WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 225,208
COMMITMENTS
55,644 46,121 19,513 123,080 124,973 198,237 190,607 26,971 34,601
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,049)
-6,233 27 1,096 2,730 -1,124 -2,407 -1 358 -2,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 20.5 8.7 54.7 55.5 88.0 84.6 12.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
72 71 50 37 53 148 145
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 227,257
COMMITMENTS
61,877 46,094 18,417 120,350 126,097 200,644 190,608 26,613 36,649
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 12,104)
2,457 1,317 3,000 9,741 6,810 15,198 11,127 -3,094 977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 20.3 8.1 53.0 55.5 88.3 83.9 11.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
75 77 51 37 54 154 149
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 667,485
COMMITMENTS
114,254 80,457 34,647 404,092 349,232 552,993 464,336 114,492 203,149
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -9,094)
-5,667 9,554 -1,087 -1,651 -14,827 -8,405 -6,360 -689 -2,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 12.1 5.2 60.5 52.3 82.8 69.6 17.2 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
132 67 76 178 193 346 313
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 676,579
COMMITMENTS
119,921 70,903 35,734 405,743 364,059 561,398 470,696 115,181 205,883
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,491)
-9,118 -8,793 -1,337 9,333 1,532 -1,122 -8,598 -6,369 1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 10.5 5.3 60.0 53.8 83.0 69.6 17.0 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
124 79 76 175 198 343 322
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,444
COMMITMENTS
2,447 797 56 837 5,240 3,340 6,093 4,104 1,351
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 281)
202 15 52 -102 251 152 318 129 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 10.7 0.8 11.2 70.4 44.9 81.9 55.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 6 4 7 16 22 24
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,163
COMMITMENTS
2,245 782 4 939 4,989 3,188 5,775 3,975 1,388
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -326)
-95 38 -1 28 -360 -68 -323 -258 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 10.9 0.1 13.1 69.6 44.5 80.6 55.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 5 2 9 14 23 20
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,970
COMMITMENTS
58,203 44,086 22,827 167,051 136,513 248,081 203,426 49,889 94,544
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -6,288)
-7,493 -3,968 1,160 -1,553 -2,648 -7,886 -5,456 1,598 -832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 14.8 7.7 56.1 45.8 83.3 68.3 16.7 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
99 96 86 81 103 244 237
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 304,258
COMMITMENTS
65,696 48,054 21,667 168,604 139,161 255,967 208,882 48,291 95,376
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -3,948)
-1,366 -9,629 4,169 -2,712 3,307 91 -2,153 -4,039 -1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 15.8 7.1 55.4 45.7 84.1 68.7 15.9 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
105 106 88 86 106 258 251
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,753
COMMITMENTS
12,957 3,632 416 312 865 13,685 4,913 3,068 11,840
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -511)
-1,048 -634 103 0 2 -945 -529 434 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.3 21.7 2.5 1.9 5.2 81.7 29.3 18.3 70.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 8 9 2 3 20 15
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,264
COMMITMENTS
14,005 4,266 313 312 863 14,630 5,442 2,634 11,822
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 156)
908 113 116 -176 15 848 244 -692 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.1 24.7 1.8 1.8 5.0 84.7 31.5 15.3 68.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 8 10 2 3 23 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 160,122
COMMITMENTS
33,043 13,909 21,787 76,071 110,184 130,901 145,880 29,221 14,242
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -3,003)
-1,633 25 299 -2,873 -3,751 -4,207 -3,427 1,204 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 8.7 13.6 47.5 68.8 81.8 91.1 18.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
42 26 32 42 43 105 90
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 163,125
COMMITMENTS
34,676 13,884 21,488 78,944 113,935 135,108 149,307 28,017 13,818
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -6,563)
-3,813 389 -2,690 3,304 -3,808 -3,199 -6,109 -3,364 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 8.5 13.2 48.4 69.8 82.8 91.5 17.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
46 27 35 42 42 108 94
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 749,499
COMMITMENTS
115,167 157,507 30,145 490,859 394,700 636,171 582,352 113,328 167,147
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 8,011)
-584 5,501 -856 12,611 2,791 11,171 7,436 -3,160 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 21.0 4.0 65.5 52.7 84.9 77.7 15.1 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
36 32 28 58 73 107 122
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 741,488
COMMITMENTS
115,751 152,006 31,001 478,248 391,909 625,000 574,916 116,488 166,572
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -14,004)
-11,880 371 -6,313 9,696 -4,179 -8,497 -10,121 -5,507 -3,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 20.5 4.2 64.5 52.9 84.3 77.5 15.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
40 37 29 64 75 116 131
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 136,433
COMMITMENTS
31,126 19,224 15,373 61,024 81,617 107,523 116,214 28,910 20,219
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -5,253)
-4,059 -919 -1,232 207 -3,019 -5,084 -5,170 -169 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 14.1 11.3 44.7 59.8 78.8 85.2 21.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
42 29 33 50 49 119 99
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 141,686
COMMITMENTS
35,185 20,143 16,605 60,817 84,636 112,607 121,384 29,079 20,302
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -9,927)
-1,881 1,322 896 -6,260 -11,771 -7,245 -9,553 -2,682 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 14.2 11.7 42.9 59.7 79.5 85.7 20.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
48 29 36 49 48 123 102
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,996
COMMITMENTS
3,265 1,881 158 792 2,805 4,215 4,844 1,781 1,152
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 180)
245 8 11 -80 171 176 190 4 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.5 31.4 2.6 13.2 46.8 70.3 80.8 29.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 12 8 7 11 26 26
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,816
