WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 210,544: 33,717 60,792 12,598 142,634 102,268 188,949 175,658: 21,595 34,886
Old : 209,477: 33,697 60,692 12,584 141,887 101,864 188,168 175,140: 21,309 34,337
Other: 1,067: 31 111 3 747 404 781 518: 286 549
: : :
: : Changes in Commitments from: May 31, 2005 :
: -7,876: -637 3,793 -1,844 931 -5,704 -1,550 -3,755: -6,326 -4,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 28.9 6.0 67.7 48.6 89.7 83.4: 10.3 16.6
Old : 100.0: 16.1 29.0 6.0 67.7 48.6 89.8 83.6: 10.2 16.4
Other: 100.0: 2.9 10.4 0.3 70.0 37.9 73.2 48.5: 26.8 51.5
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 49 96 45 41 54 125 169:
Old : 221: 49 97 44 40 54 123 169:
Other: 30: 3 3 2 4 19 8 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 30.3 55.6 36.6 38.3 28.8 55.2 34.2
Old : 38.8 30.5 55.9 36.8 38.5 29.0 55.5 34.6
Other: 70.0 32.5 73.2 40.3 70.0 32.5 72.9 40.3
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 682,827: 99,429 91,099 63,889 397,112 332,175 560,430 487,163: 122,397 195,664
Old : 432,673: 79,054 114,938 6,325 270,199 218,698 355,578 339,961: 77,095 92,712
Other: 250,154: 72,337 28,123 5,602 126,913 113,477 204,852 147,202: 45,302 102,952
: : :
: : Changes in Commitments from: May 31, 2005 :
: -2,552: 1,876 -6,120 5,627 -7,970 -5,769 -467 -6,262: -2,085 3,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 13.3 9.4 58.2 48.6 82.1 71.3: 17.9 28.7
Old : 100.0: 18.3 26.6 1.5 62.4 50.5 82.2 78.6: 17.8 21.4
Other: 100.0: 28.9 11.2 2.2 50.7 45.4 81.9 58.8: 18.1 41.2
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 136 99 106 157 183 356 350:
Old : 450: 121 122 47 109 153 258 295:
Other: 359: 101 55 29 108 162 223 232:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 17.6 32.4 22.8 21.7 14.5 32.2 19.1
Old : 32.0 23.4 43.5 28.7 32.0 21.6 43.4 26.9
Other: 20.1 12.0 28.6 17.7 19.7 7.8 27.3 13.4
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 8,192: 2,157 1,397 165 1,889 4,525 4,211 6,087: 3,981 2,105
Old : 8,192: 2,157 1,397 165 1,889 4,525 4,211 6,087: 3,981 2,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -127: 229 -509 -71 -83 429 75 -151: -202 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 17.1 2.0 23.1 55.2 51.4 74.3: 48.6 25.7
Old : 100.0: 26.3 17.1 2.0 23.1 55.2 51.4 74.3: 48.6 25.7
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 : 41: 9 13 4 9 15 22 29:
Old : 41: 9 13 4 9 15 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 25.1 34.2 40.4 20.3 24.6 32.3 37.0
Old : 21.6 25.1 34.2 40.4 20.3 24.6 32.3 37.0
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 303,804: 77,855 27,490 35,095 130,426 157,332 243,376 219,917: 60,428 83,887
Old : 179,301: 58,257 39,722 8,002 77,521 92,779 143,780 140,503: 35,521 38,798
Other: 124,503: 41,645 9,815 5,046 52,905 64,553 99,596 79,414: 24,907 45,089
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,566: 11,778 2,041 -403 -965 8,922 10,410 10,560: 1,156 1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 9.0 11.6 42.9 51.8 80.1 72.4: 19.9 27.6
Old : 100.0: 32.5 22.2 4.5 43.2 51.7 80.2 78.4: 19.8 21.6
Other: 100.0: 33.4 7.9 4.1 42.5 51.8 80.0 63.8: 20.0 36.2
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 121 79 85 76 114 253 243:
Old : 322: 94 98 38 56 105 176 215:
Other: 256: 96 40 36 60 88 173 151:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 17.6 30.5 27.0 20.3 15.4 28.1 22.9
Old : 23.0 20.9 33.1 30.8 23.0 19.3 32.1 28.6
Other: 21.1 17.0 30.6 26.6 21.1 15.6 29.3 22.6
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,170: 12,004 1,789 821 0 777 12,825 3,387: 3,345 12,783
Old : 5,285: 3,705 1,891 15 0 41 3,720 1,947: 1,565 3,338
Other: 10,885: 8,996 595 109 0 736 9,105 1,440: 1,780 9,445
: : :
: : Changes in Commitments from: May 31, 2005 :
: 768: 107 -311 362 0 52 469 103: 299 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 11.1 5.1 0.0 4.8 79.3 20.9: 20.7 79.1
Old : 100.0: 70.1 35.8 0.3 0.0 0.8 70.4 36.8: 29.6 63.2
Other: 100.0: 82.6 5.5 1.0 0.0 6.8 83.6 13.2: 16.4 86.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 8 7 0 3 15 15:
Old : 22: 11 8 2 0 3 13 11:
Other: 15: 9 3 4 0 3 9 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 9.5 71.3 16.1 61.1 7.8 69.7 13.5
Old : 48.6 26.8 63.5 36.3 48.6 26.8 63.5 36.1
Other: 76.6 10.2 83.6 13.0 75.9 10.2 82.6 12.2
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, June 7, 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 : 138,455: 26,124 10,860 16,917 71,253 98,145 114,294 125,922: 24,161 12,533
Old : 91,177: 24,382 12,172 7,960 42,683 61,889 75,025 82,021: 16,152 9,156
Other: 47,278: 6,992 3,938 3,707 28,570 36,256 39,269 43,901: 8,009 3,377
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,170: 1,125 -3,047 3,389 -1,491 1,977 3,023 2,319: 147 851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.8 12.2 51.5 70.9 82.5 90.9: 17.5 9.1
Old : 100.0: 26.7 13.3 8.7 46.8 67.9 82.3 90.0: 17.7 10.0
Other: 100.0: 14.8 8.3 7.8 60.4 76.7 83.1 92.9: 16.9 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 54 22 34 41 42 111 91:
Old : 141: 55 26 25 37 42 102 84:
Other: 76: 20 16 19 27 22 60 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 : 22.2 32.8 31.9 47.0 22.2 31.2 31.4 42.4
Old : 20.8 27.4 32.6 43.3 20.2 26.5 30.9 41.2
Other: 30.7 49.8 45.4 65.3 30.7 46.0 43.4 58.0
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 686,536: 160,021 111,152 11,121 378,395 394,600 549,537 516,873: 136,999 169,663
Old : 686,536: 160,021 111,152 11,121 378,395 394,600 549,537 516,873: 136,999 169,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -68,673: 13,408 -5,660 -14,994 -42,944 -20,394 -44,530 -41,048: -24,143 -27,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 16.2 1.6 55.1 57.5 80.0 75.3: 20.0 24.7
Old : 100.0: 23.3 16.2 1.6 55.1 57.5 80.0 75.3: 20.0 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 36 36 21 60 78 107 125:
Old : 170: 36 36 21 60 78 107 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 15.5 37.8 25.5 27.1 12.6 33.2 20.7
Old : 29.6 15.5 37.8 25.5 27.1 12.6 33.2 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 144,050: 44,309 13,602 13,316 52,040 95,961 109,665 122,879: 34,385 21,171
Old : 97,769: 42,907 13,760 4,425 24,944 64,502 72,276 82,687: 25,493 15,082
Other: 46,281: 5,019 3,459 5,274 27,096 31,459 37,389 40,192: 8,892 6,089
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,297: 7,002 59 -2,340 -1,942 5,059 2,720 2,778: -423 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 9.4 9.2 36.1 66.6 76.1 85.3: 23.9 14.7
Old : 100.0: 43.9 14.1 4.5 25.5 66.0 73.9 84.6: 26.1 15.4
Other: 100.0: 10.8 7.5 11.4 58.5 68.0 80.8 86.8: 19.2 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 42 32 33 51 56 122 103:
Old : 145: 44 32 22 44 51 107 89:
Other: 86: 19 15 18 37 33 64 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 32.6 22.1 43.6 10.1 24.6 17.6 34.7
Old : 13.6 35.9 23.7 45.6 13.6 34.6 23.7 44.3
Other: 31.5 32.9 44.4 50.8 24.2 31.4 35.9 45.2
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 7,737: 3,508 1,018 1,372 1,537 3,995 6,417 6,385: 1,320 1,352
Old : 3,683: 2,212 790 12 484 1,996 2,708 2,798: 975 885
