WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 218,420: 34,354 56,999 14,442 141,703 107,972 190,499 179,413: 27,921 39,007
Old : 217,391: 34,334 56,830 14,437 140,982 107,577 189,753 178,844: 27,638 38,547
Other: 1,029: 23 172 2 721 395 746 569: 283 460
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,187: 216 484 -975 1,013 3,621 254 3,130: 4,933 2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 26.1 6.6 64.9 49.4 87.2 82.1: 12.8 17.9
Old : 100.0: 15.8 26.1 6.6 64.9 49.5 87.3 82.3: 12.7 17.7
Other: 100.0: 2.2 16.7 0.2 70.1 38.4 72.5 55.3: 27.5 44.7
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 50 91 35 44 53 120 157:
Old : 212: 50 91 34 43 53 118 157:
Other: 29: 2 3 1 4 19 7 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 32.8 52.4 39.3 35.7 31.1 52.0 36.4
Old : 36.2 32.9 52.6 39.4 35.9 31.4 52.3 36.8
Other: 70.1 39.3 72.5 47.1 70.1 39.3 72.3 47.1
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 685,379: 97,553 97,219 58,262 405,082 337,944 560,897 493,425: 124,482 191,954
Old : 447,455: 74,660 114,901 8,661 284,311 228,484 367,632 352,046: 79,823 95,409
Other: 237,924: 66,704 26,129 5,790 120,771 109,460 193,265 141,379: 44,659 96,545
: : :
: : Changes in Commitments from: May 24, 2005 :
: 17,183: 2,395 -7,430 2,580 8,376 19,915 13,351 15,065: 3,832 2,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 14.2 8.5 59.1 49.3 81.8 72.0: 18.2 28.0
Old : 100.0: 16.7 25.7 1.9 63.5 51.1 82.2 78.7: 17.8 21.3
Other: 100.0: 28.0 11.0 2.4 50.8 46.0 81.2 59.4: 18.8 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 480: 137 100 95 165 186 348 347:
Old : 448: 114 117 46 126 153 270 288:
Other: 351: 94 54 30 108 164 215 236:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 17.6 32.3 22.8 21.6 15.2 32.2 19.5
Old : 31.6 23.1 42.6 28.7 31.6 21.2 42.6 26.4
Other: 19.9 12.2 28.1 18.1 19.8 9.2 27.9 14.9
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,319: 1,928 1,906 236 1,972 4,096 4,136 6,238: 4,183 2,081
Old : 8,319: 1,928 1,906 236 1,972 4,096 4,136 6,238: 4,183 2,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 558: 73 -8 215 157 201 445 408: 113 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 22.9 2.8 23.7 49.2 49.7 75.0: 50.3 25.0
Old : 100.0: 23.2 22.9 2.8 23.7 49.2 49.7 75.0: 50.3 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 14 4 8 13 22 27:
Old : 40: 10 14 4 8 13 22 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 : 22.0 28.6 35.0 42.7 20.5 28.0 29.8 39.2
Old : 22.0 28.6 35.0 42.7 20.5 28.0 29.8 39.2
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 292,238: 66,077 25,449 35,498 131,391 148,410 232,966 209,357: 59,272 82,881
Old : 188,984: 49,715 40,966 7,831 97,685 98,865 155,231 147,662: 33,753 41,322
Other: 103,254: 40,144 8,265 3,885 33,706 49,545 77,735 61,695: 25,519 41,559
: : :
: : Changes in Commitments from: May 24, 2005 :
: 30,416: 15,356 1,188 5,642 2,628 16,913 23,626 23,743: 6,790 6,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 8.7 12.1 45.0 50.8 79.7 71.6: 20.3 28.4
Old : 100.0: 26.3 21.7 4.1 51.7 52.3 82.1 78.1: 17.9 21.9
Other: 100.0: 38.9 8.0 3.8 32.6 48.0 75.3 59.8: 24.7 40.2
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 116 70 81 81 104 250 223:
Old : 311: 89 98 34 57 97 171 204:
Other: 222: 91 25 24 60 76 162 116:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 16.1 32.3 26.3 21.1 14.5 29.4 22.4
Old : 30.4 19.9 42.1 30.4 30.4 18.3 41.3 28.4
Other: 17.7 15.8 26.1 25.0 16.1 15.2 23.2 22.6
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,402: 11,897 2,100 459 0 725 12,356 3,284: 3,046 12,118
Old : 5,798: 3,807 2,142 10 0 38 3,817 2,190: 1,981 3,608
Other: 9,604: 8,427 295 112 0 687 8,539 1,094: 1,065 8,510
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 13.6 3.0 0.0 4.7 80.2 21.3: 19.8 78.7
Old : 100.0: 65.7 36.9 0.2 0.0 0.7 65.8 37.8: 34.2 62.2
Other: 100.0: 87.7 3.1 1.2 0.0 7.2 88.9 11.4: 11.1 88.6
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 13 5 7 0 3 16 12:
Old : 21: 13 5 1 0 3 14 8:
Other: 14: 9 2 5 0 3 10 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 14.0 71.1 20.0 57.9 13.3 70.3 18.3
Old : 40.5 35.5 56.3 37.8 40.5 35.5 56.3 37.6
Other: 79.6 9.3 88.8 11.3 78.7 9.3 87.7 10.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 135,285: 24,999 13,907 13,528 72,744 96,168 111,271 123,603: 24,014 11,682
Old : 98,894: 20,467 15,426 7,068 54,795 67,667 82,330 90,161: 16,564 8,733
Other: 36,391: 7,630 1,579 3,362 17,949 28,501 28,941 33,442: 7,450 2,949
: : :
: : Changes in Commitments from: May 24, 2005 :
: 7,759: 4,247 -4,073 1,045 663 12,886 5,955 9,858: 1,804 -2,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 10.3 10.0 53.8 71.1 82.2 91.4: 17.8 8.6
Old : 100.0: 20.7 15.6 7.1 55.4 68.4 83.3 91.2: 16.7 8.8
Other: 100.0: 21.0 4.3 9.2 49.3 78.3 79.5 91.9: 20.5 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 45 27 32 44 44 106 93:
Old : 136: 40 34 22 41 42 94 86:
Other: 71: 25 7 14 26 21 56 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 31.9 32.7 46.5 23.3 30.6 32.1 41.3
Old : 28.2 31.3 39.8 46.0 28.2 29.1 39.1 42.5
Other: 30.3 49.9 44.1 65.1 28.8 46.0 36.5 58.0
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 755,209: 146,613 116,812 26,115 421,339 414,994 594,067 557,921: 161,142 197,288
Old : 755,209: 146,613 116,812 26,115 421,339 414,994 594,067 557,921: 161,142 197,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 2,248: -1,093 -11,795 -723 -2,091 -12,576 -3,907 -25,094: 6,155 27,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 15.5 3.5 55.8 55.0 78.7 73.9: 21.3 26.1
Old : 100.0: 19.4 15.5 3.5 55.8 55.0 78.7 73.9: 21.3 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 : 170: 38 38 21 59 77 108 126:
Old : 170: 38 38 21 59 77 108 126:
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 : 28.7 15.9 36.7 25.5 21.8 11.2 27.4 17.5
Old : 28.7 15.9 36.7 25.5 21.8 11.2 27.4 17.5
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 141,753: 37,307 13,543 15,656 53,982 90,902 106,945 120,101: 34,808 21,652
Old : 96,819: 35,656 13,923 6,989 27,374 59,799 70,019 80,711: 26,800 16,108
Other: 44,934: 5,296 3,265 5,022 26,608 31,103 36,926 39,390: 8,008 5,544
: : :
: : Changes in Commitments from: May 24, 2005 :
: 13,607: 12,089 188 801 -2,901 10,309 9,989 11,298: 3,618 2,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.6 11.0 38.1 64.1 75.4 84.7: 24.6 15.3
Old : 100.0: 36.8 14.4 7.2 28.3 61.8 72.3 83.4: 27.7 16.6
Other: 100.0: 11.8 7.3 11.2 59.2 69.2 82.2 87.7: 17.8 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 41 29 34 48 50 120 96:
Old : 143: 48 27 27 42 47 110 86:
Other: 81: 13 20 15 36 29 59 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 31.4 24.4 43.4 11.0 23.6 18.6 32.7
Old : 13.5 33.6 23.2 43.2 13.5 30.6 23.2 40.1
Other: 32.8 37.0 46.0 56.0 26.7 36.1 39.3 49.5
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 7,812: 3,652 925 1,281 1,411 4,343 6,344 6,549: 1,468 1,263
Old : 4,354: 2,684 774 6 383 2,524 3,073 3,304: 1,281 1,050
Other: 3,458: 1,772 955 471 1,028 1,819 3,271 3,245: 187 213
: : :
: : Changes in Commitments from: May 24, 2005 :
