WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 213,233: 34,138 56,515 15,417 140,690 104,351 190,245 176,283: 22,988 36,950
Old : 212,270: 34,123 56,363 15,403 140,048 104,110 189,574 175,876: 22,696 36,394
Other: 963: 27 164 2 642 241 671 407: 292 556
: : :
: : Changes in Commitments from: May 17, 2005 :
: 601: 3,052 -10,853 -110 -3,630 7,911 -688 -3,052: 1,289 3,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 26.5 7.2 66.0 48.9 89.2 82.7: 10.8 17.3
Old : 100.0: 16.1 26.6 7.3 66.0 49.0 89.3 82.9: 10.7 17.1
Other: 100.0: 2.8 17.0 0.2 66.7 25.0 69.7 42.3: 30.3 57.7
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 51 87 38 40 52 116 159:
Old : 212: 52 87 37 40 52 115 159:
Other: 26: 4 2 1 4 16 8 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 : 37.5 32.5 54.1 39.2 37.2 30.7 53.7 36.4
Old : 37.7 32.6 54.3 39.4 37.4 31.0 54.0 36.6
Other: 66.7 30.3 69.7 36.4 66.7 30.3 69.5 36.4
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 212,632: 31,086 67,368 15,527 144,320 96,440 190,933 179,335: 21,699 33,297
Old : 211,790: 31,255 67,366 15,333 143,741 96,252 190,329 178,951: 21,461 32,839
Other: 842: 23 194 2 579 188 604 384: 238 458
: : :
: : Changes in Commitments from: May 10, 2005 :
: 7,934: -1,554 12,583 3,036 4,536 -9,358 6,018 6,261: 1,916 1,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 31.7 7.3 67.9 45.4 89.8 84.3: 10.2 15.7
Old : 100.0: 14.8 31.8 7.2 67.9 45.4 89.9 84.5: 10.1 15.5
Other: 100.0: 2.7 23.0 0.2 68.8 22.3 71.7 45.6: 28.3 54.4
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 51 98 37 42 48 115 166:
Old : 219: 51 98 36 42 48 114 166:
Other: 25: 2 3 1 3 16 6 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 30.2 56.1 37.0 38.6 29.3 55.7 35.2
Old : 39.1 30.3 56.3 37.1 38.8 29.5 55.9 35.5
Other: 71.1 33.1 71.7 39.3 71.1 33.1 71.5 39.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 668,196: 95,158 104,649 55,682 396,706 318,029 547,546 478,360: 120,650 189,836
Old : 445,812: 73,780 119,579 8,932 283,628 220,652 366,340 349,163: 79,472 96,649
Other: 222,384: 61,863 25,555 6,265 113,078 97,377 181,206 129,197: 41,178 93,187
: : :
: : Changes in Commitments from: May 17, 2005 :
: -8,857: -6,129 -52,078 14,052 -17,539 17,376 -9,616 -20,650: 759 11,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.7 8.3 59.4 47.6 81.9 71.6: 18.1 28.4
Old : 100.0: 16.5 26.8 2.0 63.6 49.5 82.2 78.3: 17.8 21.7
Other: 100.0: 27.8 11.5 2.8 50.8 43.8 81.5 58.1: 18.5 41.9
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 114 98 87 151 170 316 328:
Old : 421: 103 116 43 115 148 244 282:
Other: 321: 85 49 29 100 147 197 214:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 17.2 32.2 22.6 22.5 14.7 32.2 19.0
Old : 31.1 22.9 41.9 28.3 31.1 21.0 41.8 26.4
Other: 21.9 11.9 29.9 18.1 21.6 8.2 28.8 14.0
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 677,053: 101,287 156,727 41,630 414,245 300,653 557,162 499,010: 119,891 178,043
Old : 469,113: 80,787 158,076 7,727 300,332 211,806 388,846 377,609: 80,267 91,504
Other: 207,940: 49,280 27,431 5,123 113,913 88,847 168,316 121,401: 39,624 86,539
: : :
: : Changes in Commitments from: May 10, 2005 :
: -6,337: -4,447 7,730 -392 -2,305 -7,631 -7,144 -293: 807 -6,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 23.1 6.1 61.2 44.4 82.3 73.7: 17.7 26.3
Old : 100.0: 17.2 33.7 1.6 64.0 45.2 82.9 80.5: 17.1 19.5
Other: 100.0: 23.7 13.2 2.5 54.8 42.7 80.9 58.4: 19.1 41.6
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 122 112 76 154 158 318 318:
Old : 436: 115 116 35 125 136 259 269:
Other: 308: 82 49 25 97 136 192 197:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 19.6 32.4 24.1 22.7 17.1 32.2 21.3
Old : 30.8 24.8 41.1 29.8 30.8 23.7 41.0 28.4
Other: 26.9 12.1 34.4 18.1 22.7 6.9 29.5 12.5
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 7,761: 1,855 1,914 21 1,815 3,895 3,691 5,830: 4,070 1,931
Old : 7,761: 1,855 1,914 21 1,815 3,895 3,691 5,830: 4,070 1,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 40: -196 267 -27 -45 -213 -268 27: 308 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 24.7 0.3 23.4 50.2 47.6 75.1: 52.4 24.9
Old : 100.0: 23.9 24.7 0.3 23.4 50.2 47.6 75.1: 52.4 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 : 40: 10 14 3 8 13 21 27:
Old : 40: 10 14 3 8 13 21 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 29.6 34.2 45.7 20.9 29.6 30.4 43.8
Old : 21.8 29.6 34.2 45.7 20.9 29.6 30.4 43.8
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, May 17, 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 : 7,721: 2,051 1,647 48 1,860 4,108 3,959 5,803: 3,762 1,918
Old : 7,721: 2,051 1,647 48 1,860 4,108 3,959 5,803: 3,762 1,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -189: -17 84 13 6 -344 2 -247: -191 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 21.3 0.6 24.1 53.2 51.3 75.2: 48.7 24.8
Old : 100.0: 26.6 21.3 0.6 24.1 53.2 51.3 75.2: 48.7 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 12 4 10 13 23 26:
Old : 39: 10 12 4 10 13 23 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 : 21.9 32.1 35.5 47.6 21.9 30.7 32.8 45.8
Old : 21.9 32.1 35.5 47.6 21.9 30.7 32.8 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 261,822: 50,721 24,261 29,856 128,763 131,497 209,340 185,614: 52,482 76,208
Old : 174,409: 37,794 36,227 7,367 98,753 91,656 143,914 135,250: 30,495 39,159
Other: 87,413: 32,195 7,302 3,221 30,010 39,841 65,426 50,364: 21,987 37,049
: : :
: : Changes in Commitments from: May 17, 2005 :
: 24,099: 13,745 -7,837 2,560 1,690 26,156 17,995 20,879: 6,104 3,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 9.3 11.4 49.2 50.2 80.0 70.9: 20.0 29.1
Old : 100.0: 21.7 20.8 4.2 56.6 52.6 82.5 77.5: 17.5 22.5
Other: 100.0: 36.8 8.4 3.7 34.3 45.6 74.8 57.6: 25.2 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 118 57 78 72 90 231 196:
Old : 281: 87 85 35 55 84 167 179:
Other: 194: 82 23 20 52 64 143 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 16.6 35.7 26.5 22.9 15.8 33.0 22.6
Old : 33.1 19.8 46.8 30.5 33.1 18.5 44.9 28.9
Other: 19.6 15.1 28.2 25.3 17.4 15.1 24.4 23.5
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 237,723: 36,976 32,098 27,296 127,073 105,341 191,345 164,735: 46,378 72,988
Old : 163,161: 27,831 42,435 7,295 101,768 74,714 136,894 124,444: 26,267 38,717
Other: 74,562: 26,459 6,977 2,687 25,305 30,627 54,451 40,291: 20,111 34,271
: : :
: : Changes in Commitments from: May 10, 2005 :
: -9,627: -11,864 5,285 2,591 2,769 -14,024 -6,504 -6,148: -3,123 -3,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.5 11.5 53.5 44.3 80.5 69.3: 19.5 30.7
Old : 100.0: 17.1 26.0 4.5 62.4 45.8 83.9 76.3: 16.1 23.7
Other: 100.0: 35.5 9.4 3.6 33.9 41.1 73.0 54.0: 27.0 46.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 99 75 74 76 88 219 206:
Old : 285: 77 95 39 56 82 163 189:
Other: 183: 74 22 18 53 60 134 93:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.2 38.9 22.7 25.2 14.1 36.4 20.2
Old : 36.1 19.3 51.3 26.9 36.1 18.3 49.7 25.4
Other: 21.1 14.7 30.5 24.2 19.9 14.5 28.3 22.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 127,526: 20,752 17,980 12,483 72,081 83,282 105,316 113,745: 22,210 13,781
Old : 96,618: 17,351 18,858 6,437 57,562 60,052 81,350 85,347: 15,268 11,271
Other: 30,908: 5,930 1,651 3,517 14,519 23,230 23,966 28,398: 6,942 2,510
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,308: -57 -1,301 -678 472 6,201 -263 4,222: 2,571 -1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 14.1 9.8 56.5 65.3 82.6 89.2: 17.4 10.8
Old : 100.0: 18.0 19.5 6.7 59.6 62.2 84.2 88.3: 15.8 11.7
Other: 100.0: 19.2 5.3 11.4 47.0 75.2 77.5 91.9: 22.5 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 37 27 28 47 43 96 92:
Old : 126: 33 32 21 45 40 89 84:
Other: 66: 17 10 12 24 23 46 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 : 24.9 29.5 38.3 44.2 24.9 27.1 35.3 37.6
Old : 29.4 30.2 43.3 44.4 29.4 28.4 40.7 40.4
Other: 38.7 44.1 50.5 61.4 31.1 36.9 37.6 48.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 125,218: 20,809 19,281 13,161 71,609 77,081 105,579 109,523: 19,639 15,695
Old : 95,851: 18,631 20,329 6,375 57,143 55,590 82,149 82,294: 13,702 13,557
Other: 29,367: 5,464 2,238 3,500 14,466 21,491 23,430 27,229: 5,937 2,138
: : :
: : Changes in Commitments from: May 10, 2005 :
: -20,122: -14,185 7,699 -1,194 1,515 -28,254 -13,864 -21,749: -6,258 1,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.4 10.5 57.2 61.6 84.3 87.5: 15.7 12.5
Old : 100.0: 19.4 21.2 6.7 59.6 58.0 85.7 85.9: 14.3 14.1
Other: 100.0: 18.6 7.6 11.9 49.3 73.2 79.8 92.7: 20.2 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 38 26 24 49 40 97 85:
Old : 126: 33 30 17 46 39 88 79:
Other: 60: 13 11 9 24 22 40 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 : 25.3 28.8 38.7 42.7 25.3 26.9 35.8 36.2
Old : 30.2 29.3 44.0 42.6 30.2 27.0 41.5 37.2
Other: 41.1 48.1 52.8 63.0 31.7 38.9 38.3 50.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 752,961: 147,706 128,607 26,838 423,430 427,570 597,974 583,015: 154,987 169,946
Old : 752,961: 147,706 128,607 26,838 423,430 427,570 597,974 583,015: 154,987 169,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -7,065: 25,022 -5,591 8,721 -32,899 -16,722 844 -13,592: -7,909 6,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.1 3.6 56.2 56.8 79.4 77.4: 20.6 22.6
Old : 100.0: 19.6 17.1 3.6 56.2 56.8 79.4 77.4: 20.6 22.6
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 : 183: 38 40 31 62 79 120 133:
Old : 183: 38 40 31 62 79 120 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.1 36.2 24.7 20.3 11.2 26.2 18.4
Old : 28.0 16.1 36.2 24.7 20.3 11.2 26.2 18.4
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, May 17, 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 : 760,026: 122,684 134,198 18,117 456,329 444,292 597,130 596,607: 162,896 163,419
Old : 760,026: 122,684 134,198 18,117 456,329 444,292 597,130 596,607: 162,896 163,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 55,710: 24,945 24,019 4,376 13,876 19,956 43,197 48,351: 12,513 7,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 17.7 2.4 60.0 58.5 78.6 78.5: 21.4 21.5
Old : 100.0: 16.1 17.7 2.4 60.0 58.5 78.6 78.5: 21.4 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 39 38 27 65 79 119 130:
Old : 180: 39 38 27 65 79 119 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 16.8 35.6 27.2 17.3 11.8 23.2 19.6
Old : 27.5 16.8 35.6 27.2 17.3 11.8 23.2 19.6
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 24, 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 : 128,146: 25,218 13,355 14,855 56,883 80,593 96,956 108,803: 31,190 19,343
Old : 88,580: 24,194 13,273 7,961 32,222 52,698 64,377 73,932: 24,203 14,648
Other: 39,566: 4,208 3,266 3,710 24,661 27,895 32,579 34,871: 6,987 4,695
: : :
: : Changes in Commitments from: May 17, 2005 :
: 6,424: 3,887 -121 37 -389 6,341 3,535 6,257: 2,889 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 10.4 11.6 44.4 62.9 75.7 84.9: 24.3 15.1
Old : 100.0: 27.3 15.0 9.0 36.4 59.5 72.7 83.5: 27.3 16.5
Other: 100.0: 10.6 8.3 9.4 62.3 70.5 82.3 88.1: 17.7 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 35 26 30 50 56 109 103:
Old : 139: 40 26 23 45 51 99 91:
Other: 79: 14 17 14 37 29 60 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 27.8 26.2 40.0 10.7 20.5 17.7 27.0
Old : 14.1 30.0 23.4 38.2 13.9 25.7 22.3 33.1
Other: 32.2 41.9 46.7 58.6 27.1 41.0 40.5 52.1
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 121,722: 21,331 13,476 14,818 57,272 74,252 93,421 102,546: 28,301 19,176
Old : 83,678: 20,227 12,968 8,151 33,197 47,635 61,575 68,754: 22,103 14,924
Other: 38,044: 4,072 3,476 3,699 24,075 26,617 31,846 33,792: 6,198 4,252
: : :
: : Changes in Commitments from: May 10, 2005 :
: -7,161: -7,033 490 -12 468 -6,936 -6,577 -6,458: -584 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 11.1 12.2 47.1 61.0 76.7 84.2: 23.3 15.8
Old : 100.0: 24.2 15.5 9.7 39.7 56.9 73.6 82.2: 26.4 17.8
Other: 100.0: 10.7 9.1 9.7 63.3 70.0 83.7 88.8: 16.3 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 35 30 31 49 54 108 103:
Old : 137: 39 28 23 44 51 98 92:
Other: 76: 14 16 14 37 25 60 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 : 17.6 26.4 28.4 39.3 11.9 19.8 18.8 25.6
Old : 15.8 28.3 25.8 36.6 15.2 22.4 23.2 29.3
Other: 31.3 45.6 47.0 62.5 28.4 44.6 43.4 55.1
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 6,912: 3,445 672 717 1,009 4,354 5,171 5,743: 1,741 1,169
Old : 5,225: 3,122 870 328 472 3,215 3,922 4,413: 1,303 812
Other: 1,687: 672 151 40 537 1,139 1,249 1,330: 438 357
: : :
: : Changes in Commitments from: May 17, 2005 :
: -233: -152 -86 -14 39 -163 -127 -263: -106 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 9.7 10.4 14.6 63.0 74.8 83.1: 25.2 16.9
Old : 100.0: 59.8 16.7 6.3 9.0 61.5 75.1 84.5: 24.9 15.5
Other: 100.0: 39.8 9.0 2.4 31.8 67.5 74.0 78.8: 26.0 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 10 8 8 15 28 28:
Old : 40: 13 10 3 2 15 18 26:
Other: 26: 8 5 4 7 8 18 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 44.8 55.7 62.0 39.8 42.4 49.0 55.0
Old : 48.7 48.2 64.0 63.9 48.7 47.4 60.7 58.6
Other: 42.9 55.7 59.9 73.1 37.0 48.3 53.0 61.1
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 7,145: 3,597 758 731 970 4,517 5,298 6,006: 1,847 1,139
Old : 5,770: 3,392 820 498 458 3,646 4,348 4,964: 1,422 806
Other: 1,375: 403 136 35 512 871 950 1,042: 425 333
: : :
: : Changes in Commitments from: May 10, 2005 :
: 394: 379 111 68 -26 62 421 241: -27 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 10.6 10.2 13.6 63.2 74.1 84.1: 25.9 15.9
Old : 100.0: 58.8 14.2 8.6 7.9 63.2 75.4 86.0: 24.6 14.0
Other: 100.0: 29.3 9.9 2.5 37.2 63.3 69.1 75.8: 30.9 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 10 8 7 15 29 27:
Old : 42: 16 10 4 2 15 22 25:
Other: 25: 8 5 4 6 8 17 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 43.6 54.4 61.2 38.2 41.2 47.5 54.5
Old : 46.4 46.8 61.7 63.3 46.4 46.6 56.0 58.2
Other: 43.6 51.7 59.2 71.0 36.4 42.7 47.5 55.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 367,547: 103,271 72,285 4,016 196,253 171,664 303,540 247,965: 64,007 119,582
Old : 367,547: 103,271 72,285 4,016 196,253 171,664 303,540 247,965: 64,007 119,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 26,816: -10,591 -2,957 2,677 32,879 22,840 24,965 22,560: 1,851 4,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 19.7 1.1 53.4 46.7 82.6 67.5: 17.4 32.5
Old : 100.0: 28.1 19.7 1.1 53.4 46.7 82.6 67.5: 17.4 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 17 23 3 43 44 62 68:
Old : 101: 17 23 3 43 44 62 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 17.3 49.4 26.2 29.6 15.3 44.3 22.7
Old : 31.5 17.3 49.4 26.2 29.6 15.3 44.3 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 340,731: 113,862 75,242 1,339 163,374 148,824 278,575 225,405: 62,156 115,326
Old : 340,731: 113,862 75,242 1,339 163,374 148,824 278,575 225,405: 62,156 115,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 10,294: -1,272 -3,621 -379 11,345 5,220 9,694 1,220: 600 9,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 22.1 0.4 47.9 43.7 81.8 66.2: 18.2 33.8
Old : 100.0: 33.4 22.1 0.4 47.9 43.7 81.8 66.2: 18.2 33.8
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 : 102: 17 26 2 41 40 59 67:
Old : 102: 17 26 2 41 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 : 31.6 17.3 48.4 26.1 30.8 16.7 46.9 24.9
Old : 31.6 17.3 48.4 26.1 30.8 16.7 46.9 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 2,185,852: 513,603 439,059 143,029 1,209,125 1,103,717 1,865,757 1,685,805: 320,095 500,047
Old : 2,185,852: 513,603 439,059 143,029 1,209,125 1,103,717 1,865,757 1,685,805: 320,095 500,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -74,085: 52,319 -149,099 -35,871 -155,531 40,962 -139,083 -144,008: 64,998 69,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 20.1 6.5 55.3 50.5 85.4 77.1: 14.6 22.9
Old : 100.0: 23.5 20.1 6.5 55.3 50.5 85.4 77.1: 14.6 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 : 264: 46 81 49 85 118 157 222:
Old : 264: 46 81 49 85 118 157 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 14.8 50.0 23.4 28.1 9.6 40.8 15.1
Old : 35.4 14.8 50.0 23.4 28.1 9.6 40.8 15.1
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 17, 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 : 2,259,937: 461,284 588,158 178,900 1,364,656 1,062,755 2,004,840 1,829,813: 255,097 430,124
Old : 2,259,937: 461,284 588,158 178,900 1,364,656 1,062,755 2,004,840 1,829,813: 255,097 430,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 157,848: 90,177 89,853 16,204 36,767 25,142 143,148 131,199: 14,700 26,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 26.0 7.9 60.4 47.0 88.7 81.0: 11.3 19.0
Old : 100.0: 20.4 26.0 7.9 60.4 47.0 88.7 81.0: 11.3 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 45 93 53 88 141 169 251:
Old : 298: 45 93 53 88 141 169 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 14.1 52.3 23.1 33.4 11.4 43.8 17.2
Old : 37.8 14.1 52.3 23.1 33.4 11.4 43.8 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 1,270,674: 156,923 250,722 86,621 840,129 672,396 1,083,673 1,009,739: 187,001 260,935
Old : 1,270,674: 156,923 250,722 86,621 840,129 672,396 1,083,673 1,009,739: 187,001 260,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -53,712: -854 -41,055 5,233 -77,965 -25,169 -73,586 -60,991: 19,874 7,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.7 6.8 66.1 52.9 85.3 79.5: 14.7 20.5
Old : 100.0: 12.3 19.7 6.8 66.1 52.9 85.3 79.5: 14.7 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 33 48 26 66 80 114 139:
Old : 182: 33 48 26 66 80 114 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 19.8 45.6 28.9 23.7 12.7 35.6 20.2
Old : 29.4 19.8 45.6 28.9 23.7 12.7 35.6 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 1,324,386: 157,777 291,777 81,388 918,094 697,565 1,157,259 1,070,730: 167,127 253,656
Old : 1,324,386: 157,777 291,777 81,388 918,094 697,565 1,157,259 1,070,730: 167,127 253,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -44,153: 7,972 -8,126 14,993 -81,303 -26,127 -58,338 -19,260: 14,185 -24,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 22.0 6.1 69.3 52.7 87.4 80.8: 12.6 19.2
Old : 100.0: 11.9 22.0 6.1 69.3 52.7 87.4 80.8: 12.6 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 : 200: 34 55 33 70 89 122 159:
Old : 200: 34 55 33 70 89 122 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 20.1 46.3 29.3 25.5 15.5 36.9 23.1
Old : 32.3 20.1 46.3 29.3 25.5 15.5 36.9 23.1
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 24, 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 : 448,213: 115,711 30,393 90,673 202,825 299,524 409,209 420,590: 39,004 27,623
Old : 448,213: 115,711 30,393 90,673 202,825 299,524 409,209 420,590: 39,004 27,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 15,122: -8,998 1,806 9,224 11,153 8,452 11,379 19,482: 3,743 -4,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.8 20.2 45.3 66.8 91.3 93.8: 8.7 6.2
Old : 100.0: 25.8 6.8 20.2 45.3 66.8 91.3 93.8: 8.7 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 : 110: 31 18 31 44 52 87 90:
Old : 110: 31 18 31 44 52 87 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 44.3 52.1 56.6 16.5 26.6 22.0 33.2
Old : 40.1 44.3 52.1 56.6 16.5 26.6 22.0 33.2
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 17, 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 : 433,091: 124,709 28,587 81,449 191,672 291,072 397,830 401,108: 35,261 31,983
Old : 433,091: 124,709 28,587 81,449 191,672 291,072 397,830 401,108: 35,261 31,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 8,905: 16,588 541 -7,138 2,011 16,543 11,461 9,946: -2,556 -1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 6.6 18.8 44.3 67.2 91.9 92.6: 8.1 7.4
Old : 100.0: 28.8 6.6 18.8 44.3 67.2 91.9 92.6: 8.1 7.4
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 : 107: 32 18 32 40 50 84 90:
Old : 107: 32 18 32 40 50 84 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 44.9 51.9 57.0 17.9 26.5 24.6 34.4
Old : 39.5 44.9 51.9 57.0 17.9 26.5 24.6 34.4
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, May 24, 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 : 41,433: 11,934 4,911 389 19,222 29,070 31,545 34,370: 9,888 7,063
Old : 41,433: 11,934 4,911 389 19,222 29,070 31,545 34,370: 9,888 7,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 296: 1,144 -226 -4 -1,248 1,319 -108 1,089: 404 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 11.9 0.9 46.4 70.2 76.1 83.0: 23.9 17.0
Old : 100.0: 28.8 11.9 0.9 46.4 70.2 76.1 83.0: 23.9 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 24 12 1 19 12 44 24:
Old : 65: 24 12 1 19 12 44 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 : 32.6 60.3 45.7 69.8 32.6 60.1 45.6 68.6
Old : 32.6 60.3 45.7 69.8 32.6 60.1 45.6 68.6
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 17, 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 : 41,137: 10,790 5,137 393 20,470 27,751 31,653 33,281: 9,484 7,856
Old : 41,137: 10,790 5,137 393 20,470 27,751 31,653 33,281: 9,484 7,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -419: 213 32 -4 -97 -639 112 -611: -531 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 12.5 1.0 49.8 67.5 76.9 80.9: 23.1 19.1
Old : 100.0: 26.2 12.5 1.0 49.8 67.5 76.9 80.9: 23.1 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 : 64: 23 12 3 19 11 43 25:
Old : 64: 23 12 3 19 11 43 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 : 33.2 59.0 48.2 68.6 33.2 59.0 48.1 67.6
Old : 33.2 59.0 48.2 68.6 33.2 59.0 48.1 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 24, 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 : 64,616: 10,004 35,583 88 44,981 10,095 55,073 45,766: 9,543 18,850
Old : 64,616: 10,004 35,583 88 44,981 10,095 55,073 45,766: 9,543 18,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -1,310: -2,334 4,126 -337 4,641 -5,453 1,970 -1,664: -3,280 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 55.1 0.1 69.6 15.6 85.2 70.8: 14.8 29.2
Old : 100.0: 15.5 55.1 0.1 69.6 15.6 85.2 70.8: 14.8 29.2
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 : 72: 16 34 1 16 11 32 46:
Old : 72: 16 34 1 16 11 32 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 22.5 70.1 34.9 58.1 22.5 67.7 34.9
Old : 60.5 22.5 70.1 34.9 58.1 22.5 67.7 34.9
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 17, 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 : 65,926: 12,338 31,457 425 40,340 15,548 53,103 47,430: 12,823 18,496
Old : 65,926: 12,338 31,457 425 40,340 15,548 53,103 47,430: 12,823 18,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,192: 8 2,800 -74 1,422 -2,142 1,356 584: -2,548 -1,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 47.7 0.6 61.2 23.6 80.5 71.9: 19.5 28.1
Old : 100.0: 18.7 47.7 0.6 61.2 23.6 80.5 71.9: 19.5 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 : 72: 19 28 3 17 13 38 42:
Old : 72: 19 28 3 17 13 38 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 : 54.0 28.7 64.1 44.3 52.5 28.7 62.4 44.3
Old : 54.0 28.7 64.1 44.3 52.5 28.7 62.4 44.3
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 24, 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 : 39,731: 6,518 6,327 1,046 31,317 30,844 38,881 38,217: 850 1,514
Old : 39,731: 6,518 6,327 1,046 31,317 30,844 38,881 38,217: 850 1,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,135: -70 -1,052 0 1,503 2,152 1,433 1,100: -298 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.9 2.6 78.8 77.6 97.9 96.2: 2.1 3.8
Old : 100.0: 16.4 15.9 2.6 78.8 77.6 97.9 96.2: 2.1 3.8
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 : 59: 7 21 4 17 19 27 41:
Old : 59: 7 21 4 17 19 27 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 : 51.1 46.9 71.2 69.3 49.8 41.1 68.0 58.1
Old : 51.1 46.9 71.2 69.3 49.8 41.1 68.0 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 38,596: 6,588 7,379 1,046 29,814 28,692 37,448 37,117: 1,148 1,479
Old : 38,596: 6,588 7,379 1,046 29,814 28,692 37,448 37,117: 1,148 1,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 840: 541 1,341 0 138 -635 679 706: 161 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 19.1 2.7 77.2 74.3 97.0 96.2: 3.0 3.8
Old : 100.0: 17.1 19.1 2.7 77.2 74.3 97.0 96.2: 3.0 3.8
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 : 60: 7 23 4 16 18 26 42:
Old : 60: 7 23 4 16 18 26 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 : 52.6 43.8 74.5 67.3 52.6 40.5 74.4 64.0
Old : 52.6 43.8 74.5 67.3 52.6 40.5 74.4 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 14,234: 0 948 0 14,180 13,200 14,180 14,148: 54 86
Old : 14,234: 0 948 0 14,180 13,200 14,180 14,148: 54 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -68: 0 -89 0 -68 16 -68 -73: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 99.6 92.7 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 6.7 0.0 99.6 92.7 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 7 0 5 11 5 18:
Old : 22: 0 7 0 5 11 5 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 : 98.9 79.6 99.6 91.1 98.9 78.9 98.9 90.4
Old : 98.9 79.6 99.6 91.1 98.9 78.9 98.9 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 14,302: 0 1,037 0 14,248 13,184 14,248 14,221: 54 81
Old : 14,302: 0 1,037 0 14,248 13,184 14,248 14,221: 54 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 51: 0 -8 0 60 58 60 50: -9 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 99.6 92.2 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 7.3 0.0 99.6 92.2 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 7 0 4 11 4 18:
Old : 22: 0 7 0 4 11 4 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 : 99.6 80.8 99.6 91.3 99.6 80.8 99.6 91.3
Old : 99.6 80.8 99.6 91.3 99.6 80.8 99.6 91.3
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 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 23,101: 3,030 2,051 1,085 14,795 13,077 18,910 16,213: 4,191 6,888
Old : 23,101: 3,030 2,051 1,085 14,795 13,077 18,910 16,213: 4,191 6,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 287: -633 102 51 768 79 186 232: 101 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.9 4.7 64.0 56.6 81.9 70.2: 18.1 29.8
Old : 100.0: 13.1 8.9 4.7 64.0 56.6 81.9 70.2: 18.1 29.8
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: 10 6 10 21 18 34 31:
Old : 42: 10 6 10 21 18 34 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 : 48.6 31.7 63.5 51.4 48.3 29.6 61.6 47.5
Old : 48.6 31.7 63.5 51.4 48.3 29.6 61.6 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,814: 3,663 1,949 1,034 14,027 12,998 18,724 15,981: 4,090 6,833
Old : 22,814: 3,663 1,949 1,034 14,027 12,998 18,724 15,981: 4,090 6,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 769: 1,097 94 -295 459 462 1,261 261: -492 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.5 4.5 61.5 57.0 82.1 70.0: 17.9 30.0
Old : 100.0: 16.1 8.5 4.5 61.5 57.0 82.1 70.0: 17.9 30.0
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 : 44: 13 6 13 20 18 36 34:
Old : 44: 13 6 13 20 18 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 31.8 63.2 52.4 47.8 29.6 61.2 48.3
Old : 48.8 31.8 63.2 52.4 47.8 29.6 61.2 48.3
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 24, 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 : 96,007: 11,919 16,247 24,658 44,721 28,516 81,298 69,421: 14,709 26,586
Old : 85,978: 11,074 17,125 21,587 40,148 24,985 72,809 63,697: 13,169 22,281
Other: 10,029: 3,318 1,595 598 4,573 3,531 8,489 5,724: 1,540 4,305
: : :
: : Changes in Commitments from: May 17, 2005 :