COMMITMENTS
3,020 1,873 147 872 2,634 4,039 4,654 1,777 1,162
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 164)
76 51 -19 56 299 113 331 51 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.9 32.2 2.5 15.0 45.3 69.4 80.0 30.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 12 5 7 11 23 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 331,576
COMMITMENTS
114,442 79,228 145 164,377 145,686 278,964 225,059 52,612 106,517
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,052)
-861 3,689 -724 7,874 -1,678 6,289 1,287 -5,237 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 23.9 0.0 49.6 43.9 84.1 67.9 15.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
18 28 2 41 43 60 72
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 330,524
COMMITMENTS
115,303 75,539 869 156,503 147,364 272,675 223,772 57,849 106,752
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 8,972)
10,735 3,706 -1,422 -4,305 9,710 5,008 11,994 3,964 -3,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 22.9 0.3 47.3 44.6 82.5 67.7 17.5 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
17 29 3 38 45 56 76
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,087,600
COMMITMENTS
436,571 650,801 72,983 1410297 885,093 1919851 1608877 167,749 478,723
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -31,582)
8,202 3,047 12,082 -29,925 21,082 -9,641 36,211 -21,941 -67,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 31.2 3.5 67.6 42.4 92.0 77.1 8.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
41 77 40 80 118 140 216
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,119,182
COMMITMENTS
428,369 647,754 60,901 1440222 864,011 1929492 1572666 189,690 546,516
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 62,255)
14,038 86,369 -2,135 56,912 -10,406 68,815 73,828 -6,560 -11,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 30.6 2.9 68.0 40.8 91.0 74.2 9.0 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
39 89 37 81 132 139 239
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,366,600
COMMITMENTS
219,898 337,737 37,733 971,044 637,494 1228675 1012964 137,925 353,636
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 43,645)
6,902 9,968 7,825 38,675 33,006 53,402 50,799 -9,757 -7,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 24.7 2.8 71.1 46.6 89.9 74.1 10.1 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
35 49 23 59 76 107 135
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,322,955
COMMITMENTS
212,996 327,769 29,908 932,369 604,488 1175273 962,165 147,682 360,790
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -65,951)
-1,873 -38,992 -4,129 -70,884 -44,884 -76,886 -88,005 10,935 22,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 24.8 2.3 70.5 45.7 88.8 72.7 11.2 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
30 62 27 55 78 103 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 504,137
COMMITMENTS
201,437 39,903 52,129 210,253 376,513 463,819 468,545 40,318 35,592
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -20,441)
-29,102 -9,216 6,210 8,344 -13,175 -14,548 -16,181 -5,893 -4,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 7.9 10.3 41.7 74.7 92.0 92.9 8.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
37 13 30 50 49 96 85
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 524,578
COMMITMENTS
230,539 49,119 45,919 201,909 389,688 478,367 484,726 46,211 39,852
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 34,917)
4,542 2,973 -3,962 26,125 31,650 26,705 30,661 8,212 4,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 9.4 8.8 38.5 74.3 91.2 92.4 8.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
37 12 27 47 45 90 79
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,330
COMMITMENTS
9,745 6,152 0 20,292 26,351 30,037 32,503 8,293 5,827
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -158)
-263 999 0 -947 60 -1,210 1,059 1,052 -1,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 16.1 0.0 52.9 68.7 78.4 84.8 21.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 13 0 15 11 32 24
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,488
COMMITMENTS
10,008 5,153 0 21,239 26,291 31,247 31,444 7,241 7,044
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -24,849)
-4,594 1,505 -2,487 -15,546 -17,197 -22,627 -18,179 -2,222 -6,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 13.4 0.0 55.2 68.3 81.2 81.7 18.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
20 9 0 17 10 37 19
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 31,697
COMMITMENTS
11,498 9,439 442 9,452 14,754 21,392 24,635 10,305 7,062
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 819)
1,202 1,978 -102 1,214 -2,201 2,314 -325 -1,495 1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 29.8 1.4 29.8 46.5 67.5 77.7 32.5 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
27 16 2 10 12 37 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 30,878
COMMITMENTS
10,296 7,461 544 8,238 16,955 19,078 24,960 11,800 5,918
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -39,311)
-1,327 -20,077 -3,274 -25,825 -10,295 -30,426 -33,646 -8,885 -5,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 24.2 1.8 26.7 54.9 61.8 80.8 38.2 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 13 2 10 15 34 29
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,368
COMMITMENTS
4,243 6,863 1,046 28,921 24,692 34,210 32,601 158 1,767
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -247)
61 289 0 -308 -881 -247 -592 0 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 20.0 3.0 84.2 71.8 99.5 94.9 0.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 23 4 19 21 27 45
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,615
COMMITMENTS
4,182 6,574 1,046 29,229 25,573 34,457 33,193 158 1,422
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,886)
109 -302 -65 -1,992 -1,731 -1,948 -2,098 62 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 19.0 3.0 84.4 73.9 99.5 95.9 0.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 23 4 18 20 26 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,983
COMMITMENTS
0 2,204 0 12,838 10,666 12,838 12,870 145 113
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,202)
0 -477 0 -287 0 -287 -477 -915 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.0 0.0 98.9 82.2 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 10 0 5 9 5 19
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,185
COMMITMENTS
0 2,681 0 13,125 10,666 13,125 13,347 1,060 838
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 147)
0 -329 0 -912 -250 -912 -579 1,059 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.9 0.0 92.5 75.2 92.5 94.1 7.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 10 0 5 9 5 19
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,121
COMMITMENTS
2,671 2,621 1,192 15,767 15,416 19,630 19,229 5,491 5,892