: 900: 207 253 564 402 -11 1,173 806: -273 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 11.8 16.4 18.1 55.6 81.2 83.8: 18.8 16.2
Old : 100.0: 61.6 17.8 0.1 8.8 58.0 70.6 75.9: 29.4 24.1
Other: 100.0: 51.2 27.6 13.6 29.7 52.6 94.6 93.8: 5.4 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 10 9 10 14 31 28:
Old : 37: 18 5 1 3 12 21 18:
Other: 31: 9 8 8 9 8 25 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.9 54.2 56.4 36.4 32.1 46.4 45.8
Old : 33.5 47.1 48.4 62.2 33.5 47.1 48.4 61.9
Other: 62.9 48.7 79.8 71.9 55.8 41.6 66.0 58.8
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 376,562: 94,679 74,639 788 222,668 188,894 318,135 264,321: 58,427 112,241
Old : 376,562: 94,679 74,639 788 222,668 188,894 318,135 264,321: 58,427 112,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 9,015: -8,592 2,354 -3,228 26,415 17,230 14,595 16,356: -5,580 -7,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 19.8 0.2 59.1 50.2 84.5 70.2: 15.5 29.8
Old : 100.0: 25.1 19.8 0.2 59.1 50.2 84.5 70.2: 15.5 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 : 93: 12 22 4 45 42 59 66:
Old : 93: 12 22 4 45 42 59 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 22.3 47.9 31.4 27.3 16.1 42.6 23.2
Old : 31.0 22.3 47.9 31.4 27.3 16.1 42.6 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 1,963,251: 448,099 414,337 114,751 1,120,891 1,004,754 1,683,741 1,533,842: 279,510 429,409
Old : 1,963,251: 448,099 414,337 114,751 1,120,891 1,004,754 1,683,741 1,533,842: 279,510 429,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -222,601: -65,504 -24,722 -28,278 -88,234 -98,963 -182,016 -151,963: -40,585 -70,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 21.1 5.8 57.1 51.2 85.8 78.1: 14.2 21.9
Old : 100.0: 22.8 21.1 5.8 57.1 51.2 85.8 78.1: 14.2 21.9
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 : 253: 44 78 39 81 110 151 201:
Old : 253: 44 78 39 81 110 151 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 15.9 47.4 25.3 26.8 10.0 37.9 15.6
Old : 34.3 15.9 47.4 25.3 26.8 10.0 37.9 15.6
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 1,198,099: 163,011 235,492 35,212 816,905 661,512 1,015,128 932,216: 182,971 265,883
Old : 1,198,099: 163,011 235,492 35,212 816,905 661,512 1,015,128 932,216: 182,971 265,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -72,575: 6,088 -15,230 -51,409 -23,224 -10,884 -68,545 -77,523: -4,030 4,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 19.7 2.9 68.2 55.2 84.7 77.8: 15.3 22.2
Old : 100.0: 13.6 19.7 2.9 68.2 55.2 84.7 77.8: 15.3 22.2
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 : 179: 25 54 18 67 82 105 141:
Old : 179: 25 54 18 67 82 105 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 19.4 43.5 28.9 26.0 18.0 38.4 25.7
Old : 27.9 19.4 43.5 28.9 26.0 18.0 38.4 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 457,890: 98,754 28,197 103,211 213,656 302,679 415,621 434,087: 42,269 23,803
Old : 457,890: 98,754 28,197 103,211 213,656 302,679 415,621 434,087: 42,269 23,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 9,677: -16,957 -2,196 12,538 10,831 3,155 6,412 13,497: 3,265 -3,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 6.2 22.5 46.7 66.1 90.8 94.8: 9.2 5.2
Old : 100.0: 21.6 6.2 22.5 46.7 66.1 90.8 94.8: 9.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 28 19 31 49 53 90 92:
Old : 111: 28 19 31 49 53 90 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 43.0 52.9 56.7 15.7 25.2 20.9 31.0
Old : 40.6 43.0 52.9 56.7 15.7 25.2 20.9 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 39,970: 12,665 4,551 439 15,835 28,333 28,939 33,323: 11,031 6,647
Old : 39,970: 12,665 4,551 439 15,835 28,333 28,939 33,323: 11,031 6,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,463: 731 -360 50 -3,387 -737 -2,606 -1,047: 1,143 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 11.4 1.1 39.6 70.9 72.4 83.4: 27.6 16.6
Old : 100.0: 31.7 11.4 1.1 39.6 70.9 72.4 83.4: 27.6 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 23 11 2 19 11 43 23:
Old : 63: 23 11 2 19 11 43 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 : 26.8 60.5 40.1 71.2 26.8 60.5 40.1 70.3
Old : 26.8 60.5 40.1 71.2 26.8 60.5 40.1 70.3
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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 69,148: 11,100 35,123 495 45,721 10,765 57,316 46,383: 11,832 22,765
Old : 69,148: 11,100 35,123 495 45,721 10,765 57,316 46,383: 11,832 22,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 4,532: 1,096 -460 407 740 670 2,243 617: 2,289 3,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 50.8 0.7 66.1 15.6 82.9 67.1: 17.1 32.9
Old : 100.0: 16.1 50.8 0.7 66.1 15.6 82.9 67.1: 17.1 32.9
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 : 77: 16 35 3 18 13 36 49:
Old : 77: 16 35 3 18 13 36 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 : 55.0 23.8 65.1 33.3 52.8 23.8 62.9 33.2
Old : 55.0 23.8 65.1 33.3 52.8 23.8 62.9 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 44,733: 6,503 6,891 1,046 36,479 35,373 44,028 43,310: 705 1,423
Old : 44,733: 6,503 6,891 1,046 36,479 35,373 44,028 43,310: 705 1,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,002: -15 564 0 5,162 4,529 5,147 5,093: -145 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 15.4 2.3 81.5 79.1 98.4 96.8: 1.6 3.2
Old : 100.0: 14.5 15.4 2.3 81.5 79.1 98.4 96.8: 1.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 7 23 4 19 20 29 44:
Old : 62: 7 23 4 19 20 29 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 51.1 71.5 71.3 44.3 36.5 60.9 53.0
Old : 50.2 51.1 71.5 71.3 44.3 36.5 60.9 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 12,571: 100 1,105 0 12,468 11,422 12,568 12,527: 3 44
Old : 12,571: 100 1,105 0 12,468 11,422 12,568 12,527: 3 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,663: 100 157 0 -1,712 -1,778 -1,612 -1,621: -51 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 8.8 0.0 99.2 90.9 100.0 99.6: 0.0 0.4
Old : 100.0: 0.8 8.8 0.0 99.2 90.9 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 7 0 5 9 6 16:
Old : 21: 1 7 0 5 9 6 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 : 98.4 82.4 100.0 94.0 98.4 81.6 99.2 93.2
Old : 98.4 82.4 100.0 94.0 98.4 81.6 99.2 93.2
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 23,690: 3,287 2,067 1,129 15,032 13,358 19,448 16,554: 4,242 7,136
Old : 23,690: 3,287 2,067 1,129 15,032 13,358 19,448 16,554: 4,242 7,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 589: 257 16 44 237 281 538 341: 51 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 8.7 4.8 63.5 56.4 82.1 69.9: 17.9 30.1
Old : 100.0: 13.9 8.7 4.8 63.5 56.4 82.1 69.9: 17.9 30.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 9 7 10 21 17 34 30:
Old : 42: 9 7 10 21 17 34 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 31.4 63.0 50.9 47.1 28.5 60.8 46.4
Old : 48.9 31.4 63.0 50.9 47.1 28.5 60.8 46.4
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 98,704: 10,992 17,790 26,237 46,842 28,855 84,071 72,882: 14,633 25,822
Old : 88,238: 10,504 18,535 22,925 41,886 25,238 75,315 66,698: 12,923 21,540
Other: 10,466: 3,279 2,046 521 4,956 3,617 8,756 6,184: 1,710 4,282
: : :
: : Changes in Commitments from: May 24, 2005 :
