3,563 885
Old : 11,742: 7,248 1,326 499 432 9,032 8,179 10,857: 3,563 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -239: -1,162 -277 63 195 -318 -904 -532: 665 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 11.3 4.2 3.7 76.9 69.7 92.5: 30.3 7.5
Old : 100.0: 61.7 11.3 4.2 3.7 76.9 69.7 92.5: 30.3 7.5
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 : 40: 24 5 8 4 5 33 16:
Old : 40: 24 5 8 4 5 33 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 85.1 55.3 90.4 42.0 83.8 54.3 86.7
Old : 42.0 85.1 55.3 90.4 42.0 83.8 54.3 86.7
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, May 3, 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 : 60,516: 11,284 8,464 1,989 32,809 31,775 46,082 42,228: 14,434 18,288
Old : 60,509: 11,284 8,464 1,989 32,802 31,773 46,075 42,226: 14,434 18,283
Other: 7: 0 0 0 7 2 7 2: 0 5
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,918: 225 -2,120 -716 -3,704 -3 -4,195 -2,839: 277 -1,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 14.0 3.3 54.2 52.5 76.1 69.8: 23.9 30.2
Old : 100.0: 18.6 14.0 3.3 54.2 52.5 76.1 69.8: 23.9 30.2
Other: 100.0: 0.0 0.0 0.0 100.0 28.6 100.0 28.6: 0.0 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 26 21 13 42 41 72 72:
Old : 107: 26 21 13 42 41 72 72:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 25.9 34.1 35.3 23.3 22.0 33.0 29.5
Old : 24.5 25.9 34.1 35.3 23.3 22.0 33.0 29.5
Other: 100.0 28.6 100.0 28.6 100.0 28.6 100.0 28.6
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 64,434: 11,059 10,584 2,705 36,513 31,778 50,277 45,067: 14,157 19,367
Old : 7,379: 0 1,042 0 6,005 3,551 6,005 4,593: 1,374 2,786
Other: 57,055: 11,078 9,561 2,686 30,508 28,227 44,272 40,474: 12,783 16,581
: : :
: : Changes in Commitments from: April 19, 2005 :
: -11,060: 73 -6,971 -457 -10,934 -2,169 -11,318 -9,597: 258 -1,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 16.4 4.2 56.7 49.3 78.0 69.9: 22.0 30.1
Old : 100.0: 0.0 14.1 0.0 81.4 48.1 81.4 62.2: 18.6 37.8
Other: 100.0: 19.4 16.8 4.7 53.5 49.5 77.6 70.9: 22.4 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 25 26 12 41 41 71 76:
Old : 34: 0 3 0 16 18 16 21:
Other: 106: 25 24 12 38 36 68 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 25.5 34.4 34.8 21.7 17.4 29.7 23.9
Old : 63.4 38.6 77.6 52.8 63.4 38.3 77.6 52.5
Other: 24.0 27.5 33.4 37.5 24.0 23.8 33.0 32.1
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 26,913: 2,242 3,036 1,061 16,679 13,595 19,982 17,692: 6,931 9,221
Old : 15,504: 3,091 3,091 0 8,167 8,038 11,258 11,129: 4,246 4,375
Other: 11,409: 151 945 61 8,512 5,557 8,724 6,563: 2,685 4,846
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,824: 216 -703 -744 -368 -74 -896 -1,521: -928 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 11.3 3.9 62.0 50.5 74.2 65.7: 25.8 34.3
Old : 100.0: 19.9 19.9 0.0 52.7 51.8 72.6 71.8: 27.4 28.2
Other: 100.0: 1.3 8.3 0.5 74.6 48.7 76.5 57.5: 23.5 42.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 9 7 21 16 32 29:
Old : 40: 10 7 0 16 14 26 21:
Other: 26: 4 4 3 14 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 : 39.4 37.0 53.1 50.0 37.2 31.1 48.1 40.1
Old : 40.4 35.9 52.1 54.5 36.1 34.2 47.1 51.4
Other: 48.3 42.9 66.0 52.5 48.3 34.4 61.3 42.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 28,737: 2,026 3,739 1,805 17,047 13,669 20,878 19,213: 7,859 9,524
Old : 17,902: 2,846 3,667 766 9,022 8,444 12,634 12,877: 5,268 5,025
Other: 10,835: 160 1,052 59 8,025 5,225 8,244 6,336: 2,591 4,499
: : :
: : Changes in Commitments from: April 19, 2005 :
: -7,730: -289 -6,468 95 -5,933 -507 -6,127 -6,880: -1,603 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 13.0 6.3 59.3 47.6 72.7 66.9: 27.3 33.1
Old : 100.0: 15.9 20.5 4.3 50.4 47.2 70.6 71.9: 29.4 28.1
Other: 100.0: 1.5 9.7 0.5 74.1 48.2 76.1 58.5: 23.9 41.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 11 9 22 17 35 33:
Old : 44: 10 9 6 16 16 29 29:
Other: 27: 4 5 3 14 12 19 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 : 37.2 33.4 49.8 45.9 36.0 28.5 45.1 37.3
Old : 37.3 34.0 48.5 48.2 34.6 32.3 45.1 46.3
Other: 43.8 40.2 64.6 50.9 43.7 30.7 59.1 40.9
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 118,694: 44,245 13,121 3,596 54,118 95,464 101,959 112,181: 16,735 6,513
Old : 94,379: 39,960 11,907 80 41,081 78,680 81,121 90,667: 13,258 3,712
Other: 24,315: 7,176 4,105 625 13,037 16,784 20,838 21,514: 3,477 2,801
: : :
: : Changes in Commitments from: April 26, 2005 :
: -502: -1,977 2,068 139 2,319 -3,261 481 -1,054: -983 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 11.1 3.0 45.6 80.4 85.9 94.5: 14.1 5.5
Old : 100.0: 42.3 12.6 0.1 43.5 83.4 86.0 96.1: 14.0 3.9
Other: 100.0: 29.5 16.9 2.6 53.6 69.0 85.7 88.5: 14.3 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 86 41 34 45 51 158 107:
Old : 198: 85 47 3 21 47 107 96:
Other: 110: 25 32 16 35 38 74 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 45.6 33.4 57.0 21.4 40.1 31.8 50.7
Old : 26.8 51.4 38.2 62.3 26.8 48.8 37.9 59.7
Other: 29.1 30.2 48.0 43.7 26.2 27.0 40.4 38.0
