WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 195,264
COMMITMENTS
30,927 48,301 8,791 135,815 103,039 175,533 160,131 19,731 35,133
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -7,243)
-5,601 609 -548 563 -8,811 -5,586 -8,750 -1,657 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 24.7 4.5 69.6 52.8 89.9 82.0 10.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
42 80 29 39 50 106 140
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 202,507
COMMITMENTS
36,528 47,692 9,339 135,252 111,850 181,119 168,881 21,388 33,626
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -13,863)
661 -3,891 -6,138 -5,535 -4,724 -11,012 -14,753 -2,851 890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 23.6 4.6 66.8 55.2 89.4 83.4 10.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
52 80 38 44 49 128 146
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 673,304
COMMITMENTS
99,970 133,257 44,718 415,888 307,549 560,576 485,524 112,728 187,780
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 9,515)
6,361 31,579 5,473 8,849 -20,777 20,683 16,275 -11,168 -6,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 19.8 6.6 61.8 45.7 83.3 72.1 16.7 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
116 112 89 159 163 325 335
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 663,789
COMMITMENTS
93,609 101,678 39,245 407,039 328,326 539,893 469,249 123,896 194,540
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -23,893)
-12,405 -14,503 -4,293 -9,410 -3,642 -26,108 -22,438 2,215 -1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 15.3 5.9 61.3 49.5 81.3 70.7 18.7 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
105 98 82 179 186 334 331
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,547
COMMITMENTS
2,066 1,165 113 1,622 4,915 3,801 6,193 3,746 1,354
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -642)
-741 847 -9 603 -1,679 -147 -841 -495 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 15.4 1.5 21.5 65.1 50.4 82.1 49.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 9 4 10 16 21 25
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,189
COMMITMENTS
2,807 318 122 1,019 6,594 3,948 7,034 4,241 1,155
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -256)
-226 153 100 -319 -399 -445 -146 189 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 3.9 1.5 12.4 80.5 48.2 85.9 51.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 4 5 8 16 23 22
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 241,954
COMMITMENTS
42,480 29,853 26,785 125,995 107,966 195,260 164,604 46,694 77,350
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -13,454)
-10,448 -2,424 4,644 -3,975 -8,796 -9,779 -6,576 -3,675 -6,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 12.3 11.1 52.1 44.6 80.7 68.0 19.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
89 75 74 75 91 220 201
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 255,408
COMMITMENTS
52,928 32,277 22,141 129,970 116,762 205,039 171,180 50,369 84,228
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -13,789)
-2,372 -10,919 -1,110 -9,455 2,012 -12,937 -10,017 -852 -3,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 12.6 8.7 50.9 45.7 80.3 67.0 19.7 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
95 69 74 80 95 230 200
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,028
COMMITMENTS
10,987 2,924 264 121 722 11,372 3,910 2,656 10,118
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 57)
245 1,178 -29 -304 -178 -88 971 145 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.3 20.8 1.9 0.9 5.1 81.1 27.9 18.9 72.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 6 6 1 3 15 13
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,971
COMMITMENTS
10,742 1,746 293 425 900 11,460 2,939 2,511 11,032
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,582)
69 -1,149 -699 0 -280 -630 -2,128 -952 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.9 12.5 2.1 3.0 6.4 82.0 21.0 18.0 79.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 7 3 4 16 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 144,393
COMMITMENTS
28,237 14,851 17,618 74,316 97,638 120,171 130,107 24,222 14,286
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,034)
-1,056 3,026 468 2,710 -3,885 2,122 -391 -1,088 1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 10.3 12.2 51.5 67.6 83.2 90.1 16.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
43 25 33 45 44 106 95
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 143,359
COMMITMENTS
29,293 11,825 17,150 71,606 101,523 118,049 130,498 25,310 12,861
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4)
-1,570 -883 2,204 1,167 870 1,801 2,191 -1,797 -2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 8.2 12.0 49.9 70.8 82.3 91.0 17.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
43 22 33 41 44 103 94
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 716,898
COMMITMENTS
102,324 111,028 17,381 447,759 430,114 567,464 558,523 149,434 158,375
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 9,316)
-2,878 804 4,120 -7,738 9,622 -6,496 14,546 15,812 -5,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 15.5 2.4 62.5 60.0 79.2 77.9 20.8 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
34 31 26 63 76 110 122
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 707,582
COMMITMENTS