Other: 4,054: 2,166 1,098 490 1,053 1,999 3,709 3,587: 345 467
: : :
: : Changes in Commitments from: May 31, 2005 :
: -75: -144 93 91 126 -348 73 -164: -148 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 13.2 17.7 19.9 51.6 82.9 82.5: 17.1 17.5
Old : 100.0: 60.1 21.4 0.3 13.1 54.2 73.5 76.0: 26.5 24.0
Other: 100.0: 53.4 27.1 12.1 26.0 49.3 91.5 88.5: 8.5 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 13 13 11 12 15 33 31:
Old : 38: 18 5 2 4 12 22 19:
Other: 33: 8 9 8 10 10 25 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 33.6 55.1 51.9 35.8 30.1 46.3 40.7
Old : 32.1 46.3 49.0 60.7 32.0 46.3 48.7 60.3
Other: 58.5 43.3 77.9 64.9 54.1 37.3 66.3 54.1
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 399,847: 101,027 75,901 2,437 234,867 220,015 338,331 298,353: 61,516 101,494
Old : 399,847: 101,027 75,901 2,437 234,867 220,015 338,331 298,353: 61,516 101,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 23,285: 6,348 1,262 1,649 12,199 31,121 20,196 34,032: 3,089 -10,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.0 0.6 58.7 55.0 84.6 74.6: 15.4 25.4
Old : 100.0: 25.3 19.0 0.6 58.7 55.0 84.6 74.6: 15.4 25.4
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 : 95: 15 18 3 46 46 62 66:
Old : 95: 15 18 3 46 46 62 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 : 30.1 26.3 47.1 37.1 26.4 22.1 39.9 30.7
Old : 30.1 26.3 47.1 37.1 26.4 22.1 39.9 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 1,942,546: 456,940 436,805 104,493 1,132,490 984,243 1,693,923 1,525,541: 248,623 417,005
Old : 1,942,546: 456,940 436,805 104,493 1,132,490 984,243 1,693,923 1,525,541: 248,623 417,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -20,705: 8,841 22,468 -10,258 11,599 -20,511 10,182 -8,301: -30,887 -12,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 22.5 5.4 58.3 50.7 87.2 78.5: 12.8 21.5
Old : 100.0: 23.5 22.5 5.4 58.3 50.7 87.2 78.5: 12.8 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 48 76 38 76 116 146 208:
Old : 259: 48 76 38 76 116 146 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 16.0 49.5 26.1 27.9 10.7 39.7 16.9
Old : 35.5 16.0 49.5 26.1 27.9 10.7 39.7 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 1,135,365: 173,507 240,614 29,994 739,957 623,258 943,458 893,866: 191,907 241,499
Old : 1,135,365: 173,507 240,614 29,994 739,957 623,258 943,458 893,866: 191,907 241,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -62,734: 10,496 5,122 -5,218 -76,948 -38,254 -71,670 -38,350: 8,936 -24,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 21.2 2.6 65.2 54.9 83.1 78.7: 16.9 21.3
Old : 100.0: 15.3 21.2 2.6 65.2 54.9 83.1 78.7: 16.9 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 27 47 20 63 81 104 134:
Old : 175: 27 47 20 63 81 104 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 21.2 41.3 30.4 25.6 20.3 37.5 28.7
Old : 26.8 21.2 41.3 30.4 25.6 20.3 37.5 28.7
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 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 381,307: 71,300 51,572 64,393 204,122 236,475 339,815 352,440: 41,492 28,867
Old : 381,307: 71,300 51,572 64,393 204,122 236,475 339,815 352,440: 41,492 28,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -76,583: -27,454 23,375 -38,818 -9,534 -66,204 -75,806 -81,647: -777 5,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 13.5 16.9 53.5 62.0 89.1 92.4: 10.9 7.6
Old : 100.0: 18.7 13.5 16.9 53.5 62.0 89.1 92.4: 10.9 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 : 101: 25 21 32 45 42 88 78:
Old : 101: 25 21 32 45 42 88 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 40.3 48.4 56.7 15.0 22.0 22.0 32.4
Old : 37.0 40.3 48.4 56.7 15.0 22.0 22.0 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 42,498: 12,354 4,777 656 16,669 30,111 29,679 35,544: 12,819 6,954
Old : 42,498: 12,354 4,777 656 16,669 30,111 29,679 35,544: 12,819 6,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,528: -311 226 217 834 1,778 740 2,221: 1,788 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 11.2 1.5 39.2 70.9 69.8 83.6: 30.2 16.4
Old : 100.0: 29.1 11.2 1.5 39.2 70.9 69.8 83.6: 30.2 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 24 10 2 19 14 44 25:
Old : 63: 24 10 2 19 14 44 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 : 24.9 56.1 38.9 66.7 24.9 55.1 36.3 64.4
Old : 24.9 56.1 38.9 66.7 24.9 55.1 36.3 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 72,584: 12,359 35,572 620 47,365 11,537 60,344 47,729: 12,240 24,855
Old : 72,584: 12,359 35,572 620 47,365 11,537 60,344 47,729: 12,240 24,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,436: 1,259 449 125 1,644 772 3,028 1,346: 408 2,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 49.0 0.9 65.3 15.9 83.1 65.8: 16.9 34.2
Old : 100.0: 17.0 49.0 0.9 65.3 15.9 83.1 65.8: 16.9 34.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 16 34 3 15 12 33 47:
Old : 73: 16 34 3 15 12 33 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 : 55.5 23.7 65.8 34.3 53.5 23.7 63.7 34.1
Old : 55.5 23.7 65.8 34.3 53.5 23.7 63.7 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 40,954: 6,168 6,362 1,029 32,911 32,452 40,108 39,843: 846 1,111
Old : 40,954: 6,168 6,362 1,029 32,911 32,452 40,108 39,843: 846 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,779: -335 -529 -17 -3,568 -2,921 -3,920 -3,467: 141 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.5 2.5 80.4 79.2 97.9 97.3: 2.1 2.7
Old : 100.0: 15.1 15.5 2.5 80.4 79.2 97.9 97.3: 2.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 7 19 4 19 23 29 43:
Old : 61: 7 19 4 19 23 29 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 47.4 72.4 69.2 49.3 44.0 67.7 61.8
Old : 50.6 47.4 72.4 69.2 49.3 44.0 67.7 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,893: 0 1,547 0 13,879 12,264 13,879 13,811: 14 82
Old : 13,893: 0 1,547 0 13,879 12,264 13,879 13,811: 14 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,322: -100 442 0 1,411 842 1,311 1,284: 11 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 0.0 99.9 88.3 99.9 99.4: 0.1 0.6
Old : 100.0: 0.0 11.1 0.0 99.9 88.3 99.9 99.4: 0.1 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 : 21: 0 7 0 6 10 6 17:
Old : 21: 0 7 0 6 10 6 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.5 77.4 99.9 92.1 83.1 69.5 84.8 79.3
Old : 97.5 77.4 99.9 92.1 83.1 69.5 84.8 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,158: 2,463 1,930 906 13,662 11,506 17,031 14,342: 4,127 6,816
Old : 21,158: 2,463 1,930 906 13,662 11,506 17,031 14,342: 4,127 6,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -2,532: -824 -137 -223 -1,370 -1,852 -2,417 -2,212: -115 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.1 4.3 64.6 54.4 80.5 67.8: 19.5 32.2
Old : 100.0: 11.6 9.1 4.3 64.6 54.4 80.5 67.8: 19.5 32.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 6 8 21 15 32 26:
Old : 38: 8 6 8 21 15 32 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 : 47.6 32.4 62.3 51.1 47.6 29.0 60.1 45.8
Old : 47.6 32.4 62.3 51.1 47.6 29.0 60.1 45.8
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 94,451: 10,333 21,451 19,523 48,904 26,818 78,760 67,792: 15,691 26,659