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 119,196: 46,222 11,053 3,457 51,799 98,725 101,478 113,235: 17,718 5,961
Old : 97,507: 42,631 10,476 144 40,294 83,584 83,069 94,204: 14,438 3,303
Other: 21,689: 6,247 3,233 657 11,505 15,141 18,409 19,031: 3,280 2,658
: : :
: : Changes in Commitments from: April 19, 2005 :
: -5,633: 3,300 2,899 -785 -8,842 -5,987 -6,327 -3,873: 694 -1,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 9.3 2.9 43.5 82.8 85.1 95.0: 14.9 5.0
Old : 100.0: 43.7 10.7 0.1 41.3 85.7 85.2 96.6: 14.8 3.4
Other: 100.0: 28.8 14.9 3.0 53.0 69.8 84.9 87.7: 15.1 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 86 41 33 48 55 158 110:
Old : 199: 83 46 3 21 52 104 101:
Other: 110: 26 29 15 38 38 76 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 : 20.8 48.5 31.9 59.6 20.8 43.2 30.2 53.4
Old : 25.2 54.0 36.8 64.3 25.2 51.0 36.1 61.2
Other: 27.9 30.5 44.5 43.5 24.4 25.2 35.6 34.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 27,895: 11,477 4,176 971 11,409 21,371 23,857 26,518: 4,038 1,377
Old : 27,676: 11,450 4,188 877 11,384 21,298 23,711 26,363: 3,965 1,313
Other: 219: 107 68 14 25 73 146 155: 73 64
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,611: 86 408 -339 -2,396 -3,736 -2,649 -3,667: -962 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 15.0 3.5 40.9 76.6 85.5 95.1: 14.5 4.9
Old : 100.0: 41.4 15.1 3.2 41.1 77.0 85.7 95.3: 14.3 4.7
Other: 100.0: 48.9 31.1 6.4 11.4 33.3 66.7 70.8: 33.3 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 55 21 11 18 14 79 40:
Old : 104: 55 21 10 17 14 77 40:
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 : 26.1 57.0 38.0 72.0 26.1 54.6 38.0 69.2
Old : 26.3 57.3 38.3 72.4 26.3 54.9 38.2 69.6
Other: 59.4 62.1 66.7 70.8 53.0 62.1 58.4 62.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 31,506: 11,391 3,768 1,310 13,805 25,107 26,506 30,185: 5,000 1,321
Old : 31,290: 11,375 3,794 1,205 13,780 25,034 26,360 30,033: 4,930 1,257
Other: 216: 110 68 11 25 73 146 152: 70 64
: : :
: : Changes in Commitments from: April 19, 2005 :
: -2,090: 446 79 -414 -2,200 -1,502 -2,168 -1,837: 78 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 12.0 4.2 43.8 79.7 84.1 95.8: 15.9 4.2
Old : 100.0: 36.4 12.1 3.9 44.0 80.0 84.2 96.0: 15.8 4.0
Other: 100.0: 50.9 31.5 5.1 11.6 33.8 67.6 70.4: 32.4 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 54 21 16 20 15 85 43:
Old : 106: 54 21 15 20 15 84 43:
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 : 27.6 54.5 40.2 72.8 22.2 45.5 32.8 62.6
Old : 27.8 54.7 40.4 73.1 22.3 45.8 33.0 62.9
Other: 60.2 63.0 67.6 70.4 55.1 63.0 60.6 63.4
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 121,197: 24,977 14,810 2,709 84,160 98,887 111,846 116,406: 9,351 4,791
Old : 59,568: 18,646 14,278 666 31,515 40,127 50,827 55,071: 8,741 4,497
Other: 61,629: 7,748 1,949 626 52,645 58,760 61,019 61,335: 610 294
: : :
: : Changes in Commitments from: April 26, 2005 :
: 2,316: -340 652 69 2,457 1,461 2,186 2,182: 130 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 12.2 2.2 69.4 81.6 92.3 96.0: 7.7 4.0
Old : 100.0: 31.3 24.0 1.1 52.9 67.4 85.3 92.5: 14.7 7.5
Other: 100.0: 12.6 3.2 1.0 85.4 95.3 99.0 99.5: 1.0 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 55 27 16 50 40 111 77:
Old : 137: 54 25 10 43 36 101 67:
Other: 71: 19 11 5 29 29 53 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 38.7 44.5 56.4 22.1 30.7 32.6 40.4
Old : 19.6 33.6 32.6 48.1 18.0 31.8 29.8 46.1
Other: 50.6 57.1 67.8 75.4 33.9 42.9 47.7 55.0
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 118,881: 25,317 14,158 2,640 81,703 97,426 109,660 114,224: 9,221 4,657
Old : 59,463: 19,258 13,614 642 30,907 41,178 50,807 55,434: 8,656 4,029
Other: 59,418: 7,489 1,974 568 50,796 56,248 58,853 58,790: 565 628
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,574: -788 6,988 -395 3,549 -5,967 2,366 626: -792 948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 11.9 2.2 68.7 82.0 92.2 96.1: 7.8 3.9
Old : 100.0: 32.4 22.9 1.1 52.0 69.2 85.4 93.2: 14.6 6.8
Other: 100.0: 12.6 3.3 1.0 85.5 94.7 99.0 98.9: 1.0 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 56 26 17 48 38 109 78:
Old : 136: 54 26 10 43 35 101 67:
Other: 72: 20 12 5 29 28 53 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 39.2 45.5 56.9 23.6 31.1 34.2 40.7
Old : 19.7 32.7 33.1 48.1 18.7 31.2 30.3 46.1
Other: 51.7 58.7 69.1 76.5 35.8 44.8 48.9 55.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 345,753: 67,882 99,288 12,995 205,682 183,795 286,559 296,078: 59,194 49,675
Old : 345,753: 67,882 99,288 12,995 205,682 183,795 286,559 296,078: 59,194 49,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,539: -431 996 -281 -995 -5,708 -1,707 -4,993: -2,832 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 28.7 3.8 59.5 53.2 82.9 85.6: 17.1 14.4
Old : 100.0: 19.6 28.7 3.8 59.5 53.2 82.9 85.6: 17.1 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 39 48 21 50 37 102 93:
Old : 148: 39 48 21 50 37 102 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.1 33.1 43.7 18.0 23.9 31.0 33.5