105,202 110,224 13,261 455,497 420,492 573,960 543,977 133,622 163,605
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,374)
9,548 -34,905 1,078 -9,962 22,938 664 -10,889 -3,038 8,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 15.6 1.9 64.4 59.4 81.1 76.9 18.9 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
38 28 23 63 76 111 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 132,321
COMMITMENTS
29,893 12,881 15,241 57,837 83,620 102,971 111,742 29,350 20,579
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -11,006)
-3,868 -1,178 -1,272 -3,246 -7,530 -8,386 -9,980 -2,620 -1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 9.7 11.5 43.7 63.2 77.8 84.4 22.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
42 27 34 48 56 117 104
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 143,327
COMMITMENTS
33,761 14,059 16,513 61,083 91,150 111,357 121,722 31,970 21,605
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 7,197)
4,661 -3,374 -92 1,325 11,130 5,894 7,664 1,303 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 9.8 11.5 42.6 63.6 77.7 84.9 22.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
44 25 36 52 58 125 106
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,783
COMMITMENTS
3,205 1,295 637 781 3,819 4,623 5,751 2,160 1,032
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -299)
-228 -194 185 -400 -279 -443 -288 144 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 19.1 9.4 11.5 56.3 68.2 84.8 31.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 11 8 7 14 28 28
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,082
COMMITMENTS
3,433 1,489 452 1,181 4,098 5,066 6,039 2,016 1,043
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -114)
14 67 -369 218 132 -137 -170 23 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 21.0 6.4 16.7 57.9 71.5 85.3 28.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 11 8 10 13 32 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,267
COMMITMENTS
113,492 83,691 1,790 158,812 147,624 274,094 233,105 61,173 102,162
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 19,925)
8,069 10,180 1,567 13,201 5,480 22,837 17,227 -2,912 2,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 25.0 0.5 47.4 44.0 81.8 69.5 18.2 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
18 28 4 39 43 61 72
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 315,342
COMMITMENTS
105,423 73,511 223 145,611 142,144 251,257 215,878 64,085 99,464
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 12,056)
9,550 12,697 217 3,844 -3,178 13,611 9,736 -1,555 2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 23.3 0.1 46.2 45.1 79.7 68.5 20.3 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
19 27 3 37 40 59 67
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,119,888
COMMITMENTS
364,656 465,754 178,861 1333135 1070971 1876652 1715586 243,236 404,302
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 76,655)
22,323 -5,845 76,505 -18,429 38,907 80,399 109,567 -3,744 -32,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 22.0 8.4 62.9 50.5 88.5 80.9 11.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
42 87 44 81 132 153 233
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,043,233
COMMITMENTS
342,333 471,599 102,356 1351564 1032064 1796253 1606019 246,980 437,214
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 83,092)
44,270 -23,139 17,942 -5,356 64,077 56,856 58,880 26,236 24,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 23.1 5.0 66.1 50.5 87.9 78.6 12.1 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
41 84 48 80 131 151 233
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,377,412
COMMITMENTS
151,861 286,743 47,664 1020720 759,565 1220245 1093972 157,167 283,440
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 6,680)
12,954 1,878 6,137 -14,788 4,334 4,303 12,349 2,377 -5,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 20.8 3.5 74.1 55.1 88.6 79.4 11.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
33 50 22 66 92 110 153
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,370,732
COMMITMENTS
138,907 284,865 41,527 1035508 755,231 1215942 1081623 154,790 289,109
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -14,600)
-1,887 -32,259 3,448 -40 25,737 1,521 -3,074 -16,121 -11,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 20.8 3.0 75.5 55.1 88.7 78.9 11.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
30 49 22 60 81 102 140
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 410,130
COMMITMENTS
145,930 20,172 57,955 174,385 305,158 378,270 383,285 31,860 26,845
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -91,932)
-55,695 -3,964 -18,930 -11,903 -64,798 -86,528 -87,692 -5,404 -4,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 4.9 14.1 42.5 74.4 92.2 93.5 7.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
35 11 28 42 47 86 79
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 502,062
COMMITMENTS
201,625 24,136 76,885 186,288 369,956 464,798 470,977 37,264 31,085
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 20,998)
28,403 1,151 -82 -3,974 21,733 24,347 22,802 -3,349 -1,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 4.8 15.3 37.1 73.7 92.6 93.8 7.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
42 15 30 42 50 91 88
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,616
COMMITMENTS