Old : 81,997: 9,645 22,200 15,338 43,344 22,841 68,327 60,379: 13,670 21,618
Other: 12,454: 4,315 2,878 558 5,560 3,977 10,433 7,413: 2,021 5,041
: : :
: : Changes in Commitments from: May 31, 2005 :
: -4,253: -659 3,661 -6,714 2,062 -2,037 -5,311 -5,090: 1,058 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 22.7 20.7 51.8 28.4 83.4 71.8: 16.6 28.2
Old : 100.0: 11.8 27.1 18.7 52.9 27.9 83.3 73.6: 16.7 26.4
Other: 100.0: 34.6 23.1 4.5 44.6 31.9 83.8 59.5: 16.2 40.5
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 31 63 57 24 33 97 126:
Old : 155: 35 63 56 22 33 95 124:
Other: 53: 20 14 3 6 16 28 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 14.8 45.2 25.1 30.7 13.8 44.4 19.7
Old : 35.5 15.1 48.8 25.6 35.4 14.2 48.1 21.1
Other: 51.3 29.5 69.5 40.7 50.0 26.3 66.4 37.2
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 3,906: 565 1,703 511 1,314 716 2,390 2,930: 1,516 976
Old : 3,835: 575 1,751 452 1,299 716 2,326 2,919: 1,509 916
Other: 71: 48 10 1 15 0 64 11: 7 60
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2: 31 15 246 -142 -28 135 233: -133 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 43.6 13.1 33.6 18.3 61.2 75.0: 38.8 25.0
Old : 100.0: 15.0 45.7 11.8 33.9 18.7 60.7 76.1: 39.3 23.9
Other: 100.0: 67.6 14.1 1.4 21.1 0.0 90.1 15.5: 9.9 84.5
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 17 10 5 4 22 27:
Old : 38: 10 18 9 5 4 22 26:
Other: 5: 3 1 1 1 0 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 : 32.4 48.0 44.8 60.0 29.2 45.2 38.0 49.7
Old : 32.6 48.9 43.9 61.1 29.4 46.1 38.3 50.6
Other: 90.1 15.5 90.1 15.5 88.7 14.1 88.7 14.1
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 141,343: 35,240 16,284 17,943 69,333 71,223 122,516 105,450: 18,827 35,893
Old : 141,343: 35,240 16,284 17,943 69,333 71,223 122,516 105,450: 18,827 35,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -5,824: -5,246 123 1,630 -1,106 -5,791 -4,722 -4,038: -1,102 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 11.5 12.7 49.1 50.4 86.7 74.6: 13.3 25.4
Old : 100.0: 24.9 11.5 12.7 49.1 50.4 86.7 74.6: 13.3 25.4
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 : 218: 57 45 46 63 89 145 165:
Old : 218: 57 45 46 63 89 145 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 14.5 37.8 25.0 24.6 14.0 35.9 23.7
Old : 24.6 14.5 37.8 25.0 24.6 14.0 35.9 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 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 3,419: 1,233 501 114 1,096 1,836 2,443 2,451: 976 968
Old : 3,419: 1,233 501 114 1,096 1,836 2,443 2,451: 976 968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -90: -26 110 -19 92 -125 47 -34: -137 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 14.7 3.3 32.1 53.7 71.5 71.7: 28.5 28.3
Old : 100.0: 36.1 14.7 3.3 32.1 53.7 71.5 71.7: 28.5 28.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 11 10 5 17 15 31 27:
Old : 45: 11 10 5 17 15 31 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 : 29.9 40.6 43.7 51.2 28.5 38.8 41.3 49.1
Old : 29.9 40.6 43.7 51.2 28.5 38.8 41.3 49.1
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 23,298: 9,916 4,512 1,376 7,026 3,305 18,318 9,193: 4,980 14,105
Old : 23,298: 9,916 4,512 1,376 7,026 3,305 18,318 9,193: 4,980 14,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,471: -418 372 553 910 -113 1,045 812: 426 659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 19.4 5.9 30.2 14.2 78.6 39.5: 21.4 60.5
Old : 100.0: 42.6 19.4 5.9 30.2 14.2 78.6 39.5: 21.4 60.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 42 29 16 24 36 78 71:
Old : 130: 42 29 16 24 36 78 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 12.4 32.2 16.9 19.7 10.2 32.2 14.2
Old : 19.7 12.4 32.2 16.9 19.7 10.2 32.2 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 94,186: 9,675 36,236 595 56,932 36,200 67,202 73,031: 26,984 21,155
Old : 94,186: 9,675 36,236 595 56,932 36,200 67,202 73,031: 26,984 21,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -514: -849 -5,528 -52 -3,678 5,286 -4,579 -294: 4,065 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 38.5 0.6 60.4 38.4 71.4 77.5: 28.6 22.5
Old : 100.0: 10.3 38.5 0.6 60.4 38.4 71.4 77.5: 28.6 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 9 21 4 24 21 35 44:
Old : 62: 9 21 4 24 21 35 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 : 35.7 28.5 47.8 43.8 34.2 24.6 44.0 38.7
Old : 35.7 28.5 47.8 43.8 34.2 24.6 44.0 38.7
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 90,020: 1,943 47,255 1 78,431 19,011 80,375 66,267: 9,645 23,753
Old : 90,020: 1,943 47,255 1 78,431 19,011 80,375 66,267: 9,645 23,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 20,983: 1,093 7,006 -52 19,672 12,073 20,713 19,027: 270 1,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 52.5 0.0 87.1 21.1 89.3 73.6: 10.7 26.4
Old : 100.0: 2.2 52.5 0.0 87.1 21.1 89.3 73.6: 10.7 26.4
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 : 52: 2 25 1 22 9 25 34:
Old : 52: 2 25 1 22 9 25 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 : 49.6 21.1 69.1 36.8 41.7 19.9 57.3 32.4
Old : 49.6 21.1 69.1 36.8 41.7 19.9 57.3 32.4
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 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 120,880: 80,498 3,240 2,864 27,388 109,555 110,750 115,659: 10,130 5,221
Old : 120,880: 80,498 3,240 2,864 27,388 109,555 110,750 115,659: 10,130 5,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,059: -3,332 -160 2,225 10,905 7,943 9,798 10,008: 1,261 1,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 2.7 2.4 22.7 90.6 91.6 95.7: 8.4 4.3
Old : 100.0: 66.6 2.7 2.4 22.7 90.6 91.6 95.7: 8.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 62 12 6 17 21 82 37:
Old : 106: 62 12 6 17 21 82 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 : 27.3 56.4 44.7 78.1 27.3 53.3 42.5 73.6
Old : 27.3 56.4 44.7 78.1 27.3 53.3 42.5 73.6
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 101,520: 14,668 23,243 723 62,055 57,244 77,446 81,210: 24,074 20,310
Old : 101,520: 14,668 23,243 723 62,055 57,244 77,446 81,210: 24,074 20,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,447: 322 -2,174 -70 566 8,890 818 6,646: 5,629 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 22.9 0.7 61.1 56.4 76.3 80.0: 23.7 20.0
Old : 100.0: 14.4 22.9 0.7 61.1 56.4 76.3 80.0: 23.7 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 10 20 3 25 18 36 40:
Old : 61: 10 20 3 25 18 36 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 : 25.2 36.7 43.8 52.7 24.1 32.9 40.1 46.8
Old : 25.2 36.7 43.8 52.7 24.1 32.9 40.1 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 185,988: 5,295 42,406 836 151,976 117,037 158,107 160,279: 27,881 25,709
Old : 185,988: 5,295 42,406 836 151,976 117,037 158,107 160,279: 27,881 25,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,395: -1,172 -12,496 12 1,035 16,301 -125 3,817: 2,520 -1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 22.8 0.4 81.7 62.9 85.0 86.2: 15.0 13.8
Old : 100.0: 2.8 22.8 0.4 81.7 62.9 85.0 86.2: 15.0 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 10 25 3 29 29 41 55:
Old : 76: 10 25 3 29 29 41 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 38.9 73.5 52.7 56.0 37.5 67.5 49.8
Old : 59.5 38.9 73.5 52.7 56.0 37.5 67.5 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 193,707: 22,939 40,710 629 125,244 105,308 148,812 146,647: 44,895 47,060
Old : 193,707: 22,939 40,710 629 125,244 105,308 148,812 146,647: 44,895 47,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,213: -1,272 -1,811 -414 21,649 21,407 19,963 19,182: -16,750 -15,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 21.0 0.3 64.7 54.4 76.8 75.7: 23.2 24.3
Old : 100.0: 11.8 21.0 0.3 64.7 54.4 76.8 75.7: 23.2 24.3
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 : 100: 23 33 6 32 30 59 65:
Old : 100: 23 33 6 32 30 59 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 : 36.8 35.3 50.6 45.3 34.0 26.3 43.9 33.8
Old : 36.8 35.3 50.6 45.3 34.0 26.3 43.9 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 67,930: 15,413 3,191 469 47,302 58,048 63,184 61,708: 4,746 6,222
Old : 67,930: 15,413 3,191 469 47,302 58,048 63,184 61,708: 4,746 6,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 12,298: 5,841 0 -120 7,229 13,078 12,950 12,958: -652 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.7 0.7 69.6 85.5 93.0 90.8: 7.0 9.2
Old : 100.0: 22.7 4.7 0.7 69.6 85.5 93.0 90.8: 7.0 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 1 12 16 15 19:
Old : 24: 2 3 1 12 16 15 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 : 65.5 60.4 83.9 75.5 58.1 56.6 73.4 65.0
Old : 65.5 60.4 83.9 75.5 58.1 56.6 73.4 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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, June 7, 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 : 8,953,488: 985,910 743,121 1,041,068 5,862,761 5,599,782 7,889,739 7,383,971: 1,063,749 1,569,517
Old : 8,953,488: 985,910 743,121 1,041,068 5,862,761 5,599,782 7,889,739 7,383,971: 1,063,749 1,569,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 157,720: 107,091 -22,540 -28,805 6,775 193,525 85,061 142,180: 72,659 15,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.3 11.6 65.5 62.5 88.1 82.5: 11.9 17.5
Old : 100.0: 11.0 8.3 11.6 65.5 62.5 88.1 82.5: 11.9 17.5
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 : 262: 59 56 90 128 136 234 241:
Old : 262: 59 56 90 128 136 234 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 18.3 40.6 27.9 25.3 14.2 33.3 21.1
Old : 26.8 18.3 40.6 27.9 25.3 14.2 33.3 21.1
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 714,795: 58,867 65,478 15,231 493,929 511,733 568,027 592,442: 146,768 122,353
Old : 714,795: 58,867 65,478 15,231 493,929 511,733 568,027 592,442: 146,768 122,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 14,957: 1,792 -2,977 937 12,928 16,732 15,657 14,692: -700 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.2 2.1 69.1 71.6 79.5 82.9: 20.5 17.1
Old : 100.0: 8.2 9.2 2.1 69.1 71.6 79.5 82.9: 20.5 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 : 183: 37 30 20 91 64 141 101:
Old : 183: 37 30 20 91 64 141 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 33.6 27.7 46.6 18.6 31.3 26.5 44.1
Old : 19.0 33.6 27.7 46.6 18.6 31.3 26.5 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 1,089,415: 199,117 213,842 27,851 523,077 749,207 750,045 990,900: 339,370 98,515
Old : 1,089,415: 199,117 213,842 27,851 523,077 749,207 750,045 990,900: 339,370 98,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 24,633: 10,519 -9,371 11,318 2,705 16,112 24,542 18,059: 91 6,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 19.6 2.6 48.0 68.8 68.8 91.0: 31.2 9.0
Old : 100.0: 18.3 19.6 2.6 48.0 68.8 68.8 91.0: 31.2 9.0
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 : 193: 49 52 23 57 61 120 122:
Old : 193: 49 52 23 57 61 120 122:
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 : 18.7 29.0 28.9 42.8 14.2 23.6 21.3 35.4
Old : 18.7 29.0 28.9 42.8 14.2 23.6 21.3 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 15,651: 1,011 3,707 31 8,851 10,698 9,893 14,436: 5,758 1,215
Old : 15,651: 1,011 3,707 31 8,851 10,698 9,893 14,436: 5,758 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,507: 286 2,426 12 2,931 1,106 3,229 3,544: 278 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 23.7 0.2 56.6 68.4 63.2 92.2: 36.8 7.8
Old : 100.0: 6.5 23.7 0.2 56.6 68.4 63.2 92.2: 36.8 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 : 28: 2 3 1 12 14 15 17:
Old : 28: 2 3 1 12 14 15 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 : 36.2 43.0 50.5 69.0 36.1 43.0 47.8 66.6
Old : 36.2 43.0 50.5 69.0 36.1 43.0 47.8 66.6
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 32,988: 10,296 3,493 342 18,375 23,557 29,013 27,392: 3,975 5,596
Old : 32,988: 10,296 3,493 342 18,375 23,557 29,013 27,392: 3,975 5,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,450: 498 -1,821 198 2,340 4,180 3,036 2,557: 414 893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 10.6 1.0 55.7 71.4 88.0 83.0: 12.0 17.0
Old : 100.0: 31.2 10.6 1.0 55.7 71.4 88.0 83.0: 12.0 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 : 35: 6 5 2 16 17 22 24:
Old : 35: 6 5 2 16 17 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 58.2 68.9 68.9 44.6 54.3 67.2 64.8
Old : 45.6 58.2 68.9 68.9 44.6 54.3 67.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 56,595: 9,257 11,473 44 36,234 26,450 45,535 37,967: 11,060 18,628
Old : 56,595: 9,257 11,473 44 36,234 26,450 45,535 37,967: 11,060 18,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 917: -146 -1,494 42 -287 726 -391 -726: 1,308 1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 20.3 0.1 64.0 46.7 80.5 67.1: 19.5 32.9
Old : 100.0: 16.4 20.3 0.1 64.0 46.7 80.5 67.1: 19.5 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 : 79: 17 17 2 30 26 47 45:
Old : 79: 17 17 2 30 26 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 24.3 49.0 37.6 35.5 21.7 47.1 32.4
Old : 36.9 24.3 49.0 37.6 35.5 21.7 47.1 32.4
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 318,613: 79,870 111,327 7,331 161,474 178,635 248,675 297,293: 69,938 21,320
Old : 318,613: 79,870 111,327 7,331 161,474 178,635 248,675 297,293: 69,938 21,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,326: 8,179 -722 401 -5,504 16,500 3,076 16,179: 8,250 -4,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 34.9 2.3 50.7 56.1 78.0 93.3: 22.0 6.7
Old : 100.0: 25.1 34.9 2.3 50.7 56.1 78.0 93.3: 22.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 58 65 12 46 35 108 108:
Old : 191: 58 65 12 46 35 108 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 34.4 43.3 49.0 27.3 26.6 34.5 36.9
Old : 33.6 34.4 43.3 49.0 27.3 26.6 34.5 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 87,578: 15,528 2,679 950 51,749 70,369 68,227 73,998: 19,351 13,580
Old : 87,578: 15,528 2,679 950 51,749 70,369 68,227 73,998: 19,351 13,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,406: 509 -6,416 886 2,515 11,896 3,910 6,366: 496 -1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 3.1 1.1 59.1 80.4 77.9 84.5: 22.1 15.5
Old : 100.0: 17.7 3.1 1.1 59.1 80.4 77.9 84.5: 22.1 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 4 2 21 19 30 23:
Old : 40: 7 4 2 21 19 30 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 : 44.0 57.7 56.0 70.2 40.9 52.3 49.0 62.2
Old : 44.0 57.7 56.0 70.2 40.9 52.3 49.0 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 38,946: 1,049 13,880 445 30,162 19,542 31,656 33,867: 7,290 5,079
Old : 38,946: 1,049 13,880 445 30,162 19,542 31,656 33,867: 7,290 5,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,120: 40 223 338 -1,545 937 -1,167 1,498: 2,287 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 35.6 1.1 77.4 50.2 81.3 87.0: 18.7 13.0
Old : 100.0: 2.7 35.6 1.1 77.4 50.2 81.3 87.0: 18.7 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 : 61: 4 13 3 28 28 33 43:
Old : 61: 4 13 3 28 28 33 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 35.5 61.3 47.9 51.2 35.1 59.2 46.1
Old : 52.9 35.5 61.3 47.9 51.2 35.1 59.2 46.1
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 248,737: 48,958 33,125 3,722 186,146 191,994 238,826 228,841: 9,911 19,896
Old : 248,737: 48,958 33,125 3,722 186,146 191,994 238,826 228,841: 9,911 19,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 990: -3,629 -2,395 901 4,489 -214 1,761 -1,708: -771 2,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 13.3 1.5 74.8 77.2 96.0 92.0: 4.0 8.0
Old : 100.0: 19.7 13.3 1.5 74.8 77.2 96.0 92.0: 4.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 14 38 9 37 48 57 89:
Old : 119: 14 38 9 37 48 57 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 37.5 73.1 52.7 59.4 34.5 69.0 49.2
Old : 62.7 37.5 73.1 52.7 59.4 34.5 69.0 49.2
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 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 52,315: 14,203 6,548 2,608 16,584 26,063 33,395 35,219: 18,920 17,096
Old : 52,315: 14,203 6,548 2,608 16,584 26,063 33,395 35,219: 18,920 17,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,401: 636 992 2,465 3,105 2,600 6,206 6,057: 5,195 5,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 12.5 5.0 31.7 49.8 63.8 67.3: 36.2 32.7
Old : 100.0: 27.1 12.5 5.0 31.7 49.8 63.8 67.3: 36.2 32.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 30 18 9 22 27 59 47:
Old : 87: 30 18 9 22 27 59 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 : 15.1 23.6 23.0 33.7 12.3 22.8 20.1 31.3
Old : 15.1 23.6 23.0 33.7 12.3 22.8 20.1 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 39,374: 6,993 426 1,978 18,055 2,439 27,026 4,843: 12,348 34,531
Old : 39,374: 6,993 426 1,978 18,055 2,439 27,026 4,843: 12,348 34,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,040: -124 -134 1,875 1,392 40 3,143 1,781: 7,897 9,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 1.1 5.0 45.9 6.2 68.6 12.3: 31.4 87.7
Old : 100.0: 17.8 1.1 5.0 45.9 6.2 68.6 12.3: 31.4 87.7
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 : 28: 9 2 8 12 4 24 13:
Old : 28: 9 2 8 12 4 24 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 : 45.5 7.5 52.7 11.0 44.9 6.5 52.1 6.7
Old : 45.5 7.5 52.7 11.0 44.9 6.5 52.1 6.7
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 76,138: 4,652 5,728 769 52,834 29,468 58,255 35,965: 17,883 40,173
Old : 76,138: 4,652 5,728 769 52,834 29,468 58,255 35,965: 17,883 40,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,612: 203 -34 170 251 1,405 624 1,541: 988 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.5 1.0 69.4 38.7 76.5 47.2: 23.5 52.8
Old : 100.0: 6.1 7.5 1.0 69.4 38.7 76.5 47.2: 23.5 52.8
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 4 19 29 26 46:
Old : 52: 5 14 4 19 29 26 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 : 58.6 19.3 66.5 29.2 46.8 12.0 52.1 17.6
Old : 58.6 19.3 66.5 29.2 46.8 12.0 52.1 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 7, 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 : 121,857: 64,948 7,479 8,640 17,790 94,662 91,378 110,781: 30,479 11,076
Old : 121,857: 64,948 7,479 8,640 17,790 94,662 91,378 110,781: 30,479 11,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 8,499: 12,191 -2,477 129 -4,731 8,925 7,589 6,577: 910 1,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 6.1 7.1 14.6 77.7 75.0 90.9: 25.0 9.1
Old : 100.0: 53.3 6.1 7.1 14.6 77.7 75.0 90.9: 25.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 92 30 27 19 43 119 93:
Old : 171: 92 30 27 19 43 119 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 34.6 28.6 50.5 17.2 31.9 27.7 46.7
Old : 17.2 34.6 28.6 50.5 17.2 31.9 27.7 46.7
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 7, 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 : 99,573: 31,621 13,609 13,710 40,542 59,079 85,873 86,398: 13,700 13,175
Old : 99,573: 31,621 13,609 13,710 40,542 59,079 85,873 86,398: 13,700 13,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 7,320: 8,294 -226 -671 -2,534 6,730 5,089 5,833: 2,231 1,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 13.7 13.8 40.7 59.3 86.2 86.8: 13.8 13.2
Old : 100.0: 31.8 13.7 13.8 40.7 59.3 86.2 86.8: 13.8 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 58 52 37 41 45 126 112:
Old : 169: 58 52 37 41 45 126 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 29.8 35.2 46.1 23.8 28.5 32.8 43.4
Old : 23.8 29.8 35.2 46.1 23.8 28.5 32.8 43.4
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 7, 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 : 252,151: 111,796 72,689 21,766 71,621 138,673 205,183 233,128: 46,968 19,023
Old : 252,151: 111,796 72,689 21,766 71,621 138,673 205,183 233,128: 46,968 19,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,844: -1,206 -7,348 3,187 -9,120 4,936 -7,139 775: 3,295 -4,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 28.8 8.6 28.4 55.0 81.4 92.5: 18.6 7.5
Old : 100.0: 44.3 28.8 8.6 28.4 55.0 81.4 92.5: 18.6 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 : 225: 101 65 31 41 42 158 126:
Old : 225: 101 65 31 41 42 158 126:
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 : 29.3 37.1 37.8 53.2 24.2 34.3 30.6 45.5
Old : 29.3 37.1 37.8 53.2 24.2 34.3 30.6 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, May 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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,318: 6,988 1,731 339 2,127 9,676 9,454 11,746: 2,864 572
Old : 12,318: 6,988 1,731 339 2,127 9,676 9,454 11,746: 2,864 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,349: 329 177 121 212 818 662 1,116: 687 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 14.1 2.8 17.3 78.6 76.7 95.4: 23.3 4.6
Old : 100.0: 56.7 14.1 2.8 17.3 78.6 76.7 95.4: 23.3 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 : 37: 24 2 5 7 5 36 10:
Old : 37: 24 2 5 7 5 36 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 : 43.7 85.5 57.8 94.6 43.7 81.1 57.8 87.5
Old : 43.7 85.5 57.8 94.6 43.7 81.1 57.8 87.5
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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 77,011: 16,325 9,421 1,695 39,771 45,286 57,791 56,402: 19,220 20,609
Old : 76,913: 16,300 9,421 1,695 39,721 45,276 57,716 56,392: 19,197 20,521
Other: 98: 25 0 0 50 10 75 10: 23 88