Old : 19.3 28.1 33.1 43.7 18.0 23.9 31.0 33.5
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 26, 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 : 350,292: 68,313 98,292 13,276 206,677 189,503 288,266 301,071: 62,026 49,221
Old : 350,292: 68,313 98,292 13,276 206,677 189,503 288,266 301,071: 62,026 49,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,205: 8,003 3,754 1,126 -2,862 1,190 6,267 6,070: -5,062 -4,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 28.1 3.8 59.0 54.1 82.3 85.9: 17.7 14.1
Old : 100.0: 19.5 28.1 3.8 59.0 54.1 82.3 85.9: 17.7 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 38 45 20 56 41 106 95:
Old : 148: 38 45 20 56 41 106 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 26.6 32.0 43.5 17.0 22.3 29.8 33.6
Old : 19.0 26.6 32.0 43.5 17.0 22.3 29.8 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 97,451: 35,979 10,470 9,119 41,987 72,251 87,085 91,840: 10,366 5,611
Old : 82,539: 36,565 14,907 2,368 34,063 60,642 72,996 77,917: 9,543 4,622
Other: 14,912: 5,433 1,582 732 7,924 11,609 14,089 13,923: 823 989
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,478: 661 476 -1,331 -925 -281 -1,595 -1,136: 117 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 10.7 9.4 43.1 74.1 89.4 94.2: 10.6 5.8
Old : 100.0: 44.3 18.1 2.9 41.3 73.5 88.4 94.4: 11.6 5.6
Other: 100.0: 36.4 10.6 4.9 53.1 77.9 94.5 93.4: 5.5 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 136 40 51 92 104 250 178:
Old : 301: 133 42 37 77 101 226 167:
Other: 134: 26 19 14 57 62 88 92:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 28.2 29.1 42.0 16.3 24.7 26.6 35.4
Old : 19.3 28.8 31.2 42.7 19.3 26.1 31.2 39.3
Other: 39.7 41.1 54.9 52.9 36.2 35.4 43.3 46.4
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 98,929: 35,318 9,994 10,450 42,912 72,532 88,680 92,976: 10,249 5,953
Old : 84,900: 35,636 13,501 4,462 35,331 61,980 75,429 79,943: 9,471 4,957
Other: 14,029: 4,731 1,542 939 7,581 10,552 13,251 13,033: 778 996
: : :
: : Changes in Commitments from: April 19, 2005 :
: -521: 2,998 1,301 1,192 -4,583 -3,098 -393 -605: -128 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 10.1 10.6 43.4 73.3 89.6 94.0: 10.4 6.0
Old : 100.0: 42.0 15.9 5.3 41.6 73.0 88.8 94.2: 11.2 5.8
Other: 100.0: 33.7 11.0 6.7 54.0 75.2 94.5 92.9: 5.5 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 127 40 44 90 99 239 169:
Old : 291: 125 42 31 80 95 221 156:
Other: 125: 22 18 12 54 63 81 89:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 29.4 30.6 43.3 16.2 24.2 26.2 35.1
Old : 18.7 30.8 30.9 44.6 18.7 26.0 30.4 38.2
Other: 40.2 38.3 55.7 50.7 35.4 33.4 43.3 44.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 19,584: 8,421 4,704 2,102 5,939 10,818 16,462 17,624: 3,122 1,960
Old : 19,584: 8,421 4,704 2,102 5,939 10,818 16,462 17,624: 3,122 1,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 2,202: 1,509 33 77 398 2,451 1,984 2,561: 218 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 24.0 10.7 30.3 55.2 84.1 90.0: 15.9 10.0
Old : 100.0: 43.0 24.0 10.7 30.3 55.2 84.1 90.0: 15.9 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 15 3 6 5 21 21:
Old : 38: 12 15 3 6 5 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 : 53.2 71.0 73.9 81.7 50.2 61.9 65.2 70.4
Old : 53.2 71.0 73.9 81.7 50.2 61.9 65.2 70.4
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 26, 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 : 17,382: 6,912 4,671 2,025 5,541 8,367 14,478 15,063: 2,904 2,319
Old : 17,382: 6,912 4,671 2,025 5,541 8,367 14,478 15,063: 2,904 2,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 669: -195 248 -106 716 200 415 342: 254 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 26.9 11.6 31.9 48.1 83.3 86.7: 16.7 13.3
Old : 100.0: 39.8 26.9 11.6 31.9 48.1 83.3 86.7: 16.7 13.3
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 : 37: 12 14 3 6 5 20 21:
Old : 37: 12 14 3 6 5 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 69.0 72.8 78.9 52.2 58.2 61.7 66.0
Old : 58.2 69.0 72.8 78.9 52.2 58.2 61.7 66.0
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, May 3, 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 : 171,362: 25,276 24,412 22,555 93,541 102,338 141,372 149,305: 29,990 22,057
Old : 171,362: 25,276 24,412 22,555 93,541 102,338 141,372 149,305: 29,990 22,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -9,753: -4,584 -1,718 2,671 -4,924 -7,471 -6,837 -6,518: -2,916 -3,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.2 13.2 54.6 59.7 82.5 87.1: 17.5 12.9
Old : 100.0: 14.8 14.2 13.2 54.6 59.7 82.5 87.1: 17.5 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 29 26 33 59 57 109 98:
Old : 123: 29 26 33 59 57 109 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 25.6 30.3 35.9 14.8 18.1 21.9 25.4
Old : 18.8 25.6 30.3 35.9 14.8 18.1 21.9 25.4
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 26, 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 : 181,115: 29,860 26,130 19,884 98,465 109,809 148,209 155,823: 32,906 25,292