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 257)
315 31 -99 -5 239 211 171 46 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 10.4 4.7 62.8 61.4 78.1 76.5 21.9 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 6 14 19 18 36 34
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,864
COMMITMENTS
2,356 2,590 1,291 15,772 15,177 19,419 19,058 5,445 5,806
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,721)
-20 138 224 1,163 943 1,367 1,305 354 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 10.4 5.2 63.4 61.0 78.1 76.6 21.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 6 13 19 19 35 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 89,828
COMMITMENTS
17,885 7,024 12,357 44,021 40,149 74,263 59,530 15,565 30,298
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,216)
-409 30 -662 -209 -784 -1,280 -1,416 64 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 7.8 13.8 49.0 44.7 82.7 66.3 17.3 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
54 26 49 22 33 100 98
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 91,044
COMMITMENTS
18,294 6,994 13,019 44,230 40,933 75,543 60,946 15,501 30,098
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,253)
-417 -1,288 1,575 1,319 1,002 2,477 1,289 -1,224 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 7.7 14.3 48.6 45.0 83.0 66.9 17.0 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
54 23 48 23 35 103 95
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,513
COMMITMENTS
95 605 74 1,718 611 1,887 1,290 626 1,223
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -204)
-31 -256 -48 -26 128 -105 -176 -99 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 24.1 2.9 68.4 24.3 75.1 51.3 24.9 48.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 9 2 10 3 14 12
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,717
COMMITMENTS
126 861 122 1,744 483 1,992 1,466 725 1,251
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -284)
-213 -505 -33 -13 65 -259 -473 -25 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 31.7 4.5 64.2 17.8 73.3 54.0 26.7 46.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 14 2 8 2 13 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,910
COMMITMENTS
46,067 17,604 13,842 73,291 80,960 133,200 112,406 20,710 41,504
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,371)
-639 1,824 683 255 -525 299 1,982 1,072 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 11.4 9.0 47.6 52.6 86.5 73.0 13.5 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
62 32 41 71 115 159 172
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,539
COMMITMENTS
46,706 15,780 13,159 73,036 81,485 132,901 110,424 19,638 42,115
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 3,043)
-6,506 -1,744 2,813 5,703 2,596 2,010 3,665 1,033 -622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 10.3 8.6 47.9 53.4 87.1 72.4 12.9 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
54 36 40 69 117 152 175
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,023
COMMITMENTS
1,983 512 84 1,059 3,346 3,126 3,942 1,897 1,081
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1)
92 -7 -11 9 111 90 93 -89 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 10.2 1.7 21.1 66.6 62.2 78.5 37.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 7 5 16 16 40 25
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,022
COMMITMENTS
1,891 519 95 1,050 3,235 3,036 3,849 1,986 1,173
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 198)
-94 81 -12 296 191 190 260 8 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 10.3 1.9 20.9 64.4 60.5 76.6 39.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 9 6 14 16 38 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,454
COMMITMENTS
9,733 2,354 5,749 6,780 6,442 22,262 14,545 4,192 11,909
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -435)
-934 -431 479 -144 2 -599 50 164 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 8.9 21.7 25.6 24.4 84.2 55.0 15.8 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
47 15 16 25 43 79 70
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,889
COMMITMENTS
10,667 2,785 5,270 6,924 6,440 22,861 14,495 4,028 12,394
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 771)
317 36 605 -116 381 806 1,022 -35 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 10.4 19.6 25.8 24.0 85.0 53.9 15.0 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
47 18 18 25 45 80 74
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 81,193
COMMITMENTS
35,455 8,765 630 14,226 56,091 50,311 65,486 30,882 15,707
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -8,651)
-7,688 -2,831 5 -459 -6,666 -8,142 -9,492 -509 841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 10.8 0.8 17.5 69.1 62.0 80.7 38.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
24 9 2 15 21 40 31
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 89,844
COMMITMENTS
43,143 11,596 625 14,685 62,757 58,453 74,978 31,391 14,866
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -35,347)
6,884 1,487 -279 -37,506 -14,667 -30,901 -13,459 -4,446 -21,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 12.9 0.7 16.3 69.9 65.1 83.5 34.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
25 12 3 16 22 42 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 42,256
COMMITMENTS
2,168 16,210 1 30,785 11,683 32,954 27,894 9,302 14,362
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 3,978)
-3,074 -388 0 10,819 -113 7,745 -501 -3,767 4,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 38.4 0.0 72.9 27.6 78.0 66.0 22.0 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 8 1 13 4 18 12
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 38,278
COMMITMENTS
5,242 16,598 1 19,966 11,796 25,209 28,395 13,069 9,883
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -3,526)
-5,413 6,103 0 5,136 -10,728 -277 -4,625 -3,249 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 43.4 0.0 52.2 30.8 65.9 74.2 34.1 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 7 1 11 4 18 11
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 60,526
COMMITMENTS
32,692 8,860 300 20,465 47,469 53,457 56,629 7,069 3,897
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -5,258)
-4,970 4,209 40 3,672 -8,984 -1,258 -4,735 -4,000 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 14.6 0.5 33.8 78.4 88.3 93.6 11.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
40 15 2 14 17 56 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 65,784
COMMITMENTS
37,662 4,651 260 16,793 56,453 54,715 61,364 11,069 4,420
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -6,179)
-11,948 -364 9 2,758 -7,093 -9,181 -7,448 3,002 1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 7.1 0.4 25.5 85.8 83.2 93.3 16.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
42 15 2 14 17 57 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,380
COMMITMENTS