: -506: -213 4,955 4,437 543 -4,625 4,767 4,767: -5,273 -5,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 16.9 25.7 46.6 29.7 84.7 72.3: 15.3 27.7
Old : 100.0: 12.9 19.9 25.1 46.7 29.1 84.7 74.1: 15.3 25.9
Other: 100.0: 33.1 15.9 6.0 45.6 35.2 84.6 57.1: 15.4 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 39 53 54 20 33 92 122:
Old : 149: 39 55 53 19 33 91 121:
Other: 44: 19 8 5 5 14 26 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 16.4 42.7 24.8 29.0 16.3 41.2 21.9
Old : 32.4 16.2 45.1 25.0 32.4 16.1 43.8 22.4
Other: 59.9 33.8 73.7 44.1 58.8 29.8 70.5 40.1
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 96,513: 12,132 11,292 20,221 44,178 33,141 76,531 64,654: 19,982 31,859
Old : 88,110: 11,789 11,589 17,910 40,343 30,207 70,042 59,706: 18,068 28,404
Other: 8,403: 2,238 1,598 416 3,835 2,934 6,489 4,948: 1,914 3,455
: : :
: : Changes in Commitments from: May 10, 2005 :
: 336: -2,397 -576 1,560 -145 -2,261 -982 -1,277: 1,318 1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.7 21.0 45.8 34.3 79.3 67.0: 20.7 33.0
Old : 100.0: 13.4 13.2 20.3 45.8 34.3 79.5 67.8: 20.5 32.2
Other: 100.0: 26.6 19.0 5.0 45.6 34.9 77.2 58.9: 22.8 41.1
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 39 42 43 22 33 88 102:
Old : 134: 35 45 43 21 33 85 102:
Other: 40: 12 11 2 6 14 19 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 17.0 42.2 28.3 28.4 16.2 38.8 22.1
Old : 31.2 17.2 45.1 29.1 31.2 16.3 42.1 24.6
Other: 56.0 35.4 69.1 47.1 54.8 30.7 66.2 42.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 3,913: 605 1,708 271 1,508 782 2,384 2,761: 1,529 1,152
Old : 3,865: 605 1,736 242 1,490 782 2,337 2,760: 1,528 1,105
Other: 48: 28 0 1 18 0 47 1: 1 47
: : :
: : Changes in Commitments from: May 17, 2005 :
: 308: 189 272 -115 -7 11 67 168: 241 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 43.6 6.9 38.5 20.0 60.9 70.6: 39.1 29.4
Old : 100.0: 15.7 44.9 6.3 38.6 20.2 60.5 71.4: 39.5 28.6
Other: 100.0: 58.3 0.0 2.1 37.5 0.0 97.9 2.1: 2.1 97.9
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 16 4 8 4 22 20:
Old : 35: 10 16 4 8 4 22 20:
Other: 4: 2 0 1 2 0 4 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 : 34.8 44.1 45.7 57.2 31.7 41.7 39.8 49.7
Old : 34.8 44.7 45.4 57.9 31.7 42.2 39.9 50.3
Other: 97.9 2.1 97.9 2.1 95.8 0.0 95.8 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 3,605: 416 1,436 386 1,515 771 2,317 2,593: 1,288 1,012
Old : 3,576: 416 1,450 371 1,499 768 2,286 2,589: 1,290 987
Other: 29: 14 0 1 16 3 31 4: -2 25
: : :
: : Changes in Commitments from: May 10, 2005 :
: -126: 19 -48 10 -22 -35 7 -73: -133 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 39.8 10.7 42.0 21.4 64.3 71.9: 35.7 28.1
Old : 100.0: 11.6 40.5 10.4 41.9 21.5 63.9 72.4: 36.1 27.6
Other: 100.0: 48.3 0.0 3.4 55.2 10.3 106.9 13.8: -6.9 86.2
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 10 5 8 4 20 16:
Old : 28: 9 10 5 8 4 20 16:
Other: 4: 2 0 1 2 1 4 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 48.0 51.9 62.4 34.7 45.6 42.4 52.7
Old : 37.0 48.4 51.6 62.8 34.5 46.0 42.3 53.1
Other: 106.9 13.8 106.9 13.8 100.0 6.9 100.0 6.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 144,146: 40,842 16,105 14,717 69,629 75,020 125,188 105,842: 18,958 38,304
Old : 144,146: 40,842 16,105 14,717 69,629 75,020 125,188 105,842: 18,958 38,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -9,819: -9,365 -1,875 -2,143 2,682 -3,977 -8,826 -7,995: -993 -1,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 11.2 10.2 48.3 52.0 86.8 73.4: 13.2 26.6
Old : 100.0: 28.3 11.2 10.2 48.3 52.0 86.8 73.4: 13.2 26.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 56 30 43 66 103 147 162:
Old : 211: 56 30 43 66 103 147 162:
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 : 23.2 14.7 36.5 24.5 23.2 14.4 34.6 23.9
Old : 23.2 14.7 36.5 24.5 23.2 14.4 34.6 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 153,965: 50,207 17,980 16,860 66,947 78,997 134,014 113,837: 19,951 40,128
Old : 153,965: 50,207 17,980 16,860 66,947 78,997 134,014 113,837: 19,951 40,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 12,666: 4,758 168 2,881 3,605 6,932 11,244 9,981: 1,422 2,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.7 11.0 43.5 51.3 87.0 73.9: 13.0 26.1
Old : 100.0: 32.6 11.7 11.0 43.5 51.3 87.0 73.9: 13.0 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 : 228: 70 34 46 63 101 160 165:
Old : 228: 70 34 46 63 101 160 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 14.1 34.7 23.9 21.5 13.8 33.8 23.0
Old : 21.5 14.1 34.7 23.9 21.5 13.8 33.8 23.0
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 24, 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 : 3,408: 1,178 464 130 942 1,807 2,250 2,401: 1,158 1,007
Old : 3,408: 1,178 464 130 942 1,807 2,250 2,401: 1,158 1,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 143: 18 79 65 183 59 266 203: -123 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 13.6 3.8 27.6 53.0 66.0 70.5: 34.0 29.5
Old : 100.0: 34.6 13.6 3.8 27.6 53.0 66.0 70.5: 34.0 29.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 11 4 16 15 28 27:
Old : 43: 9 11 4 16 15 28 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 : 30.5 40.0 42.4 50.4 29.1 38.3 39.5 46.9
Old : 30.5 40.0 42.4 50.4 29.1 38.3 39.5 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 3,265: 1,160 385 65 759 1,748 1,984 2,198: 1,281 1,067
Old : 3,265: 1,160 385 65 759 1,748 1,984 2,198: 1,281 1,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -134: 85 63 9 -117 -218 -23 -146: -111 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 11.8 2.0 23.2 53.5 60.8 67.3: 39.2 32.7
Old : 100.0: 35.5 11.8 2.0 23.2 53.5 60.8 67.3: 39.2 32.7
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 : 43: 15 7 7 15 12 32 24:
Old : 43: 15 7 7 15 12 32 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 40.4 38.7 51.2 26.1 40.4 35.7 49.5
Old : 27.3 40.4 38.7 51.2 26.1 40.4 35.7 49.5
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, May 24, 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 : 24,508: 10,855 4,184 1,565 7,357 4,392 19,777 10,141: 4,731 14,367
Old : 24,508: 10,855 4,184 1,565 7,357 4,392 19,777 10,141: 4,731 14,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -231: -611 36 264 13 -724 -334 -424: 103 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 17.1 6.4 30.0 17.9 80.7 41.4: 19.3 58.6
Old : 100.0: 44.3 17.1 6.4 30.0 17.9 80.7 41.4: 19.3 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 : 135: 36 30 18 30 45 80 81:
Old : 135: 36 30 18 30 45 80 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 : 17.3 11.1 31.0 15.9 17.3 9.1 31.0 13.2
Old : 17.3 11.1 31.0 15.9 17.3 9.1 31.0 13.2
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 17, 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 : 24,739: 11,466 4,148 1,301 7,344 5,116 20,111 10,565: 4,628 14,174
Old : 24,739: 11,466 4,148 1,301 7,344 5,116 20,111 10,565: 4,628 14,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -108: 1,454 687 -964 -389 -3 101 -280: -209 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 16.8 5.3 29.7 20.7 81.3 42.7: 18.7 57.3
Old : 100.0: 46.3 16.8 5.3 29.7 20.7 81.3 42.7: 18.7 57.3
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 : 137: 41 29 17 32 44 85 78:
Old : 137: 41 29 17 32 44 85 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 11.7 30.8 17.4 16.9 11.0 30.3 15.6
Old : 16.9 11.7 30.8 17.4 16.9 11.0 30.3 15.6
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 24, 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 : 96,833: 9,806 42,690 587 63,398 30,943 73,791 74,220: 23,042 22,613
Old : 96,833: 9,806 42,690 587 63,398 30,943 73,791 74,220: 23,042 22,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -2,256: -1,856 -2,464 -684 565 2,823 -1,975 -325: -281 -1,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 44.1 0.6 65.5 32.0 76.2 76.6: 23.8 23.4
Old : 100.0: 10.1 44.1 0.6 65.5 32.0 76.2 76.6: 23.8 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 10 23 3 30 22 42 46:
Old : 73: 10 23 3 30 22 42 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 25.1 50.2 42.1 36.9 25.1 48.3 42.1
Old : 38.2 25.1 50.2 42.1 36.9 25.1 48.3 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 99,089: 11,662 45,154 1,271 62,833 28,120 75,766 74,545: 23,323 24,544
Old : 99,089: 11,662 45,154 1,271 62,833 28,120 75,766 74,545: 23,323 24,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 12,223: 11 5,708 654 12,727 3,432 13,392 9,794: -1,169 2,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 45.6 1.3 63.4 28.4 76.5 75.2: 23.5 24.8
Old : 100.0: 11.8 45.6 1.3 63.4 28.4 76.5 75.2: 23.5 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 15 22 5 31 18 48 43:
Old : 75: 15 22 5 31 18 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 25.6 48.3 42.4 35.4 25.6 46.5 41.9
Old : 36.5 25.6 48.3 42.4 35.4 25.6 46.5 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 69,873: 1,762 39,433 57 59,616 7,279 61,435 46,769: 8,438 23,104
Old : 69,873: 1,762 39,433 57 59,616 7,279 61,435 46,769: 8,438 23,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 8,915: -180 9,113 45 10,825 -423 10,690 8,735: -1,775 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 56.4 0.1 85.3 10.4 87.9 66.9: 12.1 33.1
Old : 100.0: 2.5 56.4 0.1 85.3 10.4 87.9 66.9: 12.1 33.1
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 : 49: 3 24 2 18 7 22 32:
Old : 49: 3 24 2 18 7 22 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 : 52.8 22.6 70.7 35.9 49.3 22.6 67.3 35.6
Old : 52.8 22.6 70.7 35.9 49.3 22.6 67.3 35.6
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 17, 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 : 60,958: 1,942 30,320 12 48,791 7,702 50,745 38,034: 10,213 22,924
Old : 60,958: 1,942 30,320 12 48,791 7,702 50,745 38,034: 10,213 22,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 16,981: -272 10,682 -17 16,053 61 15,764 10,726: 1,217 6,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 49.7 0.0 80.0 12.6 83.2 62.4: 16.8 37.6
Old : 100.0: 3.2 49.7 0.0 80.0 12.6 83.2 62.4: 16.8 37.6
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 : 44: 4 19 2 16 9 21 29:
Old : 44: 4 19 2 16 9 21 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 21.2 67.6 35.1 45.5 21.2 63.5 33.9
Old : 49.6 21.2 67.6 35.1 45.5 21.2 63.5 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 101,704: 77,044 3,599 340 16,026 93,248 93,410 97,187: 8,294 4,517
Old : 101,704: 77,044 3,599 340 16,026 93,248 93,410 97,187: 8,294 4,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -3,325: -1,373 743 114 -2,407 -4,599 -3,666 -3,742: 341 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 3.5 0.3 15.8 91.7 91.8 95.6: 8.2 4.4
Old : 100.0: 75.8 3.5 0.3 15.8 91.7 91.8 95.6: 8.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 59 14 3 15 18 76 33:
Old : 103: 59 14 3 15 18 76 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 62.7 50.3 85.7 33.5 62.5 50.3 85.5
Old : 33.5 62.7 50.3 85.7 33.5 62.5 50.3 85.5
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, May 17, 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 : 105,029: 78,417 2,856 226 18,433 97,847 97,076 100,929: 7,953 4,100
Old : 105,029: 78,417 2,856 226 18,433 97,847 97,076 100,929: 7,953 4,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -2,047: -1,162 -1,287 -5 -689 -529 -1,856 -1,821: -191 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 2.7 0.2 17.6 93.2 92.4 96.1: 7.6 3.9
Old : 100.0: 74.7 2.7 0.2 17.6 93.2 92.4 96.1: 7.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 63 11 2 15 20 79 32:
Old : 106: 63 11 2 15 20 79 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 : 33.0 59.3 48.8 81.9 33.0 59.1 48.8 81.7
Old : 33.0 59.3 48.8 81.9 33.0 59.1 48.8 81.7
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 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 86,387: 14,760 22,170 805 52,624 45,652 68,189 68,627: 18,198 17,760
Old : 86,387: 14,760 22,170 805 52,624 45,652 68,189 68,627: 18,198 17,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 4,897: -2,855 4,989 125 9,286 -2,028 6,556 3,086: -1,659 1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 25.7 0.9 60.9 52.8 78.9 79.4: 21.1 20.6
Old : 100.0: 17.1 25.7 0.9 60.9 52.8 78.9 79.4: 21.1 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 : 67: 15 20 2 23 15 39 36:
Old : 67: 15 20 2 23 15 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 37.4 45.6 52.0 27.6 34.0 41.2 46.6
Old : 29.4 37.4 45.6 52.0 27.6 34.0 41.2 46.6
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 17, 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 : 81,490: 17,615 17,181 680 43,338 47,680 61,633 65,541: 19,857 15,949
Old : 81,490: 17,615 17,181 680 43,338 47,680 61,633 65,541: 19,857 15,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -7,748: -8,292 11,372 665 2,741 -23,216 -4,886 -11,179: -2,862 3,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 21.1 0.8 53.2 58.5 75.6 80.4: 24.4 19.6
Old : 100.0: 21.6 21.1 0.8 53.2 58.5 75.6 80.4: 24.4 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 17 16 2 20 15 37 33:
Old : 63: 17 16 2 20 15 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 42.4 42.9 54.9 28.0 38.3 41.0 50.8
Old : 29.4 42.4 42.9 54.9 28.0 38.3 41.0 50.8
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 24, 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 : 184,022: 10,629 49,460 824 150,228 110,349 161,681 160,633: 22,341 23,389
Old : 184,022: 10,629 49,460 824 150,228 110,349 161,681 160,633: 22,341 23,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -5,010: -1,034 -10,086 823 -3,395 356 -3,606 -8,907: -1,404 3,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 26.9 0.4 81.6 60.0 87.9 87.3: 12.1 12.7
Old : 100.0: 5.8 26.9 0.4 81.6 60.0 87.9 87.3: 12.1 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 18 23 3 32 28 52 52:
Old : 89: 18 23 3 32 28 52 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 34.9 72.6 49.7 54.5 33.3 66.6 46.1
Old : 55.8 34.9 72.6 49.7 54.5 33.3 66.6 46.1
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 17, 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 : 189,032: 11,663 59,546 1 153,623 109,993 165,287 169,540: 23,745 19,492
Old : 189,032: 11,663 59,546 1 153,623 109,993 165,287 169,540: 23,745 19,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 28,196: -9,108 29,212 -676 44,250 -565 34,466 27,971: -6,270 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 31.5 0.0 81.3 58.2 87.4 89.7: 12.6 10.3
Old : 100.0: 6.2 31.5 0.0 81.3 58.2 87.4 89.7: 12.6 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 : 83: 16 23 1 30 26 47 49:
Old : 83: 16 23 1 30 26 47 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 : 58.6 42.4 73.2 56.7 58.6 41.0 68.7 53.5
Old : 58.6 42.4 73.2 56.7 58.6 41.0 68.7 53.5
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 24, 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 : 162,145: 24,631 39,952 1,274 92,321 68,523 118,226 109,749: 43,919 52,396
Old : 162,145: 24,631 39,952 1,274 92,321 68,523 118,226 109,749: 43,919 52,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 5,285: 2,399 4,232 216 4,270 -1,429 6,885 3,019: -1,600 2,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 24.6 0.8 56.9 42.3 72.9 67.7: 27.1 32.3
Old : 100.0: 15.2 24.6 0.8 56.9 42.3 72.9 67.7: 27.1 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 31 31 8 28 29 62 65:
Old : 104: 31 31 8 28 29 62 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 28.7 45.6 39.1 32.1 27.7 44.3 37.5
Old : 32.5 28.7 45.6 39.1 32.1 27.7 44.3 37.5
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 17, 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 : 156,860: 22,232 35,720 1,058 88,051 69,952 111,341 106,730: 45,519 50,130
Old : 156,860: 22,232 35,720 1,058 88,051 69,952 111,341 106,730: 45,519 50,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 8,129: -5,103 6,841 308 14,866 -895 10,071 6,254: -1,942 1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 22.8 0.7 56.1 44.6 71.0 68.0: 29.0 32.0
Old : 100.0: 14.2 22.8 0.7 56.1 44.6 71.0 68.0: 29.0 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 29 29 5 30 28 62 59:
Old : 101: 29 29 5 30 28 62 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 31.2 40.5 40.9 26.4 30.1 40.3 39.5
Old : 26.5 31.2 40.5 40.9 26.4 30.1 40.3 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 8,696,401: 793,964 765,172 1,063,152 5,840,381 5,298,247 7,697,497 7,126,571: 998,904 1,569,830
Old : 8,696,401: 793,964 765,172 1,063,152 5,840,381 5,298,247 7,697,497 7,126,571: 998,904 1,569,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 62,086: 8,345 18,755 7,069 58,623 20,447 74,037 46,271: -11,951 15,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 8.8 12.2 67.2 60.9 88.5 81.9: 11.5 18.1
Old : 100.0: 9.1 8.8 12.2 67.2 60.9 88.5 81.9: 11.5 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 57 61 94 127 137 237 248:
Old : 268: 57 61 94 127 137 237 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.6 41.4 26.0 27.0 14.0 35.5 20.8
Old : 28.2 16.6 41.4 26.0 27.0 14.0 35.5 20.8
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, May 17, 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 : 8,634,315: 785,619 746,417 1,056,083 5,781,758 5,277,800 7,623,460 7,080,300: 1,010,855 1,554,015
Old : 8,634,315: 785,619 746,417 1,056,083 5,781,758 5,277,800 7,623,460 7,080,300: 1,010,855 1,554,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 151,321: 63,023 -188,633 25,938 -11,597 277,334 77,364 114,639: 73,957 36,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 8.6 12.2 67.0 61.1 88.3 82.0: 11.7 18.0
Old : 100.0: 9.1 8.6 12.2 67.0 61.1 88.3 82.0: 11.7 18.0
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 : 267: 53 64 100 128 136 241 249:
Old : 267: 53 64 100 128 136 241 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.8 41.6 25.8 26.9 13.9 36.0 20.5
Old : 28.2 16.8 41.6 25.8 26.9 13.9 36.0 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 24, 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 : 703,597: 59,773 69,269 15,869 490,425 494,838 566,067 579,976: 137,530 123,621
Old : 703,597: 59,773 69,269 15,869 490,425 494,838 566,067 579,976: 137,530 123,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 931: 2,264 -9,091 125 2,826 1,374 5,215 -7,592: -4,284 8,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.8 2.3 69.7 70.3 80.5 82.4: 19.5 17.6
Old : 100.0: 8.5 9.8 2.3 69.7 70.3 80.5 82.4: 19.5 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 34 31 18 95 63 143 98:
Old : 186: 34 31 18 95 63 143 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 : 19.8 32.9 29.0 45.5 19.6 32.4 28.0 45.0
Old : 19.8 32.9 29.0 45.5 19.6 32.4 28.0 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 702,666: 57,509 78,360 15,744 487,599 493,464 560,852 587,568: 141,814 115,098
Old : 702,666: 57,509 78,360 15,744 487,599 493,464 560,852 587,568: 141,814 115,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,198: -2,518 5,599 1,208 2,820 -1,318 1,510 5,489: 4,688 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 11.2 2.2 69.4 70.2 79.8 83.6: 20.2 16.4
Old : 100.0: 8.2 11.2 2.2 69.4 70.2 79.8 83.6: 20.2 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 34 39 17 97 63 144 106:
Old : 195: 34 39 17 97 63 144 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 32.9 28.8 45.7 19.4 32.5 27.8 45.3
Old : 19.8 32.9 28.8 45.7 19.4 32.5 27.8 45.3
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 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,049,050: 180,992 241,162 12,739 497,017 695,964 690,748 949,865: 358,302 99,185
Old : 1,049,050: 180,992 241,162 12,739 497,017 695,964 690,748 949,865: 358,302 99,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 48,482: 6,162 31,810 -6,223 27,532 23,110 27,471 48,697: 21,011 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 23.0 1.2 47.4 66.3 65.8 90.5: 34.2 9.5
Old : 100.0: 17.3 23.0 1.2 47.4 66.3 65.8 90.5: 34.2 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 : 187: 44 55 19 53 59 110 120:
Old : 187: 44 55 19 53 59 110 120:
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 : 19.4 27.8 28.8 41.5 14.3 24.3 20.7 34.3
Old : 19.4 27.8 28.8 41.5 14.3 24.3 20.7 34.3
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,000,568: 174,830 209,352 18,962 469,485 672,854 663,277 901,168: 337,291 99,400
Old : 1,000,568: 174,830 209,352 18,962 469,485 672,854 663,277 901,168: 337,291 99,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -19,415: -21,727 -42,249 2,051 -13,875 37,836 -33,551 -2,362: 14,136 -17,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 20.9 1.9 46.9 67.2 66.3 90.1: 33.7 9.9
Old : 100.0: 17.5 20.9 1.9 46.9 67.2 66.3 90.1: 33.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 43 61 19 54 57 109 125:
Old : 192: 43 61 19 54 57 109 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 27.7 28.8 41.2 14.6 24.3 21.8 35.2
Old : 19.1 27.7 28.8 41.2 14.6 24.3 21.8 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 11,515: 725 1,306 0 5,426 9,871 6,151 11,177: 5,364 338
Old : 11,515: 725 1,306 0 5,426 9,871 6,151 11,177: 5,364 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -168: 0 -203 0 81 595 81 392: -249 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.3 0.0 47.1 85.7 53.4 97.1: 46.6 2.9
Old : 100.0: 6.3 11.3 0.0 47.1 85.7 53.4 97.1: 46.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 0 11 14 12 17:
Old : 27: 1 3 0 11 14 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 41.5 45.5 67.7 28.0 40.9 44.0 67.1
Old : 29.5 41.5 45.5 67.7 28.0 40.9 44.0 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 11,683: 725 1,509 0 5,345 9,276 6,070 10,785: 5,613 898
Old : 11,683: 725 1,509 0 5,345 9,276 6,070 10,785: 5,613 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -154: 0 80 0 -43 13 -43 93: -111 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.9 0.0 45.8 79.4 52.0 92.3: 48.0 7.7
Old : 100.0: 6.2 12.9 0.0 45.8 79.4 52.0 92.3: 48.0 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 : 27: 1 4 0 10 13 11 17:
Old : 27: 1 4 0 10 13 11 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 40.3 44.9 66.2 27.7 40.3 43.5 66.2
Old : 29.1 40.3 44.9 66.2 27.7 40.3 43.5 66.2
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, May 24, 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 : 29,492: 10,998 6,172 0 14,395 17,843 25,393 24,015: 4,099 5,477
Old : 29,492: 10,998 6,172 0 14,395 17,843 25,393 24,015: 4,099 5,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 800: -67 1,638 0 360 1,512 293 3,150: 507 -2,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 20.9 0.0 48.8 60.5 86.1 81.4: 13.9 18.6
Old : 100.0: 37.3 20.9 0.0 48.8 60.5 86.1 81.4: 13.9 18.6
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 : 39: 8 5 0 16 17 24 22:
Old : 39: 8 5 0 16 17 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 46.3 63.2 62.5 43.4 43.7 61.9 60.0
Old : 43.4 46.3 63.2 62.5 43.4 43.7 61.9 60.0
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 17, 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 : 28,692: 11,065 4,534 0 14,035 16,331 25,100 20,865: 3,592 7,827
Old : 28,692: 11,065 4,534 0 14,035 16,331 25,100 20,865: 3,592 7,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 773: 1,652 925 -27 -1,277 -14 348 884: 425 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 15.8 0.0 48.9 56.9 87.5 72.7: 12.5 27.3
Old : 100.0: 38.6 15.8 0.0 48.9 56.9 87.5 72.7: 12.5 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 6 0 17 18 23 24:
Old : 40: 6 6 0 17 18 23 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 : 43.0 39.0 62.9 53.6 43.0 36.2 61.8 50.7
Old : 43.0 39.0 62.9 53.6 43.0 36.2 61.8 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 54,457: 7,570 17,683 7 37,032 25,515 44,609 43,205: 9,848 11,252
Old : 54,457: 7,570 17,683 7 37,032 25,515 44,609 43,205: 9,848 11,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -3,875: 2,881 -2,689 1 -1,799 -1,771 1,083 -4,459: -4,958 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 32.5 0.0 68.0 46.9 81.9 79.3: 18.1 20.7
Old : 100.0: 13.9 32.5 0.0 68.0 46.9 81.9 79.3: 18.1 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 16 18 1 33 28 49 47:
Old : 85: 16 18 1 33 28 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 28.9 51.3 43.7 38.9 26.8 49.6 41.5
Old : 40.4 28.9 51.3 43.7 38.9 26.8 49.6 41.5
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 17, 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 : 58,332: 4,689 20,372 6 38,831 27,286 43,526 47,664: 14,806 10,668
Old : 58,332: 4,689 20,372 6 38,831 27,286 43,526 47,664: 14,806 10,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 503: 187 2,144 0 3,441 -1,384 3,628 760: -3,125 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 34.9 0.0 66.6 46.8 74.6 81.7: 25.4 18.3
Old : 100.0: 8.0 34.9 0.0 66.6 46.8 74.6 81.7: 25.4 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 12 23 2 34 31 47 55:
Old : 88: 12 23 2 34 31 47 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 : 38.2 26.5 48.6 40.9 36.8 24.2 46.4 38.3
Old : 38.2 26.5 48.6 40.9 36.8 24.2 46.4 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 24, 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 : 315,054: 89,725 115,503 6,169 190,434 159,804 286,328 281,476: 28,726 33,578
Old : 315,054: 89,725 115,503 6,169 190,434 159,804 286,328 281,476: 28,726 33,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -16,727: 12,408 -29,529 3,807 -35,097 19,255 -18,882 -6,467: 2,155 -10,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 36.7 2.0 60.4 50.7 90.9 89.3: 9.1 10.7
Old : 100.0: 28.5 36.7 2.0 60.4 50.7 90.9 89.3: 9.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 54 81 10 40 37 100 122:
Old : 202: 54 81 10 40 37 100 122:
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 : 42.0 31.2 57.3 42.4 35.8 23.7 48.3 31.5
Old : 42.0 31.2 57.3 42.4 35.8 23.7 48.3 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 331,781: 77,317 145,032 2,362 225,531 140,549 305,210 287,943: 26,571 43,838
Old : 331,781: 77,317 145,032 2,362 225,531 140,549 305,210 287,943: 26,571 43,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -29,071: 354 -18,344 708 -23,067 9,754 -22,005 -7,882: -7,066 -21,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 43.7 0.7 68.0 42.4 92.0 86.8: 8.0 13.2
Old : 100.0: 23.3 43.7 0.7 68.0 42.4 92.0 86.8: 8.0 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 42 81 10 42 39 88 126:
Old : 192: 42 81 10 42 39 88 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 26.5 61.0 41.5 39.5 24.2 54.7 34.0
Old : 43.9 26.5 61.0 41.5 39.5 24.2 54.7 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 85,299: 21,939 8,632 6 44,079 61,188 66,024 69,826: 19,275 15,473
Old : 85,299: 21,939 8,632 6 44,079 61,188 66,024 69,826: 19,275 15,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 857: -2,282 -354 -457 2,075 -548 -664 -1,359: 1,521 2,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 10.1 0.0 51.7 71.7 77.4 81.9: 22.6 18.1
Old : 100.0: 25.7 10.1 0.0 51.7 71.7 77.4 81.9: 22.6 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 9 1 20 15 30 24:
Old : 45: 9 9 1 20 15 30 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 : 41.9 59.8 56.4 70.9 41.8 56.0 54.3 66.9
Old : 41.9 59.8 56.4 70.9 41.8 56.0 54.3 66.9
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 17, 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 : 84,442: 24,221 8,986 463 42,004 61,736 66,688 71,185: 17,754 13,257
Old : 84,442: 24,221 8,986 463 42,004 61,736 66,688 71,185: 17,754 13,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -4,840: -11,957 3,634 463 11,024 -11,782 -470 -7,685: -4,370 2,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 10.6 0.5 49.7 73.1 79.0 84.3: 21.0 15.7