Old : 181,115: 29,860 26,130 19,884 98,465 109,809 148,209 155,823: 32,906 25,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 932: 472 -900 1,431 -3,730 -1,083 -1,827 -552: 2,759 1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 14.4 11.0 54.4 60.6 81.8 86.0: 18.2 14.0
Old : 100.0: 16.5 14.4 11.0 54.4 60.6 81.8 86.0: 18.2 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 : 116: 27 24 29 58 56 105 93:
Old : 116: 27 24 29 58 56 105 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.3 32.2 38.4 14.3 18.0 21.5 25.0
Old : 21.0 28.3 32.2 38.4 14.3 18.0 21.5 25.0
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, May 3, 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 : 471,994: 35,196 54,236 150,999 215,984 230,578 402,179 435,813: 69,815 36,181
Old : 471,994: 35,196 54,236 150,999 215,984 230,578 402,179 435,813: 69,815 36,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -9,318: -1,515 9,163 -10,732 5,471 -11,485 -6,776 -13,054: -2,542 3,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 11.5 32.0 45.8 48.9 85.2 92.3: 14.8 7.7
Old : 100.0: 7.5 11.5 32.0 45.8 48.9 85.2 92.3: 14.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 36 60 67 83 72 160 162:
Old : 186: 36 60 67 83 72 160 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 23.2 30.8 36.7 6.8 10.3 10.5 15.1
Old : 21.6 23.2 30.8 36.7 6.8 10.3 10.5 15.1
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 26, 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 : 481,312: 36,711 45,073 161,731 210,513 242,063 408,955 448,867: 72,357 32,445
Old : 481,312: 36,711 45,073 161,731 210,513 242,063 408,955 448,867: 72,357 32,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -5,155: -1,150 -6,554 1,512 -3,057 -959 -2,695 -6,001: -2,460 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.4 33.6 43.7 50.3 85.0 93.3: 15.0 6.7
Old : 100.0: 7.6 9.4 33.6 43.7 50.3 85.0 93.3: 15.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 41 52 63 84 74 165 153:
Old : 183: 41 52 63 84 74 165 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 24.4 30.6 38.1 6.6 10.5 10.1 15.7
Old : 20.6 24.4 30.6 38.1 6.6 10.5 10.1 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 34,482: 5,460 2,728 1,908 23,248 18,984 30,616 23,620: 3,866 10,862
Old : 34,482: 5,460 2,728 1,908 23,248 18,984 30,616 23,620: 3,866 10,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.9 5.5 67.4 55.1 88.8 68.5: 11.2 31.5
Old : 100.0: 15.8 7.9 5.5 67.4 55.1 88.8 68.5: 11.2 31.5
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 : 20: 2 1 3 12 12 15 15:
Old : 20: 2 1 3 12 12 15 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 : 51.3 39.4 75.8 57.5 48.4 32.7 63.7 44.3
Old : 51.3 39.4 75.8 57.5 48.4 32.7 63.7 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 101,393: 11,068 644 4,764 77,663 88,900 93,495 94,308: 7,898 7,085
Old : 101,393: 11,068 644 4,764 77,663 88,900 93,495 94,308: 7,898 7,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,511: -376 -2,288 3,006 -344 133 2,286 851: -775 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.6 4.7 76.6 87.7 92.2 93.0: 7.8 7.0
Old : 100.0: 10.9 0.6 4.7 76.6 87.7 92.2 93.0: 7.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 2 17 25 20 27:
Old : 32: 2 1 2 17 25 20 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 : 64.8 38.0 79.4 56.1 64.7 36.8 72.3 52.5
Old : 64.8 38.0 79.4 56.1 64.7 36.8 72.3 52.5
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 26, 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 : 99,882: 11,444 2,932 1,758 78,007 88,767 91,209 93,457: 8,673 6,425
Old : 99,882: 11,444 2,932 1,758 78,007 88,767 91,209 93,457: 8,673 6,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,050: 998 -1,758 1,758 -498 674 2,258 674: 792 2,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 2.9 1.8 78.1 88.9 91.3 93.6: 8.7 6.4
Old : 100.0: 11.5 2.9 1.8 78.1 88.9 91.3 93.6: 8.7 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 : 34: 2 1 1 20 26 22 28:
Old : 34: 2 1 1 20 26 22 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 : 62.9 37.4 77.8 55.4 62.7 35.9 70.8 50.5
Old : 62.9 37.4 77.8 55.4 62.7 35.9 70.8 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,900: 8,860 9,434 604 40,235 35,274 49,699 45,312: 3,201 7,588
Old : 52,900: 8,860 9,434 604 40,235 35,274 49,699 45,312: 3,201 7,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,286: 1,498 -2,230 0 -5,284 -4,105 -3,786 -6,335: -500 2,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.8 1.1 76.1 66.7 93.9 85.7: 6.1 14.3
Old : 100.0: 16.7 17.8 1.1 76.1 66.7 93.9 85.7: 6.1 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 : 20: 1 3 1 12 11 14 14:
Old : 20: 1 3 1 12 11 14 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 : 57.3 52.7 82.6 72.9 50.0 51.1 71.5 66.3
Old : 57.3 52.7 82.6 72.9 50.0 51.1 71.5 66.3
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 26, 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 : 57,186: 7,362 11,664 604 45,519 39,379 53,485 51,647: 3,701 5,539