18,587 6,713 1 27,558 47,831 46,146 54,545 20,234 11,835
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -5,389)
-12,745 2,036 -86 11,321 -9,127 -1,510 -7,177 -3,879 1,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 10.1 0.0 41.5 72.1 69.5 82.2 30.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 9 1 15 12 35 21
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,769
COMMITMENTS
31,332 4,677 87 16,237 56,958 47,656 61,722 24,113 10,047
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,670)
-10,674 495 55 6,370 -9,003 -4,249 -8,453 -3,421 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 6.5 0.1 22.6 79.4 66.4 86.0 33.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 8 3 12 15 37 25
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 114,268
COMMITMENTS
11,033 41,222 680 76,938 47,486 88,651 89,388 25,617 24,880
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 5,403)
-4,642 13,644 607 11,032 -12,121 6,997 2,130 -1,594 3,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 36.1 0.6 67.3 41.6 77.6 78.2 22.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 25 3 25 18 43 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 108,865
COMMITMENTS
15,675 27,578 73 65,906 59,607 81,654 87,258 27,211 21,607
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,431)
1,731 8,288 0 1,651 -10,534 3,382 -2,246 -1,951 3,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 25.3 0.1 60.5 54.8 75.0 80.2 25.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 16 2 17 18 34 35
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 116,888
COMMITMENTS
30,250 12,497 218 39,394 63,903 69,862 76,618 47,026 40,270
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,817)
-6,717 2,729 35 12,319 518 5,637 3,282 -3,820 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 10.7 0.2 33.7 54.7 59.8 65.5 40.2 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
32 19 6 28 22 61 46
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 115,071
COMMITMENTS
36,967 9,768 183 27,075 63,385 64,225 73,336 50,846 41,735
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,300)
-5,680 -2,967 -44 116 -5,222 -5,608 -8,233 -1,692 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 8.5 0.2 23.5 55.1 55.8 63.7 44.2 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
29 12 3 24 23 53 38
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,026
COMMITMENTS
6,097 705 0 2,303 8,695 8,400 9,400 1,626 626
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 7.0 0.0 23.0 86.7 83.8 93.8 16.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 7 8 12 10
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 79,158
COMMITMENTS
29,932 1,522 0 44,276 69,963 74,208 71,485 4,950 7,673
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,412)
-467 -1,739 0 5,600 5,703 5,133 3,964 -721 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 1.9 0.0 55.9 88.4 93.7 90.3 6.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 17 18 20 19
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 74,746
COMMITMENTS
30,399 3,261 0 38,676 64,260 69,075 67,521 5,671 7,225
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 11,500)
10,121 100 0 477 9,623 10,598 9,723 902 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 4.4 0.0 51.7 86.0 92.4 90.3 7.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 0 15 17 19 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,023,087
COMMITMENTS
812,993 1327291 867,841 5504548 4325777 7185382 6520909 837,705 1502178
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -50,639)
35,996 -188,059 101,615 -41,011 132,211 96,600 45,767 -147,239 -96,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 16.5 10.8 68.6 53.9 89.6 81.3 10.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
47 70 73 112 126 202 229
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,073,726
COMMITMENTS
776,997 1515350 766,226 5545559 4193566 7088782 6475142 984,944 1598584
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 391,139)
54,662 71,300 89,555 208,529 183,210 352,746 344,065 38,393 47,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 18.8 9.5 68.7 51.9 87.8 80.2 12.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
47 74 76 109 123 204 230
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 672,431
COMMITMENTS
54,797 78,872 7,203 474,727 484,816 536,727 570,891 135,704 101,540
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 8)
-957 -5,569 1,339 -903 4,093 -521 -137 529 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 11.7 1.1 70.6 72.1 79.8 84.9 20.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
30 35 12 89 62 129 99
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 672,423
COMMITMENTS
55,754 84,441 5,864 475,630 480,723 537,248 571,028 135,175 101,395
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -122,834)
-11,125 -19,398 -6,891 -65,468 -86,036 -83,484 -112,325 -39,350 -10,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 12.6 0.9 70.7 71.5 79.9 84.9 20.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
30 37 13 88 61 129 100
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 864,119
COMMITMENTS
145,794 165,678 16,573 378,934 571,317 541,301 753,568 322,818 110,551
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 20,478)
-5,657 187 5,141 23,472 2,805 22,956 8,133 -2,478 12,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 19.2 1.9 43.9 66.1 62.6 87.2 37.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
36 50 14 44 51 86 109
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 843,641
COMMITMENTS
151,451 165,491 11,432 355,462 568,512 518,345 745,435 325,296 98,206
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -382,767)
-124,632 -62,057 -46,489 -230,317 -178,317 -401,438 -286,863 18,671 -95,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 19.6 1.4 42.1 67.4 61.4 88.4 38.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
41 46 9 43 48 90 97
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,750
COMMITMENTS
725 2,015 0 6,619 8,687 7,344 10,702 4,406 1,048
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 45)
-739 -98 0 550 151 -189 53 234 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 17.1 0.0 56.3 73.9 62.5 91.1 37.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 0 14 12 15 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,705
COMMITMENTS
1,464 2,113 0 6,069 8,536 7,533 10,649 4,172 1,056
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -8,082)
-1,246 1,505 -1,287 -2,809 -6,135 -5,342 -5,917 -2,740 -2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 18.1 0.0 51.8 72.9 64.4 91.0 35.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 0 13 11 16 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,341
COMMITMENTS
9,559 1,551 25 10,207 17,547 19,791 19,123 5,550 6,218
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,778)