10,839 5,111 403 20,653 28,315 31,895 33,829 9,721 7,787
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 343)
689 -6,604 10 -276 6,466 423 -128 -80 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 12.3 1.0 49.6 68.0 76.6 81.3 23.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
24 12 3 20 11 46 24
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,273
COMMITMENTS
10,150 11,715 393 20,929 21,849 31,472 33,957 9,801 7,316
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 759)
1,356 -204 -118 -15 313 1,223 -9 -464 768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 28.4 1.0 50.7 52.9 76.3 82.3 23.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 14 2 19 10 42 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 63,058
COMMITMENTS
9,225 24,642 427 37,631 18,378 47,283 43,447 15,775 19,611
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,013)
-346 652 -6 2,209 -1,482 1,857 -836 1,156 3,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 39.1 0.7 59.7 29.1 75.0 68.9 25.0 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
20 26 3 12 13 34 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 60,045
COMMITMENTS
9,571 23,990 433 35,422 19,860 45,426 44,283 14,619 15,762
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,723)
-2,524 4,552 104 9,339 -1,570 6,919 3,086 -3,196 637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 40.0 0.7 59.0 33.1 75.7 73.7 24.3 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
22 25 3 15 13 39 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,423
COMMITMENTS
4,372 5,958 1,046 29,891 27,883 35,309 34,887 1,114 1,536
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 896)
410 137 0 207 636 617 773 279 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 16.4 2.9 82.1 76.6 96.9 95.8 3.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 20 4 17 19 28 40
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,527
COMMITMENTS
3,962 5,821 1,046 29,684 27,247 34,692 34,114 835 1,413
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 368)
1,025 167 0 -701 774 324 941 44 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 16.4 2.9 83.6 76.7 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 22 4 20 21 30 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,323
COMMITMENTS
0 1,039 0 14,025 12,946 14,025 13,985 298 338
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,634)
0 1 0 1,642 1,695 1,642 1,696 -8 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 0.0 97.9 90.4 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 5 12 5 19
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,689
COMMITMENTS
0 1,038 0 12,383 11,251 12,383 12,289 306 400
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 797)
0 -206 0 739 947 739 741 58 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.2 0.0 97.6 88.7 97.6 96.8 2.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 5 12 5 19
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,407
COMMITMENTS
2,115 1,831 1,127 12,993 12,468 16,235 15,426 5,172 5,981
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,885)
-905 -375 -107 -1,287 -1,727 -2,299 -2,209 -586 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 8.6 5.3 60.7 58.2 75.8 72.1 24.2 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 4 11 19 16 31 30
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,292
COMMITMENTS
3,020 2,206 1,234 14,280 14,195 18,534 17,635 5,758 6,657
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 877)
-75 15 188 903 452 1,016 655 -139 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 9.1 5.1 58.8 58.4 76.3 72.6 23.7 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 6 12 20 16 35 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 98,511
COMMITMENTS
16,815 10,211 20,766 43,883 38,609 81,464 69,586 17,047 28,925
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,219)
14 -692 -297 1,853 2,403 1,570 1,414 1,649 1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 10.4 21.1 44.5 39.2 82.7 70.6 17.3 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
47 35 53 22 33 100 107
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,292
COMMITMENTS
16,801 10,903 21,063 42,030 36,206 79,894 68,172 15,398 27,120
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,750)
1,308 3,623 2,553 -41 -1,025 3,820 5,151 -70 -1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 11.4 22.1 44.1 38.0 83.8 71.5 16.2 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
42 40 53 21 31 98 107
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,601
COMMITMENTS
610 1,471 253 1,461 794 2,324 2,518 1,277 1,083
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -104)
184 -33 -59 -178 29 -53 -63 -51 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 40.8 7.0 40.6 22.0 64.5 69.9 35.5 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 11 5 6 3 19 19
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,705
COMMITMENTS
426 1,504 312 1,639 765 2,377 2,581 1,328 1,124
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 717)
256 536 29 49 -37 334 528 383 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 40.6 8.4 44.2 20.6 64.2 69.7 35.8 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 13 5 8 3 20 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 139,364
COMMITMENTS
43,917 18,284 12,121 66,077 72,092 122,115 102,497 17,249 36,867
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,269)