Old : 57,186: 7,362 11,664 604 45,519 39,379 53,485 51,647: 3,701 5,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,473: 1,624 186 0 -333 4,073 1,291 4,259: 182 -2,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.4 1.1 79.6 68.9 93.5 90.3: 6.5 9.7
Old : 100.0: 12.9 20.4 1.1 79.6 68.9 93.5 90.3: 6.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 1 11 14 13 17:
Old : 23: 1 3 1 11 14 13 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 : 55.0 53.3 81.4 72.4 47.0 52.2 72.6 68.6
Old : 55.0 53.3 81.4 72.4 47.0 52.2 72.6 68.6
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, May 3, 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 : 45,387: 2,510 2,851 2,860 33,885 36,644 39,255 42,355: 6,132 3,032
Old : 45,387: 2,510 2,851 2,860 33,885 36,644 39,255 42,355: 6,132 3,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 587: 2,510 -1,320 -279 -866 3,224 1,365 1,625: -778 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.3 6.3 74.7 80.7 86.5 93.3: 13.5 6.7
Old : 100.0: 5.5 6.3 6.3 74.7 80.7 86.5 93.3: 13.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 3 15 15 18 18:
Old : 20: 1 2 3 15 15 18 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 : 52.8 48.8 69.9 73.7 21.2 24.4 31.9 35.8
Old : 52.8 48.8 69.9 73.7 21.2 24.4 31.9 35.8
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 26, 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 : 44,800: 0 4,171 3,139 34,751 33,420 37,890 40,730: 6,910 4,070
Old : 44,800: 0 4,171 3,139 34,751 33,420 37,890 40,730: 6,910 4,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 2,140: 0 -721 1,079 999 1,720 2,078 2,078: 62 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.3 7.0 77.6 74.6 84.6 90.9: 15.4 9.1
Old : 100.0: 0.0 9.3 7.0 77.6 74.6 84.6 90.9: 15.4 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 3 15 14 18 17:
Old : 21: 0 3 3 15 14 18 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 : 46.5 52.2 65.6 76.6 17.3 20.1 26.4 30.7
Old : 46.5 52.2 65.6 76.6 17.3 20.1 26.4 30.7
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,280: 6,710 12,083 2,255 39,470 33,840 48,435 48,178: 3,845 4,102
Old : 52,280: 6,710 12,083 2,255 39,470 33,840 48,435 48,178: 3,845 4,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,892: 2,142 5,561 -2,609 -3,315 -5,264 -3,782 -2,312: -1,110 -2,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 23.1 4.3 75.5 64.7 92.6 92.2: 7.4 7.8
Old : 100.0: 12.8 23.1 4.3 75.5 64.7 92.6 92.2: 7.4 7.8
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 : 28: 2 3 3 19 19 23 23:
Old : 28: 2 3 3 19 19 23 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 : 53.3 44.5 70.3 66.7 48.8 38.5 60.7 54.8
Old : 53.3 44.5 70.3 66.7 48.8 38.5 60.7 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 57,172: 4,568 6,522 4,864 42,785 39,104 52,217 50,490: 4,955 6,682
Old : 57,172: 4,568 6,522 4,864 42,785 39,104 52,217 50,490: 4,955 6,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,662: -743 2,128 933 4,637 603 4,827 3,664: -1,165 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.4 8.5 74.8 68.4 91.3 88.3: 8.7 11.7
Old : 100.0: 8.0 11.4 8.5 74.8 68.4 91.3 88.3: 8.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 4 18 16 22 21:
Old : 26: 2 3 4 18 16 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 : 56.5 42.5 69.7 64.0 53.2 37.5 62.9 55.4
Old : 56.5 42.5 69.7 64.0 53.2 37.5 62.9 55.4
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, May 3, 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 : 62,394: 0 3,154 4,449 46,738 45,101 51,187 52,704: 11,207 9,690
Old : 62,394: 0 3,154 4,449 46,738 45,101 51,187 52,704: 11,207 9,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 706: 0 242 -186 -318 106 -504 162: 1,210 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 7.1 74.9 72.3 82.0 84.5: 18.0 15.5
Old : 100.0: 0.0 5.1 7.1 74.9 72.3 82.0 84.5: 18.0 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 : 26: 0 2 2 19 20 21 22:
Old : 26: 0 2 2 19 20 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 : 36.8 61.8 58.9 73.4 28.8 46.5 41.7 54.3
Old : 36.8 61.8 58.9 73.4 28.8 46.5 41.7 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 61,688: 0 2,912 4,635 47,056 44,995 51,691 52,542: 9,997 9,146
Old : 61,688: 0 2,912 4,635 47,056 44,995 51,691 52,542: 9,997 9,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -831: 0 -2 -308 -920 -335 -1,228 -645: 397 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 7.5 76.3 72.9 83.8 85.2: 16.2 14.8
Old : 100.0: 0.0 4.7 7.5 76.3 72.9 83.8 85.2: 16.2 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 35.0 59.4 58.9 72.1 27.6 43.5 39.6 51.4
Old : 35.0 59.4 58.9 72.1 27.6 43.5 39.6 51.4
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, May 3, 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 : 69,429: 36,508 18,818 120 28,103 47,138 64,731 66,076: 4,698 3,353
Old : 69,429: 36,508 18,818 120 28,103 47,138 64,731 66,076: 4,698 3,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,957: 346 2,630 120 -2,663 -4,490 -2,197 -1,740: 240 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 27.1 0.2 40.5 67.9 93.2 95.2: 6.8 4.8