1,870 -63 23 591 2,382 2,484 2,342 294 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 6.1 0.1 40.3 69.2 78.1 75.5 21.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 4 1 12 18 21 23
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 22,563
COMMITMENTS
7,689 1,614 2 9,616 15,165 17,307 16,781 5,256 5,782
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -25,311)
3,803 -4,394 -5,244 -19,285 -6,659 -20,726 -16,297 -4,585 -9,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 7.2 0.0 42.6 67.2 76.7 74.4 23.3 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 4 1 12 17 18 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,775
COMMITMENTS
3,986 17,416 5 36,052 27,784 40,043 45,205 15,732 10,570
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,087)
-1,155 -318 5 1,809 681 659 368 1,428 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 31.2 0.0 64.6 49.8 71.8 81.0 28.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
10 22 1 35 28 46 50
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,688
COMMITMENTS
5,141 17,734 0 34,243 27,103 39,384 44,837 14,304 8,851
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -50,067)
916 392 -3,847 -20,232 -43,289 -23,163 -46,744 -26,904 -3,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 33.0 0.0 63.8 50.5 73.4 83.5 26.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 22 0 34 28 47 50
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 280,671
COMMITMENTS
74,661 116,377 3,612 170,944 114,699 249,217 234,688 31,454 45,983
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 12,098)
-2,916 -3,674 738 18,775 14,730 16,597 11,794 -4,499 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 41.5 1.3 60.9 40.9 88.8 83.6 11.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
36 68 9 37 36 79 107
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 268,573
COMMITMENTS
77,577 120,051 2,874 152,169 99,969 232,620 222,894 35,953 45,679
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -220,672)
-10,504 12,539 -7,383 -201,141 -105,344 -219,028 -100,188 -1,644 -120,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 44.7 1.1 56.7 37.2 86.6 83.0 13.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
45 68 7 31 36 82 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 81,324
COMMITMENTS
30,819 4,195 0 28,694 69,175 59,513 73,370 21,811 7,954
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -24,522)
-28,154 213 -17 9,714 -25,191 -18,457 -24,995 -6,065 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 5.2 0.0 35.3 85.1 73.2 90.2 26.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 4 0 19 14 33 18
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 105,846
COMMITMENTS
58,973 3,982 17 18,980 94,366 77,970 98,365 27,876 7,481
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 2,998)
1,563 713 17 1,512 1,308 3,092 2,038 -94 960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 3.8 0.0 17.9 89.2 73.7 92.9 26.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
25 4 1 12 16 37 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,258
COMMITMENTS
1,190 10,246 0 24,336 14,088 25,526 24,334 4,732 5,924
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,434)
0 25 0 1,588 1,949 1,588 1,974 -154 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 33.9 0.0 80.4 46.6 84.4 80.4 15.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 12 0 26 23 29 35
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,824
COMMITMENTS
1,190 10,221 0 22,748 12,139 23,938 22,360 4,886 6,464
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -20,299)
-504 -8,567 -1,607 -12,808 -11,387 -14,919 -21,561 -5,380 1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 35.5 0.0 78.9 42.1 83.0 77.6 17.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 11 0 26 23 29 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 162,134
COMMITMENTS
33,253 31,373 1,129 110,537 116,900 144,919 149,402 17,215 12,732
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 7,482)
-4,211 255 66 12,668 6,915 8,523 7,236 -1,041 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 19.4 0.7 68.2 72.1 89.4 92.1 10.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
21 37 5 28 40 51 80
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 154,652
COMMITMENTS
37,464 31,118 1,063 97,869 109,985 136,396 142,166 18,256 12,486
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -94,921)
-36,796 -7,136 -13,095 -53,985 -50,890 -103,876 -71,121 8,955 -23,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 20.1 0.7 63.3 71.1 88.2 91.9 11.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
21 32 4 28 40 50 75
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,850
COMMITMENTS
12,340 11,531 151 12,130 16,222 24,621 27,904 12,229 8,946
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,060)
-412 321 79 2,884 1,682 2,551 2,082 1,509 1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 31.3 0.4 32.9 44.0 66.8 75.7 33.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 15 2 15 20 39 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,790
COMMITMENTS
12,752 11,210 72 9,246 14,540 22,070 25,822 10,720 6,968
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,613)
968 544 36 363 1,608 1,367 2,188 246 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 34.2 0.2 28.2 44.3 67.3 78.7 32.7 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 14 2 14 18 37 33
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,064
COMMITMENTS
10,400 350 0 12,144 1,754 22,544 2,104 4,520 24,960
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 1.3 0.0 44.9 6.5 83.3 7.8 16.7 92.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 1 0 8 3 18 4
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,186
COMMITMENTS
3,246 7,728 250 49,123 25,570 52,619 33,548 14,567 33,638
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -534)
0 100 250 798 -240 1,048 110 -1,582 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 11.5 0.4 73.1 38.1 78.3 49.9 21.7 50.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 14 1 19 28 23 43
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,720
COMMITMENTS
3,246 7,628 0 48,325 25,810 51,571 33,438 16,149 34,282
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 242)
-230 0 0 346 -461 116 -461 126 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 11.3 0.0 71.4 38.1 76.2 49.4 23.8 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 13 0 19 29 22 42
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 96,568
COMMITMENTS
37,645 4,674 8,573 19,560 74,972 65,778 88,219 30,790 8,349
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -6,760)
-8,153 -1,572 -60 1,795 -4,915 -6,418 -6,547 -342 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 4.8 8.9 20.3 77.6 68.1 91.4 31.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
84 19 35 25 32 125 77
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 103,328
COMMITMENTS
45,798 6,246 8,633 17,765 79,887 72,196 94,766 31,132 8,562