: 2,697: -927 1,543 1,579 2,121 339 2,773 3,461: -76 -764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 18.0 26.6 47.5 29.2 85.2 73.8: 14.8 26.2
Old : 100.0: 11.9 21.0 26.0 47.5 28.6 85.4 75.6: 14.6 24.4
Other: 100.0: 31.3 19.5 5.0 47.4 34.6 83.7 59.1: 16.3 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 35 56 58 20 33 93 129:
Old : 154: 38 57 57 19 33 92 127:
Other: 47: 17 12 4 5 15 24 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.0 42.9 24.3 29.3 14.5 41.7 20.4
Old : 32.8 14.7 45.5 24.5 32.8 14.5 44.3 21.0
Other: 58.5 29.3 72.6 40.5 57.2 25.8 68.7 36.2
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 3,904: 534 1,688 265 1,456 744 2,255 2,697: 1,649 1,207
Old : 3,854: 518 1,688 264 1,438 744 2,220 2,696: 1,634 1,158
Other: 50: 16 0 1 18 0 35 1: 15 49
: : :
: : Changes in Commitments from: May 24, 2005 :
: -9: -71 -20 -6 -52 -38 -129 -64: 120 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 43.2 6.8 37.3 19.1 57.8 69.1: 42.2 30.9
Old : 100.0: 13.4 43.8 6.9 37.3 19.3 57.6 70.0: 42.4 30.0
Other: 100.0: 32.0 0.0 2.0 36.0 0.0 70.0 2.0: 30.0 98.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 14 5 7 4 21 21:
Old : 35: 11 14 5 6 4 20 21:
Other: 3: 1 0 1 2 0 3 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 : 34.1 45.9 44.0 56.1 31.0 44.7 38.6 50.6
Old : 34.1 46.5 44.2 56.9 31.0 45.3 38.7 51.2
Other: 70.0 2.0 70.0 2.0 68.0 0.0 68.0 0.0
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 147,167: 40,486 16,161 16,313 70,439 77,014 127,238 109,488: 19,929 37,679
Old : 147,167: 40,486 16,161 16,313 70,439 77,014 127,238 109,488: 19,929 37,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 3,021: -356 56 1,596 810 1,994 2,050 3,646: 971 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 11.0 11.1 47.9 52.3 86.5 74.4: 13.5 25.6
Old : 100.0: 27.5 11.0 11.1 47.9 52.3 86.5 74.4: 13.5 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 59 39 51 68 98 159 170:
Old : 224: 59 39 51 68 98 159 170:
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 : 23.5 14.8 36.6 24.7 23.5 14.5 34.2 23.7
Old : 23.5 14.8 36.6 24.7 23.5 14.5 34.2 23.7
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 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 3,509: 1,259 391 133 1,004 1,961 2,396 2,485: 1,113 1,024
Old : 3,509: 1,259 391 133 1,004 1,961 2,396 2,485: 1,113 1,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 101: 81 -73 3 62 154 146 84: -45 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 11.1 3.8 28.6 55.9 68.3 70.8: 31.7 29.2
Old : 100.0: 35.9 11.1 3.8 28.6 55.9 68.3 70.8: 31.7 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 : 44: 11 9 5 15 15 30 25:
Old : 44: 11 9 5 15 15 30 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 : 29.3 41.5 42.8 52.0 28.3 40.1 39.6 48.9
Old : 29.3 41.5 42.8 52.0 28.3 40.1 39.6 48.9
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 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 21,827: 10,334 4,140 823 6,116 3,418 17,273 8,381: 4,554 13,446
Old : 21,827: 10,334 4,140 823 6,116 3,418 17,273 8,381: 4,554 13,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -2,681: -521 -44 -742 -1,241 -974 -2,504 -1,760: -177 -921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 19.0 3.8 28.0 15.7 79.1 38.4: 20.9 61.6
Old : 100.0: 47.3 19.0 3.8 28.0 15.7 79.1 38.4: 20.9 61.6
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 : 121: 38 27 15 24 36 73 68:
Old : 121: 38 27 15 24 36 73 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 : 19.4 12.3 33.4 17.3 19.4 11.4 33.4 15.7
Old : 19.4 12.3 33.4 17.3 19.4 11.4 33.4 15.7
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 94,700: 10,524 41,764 647 60,610 30,914 71,781 73,325: 22,919 21,375
Old : 94,700: 10,524 41,764 647 60,610 30,914 71,781 73,325: 22,919 21,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -2,133: 718 -926 60 -2,788 -29 -2,010 -895: -123 -1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 44.1 0.7 64.0 32.6 75.8 77.4: 24.2 22.6
Old : 100.0: 11.1 44.1 0.7 64.0 32.6 75.8 77.4: 24.2 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 : 75: 11 24 5 29 23 43 49:
Old : 75: 11 24 5 29 23 43 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 : 39.1 25.7 50.1 41.4 37.6 25.7 48.7 41.4
Old : 39.1 25.7 50.1 41.4 37.6 25.7 48.7 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 69,037: 850 40,249 53 58,759 6,938 59,662 47,240: 9,375 21,797
Old : 69,037: 850 40,249 53 58,759 6,938 59,662 47,240: 9,375 21,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -836: -912 816 -4 -857 -341 -1,773 471: 937 -1,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 58.3 0.1 85.1 10.0 86.4 68.4: 13.6 31.6
Old : 100.0: 1.2 58.3 0.1 85.1 10.0 86.4 68.4: 13.6 31.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 24 2 20 7 23 32:
Old : 49: 2 24 2 20 7 23 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 : 49.0 20.2 69.3 34.4 45.8 20.2 66.2 34.4
Old : 49.0 20.2 69.3 34.4 45.8 20.2 66.2 34.4
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 109,821: 83,830 3,400 639 16,483 101,612 100,952 105,651: 8,869 4,170
Old : 109,821: 83,830 3,400 639 16,483 101,612 100,952 105,651: 8,869 4,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 8,117: 6,786 -199 299 457 8,364 7,542 8,464: 575 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 3.1 0.6 15.0 92.5 91.9 96.2: 8.1 3.8
Old : 100.0: 76.3 3.1 0.6 15.0 92.5 91.9 96.2: 8.1 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 : 105: 62 12 4 15 18 80 32:
Old : 105: 62 12 4 15 18 80 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 : 31.5 61.9 48.9 84.3 31.5 61.7 48.9 84.1
Old : 31.5 61.9 48.9 84.3 31.5 61.7 48.9 84.1
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 95,073: 14,346 25,417 793 61,489 48,354 76,628 74,564: 18,445 20,509
Old : 95,073: 14,346 25,417 793 61,489 48,354 76,628 74,564: 18,445 20,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 8,686: -414 3,247 -12 8,865 2,702 8,439 5,937: 247 2,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 26.7 0.8 64.7 50.9 80.6 78.4: 19.4 21.6
Old : 100.0: 15.1 26.7 0.8 64.7 50.9 80.6 78.4: 19.4 21.6
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 : 66: 16 19 2 23 14 40 34:
Old : 66: 16 19 2 23 14 40 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 : 26.8 34.4 45.2 50.1 25.5 31.2 42.0 45.4
Old : 26.8 34.4 45.2 50.1 25.5 31.2 42.0 45.4
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 183,593: 6,467 54,902 824 150,941 100,736 158,232 156,462: 25,361 27,131
Old : 183,593: 6,467 54,902 824 150,941 100,736 158,232 156,462: 25,361 27,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -429: -4,162 5,442 0 713 -9,613 -3,449 -4,171: 3,020 3,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 29.9 0.4 82.2 54.9 86.2 85.2: 13.8 14.8
Old : 100.0: 3.5 29.9 0.4 82.2 54.9 86.2 85.2: 13.8 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 12 28 3 30 25 44 54:
Old : 84: 12 28 3 30 25 44 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 34.0 74.5 46.9 57.6 31.1 68.1 43.2
Old : 60.6 34.0 74.5 46.9 57.6 31.1 68.1 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 190,494: 24,211 42,521 1,043 103,595 83,901 128,849 127,465: 61,645 63,029