Old : 100.0: 52.6 27.1 0.2 40.5 67.9 93.2 95.2: 6.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 15 16 17 18:
Old : 22: 2 1 1 15 16 17 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 : 73.7 58.7 86.7 79.8 68.8 58.2 73.4 71.6
Old : 73.7 58.7 86.7 79.8 68.8 58.2 73.4 71.6
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 26, 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 : 71,386: 36,162 16,188 0 30,766 51,628 66,928 67,816: 4,458 3,570
Old : 71,386: 36,162 16,188 0 30,766 51,628 66,928 67,816: 4,458 3,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 15,376: 17,874 9,794 0 -1,960 5,044 15,914 14,838: -538 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 22.7 0.0 43.1 72.3 93.8 95.0: 6.2 5.0
Old : 100.0: 50.7 22.7 0.0 43.1 72.3 93.8 95.0: 6.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 14 14 16 15:
Old : 21: 2 1 0 14 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 57.3 86.9 80.7 69.4 56.8 74.0 72.2
Old : 72.2 57.3 86.9 80.7 69.4 56.8 74.0 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 32,143: 2,356 496 0 27,668 31,306 30,024 31,802: 2,119 341
Old : 32,143: 2,356 496 0 27,668 31,306 30,024 31,802: 2,119 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.5 0.0 86.1 97.4 93.4 98.9: 6.6 1.1
Old : 100.0: 7.3 1.5 0.0 86.1 97.4 93.4 98.9: 6.6 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 : 21: 3 1 0 6 12 9 13:
Old : 21: 3 1 0 6 12 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.2 82.7 93.0 94.7 87.2 82.3 93.0 94.3
Old : 87.2 82.7 93.0 94.7 87.2 82.3 93.0 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 22,483: 2,480 496 0 15,479 20,881 17,959 21,377: 4,524 1,106
Old : 22,483: 2,480 496 0 15,479 20,881 17,959 21,377: 4,524 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.2 0.0 68.8 92.9 79.9 95.1: 20.1 4.9
Old : 100.0: 11.0 2.2 0.0 68.8 92.9 79.9 95.1: 20.1 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 : 21: 3 1 0 8 11 11 12:
Old : 21: 3 1 0 8 11 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 66.3 75.5 86.9 52.0 66.3 66.2 83.1
Old : 57.9 66.3 75.5 86.9 52.0 66.3 66.2 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 964,588: 274,338 74,025 138,729 528,085 737,287 941,152 950,041: 23,436 14,547
Old : 964,588: 274,338 74,025 138,729 528,085 737,287 941,152 950,041: 23,436 14,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -36,895: 238 2,847 -5,908 -30,846 -36,962 -36,516 -40,023: -379 3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.7 14.4 54.7 76.4 97.6 98.5: 2.4 1.5
Old : 100.0: 28.4 7.7 14.4 54.7 76.4 97.6 98.5: 2.4 1.5
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 : 120: 22 8 29 81 77 114 107:
Old : 120: 22 8 29 81 77 114 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 22.8 44.1 38.3 27.1 18.0 34.4 29.6
Old : 32.1 22.8 44.1 38.3 27.1 18.0 34.4 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 1,001,483: 274,100 71,178 144,637 558,931 774,249 977,668 990,064: 23,815 11,419
Old : 1,001,483: 274,100 71,178 144,637 558,931 774,249 977,668 990,064: 23,815 11,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 22,229: -4,536 3,207 -5,060 31,456 24,173 21,860 22,320: 369 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.1 14.4 55.8 77.3 97.6 98.9: 2.4 1.1
Old : 100.0: 27.4 7.1 14.4 55.8 77.3 97.6 98.9: 2.4 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 : 125: 20 9 29 85 82 116 113:
Old : 125: 20 9 29 85 82 116 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.9 44.1 37.3 27.3 18.1 34.5 29.8
Old : 32.4 21.9 44.1 37.3 27.3 18.1 34.5 29.8
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, May 3, 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 : 130,899: 18,883 53,319 24,284 83,577 50,254 126,744 127,857: 4,155 3,042
Old : 130,899: 18,883 53,319 24,284 83,577 50,254 126,744 127,857: 4,155 3,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -27,070: -10,440 7,477 -9,665 -4,825 -8,261 -24,930 -10,449: -2,140 -16,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 40.7 18.6 63.8 38.4 96.8 97.7: 3.2 2.3
Old : 100.0: 14.4 40.7 18.6 63.8 38.4 96.8 97.7: 3.2 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 : 43: 8 10 15 23 23 39 40:
Old : 43: 8 10 15 23 23 39 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 50.6 48.3 68.6 25.1 37.2 38.0 46.2
Old : 29.3 50.6 48.3 68.6 25.1 37.2 38.0 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 157,969: 29,323 45,842 33,949 88,402 58,515 151,674 138,306: 6,295 19,663
Old : 157,969: 29,323 45,842 33,949 88,402 58,515 151,674 138,306: 6,295 19,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 10,115: 2,482 -11,072 3,384 2,332 1,564 8,198 -6,124: 1,917 16,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 29.0 21.5 56.0 37.0 96.0 87.6: 4.0 12.4
Old : 100.0: 18.6 29.0 21.5 56.0 37.0 96.0 87.6: 4.0 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 : 48: 12 8 15 25 25 43 42:
Old : 48: 12 8 15 25 25 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 45.4 48.3 62.7 21.4 28.6 32.4 34.3
Old : 31.3 45.4 48.3 62.7 21.4 28.6 32.4 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 56,036: 17,058 2,760 11,153 27,274 42,054 55,485 55,967: 551 69