-1,511 125 -246 -1,607 -821 -3,364 -942 95 -2,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 13.1 8.7 47.4 51.7 87.6 73.5 12.4 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
55 35 33 49 99 127 152
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,633
COMMITMENTS
45,428 18,159 12,367 67,684 72,913 125,479 103,439 17,154 39,194
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,022)
4,774 1,587 1,235 -3,029 -1,519 2,980 1,303 1,042 2,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 12.7 8.7 47.5 51.1 88.0 72.5 12.0 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
55 33 33 49 93 126 145
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,932
COMMITMENTS
1,238 371 55 932 2,373 2,225 2,799 1,707 1,133
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -512)
2 -160 -58 -274 -178 -330 -396 -182 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 9.4 1.4 23.7 60.4 56.6 71.2 43.4 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 6 4 11 14 27 24
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,444
COMMITMENTS
1,236 531 113 1,206 2,551 2,555 3,195 1,889 1,249
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -37)
-137 93 -46 -59 -236 -242 -189 205 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 11.9 2.5 27.1 57.4 57.5 71.9 42.5 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 7 6 18 12 35 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,602
COMMITMENTS
9,876 3,735 2,066 7,878 5,635 19,820 11,436 4,782 13,166
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,803)
-492 -70 -1,313 -882 -846 -2,687 -2,229 -116 -574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 15.2 8.4 32.0 22.9 80.6 46.5 19.4 53.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
43 26 23 29 46 88 82
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,405
COMMITMENTS
10,368 3,805 3,379 8,760 6,481 22,507 13,665 4,898 13,740
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 507)
-212 798 -9 107 -376 -114 413 621 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 13.9 12.3 32.0 23.6 82.1 49.9 17.9 50.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
49 25 23 32 48 94 88
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 93,278
COMMITMENTS
12,434 45,755 588 56,509 23,718 69,531 70,061 23,747 23,217
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 7,441)
-1,342 7,260 2 10,252 -4,791 8,912 2,471 -1,471 4,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 49.1 0.6 60.6 25.4 74.5 75.1 25.5 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
16 19 3 31 18 49 38
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 85,837
COMMITMENTS
13,776 38,495 586 46,257 28,509 60,619 67,590 25,218 18,247
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 9,066)
-129 8,232 0 9,543 -1,368 9,414 6,864 -348 2,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 44.8 0.7 53.9 33.2 70.6 78.7 29.4 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 16 2 26 19 43 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 38,584
COMMITMENTS
4,889 16,219 1 24,752 8,284 29,642 24,504 8,942 14,080
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 4,188)
1,385 4,090 0 3,631 565 5,016 4,655 -828 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 42.0 0.0 64.2 21.5 76.8 63.5 23.2 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 11 1 13 9 20 20
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 34,396
COMMITMENTS
3,504 12,129 1 21,121 7,719 24,626 19,849 9,770 14,547
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,426)
-81 -3,177 0 -1,584 1,107 -1,665 -2,070 239 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 35.3 0.0 61.4 22.4 71.6 57.7 28.4 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 7 1 10 8 16 15
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 109,099
COMMITMENTS
80,754 4,432 0 19,485 102,222 100,239 106,654 8,860 2,445
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 10,370)
9,495 -485 0 316 11,075 9,811 10,590 559 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 4.1 0.0 17.9 93.7 91.9 97.8 8.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
60 12 0 17 18 77 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 98,729
COMMITMENTS
71,259 4,917 0 19,169 91,147 90,428 96,064 8,301 2,665
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,270)
6,436 1,028 0 -504 4,860 5,932 5,888 338 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 5.0 0.0 19.4 92.3 91.6 97.3 8.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
53 15 0 16 17 69 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 88,941
COMMITMENTS
25,845 5,967 1 38,817 73,461 64,663 79,429 24,278 9,512
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,476)
-3,437 396 0 5,425 3,126 1,988 3,522 1,488 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 6.7 0.0 43.6 82.6 72.7 89.3 27.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 11 1 18 16 38 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 85,465
COMMITMENTS
29,282 5,571 1 33,392 70,335 62,675 75,907 22,790 9,558
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,084)
-4,535 -1,448 -28 -287 1,575 -4,850 99 3,766 -1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 6.5 0.0 39.1 82.3 73.3 88.8 26.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
21 10 1 16 15 38 25
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 160,185
COMMITMENTS