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,023)
-2,157 2,736 565 2,711 -1,075 1,119 2,226 -96 -1,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 6.0 8.4 17.2 77.3 69.9 91.7 30.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
88 19 36 24 33 127 79
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 114,349
COMMITMENTS
40,691 15,086 23,770 34,543 63,062 99,004 101,918 15,345 12,431
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -6,168)
-6,410 -1,784 928 346 -5,517 -5,136 -6,373 -1,032 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 13.2 20.8 30.2 55.1 86.6 89.1 13.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
58 62 41 40 42 132 119
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 120,517
COMMITMENTS
47,101 16,870 22,842 34,197 68,579 104,140 108,291 16,377 12,226
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 5,561)
330 887 4,545 9 -1,274 4,884 4,158 677 1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 14.0 19.0 28.4 56.9 86.4 89.9 13.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
66 60 37 40 44 138 117
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 281,601
COMMITMENTS
139,491 37,970 19,722 70,361 204,216 229,574 261,908 52,027 19,693
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -17,930)
-8,598 -18,358 -2,198 -4,481 3,396 -15,277 -17,160 -2,653 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.5 13.5 7.0 25.0 72.5 81.5 93.0 18.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
109 38 38 33 38 166 101
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 299,531
COMMITMENTS
148,089 56,328 21,920 74,842 200,820 244,851 279,068 54,680 20,463
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -35,972)
-30,635 -11,274 288 -3,847 -25,360 -34,194 -36,346 -1,778 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 18.8 7.3 25.0 67.0 81.7 93.2 18.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
118 48 40 35 38 179 108
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,297
COMMITMENTS
7,388 905 617 299 7,817 8,304 9,339 1,993 958
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -302)
695 138 -375 -165 -221 155 -458 -457 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.7 8.8 6.0 2.9 75.9 80.6 90.7 19.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 5 9 4 5 35 16
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,599
COMMITMENTS
6,693 767 992 464 8,038 8,149 9,797 2,450 802
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,415)
-472 -669 541 -76 -187 -7 -315 -1,408 -1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.1 7.2 9.4 4.4 75.8 76.9 92.4 23.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 6 11 4 5 35 17
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 71,721
COMMITMENTS
17,905 8,827 1,594 39,432 40,809 58,931 51,230 12,790 20,491
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,123)
-1,390 614 -28 189 -1,040 -1,229 -454 -894 -1,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 12.3 2.2 55.0 56.9 82.2 71.4 17.8 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
26 21 10 36 48 71 70
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 73,844
COMMITMENTS
19,295 8,213 1,622 39,243 41,849 60,160 51,684 13,684 22,160
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,430)
-468 1,008 -74 661 -1,760 119 -826 -1,549 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 11.1 2.2 53.1 56.7 81.5 70.0 18.5 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 19 8 33 44 67 65
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 32,945
COMMITMENTS
1,995 1,546 1,053 20,367 18,352 23,415 20,951 9,530 11,994
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,478)
-102 -489 -510 -1,204 -769 -1,816 -1,768 -662 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 4.7 3.2 61.8 55.7 71.1 63.6 28.9 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 6 6 21 16 32 25
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,423
COMMITMENTS
2,097 2,035 1,563 21,571 19,121 25,231 22,719 10,192 12,704
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 155)
408 -150 679 67 -10 1,154 519 -999 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 5.7 4.4 60.9 54.0 71.2 64.1 28.8 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 8 8 23 17 36 28
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 120,245
COMMITMENTS
45,040 19,769 6,543 49,573 85,287 101,156 111,599 19,089 8,646
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,476)
-544 -1,386 905 -78 1,855 283 1,374 2,193 1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 16.4 5.4 41.2 70.9 84.1 92.8 15.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
86 41 41 54 60 169 123
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 117,769
COMMITMENTS
45,584 21,155 5,638 49,651 83,432 100,873 110,225 16,896 7,544
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -6,625)
-5,533 -2,357 50 1,085 -3,780 -4,398 -6,087 -2,227 -538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 18.0 4.8 42.2 70.8 85.7 93.6 14.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
84 48 37 55 59 165 123
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,071
COMMITMENTS
14,949 2,848 2,134 9,530 25,360 26,613 30,342 5,458 1,729
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 120)
-881 80 69 466 129 -346 278 466 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 8.9 6.7 29.7 79.1 83.0 94.6 17.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
66 18 24 24 15 105 48
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,951
COMMITMENTS
15,830 2,768 2,065 9,064 25,231 26,959 30,064 4,992 1,887
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,711)
1,179 -485 273 648 1,358 2,100 1,146 -389 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.5 8.7 6.5 28.4 79.0 84.4 94.1 15.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
74 19 23 22 15 113 47
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 138,104
COMMITMENTS
36,300 4,491 8,790 79,930 118,461 125,020 131,742 13,084 6,362
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -14,668)
-13,929 -1,425 -2,595 2,575 -10,099 -13,949 -14,119 -719 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 3.3 6.4 57.9 85.8 90.5 95.4 9.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
62 21 40 43 43 133 95
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 152,772
COMMITMENTS
50,229 5,916 11,385 77,355 128,560 138,969 145,861 13,803 6,911
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,499)
-625 -191 2,780 -1,400 -2,101 755 488 744 1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 3.9 7.5 50.6 84.2 91.0 95.5 9.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
73 28 47 45 43 154 106
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 352,084
COMMITMENTS
76,093 44,295 24,742 185,709 230,404 286,544 299,441 65,540 52,643
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -6,371)