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,243: -815 -143 452 569 729 206 1,038: 3,037 2,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.2 2.2 51.6 58.8 75.0 73.2: 25.0 26.8
Old : 100.0: 21.2 12.2 2.2 51.6 58.9 75.0 73.3: 25.0 26.7
Other: 100.0: 25.5 0.0 0.0 51.0 10.2 76.5 10.2: 23.5 89.8
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 29 22 13 45 42 80 72:
Old : 114: 29 22 13 45 42 80 72:
Other: 5: 1 0 0 2 2 3 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 : 20.7 31.2 30.0 41.3 18.3 26.9 26.0 33.1
Old : 20.8 31.2 30.0 41.3 18.3 27.0 26.0 33.2
Other: 76.5 10.2 76.5 10.2 76.5 10.2 76.5 10.2
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 29,644: 2,480 3,013 946 19,309 15,901 22,735 19,860: 6,909 9,784
Old : 12,186: 2,889 3,068 0 4,831 4,876 7,720 7,944: 4,466 4,242
Other: 17,458: 151 505 386 14,478 11,025 15,015 11,916: 2,443 5,542
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,336: -46 32 -374 -274 -944 -694 -1,286: -642 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.2 3.2 65.1 53.6 76.7 67.0: 23.3 33.0
Old : 100.0: 23.7 25.2 0.0 39.6 40.0 63.4 65.2: 36.6 34.8
Other: 100.0: 0.9 2.9 2.2 82.9 63.2 86.0 68.3: 14.0 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 10 6 19 12 30 25:
Old : 39: 10 8 0 14 8 24 16:
Other: 27: 3 4 3 16 12 21 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 : 44.6 42.4 56.5 52.9 44.1 39.0 54.4 46.1
Old : 28.5 36.4 43.4 52.3 28.5 35.3 43.4 51.2
Other: 64.3 51.1 75.6 60.7 64.3 47.7 73.3 53.8
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 96,381: 20,413 18,790 6,894 56,950 60,372 84,257 86,056: 12,124 10,325
Old : 49,486: 14,713 17,842 544 28,001 25,498 43,258 43,884: 6,228 5,602
Other: 46,895: 10,812 6,060 1,238 28,949 34,874 40,999 42,172: 5,896 4,723
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,032: -2,677 2,285 1,791 -407 -5,809 -1,293 -1,733: 261 701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 19.5 7.2 59.1 62.6 87.4 89.3: 12.6 10.7
Old : 100.0: 29.7 36.1 1.1 56.6 51.5 87.4 88.7: 12.6 11.3
Other: 100.0: 23.1 12.9 2.6 61.7 74.4 87.4 89.9: 12.6 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 62 59 45 54 45 139 131:
Old : 164: 62 50 4 34 24 99 75:
Other: 137: 30 42 21 48 42 95 88:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.8 38.3 46.3 26.1 31.9 37.2 39.5
Old : 32.1 46.7 45.9 56.5 32.1 45.6 45.9 55.4
Other: 26.4 34.2 42.4 48.0 25.5 28.8 40.1 41.2
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 27,452: 9,516 3,581 1,744 12,239 20,043 23,499 25,368: 3,953 2,084
Old : 26,674: 9,427 3,790 1,332 12,057 19,510 22,816 24,632: 3,858 2,042
Other: 778: 429 131 72 182 533 683 736: 95 42
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,090: 362 363 44 365 314 771 721: 319 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 13.0 6.4 44.6 73.0 85.6 92.4: 14.4 7.6
Old : 100.0: 35.3 14.2 5.0 45.2 73.1 85.5 92.3: 14.5 7.7
Other: 100.0: 55.1 16.8 9.3 23.4 68.5 87.8 94.6: 12.2 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 44 20 17 21 14 75 42:
Old : 94: 45 19 15 20 14 73 41:
Other: 17: 8 4 3 3 3 13 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 : 30.5 56.6 42.3 70.4 30.1 54.6 38.2 65.8
Old : 30.8 56.9 42.7 70.5 30.4 56.2 38.9 68.1
Other: 64.8 82.5 82.6 94.6 59.8 82.5 76.6 84.8
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 136,319: 25,015 25,968 3,126 100,304 103,271 128,445 132,365: 7,874 3,954
Old : 63,949: 14,792 25,042 788 41,919 35,228 57,499 61,058: 6,450 2,891
Other: 72,370: 11,896 2,599 665 58,385 68,043 70,946 71,307: 1,424 1,063
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,855: 987 2,126 -335 3,905 3,388 4,557 5,179: 298 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 19.0 2.3 73.6 75.8 94.2 97.1: 5.8 2.9
Old : 100.0: 23.1 39.2 1.2 65.6 55.1 89.9 95.5: 10.1 4.5
Other: 100.0: 16.4 3.6 0.9 80.7 94.0 98.0 98.5: 2.0 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 55 46 15 52 37 116 92:
Old : 158: 61 40 8 47 29 109 76:
Other: 73: 18 13 6 31 28 54 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 : 32.2 38.7 48.8 56.0 20.3 24.6 30.9 33.7
Old : 27.7 33.5 41.2 49.0 21.3 26.1 29.8 38.2
Other: 46.4 61.1 65.4 76.4 27.7 42.9 42.3 53.9
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 361,372: 69,678 85,835 15,182 220,235 222,645 305,095 323,662: 56,277 37,710
Old : 361,372: 69,678 85,835 15,182 220,235 222,645 305,095 323,662: 56,277 37,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,655: 3,948 -5,186 1,503 -6,917 10,660 -1,466 6,977: -189 -8,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 23.8 4.2 60.9 61.6 84.4 89.6: 15.6 10.4
Old : 100.0: 19.3 23.8 4.2 60.9 61.6 84.4 89.6: 15.6 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 40 47 28 55 44 116 99:
Old : 151: 40 47 28 55 44 116 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 25.2 31.3 42.2 16.8 20.3 30.4 31.4
Old : 17.2 25.2 31.3 42.2 16.8 20.3 30.4 31.4
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 102,392: 37,109 11,249 11,636 44,924 74,968 93,669 97,853: 8,723 4,539
Old : 83,578: 38,244 15,079 4,395 33,345 60,713 75,984 80,187: 7,594 3,391
Other: 18,814: 4,947 2,252 1,159 11,579 14,255 17,685 17,666: 1,129 1,148
: : :
: : Changes in Commitments from: May 31, 2005 :
: 7,731: 4,308 600 1,811 945 5,639 7,064 8,050: 667 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 11.0 11.4 43.9 73.2 91.5 95.6: 8.5 4.4
Old : 100.0: 45.8 18.0 5.3 39.9 72.6 90.9 95.9: 9.1 4.1
Other: 100.0: 26.3 12.0 6.2 61.5 75.8 94.0 93.9: 6.0 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 136 40 63 75 92 246 175:
Old : 299: 138 45 43 62 87 224 155:
Other: 142: 25 31 17 50 67 84 108:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 26.3 31.1 39.8 18.3 22.0 28.8 33.3
Old : 22.5 26.2 34.3 40.6 22.5 24.0 34.3 37.0
Other: 37.3 39.2 54.1 51.2 34.3 35.6 45.4 45.6
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 35,655: 18,011 1,963 2,719 10,904 28,687 31,634 33,369: 4,021 2,286
Old : 35,655: 18,011 1,963 2,719 10,904 28,687 31,634 33,369: 4,021 2,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,357: 294 -393 -107 5,971 6,261 6,158 5,761: 199 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 5.5 7.6 30.6 80.5 88.7 93.6: 11.3 6.4
Old : 100.0: 50.5 5.5 7.6 30.6 80.5 88.7 93.6: 11.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 32 7 7 10 8 48 19:
Old : 56: 32 7 7 10 8 48 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 : 43.5 79.0 61.0 90.6 26.5 62.4 39.5 65.8
Old : 43.5 79.0 61.0 90.6 26.5 62.4 39.5 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 179,860: 31,097 25,187 23,717 91,599 102,258 146,413 151,162: 33,447 28,698
Old : 179,860: 31,097 25,187 23,717 91,599 102,258 146,413 151,162: 33,447 28,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,957: 7,085 -1,181 4,620 -6,938 26 4,767 3,465: 190 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.0 13.2 50.9 56.9 81.4 84.0: 18.6 16.0
Old : 100.0: 17.3 14.0 13.2 50.9 56.9 81.4 84.0: 18.6 16.0
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 : 126: 33 23 29 58 63 109 99:
Old : 126: 33 23 29 58 63 109 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 : 16.5 21.0 27.6 30.8 12.9 14.1 21.4 21.1
Old : 16.5 21.0 27.6 30.8 12.9 14.1 21.4 21.1