Old : 100.0: 28.7 10.6 0.5 49.7 73.1 79.0 84.3: 21.0 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 : 46: 12 9 2 18 14 32 23:
Old : 46: 12 9 2 18 14 32 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 : 42.9 59.0 55.8 71.6 42.8 57.2 55.2 69.5
Old : 42.9 59.0 55.8 71.6 42.8 57.2 55.2 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 36,652: 777 13,017 111 29,970 18,519 30,858 31,647: 5,794 5,005
Old : 36,652: 777 13,017 111 29,970 18,519 30,858 31,647: 5,794 5,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -308: -344 15 106 -251 -121 -489 0: 181 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 35.5 0.3 81.8 50.5 84.2 86.3: 15.8 13.7
Old : 100.0: 2.1 35.5 0.3 81.8 50.5 84.2 86.3: 15.8 13.7
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 : 60: 3 12 3 27 26 32 39:
Old : 60: 3 12 3 27 26 32 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 : 57.4 37.3 66.6 49.0 56.3 37.3 64.6 49.0
Old : 57.4 37.3 66.6 49.0 56.3 37.3 64.6 49.0
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 17, 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 : 36,960: 1,121 13,002 5 30,221 18,640 31,347 31,647: 5,613 5,313
Old : 36,960: 1,121 13,002 5 30,221 18,640 31,347 31,647: 5,613 5,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,582: 0 -159 0 1,528 1,915 1,528 1,756: 54 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 35.2 0.0 81.8 50.4 84.8 85.6: 15.2 14.4
Old : 100.0: 3.0 35.2 0.0 81.8 50.4 84.8 85.6: 15.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 12 1 27 27 30 39:
Old : 60: 2 12 1 27 27 30 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 : 57.8 37.0 67.2 48.9 56.5 37.0 65.6 48.9
Old : 57.8 37.0 67.2 48.9 56.5 37.0 65.6 48.9
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 24, 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 : 242,112: 51,671 36,029 1,754 178,440 189,046 231,865 226,829: 10,247 15,283
Old : 242,112: 51,671 36,029 1,754 178,440 189,046 231,865 226,829: 10,247 15,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -5,457: -1,013 -3,957 -14 -5,205 -922 -6,232 -4,893: 775 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 14.9 0.7 73.7 78.1 95.8 93.7: 4.2 6.3
Old : 100.0: 21.3 14.9 0.7 73.7 78.1 95.8 93.7: 4.2 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 15 37 6 34 47 53 86:
Old : 117: 15 37 6 34 47 53 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 37.3 73.3 51.7 61.2 34.7 70.1 48.6
Old : 64.1 37.3 73.3 51.7 61.2 34.7 70.1 48.6
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 17, 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 : 247,569: 52,684 39,986 1,768 183,645 189,968 238,097 231,722: 9,472 15,847
Old : 247,569: 52,684 39,986 1,768 183,645 189,968 238,097 231,722: 9,472 15,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 12,635: -2,029 6,304 356 11,734 6,802 10,061 13,462: 2,574 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 16.2 0.7 74.2 76.7 96.2 93.6: 3.8 6.4
Old : 100.0: 21.3 16.2 0.7 74.2 76.7 96.2 93.6: 3.8 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 : 117: 17 38 7 32 46 53 87:
Old : 117: 17 38 7 32 46 53 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.6 73.8 50.4 61.0 31.9 70.0 45.2
Old : 63.7 36.6 73.8 50.4 61.0 31.9 70.0 45.2
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, May 24, 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 : 42,339: 13,540 6,554 76 14,303 22,824 27,919 29,454: 14,420 12,885
Old : 42,339: 13,540 6,554 76 14,303 22,824 27,919 29,454: 14,420 12,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,633: 3,350 665 10 -3,213 -1,874 147 -1,199: 1,486 2,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 15.5 0.2 33.8 53.9 65.9 69.6: 34.1 30.4
Old : 100.0: 32.0 15.5 0.2 33.8 53.9 65.9 69.6: 34.1 30.4
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 : 83: 30 14 2 18 27 49 42:
Old : 83: 30 14 2 18 27 49 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 : 17.3 25.9 27.5 37.6 16.1 25.6 25.3 35.6
Old : 17.3 25.9 27.5 37.6 16.1 25.6 25.3 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 40,706: 10,190 5,889 66 17,516 24,698 27,772 30,653: 12,934 10,053
Old : 40,706: 10,190 5,889 66 17,516 24,698 27,772 30,653: 12,934 10,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,315: 19 481 -383 1,591 897 1,227 995: 88 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 14.5 0.2 43.0 60.7 68.2 75.3: 31.8 24.7
Old : 100.0: 25.0 14.5 0.2 43.0 60.7 68.2 75.3: 31.8 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 25 15 2 20 30 47 45:
Old : 85: 25 15 2 20 30 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 27.0 32.2 38.7 21.4 25.7 29.9 35.9
Old : 22.7 27.0 32.2 38.7 21.4 25.7 29.9 35.9
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 24, 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 : 29,330: 7,160 350 42 15,964 2,397 23,166 2,789: 6,164 26,541
Old : 29,330: 7,160 350 42 15,964 2,397 23,166 2,789: 6,164 26,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,972: 409 -573 25 114 -256 548 -804: 1,424 2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 1.2 0.1 54.4 8.2 79.0 9.5: 21.0 90.5
Old : 100.0: 24.4 1.2 0.1 54.4 8.2 79.0 9.5: 21.0 90.5
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: 11 1 2 11 4 22 7:
Old : 26: 11 1 2 11 4 22 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 : 56.8 8.7 64.7 9.5 55.3 7.8 63.1 7.8
Old : 56.8 8.7 64.7 9.5 55.3 7.8 63.1 7.8
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 17, 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 : 27,358: 6,751 923 17 15,850 2,653 22,618 3,593: 4,740 23,765
Old : 27,358: 6,751 923 17 15,850 2,653 22,618 3,593: 4,740 23,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -2,746: -232 -7 2 66 405 -164 400: -2,582 -3,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.4 0.1 57.9 9.7 82.7 13.1: 17.3 86.9
Old : 100.0: 24.7 3.4 0.1 57.9 9.7 82.7 13.1: 17.3 86.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 3 2 10 5 19 10:
Old : 26: 9 3 2 10 5 19 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 : 59.5 9.4 70.3 13.1 57.8 8.9 68.7 11.4
Old : 59.5 9.4 70.3 13.1 57.8 8.9 68.7 11.4
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 24, 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 : 75,849: 4,466 5,718 445 51,633 28,469 56,544 34,632: 19,305 41,217
Old : 75,849: 4,466 5,718 445 51,633 28,469 56,544 34,632: 19,305 41,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,489: 1,320 1,335 -146 95 39 1,269 1,228: 220 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.5 0.6 68.1 37.5 74.5 45.7: 25.5 54.3
Old : 100.0: 5.9 7.5 0.6 68.1 37.5 74.5 45.7: 25.5 54.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 14 2 19 29 24 45:
Old : 51: 4 14 2 19 29 24 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 18.6 66.0 27.8 47.3 12.1 53.2 17.6
Old : 58.1 18.6 66.0 27.8 47.3 12.1 53.2 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 74,360: 3,146 4,383 591 51,538 28,430 55,275 33,404: 19,085 40,956
Old : 74,360: 3,146 4,383 591 51,538 28,430 55,275 33,404: 19,085 40,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,941: -30 148 68 -97 604 -59 820: 2,000 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.9 0.8 69.3 38.2 74.3 44.9: 25.7 55.1
Old : 100.0: 4.2 5.9 0.8 69.3 38.2 74.3 44.9: 25.7 55.1
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 : 48: 2 14 3 19 28 24 43:
Old : 48: 2 14 3 19 28 24 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 20.1 67.4 29.1 47.3 12.3 52.6 17.1
Old : 59.2 20.1 67.4 29.1 47.3 12.3 52.6 17.1
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 24, 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 : 105,219: 38,526 13,572 8,659 28,656 72,860 75,841 95,091: 29,378 10,128
Old : 105,219: 38,526 13,572 8,659 28,656 72,860 75,841 95,091: 29,378 10,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,350: -251 -515 116 1,904 2,340 1,769 1,941: 581 409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 12.9 8.2 27.2 69.2 72.1 90.4: 27.9 9.6
Old : 100.0: 36.6 12.9 8.2 27.2 69.2 72.1 90.4: 27.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 86 22 29 21 34 115 81:
Old : 154: 86 22 29 21 34 115 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 : 21.5 34.0 32.5 51.8 16.6 28.9 25.2 45.4
Old : 21.5 34.0 32.5 51.8 16.6 28.9 25.2 45.4
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 102,869: 38,777 14,087 8,543 26,752 70,520 74,072 93,150: 28,797 9,719
Old : 102,869: 38,777 14,087 8,543 26,752 70,520 74,072 93,150: 28,797 9,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,245: 1,145 -1,034 -142 -542 41 461 -1,135: -1,706 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 13.7 8.3 26.0 68.6 72.0 90.6: 28.0 9.4
Old : 100.0: 37.7 13.7 8.3 26.0 68.6 72.0 90.6: 28.0 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 : 159: 93 24 29 21 34 121 82:
Old : 159: 93 24 29 21 34 121 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 : 20.9 33.2 30.3 50.3 15.1 27.2 21.9 42.8
Old : 20.9 33.2 30.3 50.3 15.1 27.2 21.9 42.8
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 24, 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 : 91,941: 20,094 16,541 14,966 44,147 47,335 79,207 78,842: 12,734 13,099
Old : 91,941: 20,094 16,541 14,966 44,147 47,335 79,207 78,842: 12,734 13,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -2,231: -431 -663 -771 -899 -1,400 -2,101 -2,834: -130 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 18.0 16.3 48.0 51.5 86.1 85.8: 13.9 14.2
Old : 100.0: 21.9 18.0 16.3 48.0 51.5 86.1 85.8: 13.9 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 35 49 31 39 38 93 102:
Old : 136: 35 49 31 39 38 93 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 25.3 43.3 42.4 26.0 24.7 35.9 38.2
Old : 28.6 25.3 43.3 42.4 26.0 24.7 35.9 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, May 17, 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 : 94,172: 20,525 17,204 15,737 45,046 48,735 81,308 81,676: 12,864 12,496
Old : 94,172: 20,525 17,204 15,737 45,046 48,735 81,308 81,676: 12,864 12,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -10,149: -11,128 2,435 -4,076 4,284 -8,815 -10,920 -10,456: 771 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 18.3 16.7 47.8 51.8 86.3 86.7: 13.7 13.3
Old : 100.0: 21.8 18.3 16.7 47.8 51.8 86.3 86.7: 13.7 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 : 151: 40 55 32 43 36 102 109:
Old : 151: 40 55 32 43 36 102 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 26.7 41.5 43.7 24.0 25.5 32.8 39.0
Old : 27.4 26.7 41.5 43.7 24.0 25.5 32.8 39.0
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 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 272,748: 114,965 75,456 19,646 91,915 152,378 226,526 247,480: 46,222 25,268
Old : 272,748: 114,965 75,456 19,646 91,915 152,378 226,526 247,480: 46,222 25,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -1,634: -9,604 6,831 -1,081 10,552 -8,846 -133 -3,096: -1,501 1,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 27.7 7.2 33.7 55.9 83.1 90.7: 16.9 9.3
Old : 100.0: 42.2 27.7 7.2 33.7 55.9 83.1 90.7: 16.9 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 : 228: 106 66 36 42 40 167 127:
Old : 228: 106 66 36 42 40 167 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 33.0 38.6 47.3 24.8 29.0 31.1 40.5
Old : 29.6 33.0 38.6 47.3 24.8 29.0 31.1 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, May 17, 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 : 274,382: 124,569 68,625 20,727 81,363 161,224 226,659 250,576: 47,723 23,806
Old : 274,382: 124,569 68,625 20,727 81,363 161,224 226,659 250,576: 47,723 23,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -8,096: -10,150 14,284 1,000 1,991 -26,697 -7,159 -11,413: -937 3,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 25.0 7.6 29.7 58.8 82.6 91.3: 17.4 8.7
Old : 100.0: 45.4 25.0 7.6 29.7 58.8 82.6 91.3: 17.4 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 112 64 34 43 39 172 123:
Old : 232: 112 64 34 43 39 172 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 34.9 38.2 50.2 25.1 31.6 31.0 43.0
Old : 28.4 34.9 38.2 50.2 25.1 31.6 31.0 43.0
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, May 24, 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 : 11,093: 6,216 1,092 243 1,930 8,821 8,389 10,156: 2,704 937
Old : 11,093: 6,216 1,092 243 1,930 8,821 8,389 10,156: 2,704 937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -3,637: -952 490 -305 796 -1,332 -461 -1,147: -3,176 -2,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 9.8 2.2 17.4 79.5 75.6 91.6: 24.4 8.4
Old : 100.0: 56.0 9.8 2.2 17.4 79.5 75.6 91.6: 24.4 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 : 35: 21 2 4 8 6 33 10:
Old : 35: 21 2 4 8 6 33 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 : 46.3 80.6 60.5 90.7 46.3 77.9 60.5 85.4
Old : 46.3 80.6 60.5 90.7 46.3 77.9 60.5 85.4
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 17, 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 : 14,730: 7,168 602 548 1,134 10,153 8,850 11,303: 5,880 3,427
Old : 14,730: 7,168 602 548 1,134 10,153 8,850 11,303: 5,880 3,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 2,078: -593 -293 8 573 550 -12 265: 2,090 1,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 4.1 3.7 7.7 68.9 60.1 76.7: 39.9 23.3
Old : 100.0: 48.7 4.1 3.7 7.7 68.9 60.1 76.7: 39.9 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 21 5 11 5 5 36 18:
Old : 40: 21 5 11 5 5 36 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 68.5 44.9 74.3 34.6 63.1 43.4 66.7
Old : 34.6 68.5 44.9 74.3 34.6 63.1 43.4 66.7
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 24, 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 : 74,401: 16,699 11,509 1,723 39,118 41,899 57,540 55,131: 16,861 19,270