-14,024 15,561 -1,413 12,232 -26,831 -3,205 -12,683 -3,166 6,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 12.6 7.0 52.7 65.4 81.4 85.0 18.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
49 34 33 56 46 120 99
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 358,455
COMMITMENTS
90,117 28,734 26,155 173,477 257,235 289,749 312,124 68,706 46,331
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,133)
-4,906 2,426 92 7,069 -9,790 2,255 -7,272 -3,388 6,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 8.0 7.3 48.4 71.8 80.8 87.1 19.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
52 28 32 53 47 122 91
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 115,850
COMMITMENTS
46,991 10,927 11,657 45,403 85,938 104,051 108,522 11,799 7,328
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -7,160)
-7,149 -3,725 -297 95 -3,691 -7,351 -7,713 191 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 9.4 10.1 39.2 74.2 89.8 93.7 10.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
145 55 85 90 105 288 214
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 123,010
COMMITMENTS
54,140 14,652 11,954 45,308 89,629 111,402 116,235 11,608 6,775
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,601)
-410 830 1,104 1,556 116 2,250 2,050 -649 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 11.9 9.7 36.8 72.9 90.6 94.5 9.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
151 55 82 85 110 282 227
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,079
COMMITMENTS
5,207 8,017 2,130 7,573 4,939 14,910 15,086 3,169 2,993
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,981)
46 -4,131 -17 -2,242 2,339 -2,213 -1,809 232 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 44.3 11.8 41.9 27.3 82.5 83.4 17.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 21 4 6 4 20 26
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,060
COMMITMENTS
5,161 12,148 2,147 9,815 2,600 17,123 16,895 2,937 3,165
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -5,181)
-1,752 -7,000 -9 -4,324 1,545 -6,085 -5,464 904 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 60.6 10.7 48.9 13.0 85.4 84.2 14.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 29 5 4 6 16 36
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 183,576
COMMITMENTS
36,733 32,855 18,356 98,124 106,159 153,213 157,370 30,363 26,206
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,000)
-616 4,323 -1,792 -623 -4,922 -3,031 -2,391 1,031 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 17.9 10.0 53.5 57.8 83.5 85.7 16.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
32 35 30 58 59 114 101
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 185,576
COMMITMENTS
37,349 28,532 20,148 98,747 111,081 156,244 159,761 29,332 25,815
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 12,340)
1,989 -1,290 2,977 9,110 11,072 14,076 12,759 -1,736 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 15.4 10.9 53.2 59.9 84.2 86.1 15.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
34 30 30 63 66 117 107
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 460,211
COMMITMENTS
52,425 48,644 147,665 187,284 231,777 387,374 428,086 72,837 32,125
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -17,397)
2,670 -1,076 -7,403 -9,153 -7,873 -13,886 -16,352 -3,511 -1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 10.6 32.1 40.7 50.4 84.2 93.0 15.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
58 45 66 78 68 177 143
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 477,608
COMMITMENTS
49,755 49,720 155,068 196,437 239,650 401,260 444,438 76,348 33,170
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 14,320)
6,369 -710 1,281 4,647 11,220 12,297 11,791 2,023 2,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 10.4 32.5 41.1 50.2 84.0 93.1 16.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
60 46 71 84 74 181 159
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,282
COMMITMENTS
11,434 3,868 180 71,887 83,949 83,501 87,997 8,781 4,285
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,974)
1,208 -840 180 1,615 2,689 3,003 2,029 -29 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 4.2 0.2 77.9 91.0 90.5 95.4 9.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 19 24 21 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,308
COMMITMENTS
10,226 4,708 0 70,272 81,260 80,498 85,968 8,810 3,340
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 15,219)
2,114 0 0 11,271 17,469 13,385 17,469 1,834 -2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 5.3 0.0 78.7 91.0 90.1 96.3 9.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 20 24 21 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,009
COMMITMENTS
0 5,340 3,926 47,924 37,612 51,850 46,878 2,159 7,131
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,967)
0 -1,178 1,208 666 3,252 1,874 3,282 93 -1,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.9 7.3 88.7 69.6 96.0 86.8 4.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 12 13 13 16
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,042
COMMITMENTS
0 6,518 2,718 47,258 34,360 49,976 43,596 2,066 8,446
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,460)
0 -604 604 856 818 1,460 818 0 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.5 5.2 90.8 66.0 96.0 83.8 4.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 11 12 12 15
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,239
COMMITMENTS
5,183 1,068 3,081 38,169 41,715 46,433 45,864 3,806 4,375
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 3,443)
-266 144 -262 4,373 3,253 3,845 3,135 -402 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 2.1 6.1 76.0 83.0 92.4 91.3 7.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 20 18 23 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,796
COMMITMENTS
5,449 924 3,343 33,796 38,462 42,588 42,729 4,208 4,067
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 3,718)
1,476 924 -319 2,681 3,014 3,838 3,619 -120 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 2.0 7.1 72.2 82.2 91.0 91.3 9.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 20 17 23 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,424
COMMITMENTS
148 1,541 4,995 52,658 50,508 57,801 57,044 8,623 9,380
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,355)
-1,908 -676 1,910 193 -905 195 329 1,160 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 2.3 7.5 79.3 76.0 87.0 85.9 13.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 20 17 22 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,069
COMMITMENTS
2,056 2,217 3,085 52,465 51,413 57,606 56,715 7,463 8,354
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -299)
-2,022 182 1,077 513 -361 -432 898 133 -1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.4 4.7 80.6 79.0 88.5 87.2 11.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 21 18 22 20
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,880
COMMITMENTS