Old : 190,494: 24,211 42,521 1,043 103,595 83,901 128,849 127,465: 61,645 63,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 28,349: -420 2,569 -231 11,274 15,378 10,623 17,716: 17,726 10,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 22.3 0.5 54.4 44.0 67.6 66.9: 32.4 33.1
Old : 100.0: 12.7 22.3 0.5 54.4 44.0 67.6 66.9: 32.4 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 : 106: 30 32 7 31 30 64 66:
Old : 106: 30 32 7 31 30 64 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 29.7 40.1 39.2 28.6 27.9 39.0 36.1
Old : 29.0 29.7 40.1 39.2 28.6 27.9 39.0 36.1
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 55,632: 9,572 3,191 589 40,073 44,970 50,234 48,750: 5,398 6,882
Old : 55,632: 9,572 3,191 589 40,073 44,970 50,234 48,750: 5,398 6,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 5.7 1.1 72.0 80.8 90.3 87.6: 9.7 12.4
Old : 100.0: 17.2 5.7 1.1 72.0 80.8 90.3 87.6: 9.7 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 3 2 14 13 17 17:
Old : 22: 2 3 2 14 13 17 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 : 64.5 52.7 79.7 73.6 55.1 46.7 67.9 60.4
Old : 64.5 52.7 79.7 73.6 55.1 46.7 67.9 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 8,795,768: 878,819 765,661 1,069,873 5,855,986 5,406,257 7,804,678 7,241,791: 991,090 1,553,977
Old : 8,795,768: 878,819 765,661 1,069,873 5,855,986 5,406,257 7,804,678 7,241,791: 991,090 1,553,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 99,367: 84,855 489 6,721 15,605 108,010 107,181 115,220: -7,814 -15,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.7 12.2 66.6 61.5 88.7 82.3: 11.3 17.7
Old : 100.0: 10.0 8.7 12.2 66.6 61.5 88.7 82.3: 11.3 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 56 61 91 130 136 239 243:
Old : 267: 56 61 91 130 136 239 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 17.2 40.8 26.6 26.4 14.5 34.9 21.2
Old : 27.8 17.2 40.8 26.6 26.4 14.5 34.9 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 699,838: 57,075 68,455 14,294 481,001 495,001 552,370 577,750: 147,468 122,088
Old : 699,838: 57,075 68,455 14,294 481,001 495,001 552,370 577,750: 147,468 122,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -3,759: -2,698 -814 -1,575 -9,424 163 -13,697 -2,226: 9,938 -1,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.8 2.0 68.7 70.7 78.9 82.6: 21.1 17.4
Old : 100.0: 8.2 9.8 2.0 68.7 70.7 78.9 82.6: 21.1 17.4
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 : 181: 36 29 17 91 61 139 95:
Old : 181: 36 29 17 91 61 139 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 : 19.6 32.9 28.7 45.6 19.2 32.6 27.6 45.3
Old : 19.6 32.9 28.7 45.6 19.2 32.6 27.6 45.3
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 1,064,782: 188,598 223,213 16,533 520,372 733,095 725,503 972,841: 339,279 91,941
Old : 1,064,782: 188,598 223,213 16,533 520,372 733,095 725,503 972,841: 339,279 91,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 15,732: 7,606 -17,949 3,794 23,355 37,131 34,755 22,976: -19,023 -7,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 21.0 1.6 48.9 68.8 68.1 91.4: 31.9 8.6
Old : 100.0: 17.7 21.0 1.6 48.9 68.8 68.1 91.4: 31.9 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 44 53 14 57 61 112 117:
Old : 188: 44 53 14 57 61 112 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 30.0 29.7 44.1 14.6 24.7 20.9 35.3
Old : 20.0 30.0 29.7 44.1 14.6 24.7 20.9 35.3
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 12,144: 725 1,281 19 5,920 9,592 6,664 10,892: 5,480 1,252
Old : 12,144: 725 1,281 19 5,920 9,592 6,664 10,892: 5,480 1,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 629: 0 -25 19 494 -279 513 -285: 116 914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 10.5 0.2 48.7 79.0 54.9 89.7: 45.1 10.3
Old : 100.0: 6.0 10.5 0.2 48.7 79.0 54.9 89.7: 45.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 1 12 13 14 16:
Old : 26: 1 3 1 12 13 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 37.5 44.8 63.0 26.6 36.6 41.9 59.0
Old : 28.0 37.5 44.8 63.0 26.6 36.6 41.9 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 29,538: 9,798 5,314 144 16,035 19,377 25,977 24,835: 3,561 4,703
Old : 29,538: 9,798 5,314 144 16,035 19,377 25,977 24,835: 3,561 4,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 46: -1,200 -858 144 1,640 1,534 584 820: -538 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 18.0 0.5 54.3 65.6 87.9 84.1: 12.1 15.9
Old : 100.0: 33.2 18.0 0.5 54.3 65.6 87.9 84.1: 12.1 15.9
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 : 36: 6 5 2 15 17 21 24:
Old : 36: 6 5 2 15 17 21 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 : 43.1 54.7 65.9 68.1 43.0 50.7 63.4 64.2
Old : 43.1 54.7 65.9 68.1 43.0 50.7 63.4 64.2
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 55,678: 9,403 12,967 2 36,521 25,724 45,926 38,693: 9,752 16,985
Old : 55,678: 9,403 12,967 2 36,521 25,724 45,926 38,693: 9,752 16,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,221: 1,833 -4,716 -5 -511 209 1,317 -4,512: -96 5,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 23.3 0.0 65.6 46.2 82.5 69.5: 17.5 30.5
Old : 100.0: 16.9 23.3 0.0 65.6 46.2 82.5 69.5: 17.5 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 19 17 1 31 28 50 46:
Old : 83: 19 17 1 31 28 50 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 : 39.2 24.6 51.4 36.7 37.8 23.0 49.5 34.5
Old : 39.2 24.6 51.4 36.7 37.8 23.0 49.5 34.5
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 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 307,287: 71,691 112,049 6,930 166,978 162,135 245,599 281,114: 61,688 26,173
Old : 307,287: 71,691 112,049 6,930 166,978 162,135 245,599 281,114: 61,688 26,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -7,767: -18,034 -3,454 761 -23,456 2,331 -40,729 -362: 32,962 -7,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 36.5 2.3 54.3 52.8 79.9 91.5: 20.1 8.5
Old : 100.0: 23.3 36.5 2.3 54.3 52.8 79.9 91.5: 20.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 54 69 10 44 32 104 105:
Old : 189: 54 69 10 44 32 104 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 32.2 49.3 44.2 32.5 24.8 39.7 33.5
Old : 38.6 32.2 49.3 44.2 32.5 24.8 39.7 33.5
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 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 83,172: 15,019 9,095 64 49,234 58,473 64,317 67,632: 18,855 15,540
Old : 83,172: 15,019 9,095 64 49,234 58,473 64,317 67,632: 18,855 15,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -2,127: -6,920 463 58 5,155 -2,715 -1,707 -2,194: -420 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 10.9 0.1 59.2 70.3 77.3 81.3: 22.7 18.7
Old : 100.0: 18.1 10.9 0.1 59.2 70.3 77.3 81.3: 22.7 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 10 2 20 13 28 23:
Old : 42: 6 10 2 20 13 28 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 : 45.3 60.6 58.7 71.9 43.9 55.4 54.9 66.3
Old : 45.3 60.6 58.7 71.9 43.9 55.4 54.9 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 37,826: 1,009 13,657 107 31,707 18,605 32,823 32,369: 5,003 5,457