Old : 74,313: 16,674 11,509 1,723 39,064 41,894 57,461 55,126: 16,852 19,187
Other: 88: 25 0 0 54 5 79 5: 9 83
: : :
: : Changes in Commitments from: May 17, 2005 :
: 6,772: 3,915 -1,627 243 1,872 7,028 6,030 5,644: 742 1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 15.5 2.3 52.6 56.3 77.3 74.1: 22.7 25.9
Old : 100.0: 22.4 15.5 2.3 52.6 56.4 77.3 74.2: 22.7 25.8
Other: 100.0: 28.4 0.0 0.0 61.4 5.7 89.8 5.7: 10.2 94.3
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 30 25 15 46 41 81 77:
Old : 116: 30 25 15 46 41 81 77:
Other: 6: 1 0 0 3 2 4 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 32.6 30.7 40.7 19.2 30.8 27.9 36.5
Old : 21.0 32.6 30.7 40.8 19.2 30.9 27.9 36.6
Other: 89.8 5.7 89.8 5.7 89.8 5.7 89.8 5.7
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 67,629: 12,784 13,136 1,480 37,246 34,871 51,510 49,487: 16,119 18,142
Old : 67,621: 12,784 13,136 1,480 37,238 34,868 51,502 49,484: 16,119 18,137
Other: 8: 0 0 0 8 3 8 3: 0 5
: : :
: : Changes in Commitments from: May 10, 2005 :
: 4,409: 415 2,553 -313 3,182 1,154 3,284 3,394: 1,125 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 19.4 2.2 55.1 51.6 76.2 73.2: 23.8 26.8
Old : 100.0: 18.9 19.4 2.2 55.1 51.6 76.2 73.2: 23.8 26.8
Other: 100.0: 0.0 0.0 0.0 100.0 37.5 100.0 37.5: 0.0 62.5
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 26 25 11 42 36 72 68:
Old : 106: 26 25 11 42 36 72 68:
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 : 26.3 28.9 35.6 38.5 24.6 26.7 33.5 34.9
Old : 26.3 28.9 35.6 38.5 24.6 26.7 33.6 34.9
Other: 100.0 37.5 100.0 37.5 100.0 37.5 100.0 37.5
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 30,228: 2,650 3,550 1,548 18,845 16,113 23,043 21,211: 7,185 9,017
Old : 14,821: 3,635 3,435 0 6,767 7,277 10,402 10,712: 4,419 4,109
Other: 15,407: 176 1,276 387 12,078 8,836 12,641 10,499: 2,766 4,908
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,895: 580 -2,442 127 608 2,153 1,315 -162: 580 2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 11.7 5.1 62.3 53.3 76.2 70.2: 23.8 29.8
Old : 100.0: 24.5 23.2 0.0 45.7 49.1 70.2 72.3: 29.8 27.7
Other: 100.0: 1.1 8.3 2.5 78.4 57.4 82.0 68.1: 18.0 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 11 9 23 14 38 30:
Old : 46: 14 8 0 15 11 29 19:
Other: 32: 5 7 6 17 13 26 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 42.5 52.5 52.2 39.8 36.1 49.9 44.8
Old : 35.0 37.6 47.5 55.6 33.8 37.6 44.9 52.8
Other: 54.3 49.0 69.8 58.0 54.3 39.9 64.7 47.1
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 28,333: 2,070 5,992 1,421 18,237 13,960 21,728 21,373: 6,605 6,960
Old : 14,778: 3,164 5,913 0 7,835 6,480 10,999 12,393: 3,779 2,385
Other: 13,555: 159 1,332 168 10,402 7,480 10,729 8,980: 2,826 4,575
: : :
: : Changes in Commitments from: May 10, 2005 :
: 930: -77 2,228 274 1,452 172 1,649 2,674: -719 -1,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 21.1 5.0 64.4 49.3 76.7 75.4: 23.3 24.6
Old : 100.0: 21.4 40.0 0.0 53.0 43.8 74.4 83.9: 25.6 16.1
Other: 100.0: 1.2 9.8 1.2 76.7 55.2 79.2 66.2: 20.8 33.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 11 8 21 12 32 29:
Old : 42: 10 10 0 15 10 25 20:
Other: 28: 4 6 5 15 11 22 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 : 40.3 40.1 53.9 53.7 36.9 37.2 47.7 47.0
Old : 40.4 42.7 53.6 60.6 37.9 42.2 50.7 60.2
Other: 49.7 47.9 66.7 57.9 49.7 38.2 60.6 45.5
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 95,876: 23,599 14,628 4,512 54,949 69,295 83,060 88,435: 12,816 7,441
Old : 65,254: 19,659 14,214 519 37,554 46,266 57,732 60,999: 7,522 4,255
Other: 30,622: 7,182 3,656 751 17,395 23,029 25,328 27,436: 5,294 3,186
: : :
: : Changes in Commitments from: May 17, 2005 :
: -4,175: -5,245 1,082 938 325 -6,296 -3,982 -4,276: -193 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 15.3 4.7 57.3 72.3 86.6 92.2: 13.4 7.8
Old : 100.0: 30.1 21.8 0.8 57.6 70.9 88.5 93.5: 11.5 6.5
Other: 100.0: 23.5 11.9 2.5 56.8 75.2 82.7 89.6: 17.3 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 67 42 36 55 48 138 113:
Old : 167: 62 45 5 28 37 93 84:
Other: 118: 32 24 19 46 41 89 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 : 26.0 43.7 38.4 54.0 26.0 38.2 37.0 48.0
Old : 36.9 54.9 51.5 63.6 36.9 54.9 51.5 63.3
Other: 28.1 28.3 44.8 44.5 26.6 25.4 38.3 39.0
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 100,051: 28,844 13,546 3,574 54,624 75,591 87,042 92,711: 13,009 7,340
Old : 72,931: 25,852 11,812 87 38,265 56,565 64,204 68,464: 8,727 4,467
Other: 27,120: 5,813 4,555 666 16,359 19,026 22,838 24,247: 4,282 2,873
: : :
: : Changes in Commitments from: May 10, 2005 :
: -7,321: -5,300 2,040 -545 -777 -10,126 -6,622 -8,631: -699 1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 13.5 3.6 54.6 75.6 87.0 92.7: 13.0 7.3
Old : 100.0: 35.4 16.2 0.1 52.5 77.6 88.0 93.9: 12.0 6.1
Other: 100.0: 21.4 16.8 2.5 60.3 70.2 84.2 89.4: 15.8 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 74 37 29 53 50 143 101:
Old : 173: 72 37 3 26 42 99 81:
Other: 116: 28 28 15 42 41 81 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 : 25.6 45.3 37.7 55.5 25.6 39.8 35.8 49.7
Old : 34.7 54.7 47.3 63.4 34.7 54.2 47.3 63.0
Other: 30.5 29.4 48.0 43.7 28.7 25.5 40.8 37.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 25,704: 8,664 3,434 1,071 12,320 19,789 22,055 24,294: 3,649 1,410
Old : 25,319: 8,683 3,542 818 12,241 19,585 21,742 23,945: 3,577 1,374
Other: 385: 201 112 33 79 204 313 349: 72 36
: : :
: : Changes in Commitments from: May 17, 2005 :
: 181: 249 -91 5 99 421 353 335: -172 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 13.4 4.2 47.9 77.0 85.8 94.5: 14.2 5.5
Old : 100.0: 34.3 14.0 3.2 48.3 77.4 85.9 94.6: 14.1 5.4
Other: 100.0: 52.2 29.1 8.6 20.5 53.0 81.3 90.6: 18.7 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 44 22 16 21 14 76 43:
Old : 99: 44 24 13 20 14 73 42:
Other: 15: 6 5 3 3 2 11 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 59.2 42.2 72.5 31.4 58.7 40.8 68.8
Old : 31.6 60.1 42.6 72.8 31.6 59.6 41.2 70.3
Other: 63.9 77.7 77.9 90.6 63.9 75.3 71.7 81.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 25,523: 8,415 3,525 1,066 12,221 19,368 21,702 23,959: 3,821 1,564
Old : 25,140: 8,440 3,640 806 12,142 19,166 21,388 23,612: 3,752 1,528
Other: 383: 201 111 34 79 202 314 347: 69 36
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,228: -1,436 -97 221 243 -1,193 -972 -1,069: -256 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 13.8 4.2 47.9 75.9 85.0 93.9: 15.0 6.1
Old : 100.0: 33.6 14.5 3.2 48.3 76.2 85.1 93.9: 14.9 6.1
Other: 100.0: 52.5 29.0 8.9 20.6 52.7 82.0 90.6: 18.0 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 47 24 16 21 14 78 44:
Old : 102: 47 24 13 20 14 75 43:
Other: 15: 6 5 2 3 2 10 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 57.1 41.8 71.5 32.0 56.3 41.8 68.4
Old : 32.3 57.2 42.2 71.8 32.3 56.3 42.2 69.0
Other: 66.8 78.1 80.4 90.6 64.2 75.2 72.1 80.7
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 128,045: 23,186 22,194 2,911 94,277 98,250 120,374 123,355: 7,671 4,690
Old : 59,681: 14,618 21,450 651 37,881 33,760 53,150 55,861: 6,531 3,820
Other: 68,364: 10,141 2,317 687 56,396 64,490 67,224 67,494: 1,140 870
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,527: 806 949 -387 1,773 1,496 2,192 2,058: -665 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 17.3 2.3 73.6 76.7 94.0 96.3: 6.0 3.7
Old : 100.0: 24.5 35.9 1.1 63.5 56.6 89.1 93.6: 10.9 6.4
Other: 100.0: 14.8 3.4 1.0 82.5 94.3 98.3 98.7: 1.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 53 38 15 51 39 113 86:
Old : 147: 56 34 7 43 34 101 73:
Other: 75: 20 13 4 30 30 54 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 37.5 47.4 54.4 21.2 25.9 31.0 34.2
Old : 20.6 28.8 35.9 42.3 20.4 24.6 31.6 36.7
Other: 47.6 60.0 67.8 76.2 29.1 41.5 44.6 53.0
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 126,518: 22,380 21,245 3,298 92,504 96,754 118,182 121,297: 8,336 5,221
Old : 59,012: 13,981 20,684 1,028 36,776 32,778 51,785 54,490: 7,227 4,522
Other: 67,506: 9,869 2,031 800 55,728 63,976 66,397 66,807: 1,109 699
: : :
: : Changes in Commitments from: May 10, 2005 :
: 4,802: -181 4,481 171 6,520 -373 6,510 4,279: -1,708 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 16.8 2.6 73.1 76.5 93.4 95.9: 6.6 4.1
Old : 100.0: 23.7 35.1 1.7 62.3 55.5 87.8 92.3: 12.2 7.7
Other: 100.0: 14.6 3.0 1.2 82.6 94.8 98.4 99.0: 1.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 54 37 17 51 39 112 90:
Old : 148: 53 38 10 43 34 101 77:
Other: 75: 19 14 4 30 29 53 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 37.9 47.2 54.3 21.0 26.5 31.2 34.4
Old : 21.0 27.2 35.1 40.1 20.8 23.7 32.2 36.0
Other: 48.1 60.9 68.2 76.9 29.3 42.0 44.7 53.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 359,726: 63,485 97,050 15,867 226,782 200,255 306,134 313,172: 53,592 46,554
Old : 359,726: 63,485 97,050 15,867 226,782 200,255 306,134 313,172: 53,592 46,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,554: -5,999 -5,049 3,336 2,108 10,039 -555 8,326: 2,109 -6,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 27.0 4.4 63.0 55.7 85.1 87.1: 14.9 12.9
Old : 100.0: 17.6 27.0 4.4 63.0 55.7 85.1 87.1: 14.9 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 : 151: 39 50 24 55 43 109 102:
Old : 151: 39 50 24 55 43 109 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 24.9 33.2 41.7 17.4 19.2 30.3 28.8
Old : 19.5 24.9 33.2 41.7 17.4 19.2 30.3 28.8
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, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 358,172: 69,484 102,099 12,531 224,674 190,216 306,689 304,846: 51,483 53,326
Old : 358,172: 69,484 102,099 12,531 224,674 190,216 306,689 304,846: 51,483 53,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 4,330: 1,865 -1,382 -1,608 8,149 5,993 8,406 3,003: -4,076 1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 28.5 3.5 62.7 53.1 85.6 85.1: 14.4 14.9
Old : 100.0: 19.4 28.5 3.5 62.7 53.1 85.6 85.1: 14.4 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 40 49 20 54 38 106 95:
Old : 152: 40 49 20 54 38 106 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 25.2 33.0 41.5 17.5 21.2 30.6 29.2
Old : 19.0 25.2 33.0 41.5 17.5 21.2 30.6 29.2
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 24, 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 : 95,040: 33,504 10,606 9,787 43,450 70,205 86,741 90,598: 8,299 4,442
Old : 77,923: 34,421 15,160 2,479 33,460 56,814 70,360 74,453: 7,563 3,470
Other: 17,117: 5,476 1,839 915 9,990 13,391 16,381 16,145: 736 972
: : :
: : Changes in Commitments from: May 17, 2005 :
: -642: 804 -443 -94 154 1,269 864 732: -1,506 -1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 11.2 10.3 45.7 73.9 91.3 95.3: 8.7 4.7
Old : 100.0: 44.2 19.5 3.2 42.9 72.9 90.3 95.5: 9.7 4.5
Other: 100.0: 32.0 10.7 5.3 58.4 78.2 95.7 94.3: 4.3 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 139 38 61 87 99 258 178:
Old : 305: 138 44 42 74 96 233 164:
Other: 137: 24 27 17 53 66 87 101:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 28.7 32.2 41.4 19.5 25.1 30.7 35.2
Old : 23.3 28.6 36.6 41.5 23.3 26.7 36.6 39.1
Other: 38.4 44.5 55.6 55.9 36.5 42.3 48.6 51.7
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 95,682: 32,700 11,049 9,881 43,296 68,936 85,877 89,866: 9,805 5,816
Old : 78,803: 33,452 15,934 2,486 34,037 55,779 69,975 74,199: 8,828 4,604
Other: 16,879: 5,848 1,715 795 9,259 13,157 15,902 15,667: 977 1,212
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,527: -2,851 -6 322 1,036 -2,291 -1,493 -1,975: -34 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 11.5 10.3 45.2 72.0 89.8 93.9: 10.2 6.1
Old : 100.0: 42.5 20.2 3.2 43.2 70.8 88.8 94.2: 11.2 5.8
Other: 100.0: 34.6 10.2 4.7 54.9 77.9 94.2 92.8: 5.8 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 133 40 48 89 96 244 168:
Old : 293: 130 44 30 79 93 223 154:
Other: 128: 21 22 13 55 64 84 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 : 19.6 28.7 32.2 41.2 19.0 24.9 30.0 34.6
Old : 22.9 28.9 35.9 41.3 22.9 26.7 35.8 38.4
Other: 39.4 43.4 56.1 54.8 37.7 41.5 48.5 51.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 28,052: 16,795 2,545 2,345 4,844 21,231 23,984 26,121: 4,068 1,931
Old : 28,052: 16,795 2,545 2,345 4,844 21,231 23,984 26,121: 4,068 1,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,874: 1,502 -1,046 122 359 2,931 1,983 2,007: -109 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 9.1 8.4 17.3 75.7 85.5 93.1: 14.5 6.9
Old : 100.0: 59.9 9.1 8.4 17.3 75.7 85.5 93.1: 14.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 33 12 7 9 7 46 23:
Old : 61: 33 12 7 9 7 46 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 : 33.3 83.4 52.6 88.0 32.4 77.0 48.6 79.9
Old : 33.3 83.4 52.6 88.0 32.4 77.0 48.6 79.9
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, May 17, 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 : 26,178: 15,293 3,591 2,223 4,485 18,300 22,001 24,114: 4,177 2,064
Old : 26,178: 15,293 3,591 2,223 4,485 18,300 22,001 24,114: 4,177 2,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 5,271: 6,514 -1,774 143 -2,161 7,111 4,496 5,480: 775 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 13.7 8.5 17.1 69.9 84.0 92.1: 16.0 7.9
Old : 100.0: 58.4 13.7 8.5 17.1 69.9 84.0 92.1: 16.0 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 28 14 6 10 6 43 22:
Old : 57: 28 14 6 10 6 43 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 80.1 51.7 87.6 32.9 74.3 47.0 78.8
Old : 33.6 80.1 51.7 87.6 32.9 74.3 47.0 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 179,990: 19,438 22,755 22,224 108,663 109,445 150,325 154,424: 29,665 25,566