2,100 2,190 0 27,360 26,474 29,460 28,664 420 1,216
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 7.3 0.0 91.6 88.6 98.6 95.9 1.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 12 9 14 11
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 27,343
COMMITMENTS
2,100 2,370 0 23,909 23,223 26,009 25,593 1,334 1,750
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 8.7 0.0 87.4 84.9 95.1 93.6 4.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 11 13 13 15
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 981,941
COMMITMENTS
269,052 67,265 154,808 532,248 742,692 956,108 964,765 25,833 17,176
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 18,844)
7,252 1,289 -2,461 4,466 12,641 9,257 11,469 9,587 7,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 6.9 15.8 54.2 75.6 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
24 6 28 85 80 116 110
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 963,097
COMMITMENTS
261,800 65,976 157,269 527,782 730,051 946,851 953,296 16,246 9,801
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 17,259)
5,422 5,656 1,497 10,695 10,344 17,614 17,497 -355 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 6.9 16.3 54.8 75.8 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
20 7 28 80 75 111 105
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 137,371
COMMITMENTS
29,455 41,819 35,355 67,035 56,647 131,845 133,821 5,526 3,550
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,916)
-3,386 -4,024 10,524 -1,034 -3,277 6,104 3,223 -1,188 1,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 30.4 25.7 48.8 41.2 96.0 97.4 4.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 10 11 21 21 37 36
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,455
COMMITMENTS
32,841 45,843 24,831 68,069 59,924 125,741 130,598 6,714 1,857
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 13,393)
9,134 6,642 -4,458 6,687 12,143 11,363 14,327 2,030 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 34.6 18.7 51.4 45.2 94.9 98.6 5.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 6 12 21 23 37 37
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,583
COMMITMENTS
7,182 3,340 9,760 28,325 32,333 45,267 45,433 316 150
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 354)
760 -480 -220 -216 1,184 324 484 30 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 7.3 21.4 62.1 70.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 7 7 27 25 35 34
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,229
COMMITMENTS
6,422 3,820 9,980 28,541 31,149 44,943 44,949 286 280
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 2,746)
1,580 400 300 1,084 2,226 2,964 2,926 -218 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 8.4 22.1 63.1 68.9 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 7 26 26 35 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,052
COMMITMENTS
3,200 510 1,456 14,158 16,848 18,814 18,814 238 238
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 256)
44 -128 86 126 298 256 256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 2.7 7.6 74.3 88.4 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 17 17 22 21
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,796
COMMITMENTS
3,156 638 1,370 14,032 16,550 18,558 18,558 238 238
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 718)
-172 -510 126 764 1,102 718 718 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 3.4 7.3 74.7 88.1 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 17 17 22 21
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,994
COMMITMENTS
348 5,792 856 7,790 2,346 8,994 8,994 0 0
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 64.4 9.5 86.6 26.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 13 7 16 10
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 839,333
COMMITMENTS
164,014 90,222 118,051 493,298 546,895 775,363 755,168 63,970 84,165
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -6,514)
-2,955 -7,238 662 -8,159 -4,168 -10,452 -10,744 3,938 4,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 10.7 14.1 58.8 65.2 92.4 90.0 7.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
70 84 86 75 78 202 201
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 845,847
COMMITMENTS
166,969 97,460 117,389 501,457 551,063 785,815 765,912 60,032 79,935
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 3,863)
-1,887 -3,711 -1,651 10,647 6,663 7,109 1,301 -3,246 2,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 11.5 13.9 59.3 65.1 92.9 90.5 7.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
73 84 88 79 84 217 204
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,463
COMMITMENTS
8,476 1,753 75 1,063 10,043 9,614 11,871 2,849 592
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -433)
-368 351 -9 145 -834 -232 -492 -201 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.0 14.1 0.6 8.5 80.6 77.1 95.2 22.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
69 9 2 10 22 81 33
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,896
COMMITMENTS
8,844 1,402 84 918 10,877 9,846 12,363 3,050 533
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -46)
304 23 -99 -170 47 35 -29 -81 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 10.9 0.7 7.1 84.3 76.3 95.9 23.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
75 12 2 9 25 86 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,948
COMMITMENTS
4,558 507 60 1,209 6,656 5,827 7,223 2,121 725
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -763)
-334 4 -26 -174 -518 -534 -540 -229 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 6.4 0.8 15.2 83.7 73.3 90.9 26.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 4 2 8 16 32 20
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,711
COMMITMENTS
4,892 503 86 1,383 7,174 6,361 7,763 2,350 948
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 674)
568 -50 80 -186 888 462 918 212 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 5.8 1.0 15.9 82.4 73.0 89.1 27.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
22 3 2 5 17 28 21
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 176,827
COMMITMENTS
47,749 7,244 14,488 95,891 143,489 158,128 165,221 18,699 11,606
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,741)
-1,077 1,283 -148 -375 -4,932 -1,600 -3,797 -1,141 1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 4.1 8.2 54.2 81.1 89.4 93.4 10.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
57 24 39 75 80 150 128
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,568
COMMITMENTS
48,826 5,961 14,636 96,266 148,421 159,728 169,018 19,840 10,550
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 11,711)
6,706 1,582 205 4,140 11,459 11,051 13,246 660 -1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 3.3 8.2 53.6 82.7 89.0 94.1 11.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
54 23 38 73 78 144 126
Updated April 8, 2005