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 459,896: 31,758 64,715 143,427 209,469 217,639 384,654 425,781: 75,242 34,115
Old : 459,896: 31,758 64,715 143,427 209,469 217,639 384,654 425,781: 75,242 34,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -16,940: -6,731 -19,108 -4,176 -10,145 7,809 -21,052 -15,475: 4,112 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 14.1 31.2 45.5 47.3 83.6 92.6: 16.4 7.4
Old : 100.0: 6.9 14.1 31.2 45.5 47.3 83.6 92.6: 16.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 43 57 62 85 71 166 157:
Old : 192: 43 57 62 85 71 166 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 22.9 28.1 35.0 7.1 10.5 10.8 16.8
Old : 18.3 22.9 28.1 35.0 7.1 10.5 10.8 16.8
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 34,632: 11,717 2,717 496 19,084 21,906 31,297 25,119: 3,335 9,513
Old : 34,632: 11,717 2,717 496 19,084 21,906 31,297 25,119: 3,335 9,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,353: 3,704 -401 -904 -3,119 398 -319 -907: -1,034 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 7.8 1.4 55.1 63.3 90.4 72.5: 9.6 27.5
Old : 100.0: 33.8 7.8 1.4 55.1 63.3 90.4 72.5: 9.6 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 15 13 17 15:
Old : 21: 2 1 1 15 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 37.9 78.2 58.2 55.2 32.6 70.7 48.0
Old : 56.7 37.9 78.2 58.2 55.2 32.6 70.7 48.0
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 124,381: 5,840 15,692 18,466 89,255 84,148 113,561 118,306: 10,820 6,075
Old : 124,381: 5,840 15,692 18,466 89,255 84,148 113,561 118,306: 10,820 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,331: -2,414 3,946 4,094 -355 -3,137 1,325 4,903: 6 -3,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 12.6 14.8 71.8 67.7 91.3 95.1: 8.7 4.9
Old : 100.0: 4.7 12.6 14.8 71.8 67.7 91.3 95.1: 8.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 3 20 24 23 27:
Old : 30: 1 2 3 20 24 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 : 61.4 44.1 74.5 64.8 52.2 30.6 57.9 47.0
Old : 61.4 44.1 74.5 64.8 52.2 30.6 57.9 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 50,423: 9,466 6,838 848 36,279 33,230 46,593 40,916: 3,830 9,507
Old : 50,423: 9,466 6,838 848 36,279 33,230 46,593 40,916: 3,830 9,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -6,009: -976 -2,104 0 -4,504 -2,664 -5,480 -4,768: -529 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 13.6 1.7 71.9 65.9 92.4 81.1: 7.6 18.9
Old : 100.0: 18.8 13.6 1.7 71.9 65.9 92.4 81.1: 7.6 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 12 11 15 14:
Old : 21: 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 : 58.0 49.3 81.4 69.3 49.9 47.6 71.2 60.2
Old : 58.0 49.3 81.4 69.3 49.9 47.6 71.2 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 54,693: 2,132 6,585 3,451 44,363 42,779 49,946 52,815: 4,747 1,878
Old : 54,693: 2,132 6,585 3,451 44,363 42,779 49,946 52,815: 4,747 1,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -2,590: -578 272 240 -3,024 -3,712 -3,362 -3,200: 772 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.0 6.3 81.1 78.2 91.3 96.6: 8.7 3.4
Old : 100.0: 3.9 12.0 6.3 81.1 78.2 91.3 96.6: 8.7 3.4
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: 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 : 53.3 49.8 75.1 73.2 24.3 31.5 39.1 47.2
Old : 53.3 49.8 75.1 73.2 24.3 31.5 39.1 47.2
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 57,980: 10,430 13,286 2,766 40,874 35,964 54,070 52,016: 3,910 5,964
Old : 57,980: 10,430 13,286 2,766 40,874 35,964 54,070 52,016: 3,910 5,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -4,774: 2,502 -4,013 -223 -6,667 -1,912 -4,388 -6,148: -386 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.9 4.8 70.5 62.0 93.3 89.7: 6.7 10.3
Old : 100.0: 18.0 22.9 4.8 70.5 62.0 93.3 89.7: 6.7 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 : 29: 2 3 3 19 19 23 23:
Old : 29: 2 3 3 19 19 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 34.9 73.3 58.9 51.7 32.1 65.5 52.0
Old : 51.8 34.9 73.3 58.9 51.7 32.1 65.5 52.0
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 40,217: 24 0 1,488 37,645 36,471 39,157 37,959: 1,060 2,258
Old : 40,217: 24 0 1,488 37,645 36,471 39,157 37,959: 1,060 2,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,033: -1,624 -240 930 2,707 1,849 2,013 2,539: 20 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 3.7 93.6 90.7 97.4 94.4: 2.6 5.6
Old : 100.0: 0.1 0.0 3.7 93.6 90.7 97.4 94.4: 2.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 18 17 19 18:
Old : 21: 1 0 1 18 17 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 : 62.4 38.3 85.7 67.2 61.6 30.4 62.5 50.8
Old : 62.4 38.3 85.7 67.2 61.6 30.4 62.5 50.8
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 63,538: 0 6,107 3,440 51,836 48,233 55,276 57,780: 8,262 5,758
Old : 63,538: 0 6,107 3,440 51,836 48,233 55,276 57,780: 8,262 5,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,067: 0 211 436 1,173 1,497 1,609 2,144: -2,676 -3,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 5.4 81.6 75.9 87.0 90.9: 13.0 9.1
Old : 100.0: 0.0 9.6 5.4 81.6 75.9 87.0 90.9: 13.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 21 18 23 20:
Old : 26: 0 2 2 21 18 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 59.1 54.6 73.8 27.3 47.7 43.9 58.3
Old : 33.2 59.1 54.6 73.8 27.3 47.7 43.9 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 70,796: 33,708 23,212 1,360 28,546 41,731 63,614 66,303: 7,182 4,493
Old : 70,796: 33,708 23,212 1,360 28,546 41,731 63,614 66,303: 7,182 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -5,646: -1,468 -902 628 -6,346 -6,019 -7,186 -6,293: 1,540 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 32.8 1.9 40.3 58.9 89.9 93.7: 10.1 6.3
Old : 100.0: 47.6 32.8 1.9 40.3 58.9 89.9 93.7: 10.1 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 : 22: 2 1 1 16 17 18 19:
Old : 22: 2 1 1 16 17 18 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 : 69.0 60.2 81.9 78.2 63.4 57.8 66.1 67.6
Old : 69.0 60.2 81.9 78.2 63.4 57.8 66.1 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
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, June 7, 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 : 1,011,954: 236,435 54,025 180,228 577,612 765,954 994,275 1,000,207: 17,679 11,747
Old : 1,011,954: 236,435 54,025 180,228 577,612 765,954 994,275 1,000,207: 17,679 11,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 55,602: 15,277 -7,770 23,376 18,501 41,260 57,154 56,866: -1,552 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.3 17.8 57.1 75.7 98.3 98.8: 1.7 1.2
Old : 100.0: 23.4 5.3 17.8 57.1 75.7 98.3 98.8: 1.7 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 : 124: 23 11 29 85 78 119 109:
Old : 124: 23 11 29 85 78 119 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 23.2 40.6 38.7 22.7 18.1 31.0 27.9
Old : 27.0 23.2 40.6 38.7 22.7 18.1 31.0 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 143,175: 29,150 50,798 31,526 81,445 59,053 142,121 141,377: 1,054 1,798