21,832 35,963 714 110,032 103,296 132,578 139,973 27,607 20,212
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 21,397)
10,617 -7,754 -39 7,609 31,940 18,187 24,147 3,210 -2,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 22.5 0.4 68.7 64.5 82.8 87.4 17.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
20 18 6 27 27 50 48
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 138,788
COMMITMENTS
11,215 43,717 753 102,423 71,356 114,391 115,826 24,397 22,962
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -4,390)
4,288 -17,907 -14 -8,801 16,642 -4,527 -1,279 137 -3,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 31.5 0.5 73.8 51.4 82.4 83.5 17.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 25 2 29 23 44 49
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 138,018
COMMITMENTS
26,070 21,195 563 65,969 73,021 92,602 94,779 45,416 43,239
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 4,988)
2,546 1,890 -631 2,395 3,270 4,310 4,529 678 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 15.4 0.4 47.8 52.9 67.1 68.7 32.9 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
32 25 6 25 27 60 55
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 133,030
COMMITMENTS
23,524 19,305 1,194 63,574 69,751 88,292 90,250 44,738 42,780
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 14,449)
-89 713 837 8,764 4,209 9,512 5,759 4,937 8,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 14.5 0.9 47.8 52.4 66.4 67.8 33.6 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 22 6 26 24 60 48
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,020
COMMITMENTS
30,384 6,000 618 40,531 61,374 71,533 67,992 3,487 7,028
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -416)
-1,000 0 450 -723 -726 -1,273 -276 857 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 8.0 0.8 54.0 81.8 95.4 90.6 4.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 3 14 19 18 24
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,436
COMMITMENTS
31,384 6,000 168 41,254 62,100 72,806 68,268 2,630 7,168
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 7,888)
327 6,000 110 7,860 1,330 8,297 7,440 -409 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 8.0 0.2 54.7 82.3 96.5 90.5 3.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 14 18 18 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,550,034
COMMITMENTS
746,953 895,853 947,800 5759382 5001500 7454135 6845153 1095899 1704881
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 248,021)
59,399 -24,431 85,740 70,216 125,958 215,355 187,267 32,666 60,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 10.5 11.1 67.4 58.5 87.2 80.1 12.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
50 61 88 129 133 231 239
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,302,013
COMMITMENTS
687,554 920,284 862,060 5689166 4875542 7238780 6657886 1063233 1644127
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 219,368)
20,965 49,058 -11,451 140,847 81,343 150,361 118,950 69,007 100,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 11.1 10.4 68.5 58.7 87.2 80.2 12.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
50 62 87 122 134 223 242
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 689,971
COMMITMENTS
59,396 72,601 11,874 484,927 496,866 556,197 581,341 133,774 108,630
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -366)
-1,688 203 2,309 1,236 -3,053 1,857 -541 -2,223 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 10.5 1.7 70.3 72.0 80.6 84.3 19.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
34 39 17 95 61 143 103
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 690,337
COMMITMENTS
61,084 72,398 9,565 483,691 499,919 554,340 581,882 135,997 108,455
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 17,114)
-2,478 -4,843 1,205 4,794 10,044 3,521 6,406 13,593 10,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 10.5 1.4 70.1 72.4 80.3 84.3 19.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
36 35 17 95 62 143 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 972,551
COMMITMENTS
183,053 206,319 16,168 463,945 636,662 663,166 859,149 309,385 113,402
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 12,472)
-26,265 -4,690 2,343 22,198 5,095 -1,724 2,748 14,196 9,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 21.2 1.7 47.7 65.5 68.2 88.3 31.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
38 52 17 54 61 103 119
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 960,079
COMMITMENTS
209,318 211,009 13,825 441,747 631,567 664,890 856,401 295,189 103,678
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -14,800)
3,738 -9,036 -871 -340 -7,932 2,527 -17,839 -17,327 3,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 22.0 1.4 46.0 65.8 69.3 89.2 30.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
41 53 16 52 62 104 120
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,741
COMMITMENTS
725 1,232 0 5,827 9,263 6,552 10,495 5,189 1,246
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -107)
0 -6 0 383 0 383 -6 -490 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 10.5 0.0 49.6 78.9 55.8 89.4 44.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 11 13 12 16
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,848
COMMITMENTS
725 1,238 0 5,444 9,263 6,169 10,501 5,679 1,347
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 34)