Old : 179,990: 19,438 22,755 22,224 108,663 109,445 150,325 154,424: 29,665 25,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 5,161: 749 -2,736 1,045 3,137 3,554 4,931 1,863: 230 3,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 12.6 12.3 60.4 60.8 83.5 85.8: 16.5 14.2
Old : 100.0: 10.8 12.6 12.3 60.4 60.8 83.5 85.8: 16.5 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 21 24 28 63 63 102 99:
Old : 117: 21 24 28 63 63 102 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 24.9 32.2 34.5 12.6 14.4 20.8 20.4
Old : 19.7 24.9 32.2 34.5 12.6 14.4 20.8 20.4
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, May 17, 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 : 174,829: 18,689 25,491 21,179 105,526 105,891 145,394 152,561: 29,435 22,268
Old : 174,829: 18,689 25,491 21,179 105,526 105,891 145,394 152,561: 29,435 22,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,616: -8,600 2,538 -924 11,360 -1,161 1,836 453: -3,452 -2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.6 12.1 60.4 60.6 83.2 87.3: 16.8 12.7
Old : 100.0: 10.7 14.6 12.1 60.4 60.6 83.2 87.3: 16.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 19 29 30 63 63 103 103:
Old : 120: 19 29 30 63 63 103 103:
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 : 18.7 25.0 31.1 35.1 12.5 15.3 20.1 21.7
Old : 18.7 25.0 31.1 35.1 12.5 15.3 20.1 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 486,199: 34,854 79,877 149,746 225,219 220,974 409,819 450,597: 76,380 35,602
Old : 486,199: 34,854 79,877 149,746 225,219 220,974 409,819 450,597: 76,380 35,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -3,589: 2,734 12,308 786 -6,899 -11,939 -3,379 1,155: -210 -4,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 16.4 30.8 46.3 45.4 84.3 92.7: 15.7 7.3
Old : 100.0: 7.2 16.4 30.8 46.3 45.4 84.3 92.7: 15.7 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 40 63 60 86 76 160 170:
Old : 197: 40 63 60 86 76 160 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 22.0 30.2 33.7 6.8 10.8 10.4 15.6
Old : 20.7 22.0 30.2 33.7 6.8 10.8 10.4 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 489,788: 32,120 67,569 148,960 232,118 232,913 413,198 449,442: 76,590 40,346
Old : 489,788: 32,120 67,569 148,960 232,118 232,913 413,198 449,442: 76,590 40,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 16,093: -1,330 9,192 2,496 9,688 2,198 10,854 13,886: 5,239 2,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 13.8 30.4 47.4 47.6 84.4 91.8: 15.6 8.2
Old : 100.0: 6.6 13.8 30.4 47.4 47.6 84.4 91.8: 15.6 8.2
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 : 189: 39 60 60 84 74 161 159:
Old : 189: 39 60 60 84 74 161 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 22.9 30.8 34.6 6.5 10.0 10.1 14.8
Old : 22.2 22.9 30.8 34.6 6.5 10.0 10.1 14.8
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, May 24, 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 : 34,268: 6,025 3,118 1,791 22,265 19,890 30,081 24,799: 4,187 9,469
Old : 34,268: 6,025 3,118 1,791 22,265 19,890 30,081 24,799: 4,187 9,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 9.1 5.2 65.0 58.0 87.8 72.4: 12.2 27.6
Old : 100.0: 17.6 9.1 5.2 65.0 58.0 87.8 72.4: 12.2 27.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 3 15 14 18 17:
Old : 22: 2 1 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 36.0 72.3 54.5 43.6 29.0 59.2 41.9
Old : 46.5 36.0 72.3 54.5 43.6 29.0 59.2 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 112,238: 8,556 14,688 1,268 93,054 88,215 102,878 104,171: 9,360 8,067
Old : 112,238: 8,556 14,688 1,268 93,054 88,215 102,878 104,171: 9,360 8,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 4,224: 0 5,308 364 4,226 1,408 4,590 7,080: -366 -2,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.1 1.1 82.9 78.6 91.7 92.8: 8.3 7.2
Old : 100.0: 7.6 13.1 1.1 82.9 78.6 91.7 92.8: 8.3 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 : 31: 1 2 2 20 25 23 27:
Old : 31: 1 2 2 20 25 23 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 : 67.5 39.8 80.6 59.3 63.6 38.8 70.2 55.1
Old : 67.5 39.8 80.6 59.3 63.6 38.8 70.2 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 108,014: 8,556 9,380 904 88,828 86,807 98,288 97,091: 9,726 10,923
Old : 108,014: 8,556 9,380 904 88,828 86,807 98,288 97,091: 9,726 10,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 4,552: 0 612 62 3,332 3,272 3,394 3,946: 1,158 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 8.7 0.8 82.2 80.4 91.0 89.9: 9.0 10.1
Old : 100.0: 7.9 8.7 0.8 82.2 80.4 91.0 89.9: 9.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 2 19 24 22 26:
Old : 31: 1 2 2 19 24 22 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 : 68.4 36.7 82.0 56.5 64.1 36.0 71.9 52.3
Old : 68.4 36.7 82.0 56.5 64.1 36.0 71.9 52.3
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, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,398: 9,716 9,310 848 40,661 35,770 51,225 45,928: 4,173 9,470
Old : 55,398: 9,716 9,310 848 40,661 35,770 51,225 45,928: 4,173 9,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,464: 0 -244 244 0 -786 244 -786: 1,220 2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 16.8 1.5 73.4 64.6 92.5 82.9: 7.5 17.1
Old : 100.0: 17.5 16.8 1.5 73.4 64.6 92.5 82.9: 7.5 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 2 12 11 15 14:
Old : 20: 1 3 2 12 11 15 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 : 56.1 50.9 80.9 70.5 48.1 49.4 69.8 63.2
Old : 56.1 50.9 80.9 70.5 48.1 49.4 69.8 63.2
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,934: 9,716 9,554 604 40,661 36,556 50,981 46,714: 2,953 7,220
Old : 53,934: 9,716 9,554 604 40,661 36,556 50,981 46,714: 2,953 7,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 300: 856 120 0 -308 548 548 668: -248 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 17.7 1.1 75.4 67.8 94.5 86.6: 5.5 13.4
Old : 100.0: 18.0 17.7 1.1 75.4 67.8 94.5 86.6: 5.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 12 12 14 15:
Old : 21: 1 3 1 12 12 14 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 : 57.7 51.7 83.1 71.9 49.5 50.1 71.7 64.8
Old : 57.7 51.7 83.1 71.9 49.5 50.1 71.7 64.8
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, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,080: 2,150 5,513 3,397 43,914 43,442 49,461 52,352: 5,619 2,728
Old : 55,080: 2,150 5,513 3,397 43,914 43,442 49,461 52,352: 5,619 2,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,390: -368 704 -246 1,672 872 1,058 1,330: 332 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 10.0 6.2 79.7 78.9 89.8 95.0: 10.2 5.0
Old : 100.0: 3.9 10.0 6.2 79.7 78.9 89.8 95.0: 10.2 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 : 22: 1 2 2 16 15 18 18:
Old : 22: 1 2 2 16 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 : 52.0 48.8 70.5 73.9 28.3 30.9 42.0 44.0
Old : 52.0 48.8 70.5 73.9 28.3 30.9 42.0 44.0
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,690: 2,518 4,809 3,643 42,242 42,570 48,403 51,022: 5,287 2,668
Old : 53,690: 2,518 4,809 3,643 42,242 42,570 48,403 51,022: 5,287 2,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,552: 1,035 -254 858 4,719 6,008 6,612 6,612: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 9.0 6.8 78.7 79.3 90.2 95.0: 9.8 5.0
Old : 100.0: 4.7 9.0 6.8 78.7 79.3 90.2 95.0: 9.8 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 : 22: 1 2 2 18 15 20 18:
Old : 22: 1 2 2 18 15 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 47.8 70.3 73.7 27.3 28.8 41.2 42.6
Old : 52.0 47.8 70.3 73.7 27.3 28.8 41.2 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 61,906: 6,218 17,283 3,959 48,099 35,972 58,276 57,214: 3,630 4,692
Old : 61,906: 6,218 17,283 3,959 48,099 35,972 58,276 57,214: 3,630 4,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,300: -190 3,299 1,212 1,402 -2,704 2,424 1,807: -124 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 27.9 6.4 77.7 58.1 94.1 92.4: 5.9 7.6
Old : 100.0: 10.0 27.9 6.4 77.7 58.1 94.1 92.4: 5.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 3 4 23 21 27 26:
Old : 30: 2 3 4 23 21 27 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 : 48.5 42.2 69.7 61.7 45.2 37.2 59.7 52.9
Old : 48.5 42.2 69.7 61.7 45.2 37.2 59.7 52.9
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 17, 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 : 59,606: 6,408 13,984 2,747 46,697 38,676 55,852 55,407: 3,754 4,199
Old : 59,606: 6,408 13,984 2,747 46,697 38,676 55,852 55,407: 3,754 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 3,666: -366 2,741 350 3,464 535 3,448 3,626: 218 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 23.5 4.6 78.3 64.9 93.7 93.0: 6.3 7.0
Old : 100.0: 10.8 23.5 4.6 78.3 64.9 93.7 93.0: 6.3 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 : 28: 1 3 3 22 20 25 24:
Old : 28: 1 3 3 22 20 25 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 : 51.6 39.6 72.7 62.8 50.5 34.3 63.2 53.3
Old : 51.6 39.6 72.7 62.8 50.5 34.3 63.2 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,579: 2,928 0 496 34,115 35,199 37,539 35,695: 1,040 2,884
Old : 38,579: 2,928 0 496 34,115 35,199 37,539 35,695: 1,040 2,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,538: 452 0 250 1,774 1,808 2,476 2,058: 62 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 1.3 88.4 91.2 97.3 92.5: 2.7 7.5
Old : 100.0: 7.6 0.0 1.3 88.4 91.2 97.3 92.5: 2.7 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 : 20: 1 0 1 18 18 19 19:
Old : 20: 1 0 1 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 43.4 83.5 73.4 43.3 32.4 57.5 48.0
Old : 54.2 43.4 83.5 73.4 43.3 32.4 57.5 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 36,041: 2,476 0 246 32,341 33,391 35,063 33,637: 978 2,404
Old : 36,041: 2,476 0 246 32,341 33,391 35,063 33,637: 978 2,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.7 89.7 92.6 97.3 93.3: 2.7 6.7
Old : 100.0: 6.9 0.0 0.7 89.7 92.6 97.3 93.3: 2.7 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 17 17 18 18:
Old : 20: 1 0 1 17 17 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 : 54.4 45.3 82.9 73.6 43.0 30.4 56.9 47.4
Old : 54.4 45.3 82.9 73.6 43.0 30.4 56.9 47.4
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 24, 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 : 62,604: 0 5,285 2,910 46,852 45,472 49,762 53,667: 12,842 8,937
Old : 62,604: 0 5,285 2,910 46,852 45,472 49,762 53,667: 12,842 8,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,101: 0 3,543 -1,089 3,102 978 2,013 3,432: 88 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 4.6 74.8 72.6 79.5 85.7: 20.5 14.3
Old : 100.0: 0.0 8.4 4.6 74.8 72.6 79.5 85.7: 20.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 19 19 21 21:
Old : 24: 0 2 2 19 19 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 : 34.9 57.6 54.8 71.5 29.0 45.1 44.7 55.1
Old : 34.9 57.6 54.8 71.5 29.0 45.1 44.7 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,503: 0 1,742 3,999 43,750 44,494 47,749 50,235: 12,754 10,268
Old : 60,503: 0 1,742 3,999 43,750 44,494 47,749 50,235: 12,754 10,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,374: 0 -1,290 -358 -2,504 -64 -2,862 -1,712: 1,488 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 6.6 72.3 73.5 78.9 83.0: 21.1 17.0
Old : 100.0: 0.0 2.9 6.6 72.3 73.5 78.9 83.0: 21.1 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 19 20 20 21:
Old : 24: 0 1 1 19 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 59.0 56.5 71.8 28.3 44.2 42.6 53.0
Old : 34.6 59.0 56.5 71.8 28.3 44.2 42.6 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 75,756: 35,296 25,454 1,332 32,690 45,376 69,318 72,162: 6,438 3,594
Old : 75,756: 35,296 25,454 1,332 32,690 45,376 69,318 72,162: 6,438 3,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,024: -852 784 852 56 -1,154 56 482: 968 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 33.6 1.8 43.2 59.9 91.5 95.3: 8.5 4.7
Old : 100.0: 46.6 33.6 1.8 43.2 59.9 91.5 95.3: 8.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 1 17 17 19 19:
Old : 23: 2 1 1 17 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 60.0 81.9 77.4 62.4 59.5 66.8 68.3
Old : 68.6 60.0 81.9 77.4 62.4 59.5 66.8 68.3
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 17, 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 : 74,732: 36,148 24,670 480 32,634 46,530 69,262 71,680: 5,470 3,052
Old : 74,732: 36,148 24,670 480 32,634 46,530 69,262 71,680: 5,470 3,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 722: -60 120 60 420 482 420 662: 302 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 33.0 0.6 43.7 62.3 92.7 95.9: 7.3 4.1
Old : 100.0: 48.4 33.0 0.6 43.7 62.3 92.7 95.9: 7.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 18 18 20 20:
Old : 24: 2 1 1 18 18 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 : 69.5 62.5 83.0 79.7 64.4 62.0 70.9 71.9
Old : 69.5 62.5 83.0 79.7 64.4 62.0 70.9 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 1,007,210: 209,899 70,116 179,142 600,261 747,017 989,302 996,275: 17,908 10,935
Old : 1,007,210: 209,899 70,116 179,142 600,261 747,017 989,302 996,275: 17,908 10,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 25,236: -21,672 -2,361 16,327 31,909 11,071 26,564 25,037: -1,328 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 7.0 17.8 59.6 74.2 98.2 98.9: 1.8 1.1
Old : 100.0: 20.8 7.0 17.8 59.6 74.2 98.2 98.9: 1.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 21 10 30 90 84 124 115:
Old : 131: 21 10 30 90 84 124 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 21.9 40.1 38.4 22.2 17.1 29.7 27.7
Old : 27.2 21.9 40.1 38.4 22.2 17.1 29.7 27.7
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 981,974: 231,571 72,477 162,815 568,352 735,946 962,738 971,238: 19,236 10,736