Old : 143,175: 29,150 50,798 31,526 81,445 59,053 142,121 141,377: 1,054 1,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,588: 6,284 4,688 -1,863 2,176 3,561 6,597 6,386: -9 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 35.5 22.0 56.9 41.2 99.3 98.7: 0.7 1.3
Old : 100.0: 20.4 35.5 22.0 56.9 41.2 99.3 98.7: 0.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 6 17 29 27 47 45:
Old : 49: 13 6 17 29 27 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 49.5 49.9 69.0 19.1 38.3 30.9 44.7
Old : 30.4 49.5 49.9 69.0 19.1 38.3 30.9 44.7
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 58,403: 14,356 4,243 11,566 32,173 42,292 58,095 58,101: 308 302
Old : 58,403: 14,356 4,243 11,566 32,173 42,292 58,095 58,101: 308 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,136: -2,000 1,200 200 3,040 -204 1,240 1,196: -104 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.3 19.8 55.1 72.4 99.5 99.5: 0.5 0.5
Old : 100.0: 24.6 7.3 19.8 55.1 72.4 99.5 99.5: 0.5 0.5
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 : 48: 5 5 7 36 32 45 40:
Old : 48: 5 5 7 36 32 45 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 : 50.3 43.0 66.7 62.8 35.4 34.7 43.3 45.1
Old : 50.3 43.0 66.7 62.8 35.4 34.7 43.3 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 WEEKLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 2,410: 1,060 1,440 0 1,330 870 2,390 2,310: 20 100
Old : 2,410: 1,060 1,440 0 1,330 870 2,390 2,310: 20 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 59.8 0.0 55.2 36.1 99.2 95.9: 0.8 4.1
Old : 100.0: 44.0 59.8 0.0 55.2 36.1 99.2 95.9: 0.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 5 0 9 8 12 13:
Old : 25: 3 5 0 9 8 12 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 : 72.2 75.1 90.5 87.6 72.2 75.1 90.5 87.6
Old : 72.2 75.1 90.5 87.6 72.2 75.1 90.5 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 22,103: 4,261 847 1,486 16,356 19,085 22,103 21,418: 0 685
Old : 22,103: 4,261 847 1,486 16,356 19,085 22,103 21,418: 0 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -719: 105 -932 386 -1,210 -305 -719 -851: 0 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.8 6.7 74.0 86.3 100.0 96.9: 0.0 3.1
Old : 100.0: 19.3 3.8 6.7 74.0 86.3 100.0 96.9: 0.0 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 : 28: 2 2 3 19 19 23 22:
Old : 28: 2 2 3 19 19 23 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 : 60.9 51.0 81.1 71.1 58.2 47.2 69.7 60.8
Old : 60.9 51.0 81.1 71.1 58.2 47.2 69.7 60.8
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 8,783: 174 4,800 772 7,793 3,211 8,739 8,783: 44 0
Old : 8,783: 174 4,800 772 7,793 3,211 8,739 8,783: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -372: -42 -252 -84 -246 -36 -372 -372: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 54.7 8.8 88.7 36.6 99.5 100.0: 0.5 0.0
Old : 100.0: 2.0 54.7 8.8 88.7 36.6 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 : 25: 1 3 2 14 11 17 14:
Old : 25: 1 3 2 14 11 17 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 : 62.3 71.7 87.8 91.2 61.5 62.9 80.5 80.5
Old : 62.3 71.7 87.8 91.2 61.5 62.9 80.5 80.5
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 10,040: 3,240 2,260 2,000 4,330 4,910 9,570 9,170: 470 870
Old : 10,040: 3,240 2,260 2,000 4,330 4,910 9,570 9,170: 470 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -130: 100 -620 -20 -490 -40 -410 -680: 280 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 22.5 19.9 43.1 48.9 95.3 91.3: 4.7 8.7
Old : 100.0: 32.3 22.5 19.9 43.1 48.9 95.3 91.3: 4.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 5 13 17 18 22:
Old : 22: 3 2 5 13 17 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 53.2 77.6 74.5 38.9 42.4 54.4 52.2
Old : 53.2 53.2 77.6 74.5 38.9 42.4 54.4 52.2
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 12,610: 3,150 600 1,130 7,970 10,260 12,250 11,990: 360 620
Old : 12,610: 3,150 600 1,130 7,970 10,260 12,250 11,990: 360 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,360: 1,480 300 -620 1,700 3,200 2,560 2,880: -200 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.8 9.0 63.2 81.4 97.1 95.1: 2.9 4.9
Old : 100.0: 25.0 4.8 9.0 63.2 81.4 97.1 95.1: 2.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 3 19 16 22 21:
Old : 26: 3 2 3 19 16 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 55.8 73.4 74.9 37.7 46.0 55.4 60.3
Old : 48.9 55.8 73.4 74.9 37.7 46.0 55.4 60.3
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 783,546: 92,147 90,772 133,195 496,939 485,653 722,281 709,620: 61,265 73,926
Old : 783,546: 92,147 90,772 133,195 496,939 485,653 722,281 709,620: 61,265 73,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 192: 8,158 -10,618 -48 -15,297 12,517 -7,187 1,851: 7,379 -1,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.6 17.0 63.4 62.0 92.2 90.6: 7.8 9.4
Old : 100.0: 11.8 11.6 17.0 63.4 62.0 92.2 90.6: 7.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 58 91 99 83 93 213 224:
Old : 262: 58 91 99 83 93 213 224:
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 : 21.7 16.4 32.7 26.3 18.9 12.6 27.4 19.2
Old : 21.7 16.4 32.7 26.3 18.9 12.6 27.4 19.2
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 13,063: 8,078 4,663 365 1,906 7,147 10,349 12,175: 2,714 888
Old : 13,063: 8,078 4,663 365 1,906 7,147 10,349 12,175: 2,714 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -149: 30 223 26 -377 -151 -321 98: 172 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 35.7 2.8 14.6 54.7 79.2 93.2: 20.8 6.8
Old : 100.0: 61.8 35.7 2.8 14.6 54.7 79.2 93.2: 20.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 58 21 5 15 23 76 48:
Old : 113: 58 21 5 15 23 76 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 42.9 37.4 59.9 24.8 42.7 37.3 59.6
Old : 24.8 42.9 37.4 59.9 24.8 42.7 37.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,806: 5,913 790 133 1,031 6,700 7,077 7,623: 1,729 1,183
Old : 8,806: 5,913 790 133 1,031 6,700 7,077 7,623: 1,729 1,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 860: 1,388 -269 -198 -416 1,177 774 710: 86 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 9.0 1.5 11.7 76.1 80.4 86.6: 19.6 13.4
Old : 100.0: 67.1 9.0 1.5 11.7 76.1 80.4 86.6: 19.6 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 23 6 3 4 17 27 26:
Old : 49: 23 6 3 4 17 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 : 37.0 50.3 52.5 66.5 37.0 49.8 52.5 66.0
Old : 37.0 50.3 52.5 66.5 37.0 49.8 52.5 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 141,590: 29,347 9,171 11,385 87,268 109,061 128,000 129,617: 13,590 11,973
Old : 141,590: 29,347 9,171 11,385 87,268 109,061 128,000 129,617: 13,590 11,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 10,783: 4,222 -161 3,189 947 6,339 8,358 9,367: 2,425 1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 6.5 8.0 61.6 77.0 90.4 91.5: 9.6 8.5
Old : 100.0: 20.7 6.5 8.0 61.6 77.0 90.4 91.5: 9.6 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 : 158: 47 24 33 62 74 126 118:
Old : 158: 47 24 33 62 74 126 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 20.3 40.9 32.9 25.1 13.8 35.1 23.4
Old : 27.6 20.3 40.9 32.9 25.1 13.8 35.1 23.4
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
Updated June 17, 2005