Old : 56,036: 17,058 2,760 11,153 27,274 42,054 55,485 55,967: 551 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 623: 2,540 1,500 -1,110 -1,114 224 316 614: 307 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 4.9 19.9 48.7 75.0 99.0 99.9: 1.0 0.1
Old : 100.0: 30.4 4.9 19.9 48.7 75.0 99.0 99.9: 1.0 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 : 42: 4 4 7 32 29 39 37:
Old : 42: 4 4 7 32 29 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 : 54.8 41.6 70.3 64.0 39.8 33.5 47.2 47.3
Old : 54.8 41.6 70.3 64.0 39.8 33.5 47.2 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 55,413: 14,518 1,260 12,263 28,388 41,830 55,169 55,353: 244 60
Old : 55,413: 14,518 1,260 12,263 28,388 41,830 55,169 55,353: 244 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,480: -524 -2,000 2,290 1,634 3,190 3,400 3,480: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 2.3 22.1 51.2 75.5 99.6 99.9: 0.4 0.1
Old : 100.0: 26.2 2.3 22.1 51.2 75.5 99.6 99.9: 0.4 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 : 41: 3 4 8 31 29 39 37:
Old : 41: 3 4 8 31 29 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 : 52.7 42.1 69.7 64.0 38.4 37.1 45.7 47.6
Old : 52.7 42.1 69.7 64.0 38.4 37.1 45.7 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 21,990: 2,042 643 1,591 18,075 18,965 21,708 21,199: 282 791
Old : 21,990: 2,042 643 1,591 18,075 18,965 21,708 21,199: 282 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -849: -419 318 -190 -284 -1,021 -893 -893: 44 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.9 7.2 82.2 86.2 98.7 96.4: 1.3 3.6
Old : 100.0: 9.3 2.9 7.2 82.2 86.2 98.7 96.4: 1.3 3.6
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: 2 2 4 17 18 21 22:
Old : 27: 2 2 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 : 65.8 51.9 81.8 71.1 63.7 48.0 70.0 60.1
Old : 65.8 51.9 81.8 71.1 63.7 48.0 70.0 60.1
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 26, 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 : 22,839: 2,461 325 1,781 18,359 19,986 22,601 22,092: 238 747
Old : 22,839: 2,461 325 1,781 18,359 19,986 22,601 22,092: 238 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,011: -244 0 -220 1,519 766 1,055 546: -44 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 1.4 7.8 80.4 87.5 99.0 96.7: 1.0 3.3
Old : 100.0: 10.8 1.4 7.8 80.4 87.5 99.0 96.7: 1.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 4 17 19 21 23:
Old : 27: 3 1 4 17 19 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 51.4 82.9 70.6 65.8 47.1 69.5 60.7
Old : 67.8 51.4 82.9 70.6 65.8 47.1 69.5 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,719: 172 5,474 856 7,691 2,389 8,719 8,719: 0 0
Old : 8,719: 172 5,474 856 7,691 2,389 8,719 8,719: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -693: -84 -845 0 -609 152 -693 -693: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 62.8 9.8 88.2 27.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 62.8 9.8 88.2 27.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 2 11 7 14 10:
Old : 20: 1 3 2 11 7 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 81.9 91.7 99.0 66.3 72.0 85.8 87.7
Old : 66.4 81.9 91.7 99.0 66.3 72.0 85.8 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,412: 256 6,319 856 8,300 2,237 9,412 9,412: 0 0
Old : 9,412: 256 6,319 856 8,300 2,237 9,412 9,412: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 67.1 9.1 88.2 23.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 67.1 9.1 88.2 23.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 11 8 14 11:
Old : 21: 1 3 2 11 8 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 85.7 91.0 98.9 65.6 76.6 86.2 88.4
Old : 65.6 85.7 91.0 98.9 65.6 76.6 86.2 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 9,220: 3,500 2,560 1,640 3,720 4,540 8,860 8,740: 360 480
Old : 9,220: 3,500 2,560 1,640 3,720 4,540 8,860 8,740: 360 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 27.8 17.8 40.3 49.2 96.1 94.8: 3.9 5.2
Old : 100.0: 38.0 27.8 17.8 40.3 49.2 96.1 94.8: 3.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 4 14 14 19 18:
Old : 22: 3 2 4 14 14 19 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 : 61.0 58.4 78.7 80.7 48.2 48.4 59.4 60.7
Old : 61.0 58.4 78.7 80.7 48.2 48.4 59.4 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 810,793: 107,003 98,600 134,592 511,576 502,606 753,171 735,798: 57,622 74,995
Old : 810,793: 107,003 98,600 134,592 511,576 502,606 753,171 735,798: 57,622 74,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 291: -14,603 3,002 8,940 3,191 -17,626 -2,472 -5,684: 2,763 5,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.2 16.6 63.1 62.0 92.9 90.8: 7.1 9.2
Old : 100.0: 13.2 12.2 16.6 63.1 62.0 92.9 90.8: 7.1 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 : 264: 63 97 100 86 86 213 225:
Old : 264: 63 97 100 86 86 213 225:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 18.3 31.3 29.4 14.8 12.7 24.0 19.8