Old : 37,826: 1,009 13,657 107 31,707 18,605 32,823 32,369: 5,003 5,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,174: 232 640 -4 1,737 86 1,965 722: -791 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 36.1 0.3 83.8 49.2 86.8 85.6: 13.2 14.4
Old : 100.0: 2.7 36.1 0.3 83.8 49.2 86.8 85.6: 13.2 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 : 62: 4 12 2 28 26 33 39:
Old : 62: 4 12 2 28 26 33 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 : 56.0 36.2 66.4 47.7 55.0 36.2 65.0 47.4
Old : 56.0 36.2 66.4 47.7 55.0 36.2 65.0 47.4
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 247,747: 52,587 35,520 2,821 181,657 192,208 237,065 230,549: 10,682 17,198
Old : 247,747: 52,587 35,520 2,821 181,657 192,208 237,065 230,549: 10,682 17,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,635: 916 -509 1,067 3,217 3,162 5,200 3,720: 435 1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 14.3 1.1 73.3 77.6 95.7 93.1: 4.3 6.9
Old : 100.0: 21.2 14.3 1.1 73.3 77.6 95.7 93.1: 4.3 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 : 119: 15 39 7 34 47 54 88:
Old : 119: 15 39 7 34 47 54 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 36.3 72.9 51.1 60.4 33.7 69.5 48.2
Old : 63.5 36.3 72.9 51.1 60.4 33.7 69.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 40,914: 13,567 5,556 143 13,479 23,463 27,189 29,162: 13,725 11,752
Old : 40,914: 13,567 5,556 143 13,479 23,463 27,189 29,162: 13,725 11,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,425: 27 -998 67 -824 639 -730 -292: -695 -1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 13.6 0.3 32.9 57.3 66.5 71.3: 33.5 28.7
Old : 100.0: 33.2 13.6 0.3 32.9 57.3 66.5 71.3: 33.5 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 29 13 3 18 28 49 42:
Old : 82: 29 13 3 18 28 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 : 16.5 27.7 26.6 38.9 15.4 27.1 25.0 36.7
Old : 16.5 27.7 26.6 38.9 15.4 27.1 25.0 36.7
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 28,334: 7,117 560 103 16,663 2,399 23,883 3,062: 4,451 25,272
Old : 28,334: 7,117 560 103 16,663 2,399 23,883 3,062: 4,451 25,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -996: -43 210 61 699 2 717 273: -1,713 -1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.0 0.4 58.8 8.5 84.3 10.8: 15.7 89.2
Old : 100.0: 25.1 2.0 0.4 58.8 8.5 84.3 10.8: 15.7 89.2
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 : 26: 10 2 3 11 4 21 9:
Old : 26: 10 2 3 11 4 21 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 9.0 69.3 10.8 59.4 8.9 68.5 9.6
Old : 60.2 9.0 69.3 10.8 59.4 8.9 68.5 9.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 74,526: 4,449 5,762 599 52,583 28,063 57,631 34,424: 16,895 40,102
Old : 74,526: 4,449 5,762 599 52,583 28,063 57,631 34,424: 16,895 40,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,323: -17 44 154 950 -406 1,087 -208: -2,410 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.7 0.8 70.6 37.7 77.3 46.2: 22.7 53.8
Old : 100.0: 6.0 7.7 0.8 70.6 37.7 77.3 46.2: 22.7 53.8
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 : 52: 5 14 3 19 29 26 45:
Old : 52: 5 14 3 19 29 26 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 : 59.5 19.3 67.6 28.7 48.1 12.3 54.1 17.9
Old : 59.5 19.3 67.6 28.7 48.1 12.3 54.1 17.9
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, May 31, 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 : 113,358: 52,757 9,956 8,511 22,521 85,737 83,789 104,204: 29,569 9,154
Old : 113,358: 52,757 9,956 8,511 22,521 85,737 83,789 104,204: 29,569 9,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 8,139: 14,231 -3,616 -148 -6,135 12,877 7,948 9,113: 191 -974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 8.8 7.5 19.9 75.6 73.9 91.9: 26.1 8.1
Old : 100.0: 46.5 8.8 7.5 19.9 75.6 73.9 91.9: 26.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 93 26 27 17 41 116 90:
Old : 166: 93 26 27 17 41 116 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 : 18.6 35.1 30.3 50.8 16.0 30.7 26.2 45.3
Old : 18.6 35.1 30.3 50.8 16.0 30.7 26.2 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, May 31, 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 : 92,253: 23,327 13,835 14,381 43,076 52,349 80,784 80,565: 11,469 11,688
Old : 92,253: 23,327 13,835 14,381 43,076 52,349 80,784 80,565: 11,469 11,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 312: 3,233 -2,706 -585 -1,071 5,014 1,577 1,723: -1,265 -1,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 15.0 15.6 46.7 56.7 87.6 87.3: 12.4 12.7
Old : 100.0: 25.3 15.0 15.6 46.7 56.7 87.6 87.3: 12.4 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 : 151: 44 49 32 45 45 110 109:
Old : 151: 44 49 32 45 45 110 109:
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 : 28.1 26.3 40.2 43.8 25.2 26.2 35.0 40.4
Old : 28.1 26.3 40.2 43.8 25.2 26.2 35.0 40.4
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, May 31, 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 : 255,995: 113,002 80,037 18,579 80,741 133,737 212,322 232,353: 43,673 23,642
Old : 255,995: 113,002 80,037 18,579 80,741 133,737 212,322 232,353: 43,673 23,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -16,753: -1,963 4,581 -1,067 -11,174 -18,641 -14,204 -15,127: -2,549 -1,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 31.3 7.3 31.5 52.2 82.9 90.8: 17.1 9.2
Old : 100.0: 44.1 31.3 7.3 31.5 52.2 82.9 90.8: 17.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 98 70 31 41 39 154 129:
Old : 224: 98 70 31 41 39 154 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.9 41.6 51.8 26.9 32.4 33.7 43.2
Old : 31.4 35.9 41.6 51.8 26.9 32.4 33.7 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, 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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 10,969: 6,659 1,554 218 1,915 8,858 8,792 10,630: 2,177 339
Old : 10,969: 6,659 1,554 218 1,915 8,858 8,792 10,630: 2,177 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -124: 443 462 -25 -15 37 403 474: -527 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 14.2 2.0 17.5 80.8 80.2 96.9: 19.8 3.1
Old : 100.0: 60.7 14.2 2.0 17.5 80.8 80.2 96.9: 19.8 3.1
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 : 36: 23 2 4 7 5 34 9:
Old : 36: 23 2 4 7 5 34 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 87.0 63.3 96.6 48.3 84.1 63.3 91.6
Old : 48.3 87.0 63.3 96.6 48.3 84.1 63.3 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 73,768: 17,140 9,564 1,243 39,202 44,557 57,585 55,364: 16,183 18,404
Old : 73,676: 17,115 9,564 1,243 39,144 44,547 57,502 55,354: 16,174 18,322
Other: 92: 25 0 0 58 10 83 10: 9 82
: : :
: : Changes in Commitments from: May 24, 2005 :
: -633: 441 -1,945 -480 84 2,658 45 233: -678 -866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 13.0 1.7 53.1 60.4 78.1 75.1: 21.9 24.9
Old : 100.0: 23.2 13.0 1.7 53.1 60.5 78.0 75.1: 22.0 24.9
Other: 100.0: 27.2 0.0 0.0 63.0 10.9 90.2 10.9: 9.8 89.1
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 31 20 13 47 42 82 73:
Old : 116: 31 20 13 47 42 82 73:
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 : 21.4 33.0 30.4 41.8 19.1 30.8 27.9 36.5
Old : 21.5 33.0 30.4 41.9 19.1 30.9 27.9 36.6
Other: 90.2 10.9 90.2 10.9 90.2 10.9 90.2 10.9