Old : 981,974: 231,571 72,477 162,815 568,352 735,946 962,738 971,238: 19,236 10,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,782: -15,983 2,995 5,108 19,302 215 8,427 8,318: -1,645 -1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.4 16.6 57.9 74.9 98.0 98.9: 2.0 1.1
Old : 100.0: 23.6 7.4 16.6 57.9 74.9 98.0 98.9: 2.0 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 : 126: 24 9 31 84 79 120 111:
Old : 126: 24 9 31 84 79 120 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 22.7 42.1 38.5 23.7 17.6 31.1 29.1
Old : 29.3 22.7 42.1 38.5 23.7 17.6 31.1 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 154,402: 26,336 57,675 36,285 90,515 59,538 153,136 153,498: 1,266 904
Old : 154,402: 26,336 57,675 36,285 90,515 59,538 153,136 153,498: 1,266 904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 14,599: 5,298 5,884 6,183 3,334 3,254 14,815 15,321: -216 -722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 37.4 23.5 58.6 38.6 99.2 99.4: 0.8 0.6
Old : 100.0: 17.1 37.4 23.5 58.6 38.6 99.2 99.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 11 9 14 30 30 48 46:
Old : 52: 11 9 14 30 30 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 45.4 45.3 67.3 17.7 34.5 30.2 41.9
Old : 27.3 45.4 45.3 67.3 17.7 34.5 30.2 41.9
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 17, 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 : 139,803: 21,038 51,791 30,102 87,181 56,284 138,321 138,177: 1,482 1,626
Old : 139,803: 21,038 51,791 30,102 87,181 56,284 138,321 138,177: 1,482 1,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 2,820: -290 466 1,700 3,170 850 4,580 3,016: -1,760 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 37.0 21.5 62.4 40.3 98.9 98.8: 1.1 1.2
Old : 100.0: 15.0 37.0 21.5 62.4 40.3 98.9 98.8: 1.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 11 9 14 28 27 46 43:
Old : 50: 11 9 14 28 27 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 48.5 46.9 67.9 24.9 36.4 36.6 44.6
Old : 29.1 48.5 46.9 67.9 24.9 36.4 36.6 44.6
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 24, 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 : 60,289: 15,878 1,100 14,221 29,848 44,548 59,947 59,869: 342 420
Old : 60,289: 15,878 1,100 14,221 29,848 44,548 59,947 59,869: 342 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 439: -1,040 -1,160 952 1,027 427 939 219: -500 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 1.8 23.6 49.5 73.9 99.4 99.3: 0.6 0.7
Old : 100.0: 26.3 1.8 23.6 49.5 73.9 99.4 99.3: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 6 7 33 31 41 40:
Old : 45: 4 6 7 33 31 41 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 : 51.6 41.4 69.8 63.3 37.3 33.6 44.2 44.9
Old : 51.6 41.4 69.8 63.3 37.3 33.6 44.2 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 59,850: 16,918 2,260 13,269 28,821 44,121 59,008 59,650: 842 200
Old : 59,850: 16,918 2,260 13,269 28,821 44,121 59,008 59,650: 842 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,091: 1,300 -480 272 -721 1,199 851 991: 240 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 3.8 22.2 48.2 73.7 98.6 99.7: 1.4 0.3
Old : 100.0: 28.3 3.8 22.2 48.2 73.7 98.6 99.7: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 4 7 32 28 39 35:
Old : 41: 3 4 7 32 28 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 41.1 70.0 63.3 38.5 33.3 46.0 46.3
Old : 52.9 41.1 70.0 63.3 38.5 33.3 46.0 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 22,524: 3,766 881 1,488 17,226 19,602 22,480 21,971: 44 553
Old : 22,524: 3,766 881 1,488 17,226 19,602 22,480 21,971: 44 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 547: 582 72 50 -85 425 547 547: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.9 6.6 76.5 87.0 99.8 97.5: 0.2 2.5
Old : 100.0: 16.7 3.9 6.6 76.5 87.0 99.8 97.5: 0.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 3 18 18 22 21:
Old : 28: 3 1 3 18 18 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 : 63.3 51.2 83.1 71.0 62.4 47.6 71.0 60.9
Old : 63.3 51.2 83.1 71.0 62.4 47.6 71.0 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 21,977: 3,184 809 1,438 17,311 19,177 21,933 21,424: 44 553
Old : 21,977: 3,184 809 1,438 17,311 19,177 21,933 21,424: 44 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -348: 0 78 -44 36 -42 -8 -8: -340 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.7 6.5 78.8 87.3 99.8 97.5: 0.2 2.5
Old : 100.0: 14.5 3.7 6.5 78.8 87.3 99.8 97.5: 0.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 17 18 21 21:
Old : 27: 2 2 3 17 18 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 : 62.8 52.7 83.3 72.4 61.8 48.8 71.2 61.1
Old : 62.8 52.7 83.3 72.4 61.8 48.8 71.2 61.1
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 24, 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 : 8,979: 172 5,302 856 7,951 2,821 8,979 8,979: 0 0
Old : 8,979: 172 5,302 856 7,951 2,821 8,979 8,979: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 44: 0 -172 0 44 216 44 44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 59.0 9.5 88.6 31.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 59.0 9.5 88.6 31.4 100.0 100.0: 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 : 24: 1 3 2 13 10 16 13:
Old : 24: 1 3 2 13 10 16 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 : 64.4 77.6 89.1 94.7 64.4 68.0 82.4 83.8
Old : 64.4 77.6 89.1 94.7 64.4 68.0 82.4 83.8
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 17, 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 : 8,935: 172 5,474 856 7,907 2,605 8,935 8,935: 0 0
Old : 8,935: 172 5,474 856 7,907 2,605 8,935 8,935: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 61.3 9.6 88.5 29.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 61.3 9.6 88.5 29.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 2 12 9 15 12:
Old : 23: 1 3 2 12 9 15 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 : 64.8 79.9 89.5 96.6 64.7 70.3 83.7 85.6
Old : 64.8 79.9 89.5 96.6 64.7 70.3 83.7 85.6
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 24, 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 : 9,650: 3,420 2,900 1,820 4,220 4,610 9,460 9,330: 190 320
Old : 9,650: 3,420 2,900 1,820 4,220 4,610 9,460 9,330: 190 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 0: -60 0 120 0 -60 60 60: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 30.1 18.9 43.7 47.8 98.0 96.7: 2.0 3.3
Old : 100.0: 35.4 30.1 18.9 43.7 47.8 98.0 96.7: 2.0 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 : 23: 3 3 5 15 15 20 21:
Old : 23: 3 3 5 15 15 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 : 61.1 57.8 80.6 80.0 48.9 48.3 59.1 59.1
Old : 61.1 57.8 80.6 80.0 48.9 48.3 59.1 59.1
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 17, 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 : 9,650: 3,480 2,900 1,700 4,220 4,670 9,400 9,270: 250 380
Old : 9,650: 3,480 2,900 1,700 4,220 4,670 9,400 9,270: 250 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 220: -200 100 0 440 140 240 240: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 30.1 17.6 43.7 48.4 97.4 96.1: 2.6 3.9
Old : 100.0: 36.1 30.1 17.6 43.7 48.4 97.4 96.1: 2.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 5 15 15 20 20:
Old : 22: 3 2 5 15 15 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 : 61.3 58.7 80.8 80.4 50.4 49.3 61.1 60.9
Old : 61.3 58.7 80.8 80.4 50.4 49.3 61.1 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 10,190: 1,650 440 1,810 6,290 7,080 9,750 9,330: 440 860
Old : 10,190: 1,650 440 1,810 6,290 7,080 9,750 9,330: 440 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 4.3 17.8 61.7 69.5 95.7 91.6: 4.3 8.4
Old : 100.0: 16.2 4.3 17.8 61.7 69.5 95.7 91.6: 4.3 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 : 20: 2 2 3 15 12 18 16:
Old : 20: 2 2 3 15 12 18 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 : 51.0 55.1 73.1 74.7 28.9 39.1 43.0 43.0
Old : 51.0 55.1 73.1 74.7 28.9 39.1 43.0 43.0
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 24, 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 : 762,963: 80,567 94,886 121,520 507,855 479,026 709,942 695,432: 53,021 67,531
Old : 762,963: 80,567 94,886 121,520 507,855 479,026 709,942 695,432: 53,021 67,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -28,073: -7,325 4,686 -18,713 -2,804 -10,900 -28,842 -24,927: 769 -3,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.4 15.9 66.6 62.8 93.1 91.1: 6.9 8.9
Old : 100.0: 10.6 12.4 15.9 66.6 62.8 93.1 91.1: 6.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 54 81 87 82 93 191 215:
Old : 243: 54 81 87 82 93 191 215:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 17.9 34.0 28.4 19.8 13.6 28.8 21.4
Old : 23.1 17.9 34.0 28.4 19.8 13.6 28.8 21.4
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 17, 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 : 791,036: 87,892 90,200 140,233 510,659 489,926 738,784 720,359: 52,252 70,677
Old : 791,036: 87,892 90,200 140,233 510,659 489,926 738,784 720,359: 52,252 70,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -40,630: -15,137 -12,744 225 -9,503 -14,364 -24,415 -26,883: -16,215 -13,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 11.4 17.7 64.6 61.9 93.4 91.1: 6.6 8.9
Old : 100.0: 11.1 11.4 17.7 64.6 61.9 93.4 91.1: 6.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 54 93 95 85 92 201 224:
Old : 250: 54 93 95 85 92 201 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 15.5 31.7 25.5 17.2 12.4 26.4 18.8
Old : 20.9 15.5 31.7 25.5 17.2 12.4 26.4 18.8
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 24, 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 : 13,679: 8,094 3,622 589 2,192 8,637 10,875 12,848: 2,804 831
Old : 13,679: 8,094 3,622 589 2,192 8,637 10,875 12,848: 2,804 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 498: 77 432 256 74 -169 407 519: 91 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 26.5 4.3 16.0 63.1 79.5 93.9: 20.5 6.1
Old : 100.0: 59.2 26.5 4.3 16.0 63.1 79.5 93.9: 20.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 57 23 7 14 19 77 47:
Old : 116: 57 23 7 14 19 77 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 43.0 35.5 61.4 22.0 43.0 35.5 61.4
Old : 22.0 43.0 35.5 61.4 22.0 43.0 35.5 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 13,181: 8,017 3,190 333 2,118 8,806 10,468 12,329: 2,713 852
Old : 13,181: 8,017 3,190 333 2,118 8,806 10,468 12,329: 2,713 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -139: -82 119 77 -9 -383 -14 -187: -125 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 24.2 2.5 16.1 66.8 79.4 93.5: 20.6 6.5
Old : 100.0: 60.8 24.2 2.5 16.1 66.8 79.4 93.5: 20.6 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 : 116: 60 20 6 13 22 77 47:
Old : 116: 60 20 6 13 22 77 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 44.1 36.4 63.0 22.7 44.1 36.4 63.0
Old : 22.7 44.1 36.4 63.0 22.7 44.1 36.4 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,718: 4,593 1,142 115 1,340 5,574 6,048 6,831: 1,670 887
Old : 7,718: 4,593 1,142 115 1,340 5,574 6,048 6,831: 1,670 887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -422: -282 -388 -31 -28 25 -341 -394: -81 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 14.8 1.5 17.4 72.2 78.4 88.5: 21.6 11.5
Old : 100.0: 59.5 14.8 1.5 17.4 72.2 78.4 88.5: 21.6 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 21 9 2 6 16 28 26:
Old : 52: 21 9 2 6 16 28 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 : 38.5 44.2 55.1 61.8 38.5 44.2 54.1 61.8
Old : 38.5 44.2 55.1 61.8 38.5 44.2 54.1 61.8
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 17, 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 : 8,140: 4,875 1,530 146 1,368 5,549 6,389 7,225: 1,751 915
Old : 8,140: 4,875 1,530 146 1,368 5,549 6,389 7,225: 1,751 915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,319: -1,520 293 141 316 -1,618 -1,063 -1,184: -256 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 18.8 1.8 16.8 68.2 78.5 88.8: 21.5 11.2
Old : 100.0: 59.9 18.8 1.8 16.8 68.2 78.5 88.8: 21.5 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 : 52: 20 10 3 7 15 29 26:
Old : 52: 20 10 3 7 15 29 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 : 36.4 43.7 54.3 61.5 36.4 43.7 54.3 60.9
Old : 36.4 43.7 54.3 61.5 36.4 43.7 54.3 60.9
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 24, 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 : 144,060: 24,950 10,133 11,508 94,963 110,468 131,421 132,109: 12,639 11,951
Old : 144,060: 24,950 10,133 11,508 94,963 110,468 131,421 132,109: 12,639 11,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -5,001: -190 -1,884 167 -4,797 -3,271 -4,820 -4,988: -181 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 7.0 8.0 65.9 76.7 91.2 91.7: 8.8 8.3
Old : 100.0: 17.3 7.0 8.0 65.9 76.7 91.2 91.7: 8.8 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 39 25 35 64 76 119 122:
Old : 151: 39 25 35 64 76 119 122:
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 : 30.3 16.3 43.1 27.9 27.3 12.5 36.9 20.0
Old : 30.3 16.3 43.1 27.9 27.3 12.5 36.9 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 2005
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: 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 : 149,061: 25,140 12,017 11,341 99,760 113,739 136,241 137,097: 12,820 11,964
Old : 149,061: 25,140 12,017 11,341 99,760 113,739 136,241 137,097: 12,820 11,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -421: -6,783 2,568 460 9,309 -2,344 2,986 684: -3,407 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.1 7.6 66.9 76.3 91.4 92.0: 8.6 8.0
Old : 100.0: 16.9 8.1 7.6 66.9 76.3 91.4 92.0: 8.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 38 28 38 66 75 122 126:
Old : 155: 38 28 38 66 75 122 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 16.8 44.5 27.9 25.6 12.9 36.9 19.4
Old : 30.6 16.8 44.5 27.9 25.6 12.9 36.9 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2005