Old : 20.6 18.3 31.3 29.4 14.8 12.7 24.0 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 810,502: 121,606 95,598 125,652 508,385 520,232 755,643 741,482: 54,859 69,020
Old : 810,502: 121,606 95,598 125,652 508,385 520,232 755,643 741,482: 54,859 69,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -11,713: -3,694 2,949 6,597 -9,196 -19,760 -6,293 -10,214: -5,420 -1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.8 15.5 62.7 64.2 93.2 91.5: 6.8 8.5
Old : 100.0: 15.0 11.8 15.5 62.7 64.2 93.2 91.5: 6.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 68 88 94 85 89 217 216:
Old : 264: 68 88 94 85 89 217 216:
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 : 20.3 20.1 31.4 31.5 14.3 13.3 23.3 20.8
Old : 20.3 20.1 31.4 31.5 14.3 13.3 23.3 20.8
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, May 3, 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 : 13,235: 8,586 2,773 319 1,563 9,435 10,468 12,527: 2,767 708
Old : 13,235: 8,586 2,773 319 1,563 9,435 10,468 12,527: 2,767 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -146: -154 97 169 108 -581 123 -315: -269 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 21.0 2.4 11.8 71.3 79.1 94.7: 20.9 5.3
Old : 100.0: 64.9 21.0 2.4 11.8 71.3 79.1 94.7: 20.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 63 18 7 11 25 79 48:
Old : 118: 63 18 7 11 25 79 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 44.2 33.6 61.2 22.3 44.2 33.6 61.2
Old : 22.3 44.2 33.6 61.2 22.3 44.2 33.6 61.2
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 26, 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 : 13,381: 8,740 2,676 150 1,455 10,016 10,345 12,842: 3,036 539
Old : 13,381: 8,740 2,676 150 1,455 10,016 10,345 12,842: 3,036 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 216: -23 420 -47 262 -114 192 259: 24 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 20.0 1.1 10.9 74.9 77.3 96.0: 22.7 4.0
Old : 100.0: 65.3 20.0 1.1 10.9 74.9 77.3 96.0: 22.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 65 14 4 12 26 81 42:
Old : 117: 65 14 4 12 26 81 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 43.1 32.1 63.2 22.1 43.1 32.1 63.2
Old : 22.1 43.1 32.1 63.2 22.1 43.1 32.1 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 8,684: 5,898 1,167 93 843 6,695 6,834 7,955: 1,850 729
Old : 8,684: 5,898 1,167 93 843 6,695 6,834 7,955: 1,850 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -496: -356 89 88 -51 -612 -319 -435: -177 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 13.4 1.1 9.7 77.1 78.7 91.6: 21.3 8.4
Old : 100.0: 67.9 13.4 1.1 9.7 77.1 78.7 91.6: 21.3 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 25 8 2 4 18 30 27:
Old : 54: 25 8 2 4 18 30 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 : 37.0 51.6 53.2 65.9 37.0 51.6 52.3 65.9
Old : 37.0 51.6 53.2 65.9 37.0 51.6 52.3 65.9
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 26, 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 : 9,180: 6,254 1,078 5 894 7,307 7,153 8,390: 2,027 790
Old : 9,180: 6,254 1,078 5 894 7,307 7,153 8,390: 2,027 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 926: 868 71 -1 -7 782 860 852: 66 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 11.7 0.1 9.7 79.6 77.9 91.4: 22.1 8.6
Old : 100.0: 68.1 11.7 0.1 9.7 79.6 77.9 91.4: 22.1 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 : 55: 25 7 1 8 19 34 26:
Old : 55: 25 7 1 8 19 34 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 : 35.8 52.6 49.9 67.1 35.8 52.5 49.9 66.9
Old : 35.8 52.6 49.9 67.1 35.8 52.5 49.9 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 146,520: 33,496 7,350 9,737 89,092 117,159 132,325 134,246: 14,195 12,274
Old : 146,520: 33,496 7,350 9,737 89,092 117,159 132,325 134,246: 14,195 12,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -13,234: -4,923 148 -283 -3,949 -10,478 -9,155 -10,613: -4,079 -2,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 5.0 6.6 60.8 80.0 90.3 91.6: 9.7 8.4
Old : 100.0: 22.9 5.0 6.6 60.8 80.0 90.3 91.6: 9.7 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 50 21 37 61 73 127 118:
Old : 158: 50 21 37 61 73 127 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 18.5 42.3 30.8 26.0 12.2 37.8 21.2
Old : 28.9 18.5 42.3 30.8 26.0 12.2 37.8 21.2
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 26, 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 : 159,754: 38,419 7,202 10,020 93,041 127,637 141,480 144,859: 18,274 14,895
Old : 159,754: 38,419 7,202 10,020 93,041 127,637 141,480 144,859: 18,274 14,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -2,308: 1,655 1,586 -666 -1,407 -3,862 -418 -2,942: -1,890 634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 4.5 6.3 58.2 79.9 88.6 90.7: 11.4 9.3
Old : 100.0: 24.0 4.5 6.3 58.2 79.9 88.6 90.7: 11.4 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 : 159: 48 21 35 70 77 132 121:
Old : 159: 48 21 35 70 77 132 121:
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 : 27.3 19.1 39.9 31.0 24.3 12.9 35.1 21.5
Old : 27.3 19.1 39.9 31.0 24.3 12.9 35.1 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2005