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 30,980: 2,526 2,981 1,320 19,583 16,845 23,429 21,146: 7,551 9,834
Old : 14,702: 3,444 2,969 0 6,432 7,144 9,876 10,113: 4,826 4,589
Other: 16,278: 143 1,073 259 13,151 9,701 13,553 11,033: 2,725 5,245
: : :
: : Changes in Commitments from: May 24, 2005 :
: 752: -124 -569 -228 738 732 386 -65: 366 817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.6 4.3 63.2 54.4 75.6 68.3: 24.4 31.7
Old : 100.0: 23.4 20.2 0.0 43.7 48.6 67.2 68.8: 32.8 31.2
Other: 100.0: 0.9 6.6 1.6 80.8 59.6 83.3 67.8: 16.7 32.2
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 10 7 21 14 33 27:
Old : 40: 11 7 0 12 12 23 19:
Other: 29: 3 5 4 18 13 24 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 : 45.1 41.6 56.5 51.6 45.0 36.4 54.9 45.5
Old : 35.8 34.5 49.5 52.1 35.8 34.5 47.9 50.5
Other: 59.9 49.2 72.6 58.6 59.8 43.2 70.0 50.7
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 97,413: 23,090 16,505 5,103 57,357 66,181 85,550 87,789: 11,863 9,624
Old : 62,341: 17,734 16,442 511 38,100 40,202 56,345 57,155: 5,996 5,186
Other: 35,072: 9,519 4,226 429 19,257 25,979 29,205 30,634: 5,867 4,438
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,537: -509 1,877 591 2,408 -3,114 2,490 -646: -953 2,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 16.9 5.2 58.9 67.9 87.8 90.1: 12.2 9.9
Old : 100.0: 28.4 26.4 0.8 61.1 64.5 90.4 91.7: 9.6 8.3
Other: 100.0: 27.1 12.0 1.2 54.9 74.1 83.3 87.3: 16.7 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 61 49 39 57 47 136 120:
Old : 165: 58 49 5 30 33 92 83:
Other: 125: 35 26 18 49 41 96 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 : 26.1 41.4 39.0 51.4 26.1 35.5 37.6 45.0
Old : 38.8 53.8 53.7 62.3 38.8 53.8 53.7 62.1
Other: 25.6 27.7 40.0 43.6 24.3 24.6 35.9 38.6
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 26,362: 9,154 3,218 1,700 11,874 19,729 22,728 24,647: 3,634 1,715
Old : 25,924: 9,166 3,380 1,418 11,795 19,451 22,379 24,249: 3,545 1,675
Other: 438: 254 104 16 79 278 349 398: 89 40
: : :
: : Changes in Commitments from: May 24, 2005 :
: 658: 490 -216 629 -446 -60 673 353: -15 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 12.2 6.4 45.0 74.8 86.2 93.5: 13.8 6.5
Old : 100.0: 35.4 13.0 5.5 45.5 75.0 86.3 93.5: 13.7 6.5
Other: 100.0: 58.0 23.7 3.7 18.0 63.5 79.7 90.9: 20.3 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 48 20 17 21 14 80 41:
Old : 99: 46 22 14 20 14 77 40:
Other: 16: 7 4 2 3 3 12 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 57.7 40.9 70.7 29.9 56.4 38.8 66.8
Old : 30.6 57.8 41.4 70.8 30.2 57.5 39.2 68.2
Other: 63.0 80.4 75.6 90.9 63.0 78.5 74.7 86.3
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 131,464: 24,028 23,842 3,461 96,399 99,883 123,888 127,186: 7,576 4,278
Old : 61,350: 14,668 23,117 949 39,316 33,682 54,933 57,748: 6,417 3,602
Other: 70,114: 11,107 2,472 765 57,083 66,201 68,955 69,438: 1,159 676
: : :
: : Changes in Commitments from: May 24, 2005 :
: 3,419: 842 1,648 550 2,122 1,633 3,514 3,831: -95 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 18.1 2.6 73.3 76.0 94.2 96.7: 5.8 3.3
Old : 100.0: 23.9 37.7 1.5 64.1 54.9 89.5 94.1: 10.5 5.9
Other: 100.0: 15.8 3.5 1.1 81.4 94.4 98.3 99.0: 1.7 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 52 40 18 50 38 113 93:
Old : 153: 57 40 12 45 32 105 81:
Other: 77: 22 13 6 30 30 56 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.6 46.9 53.9 19.8 24.7 30.1 33.4
Old : 22.2 30.0 37.2 42.8 19.6 25.4 29.3 37.1
Other: 46.9 60.8 66.0 76.5 28.5 42.0 43.5 53.3
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 363,027: 65,730 91,021 13,679 227,152 211,985 306,561 316,685: 56,466 46,342
Old : 363,027: 65,730 91,021 13,679 227,152 211,985 306,561 316,685: 56,466 46,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 3,301: 2,245 -6,029 -2,188 370 11,730 427 3,513: 2,874 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 25.1 3.8 62.6 58.4 84.4 87.2: 15.6 12.8
Old : 100.0: 18.1 25.1 3.8 62.6 58.4 84.4 87.2: 15.6 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 36 47 24 54 43 106 99:
Old : 146: 36 47 24 54 43 106 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 : 18.2 25.3 32.4 41.9 16.7 19.4 29.8 29.7
Old : 18.2 25.3 32.4 41.9 16.7 19.4 29.8 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 94,661: 32,801 10,649 9,825 43,979 69,329 86,605 89,803: 8,056 4,858
Old : 77,149: 33,652 15,095 2,746 33,598 55,523 69,996 73,364: 7,153 3,785
Other: 17,512: 5,404 1,809 824 10,381 13,806 16,609 16,439: 903 1,073
: : :
: : Changes in Commitments from: May 24, 2005 :
: -379: -703 43 38 529 -876 -136 -795: -243 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 11.2 10.4 46.5 73.2 91.5 94.9: 8.5 5.1
Old : 100.0: 43.6 19.6 3.6 43.5 72.0 90.7 95.1: 9.3 4.9
Other: 100.0: 30.9 10.3 4.7 59.3 78.8 94.8 93.9: 5.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 126 46 64 82 95 242 182:
Old : 296: 121 52 43 66 92 214 166:
Other: 135: 25 26 15 51 65 84 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 : 20.0 27.6 32.5 40.1 20.0 24.2 31.5 34.1
Old : 24.1 27.4 37.6 40.1 24.1 26.0 37.6 38.1
Other: 37.7 42.8 56.6 54.8 35.0 40.0 47.5 49.7
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 29,298: 17,717 2,356 2,826 4,933 22,426 25,476 27,608: 3,822 1,690
Old : 29,298: 17,717 2,356 2,826 4,933 22,426 25,476 27,608: 3,822 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,246: 922 -189 481 89 1,195 1,492 1,487: -246 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 8.0 9.6 16.8 76.5 87.0 94.2: 13.0 5.8
Old : 100.0: 60.5 8.0 9.6 16.8 76.5 87.0 94.2: 13.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 35 12 10 10 5 51 23:
Old : 62: 35 12 10 10 5 51 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 : 36.3 83.8 52.5 89.2 34.6 77.4 47.0 80.2
Old : 36.3 83.8 52.5 89.2 34.6 77.4 47.0 80.2
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 174,903: 24,012 26,368 19,097 98,537 102,232 141,646 147,697: 33,257 27,206
Old : 174,903: 24,012 26,368 19,097 98,537 102,232 141,646 147,697: 33,257 27,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -5,087: 4,574 3,613 -3,127 -10,126 -7,213 -8,679 -6,727: 3,592 1,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.1 10.9 56.3 58.5 81.0 84.4: 19.0 15.6
Old : 100.0: 13.7 15.1 10.9 56.3 58.5 81.0 84.4: 19.0 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 24 21 23 59 60 96 92:
Old : 114: 24 21 23 59 60 96 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 23.8 31.3 33.7 14.2 14.7 21.8 21.9
Old : 19.2 23.8 31.3 33.7 14.2 14.7 21.8 21.9
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 476,836: 38,489 83,823 147,603 219,614 209,830 405,706 441,256: 71,130 35,580
Old : 476,836: 38,489 83,823 147,603 219,614 209,830 405,706 441,256: 71,130 35,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -9,363: 3,635 3,946 -2,143 -5,605 -11,144 -4,113 -9,341: -5,250 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 17.6 31.0 46.1 44.0 85.1 92.5: 14.9 7.5
Old : 100.0: 8.1 17.6 31.0 46.1 44.0 85.1 92.5: 14.9 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 : 204: 45 63 61 87 75 165 172:
Old : 204: 45 63 61 87 75 165 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 21.9 30.6 33.5 7.2 11.3 10.8 17.3
Old : 20.4 21.9 30.6 33.5 7.2 11.3 10.8 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 35,985: 8,013 3,118 1,400 22,203 21,508 31,616 26,026: 4,369 9,959
Old : 35,985: 8,013 3,118 1,400 22,203 21,508 31,616 26,026: 4,369 9,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,717: 1,988 0 -391 -62 1,618 1,535 1,227: 182 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 8.7 3.9 61.7 59.8 87.9 72.3: 12.1 27.7
Old : 100.0: 22.3 8.7 3.9 61.7 59.8 87.9 72.3: 12.1 27.7
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 : 22: 2 1 2 15 14 18 16:
Old : 22: 2 1 2 15 14 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 : 49.3 35.8 74.5 55.1 46.3 28.6 62.1 43.3
Old : 49.3 35.8 74.5 55.1 46.3 28.6 62.1 43.3
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 31, 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 : 123,050: 8,254 11,746 14,372 89,610 87,285 112,236 113,403: 10,814 9,647
Old : 123,050: 8,254 11,746 14,372 89,610 87,285 112,236 113,403: 10,814 9,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 10,812: -302 -2,942 13,104 -3,444 -930 9,358 9,232: 1,454 1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 9.5 11.7 72.8 70.9 91.2 92.2: 8.8 7.8
Old : 100.0: 6.7 9.5 11.7 72.8 70.9 91.2 92.2: 8.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 18 23 21 25:
Old : 29: 1 2 2 18 23 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 39.6 76.9 61.9 56.8 33.0 62.2 48.2
Old : 64.1 39.6 76.9 61.9 56.8 33.0 62.2 48.2
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,432: 10,442 8,942 848 40,783 35,894 52,073 45,684: 4,359 10,748
Old : 56,432: 10,442 8,942 848 40,783 35,894 52,073 45,684: 4,359 10,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,034: 726 -368 0 122 124 848 -244: 186 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.8 1.5 72.3 63.6 92.3 81.0: 7.7 19.0
Old : 100.0: 18.5 15.8 1.5 72.3 63.6 92.3 81.0: 7.7 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 : 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 : 56.5 50.0 80.9 68.8 48.6 48.5 70.1 61.6
Old : 56.5 50.0 80.9 68.8 48.6 48.5 70.1 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,283: 2,710 6,313 3,211 47,387 46,491 53,308 56,015: 3,975 1,268
Old : 57,283: 2,710 6,313 3,211 47,387 46,491 53,308 56,015: 3,975 1,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 2,203: 560 800 -186 3,473 3,049 3,847 3,663: -1,644 -1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 11.0 5.6 82.7 81.2 93.1 97.8: 6.9 2.2
Old : 100.0: 4.7 11.0 5.6 82.7 81.2 93.1 97.8: 6.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 2 17 15 19 18:
Old : 23: 1 2 2 17 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 48.8 72.2 72.4 28.0 33.6 42.9 48.0
Old : 51.2 48.8 72.2 72.4 28.0 33.6 42.9 48.0
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 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 62,754: 7,928 17,299 2,989 47,541 37,876 58,458 58,164: 4,296 4,590
Old : 62,754: 7,928 17,299 2,989 47,541 37,876 58,458 58,164: 4,296 4,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 848: 1,710 16 -970 -558 1,904 182 950: 666 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 27.6 4.8 75.8 60.4 93.2 92.7: 6.8 7.3
Old : 100.0: 12.6 27.6 4.8 75.8 60.4 93.2 92.7: 6.8 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 : 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 : 49.0 39.5 70.8 60.9 47.9 35.8 61.7 55.5
Old : 49.0 39.5 70.8 60.9 47.9 35.8 61.7 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 38,184: 1,648 240 558 34,938 34,622 37,144 35,420: 1,040 2,764
Old : 38,184: 1,648 240 558 34,938 34,622 37,144 35,420: 1,040 2,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -395: -1,280 240 62 823 -577 -395 -275: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.6 1.5 91.5 90.7 97.3 92.8: 2.7 7.2
Old : 100.0: 4.3 0.6 1.5 91.5 90.7 97.3 92.8: 2.7 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 : 21: 1 1 1 18 18 19 20:
Old : 21: 1 1 1 18 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 42.7 83.3 72.8 48.8 32.8 56.0 48.5
Old : 55.3 42.7 83.3 72.8 48.8 32.8 56.0 48.5
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 64,605: 0 5,896 3,004 50,663 46,736 53,667 55,636: 10,938 8,969
Old : 64,605: 0 5,896 3,004 50,663 46,736 53,667 55,636: 10,938 8,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 2,001: 0 611 94 3,811 1,264 3,905 1,969: -1,904 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.1 4.6 78.4 72.3 83.1 86.1: 16.9 13.9
Old : 100.0: 0.0 9.1 4.6 78.4 72.3 83.1 86.1: 16.9 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 19 19 21 21:
Old : 25: 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 : 33.2 56.1 54.5 70.8 26.5 43.1 42.6 54.1
Old : 33.2 56.1 54.5 70.8 26.5 43.1 42.6 54.1
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 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 76,442: 35,176 24,114 732 34,892 47,750 70,800 72,596: 5,642 3,846
Old : 76,442: 35,176 24,114 732 34,892 47,750 70,800 72,596: 5,642 3,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 686: -120 -1,340 -600 2,202 2,374 1,482 434: -796 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 31.5 1.0 45.6 62.5 92.6 95.0: 7.4 5.0
Old : 100.0: 46.0 31.5 1.0 45.6 62.5 92.6 95.0: 7.4 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 : 24: 2 1 1 19 19 21 21:
Old : 24: 2 1 1 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 : 67.7 58.2 81.2 77.5 62.0 56.8 66.1 67.5
Old : 67.7 58.2 81.2 77.5 62.0 56.8 66.1 67.5
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
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,490: 4,080 2,310 0 36,762 39,214 40,842 41,524: 1,648 966
Old : 42,490: 4,080 2,310 0 36,762 39,214 40,842 41,524: 1,648 966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.4 0.0 86.5 92.3 96.1 97.7: 3.9 2.3
Old : 100.0: 9.6 5.4 0.0 86.5 92.3 96.1 97.7: 3.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 0 11 17 14 19:
Old : 30: 3 2 0 11 17 14 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 : 83.8 74.2 92.2 84.6 82.4 73.9 90.8 84.4
Old : 83.8 74.2 92.2 84.6 82.4 73.9 90.8 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 28,456: 2,280 2,400 0 23,526 24,746 25,806 27,146: 2,650 1,310
Old : 28,456: 2,280 2,400 0 23,526 24,746 25,806 27,146: 2,650 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.4 0.0 82.7 87.0 90.7 95.4: 9.3 4.6
Old : 100.0: 8.0 8.4 0.0 82.7 87.0 90.7 95.4: 9.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 0 11 16 13 18:
Old : 26: 2 2 0 11 16 13 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 : 63.4 62.4 83.6 80.4 58.2 62.4 77.0 78.6
Old : 63.4 62.4 83.6 80.4 58.2 62.4 77.0 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 956,352: 221,158 61,795 156,852 559,111 724,694 937,121 943,341: 19,231 13,011
Old : 956,352: 221,158 61,795 156,852 559,111 724,694 937,121 943,341: 19,231 13,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -50,858: 11,259 -8,321 -22,290 -41,150 -22,323 -52,181 -52,934: 1,323 2,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.5 16.4 58.5 75.8 98.0 98.6: 2.0 1.4
Old : 100.0: 23.1 6.5 16.4 58.5 75.8 98.0 98.6: 2.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 22 9 28 82 75 115 104:
Old : 119: 22 9 28 82 75 115 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 23.2 40.6 38.9 23.4 18.1 31.1 27.8
Old : 27.8 23.2 40.6 38.9 23.4 18.1 31.1 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 136,587: 22,866 46,110 33,389 79,269 55,492 135,524 134,991: 1,063 1,596
Old : 136,587: 22,866 46,110 33,389 79,269 55,492 135,524 134,991: 1,063 1,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -17,815: -3,470 -11,565 -2,896 -11,246 -4,046 -17,612 -18,507: -203 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 33.8 24.4 58.0 40.6 99.2 98.8: 0.8 1.2
Old : 100.0: 16.7 33.8 24.4 58.0 40.6 99.2 98.8: 0.8 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: 12 8 17 29 27 48 45:
Old : 50: 12 8 17 29 27 48 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 : 27.9 49.0 47.5 68.0 17.8 35.1 29.9 40.9
Old : 27.9 49.0 47.5 68.0 17.8 35.1 29.9 40.9
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 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 57,267: 16,356 3,043 11,366 29,133 42,496 56,855 56,905: 412 362
Old : 57,267: 16,356 3,043 11,366 29,133 42,496 56,855 56,905: 412 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -3,022: 478 1,943 -2,855 -715 -2,052 -3,092 -2,964: 70 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 5.3 19.8 50.9 74.2 99.3 99.4: 0.7 0.6
Old : 100.0: 28.6 5.3 19.8 50.9 74.2 99.3 99.4: 0.7 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 : 43: 3 5 6 33 30 40 37:
Old : 43: 3 5 6 33 30 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 41.3 69.6 62.2 39.7 33.9 46.9 44.5
Old : 53.1 41.3 69.6 62.2 39.7 33.9 46.9 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 22,822: 4,156 1,779 1,100 17,566 19,390 22,822 22,269: 0 553
Old : 22,822: 4,156 1,779 1,100 17,566 19,390 22,822 22,269: 0 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 298: 390 898 -388 340 -212 342 298: -44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.8 4.8 77.0 85.0 100.0 97.6: 0.0 2.4
Old : 100.0: 18.2 7.8 4.8 77.0 85.0 100.0 97.6: 0.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 3 19 18 23 21:
Old : 28: 2 2 3 19 18 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 51.3 82.0 72.1 63.8 46.2 72.3 60.3
Old : 64.7 51.3 82.0 72.1 63.8 46.2 72.3 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,155: 216 5,052 856 8,039 3,247 9,111 9,155: 44 0
Old : 9,155: 216 5,052 856 8,039 3,247 9,111 9,155: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 176: 44 -250 0 88 426 132 176: 44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 55.2 9.4 87.8 35.5 99.5 100.0: 0.5 0.0
Old : 100.0: 2.4 55.2 9.4 87.8 35.5 99.5 100.0: 0.5 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 11 16 14:
Old : 24: 1 3 2 13 11 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 73.4 87.9 91.1 63.1 64.0 80.4 80.4
Old : 63.2 73.4 87.9 91.1 63.1 64.0 80.4 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 10,170: 3,140 2,880 2,020 4,820 4,950 9,980 9,850: 190 320
Old : 10,170: 3,140 2,880 2,020 4,820 4,950 9,980 9,850: 190 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 520: -280 -20 200 600 340 520 520: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 28.3 19.9 47.4 48.7 98.1 96.9: 1.9 3.1
Old : 100.0: 30.9 28.3 19.9 47.4 48.7 98.1 96.9: 1.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 3 5 15 17 20 23:
Old : 23: 3 3 5 15 17 20 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 : 58.4 55.7 81.4 78.3 43.3 45.2 54.5 56.0
Old : 58.4 55.7 81.4 78.3 43.3 45.2 54.5 56.0
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 10,250: 1,670 300 1,750 6,270 7,060 9,690 9,110: 560 1,140
Old : 10,250: 1,670 300 1,750 6,270 7,060 9,690 9,110: 560 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 60: 20 -140 -60 -20 -20 -60 -220: 120 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 2.9 17.1 61.2 68.9 94.5 88.9: 5.5 11.1
Old : 100.0: 16.3 2.9 17.1 61.2 68.9 94.5 88.9: 5.5 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 3 16 12 19 16:
Old : 21: 2 2 3 16 12 19 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 : 51.3 54.0 73.9 71.9 28.9 40.0 42.5 42.7
Old : 51.3 54.0 73.9 71.9 28.9 40.0 42.5 42.7
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 31, 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 : 783,354: 83,989 101,390 133,243 512,236 473,136 729,468 707,769: 53,886 75,585
Old : 783,354: 83,989 101,390 133,243 512,236 473,136 729,468 707,769: 53,886 75,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 20,391: 3,422 6,504 11,723 4,381 -5,890 19,526 12,337: 865 8,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 12.9 17.0 65.4 60.4 93.1 90.4: 6.9 9.6
Old : 100.0: 10.7 12.9 17.0 65.4 60.4 93.1 90.4: 6.9 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 : 254: 51 96 94 81 92 198 224:
Old : 254: 51 96 94 81 92 198 224:
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 : 22.4 16.4 33.2 26.5 19.5 12.4 28.2 19.5
Old : 22.4 16.4 33.2 26.5 19.5 12.4 28.2 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 13,212: 8,048 4,440 339 2,283 7,298 10,670 12,077: 2,542 1,135
Old : 13,212: 8,048 4,440 339 2,283 7,298 10,670 12,077: 2,542 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -467: -46 818 -250 91 -1,339 -205 -771: -262 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 33.6 2.6 17.3 55.2 80.8 91.4: 19.2 8.6
Old : 100.0: 60.9 33.6 2.6 17.3 55.2 80.8 91.4: 19.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 58 21 7 18 24 79 50:
Old : 113: 58 21 7 18 24 79 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 41.2 35.5 58.2 23.2 40.6 35.4 57.5
Old : 23.3 41.2 35.5 58.2 23.2 40.6 35.4 57.5
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 7,946: 4,525 1,059 331 1,447 5,523 6,303 6,913: 1,643 1,033
Old : 7,946: 4,525 1,059 331 1,447 5,523 6,303 6,913: 1,643 1,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 228: -68 -83 216 107 -51 255 82: -27 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 13.3 4.2 18.2 69.5 79.3 87.0: 20.7 13.0
Old : 100.0: 56.9 13.3 4.2 18.2 69.5 79.3 87.0: 20.7 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 20 9 5 6 15 30 27:
Old : 52: 20 9 5 6 15 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 43.6 53.0 61.1 37.3 43.6 52.2 61.1
Old : 37.3 43.6 53.0 61.1 37.3 43.6 52.2 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 130,807: 25,125 9,332 8,196 86,321 102,722 119,642 120,250: 11,165 10,557
Old : 130,807: 25,125 9,332 8,196 86,321 102,722 119,642 120,250: 11,165 10,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -13,253: 175 -801 -3,312 -8,642 -7,746 -11,779 -11,859: -1,474 -1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 7.1 6.3 66.0 78.5 91.5 91.9: 8.5 8.1
Old : 100.0: 19.2 7.1 6.3 66.0 78.5 91.5 91.9: 8.5 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 39 19 26 59 78 107 115:
Old : 145: 39 19 26 59 78 107 115:
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 : 32.0 18.7 45.5 30.7 29.8 14.1 39.9 24.0
Old : 32.0 18.7 45.5 30.7 29.8 14.1 39.9 24.0
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 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
Updated June 10, 2005