0 -33 0 -353 -29 -353 -62 387 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 10.4 0.0 45.9 78.2 52.1 88.6 47.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 10 13 11 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,117
COMMITMENTS
8,665 2,054 0 13,133 16,499 21,798 18,553 3,319 6,564
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,152)
1,350 1,289 -82 -3,446 -1,429 -2,178 -222 26 -1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 8.2 0.0 52.3 65.7 86.8 73.9 13.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 0 17 18 22 23
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,269
COMMITMENTS
7,315 765 82 16,579 17,928 23,976 18,775 3,293 8,494
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -143)
1,682 270 -17 -901 -146 764 107 -907 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 2.8 0.3 60.8 65.7 87.9 68.9 12.1 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 2 19 18 26 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,203
COMMITMENTS
4,790 19,164 5 35,884 27,382 40,679 46,551 17,524 11,652
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,760)
-2,054 -1,243 4 -10 -402 -2,060 -1,641 -700 -1,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 32.9 0.0 61.7 47.0 69.9 80.0 30.1 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
12 23 1 33 31 45 55
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,963
COMMITMENTS
6,844 20,407 1 35,894 27,784 42,739 48,192 18,224 12,771
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,236)
1,512 2,029 -44 -59 1,765 1,409 3,750 1,827 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 33.5 0.0 58.9 45.6 70.1 79.1 29.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
17 23 1 33 31 50 55
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 339,430
COMMITMENTS
66,056 144,107 1,788 225,719 128,449 293,563 274,344 45,867 65,086
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,078)
-13,167 -2,832 426 4,793 1,642 -7,948 -764 5,870 -1,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 42.5 0.5 66.5 37.8 86.5 80.8 13.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
38 75 9 49 35 90 116
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 341,508
COMMITMENTS
79,223 146,939 1,362 220,926 126,807 301,511 275,108 39,997 66,400
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 14,432)
-716 -1,606 113 24,244 -1,554 23,641 -3,047 -9,209 17,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 43.0 0.4 64.7 37.1 88.3 80.6 11.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
38 84 6 45 36 87 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 89,548
COMMITMENTS
33,987 4,622 20 34,403 74,141 68,410 78,783 21,138 10,765
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 275)
1 -2,070 20 1,676 1,047 1,697 -1,003 -1,422 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 5.2 0.0 38.4 82.8 76.4 88.0 23.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 5 1 17 15 35 21
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 89,273
COMMITMENTS
33,986 6,692 0 32,727 73,094 66,713 79,786 22,560 9,487
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,696)
8,741 -230 0 -5,450 8,698 3,291 8,468 405 -4,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 7.5 0.0 36.7 81.9 74.7 89.4 25.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 7 0 16 18 33 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,257
COMMITMENTS
1,121 13,568 5 28,661 16,928 29,787 30,501 5,470 4,756
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 761)
0 292 0 631 309 631 601 130 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 38.5 0.0 81.3 48.0 84.5 86.5 15.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 14 1 26 27 29 41
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,496
COMMITMENTS
1,121 13,276 5 28,030 16,619 29,156 29,900 5,340 4,596
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,501)
0 812 0 715 1,211 715 2,023 786 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 38.5 0.0 81.3 48.2 84.5 86.7 15.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 14 1 26 28 29 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 233,934
COMMITMENTS
60,117 35,213 1,446 165,037 182,160 226,600 218,819 7,334 15,115
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 16,257)
3,877 6,448 -18 17,402 13,024 21,261 19,454 -5,004 -3,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 15.1 0.6 70.5 77.9 96.9 93.5 3.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
21 35 7 33 42 57 81
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 217,677
COMMITMENTS
56,240 28,765 1,464 147,635 169,136 205,339 199,365 12,338 18,312
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 21,824)
5,605 110 49 11,195 14,683 16,849 14,842 4,975 6,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 13.2 0.7 67.8 77.7 94.3 91.6 5.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
19 38 8 30 42 53 84
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,540
COMMITMENTS
10,415 5,828 351 14,284 22,752 25,050 28,931 12,490 8,609
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 471)
-55 -869 316 -48 1,735 213 1,182 258 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 15.5 0.9 38.1 60.6 66.7 77.1 33.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 15 3 16 24 43 39
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,069
COMMITMENTS
10,470 6,697 35 14,332 21,017 24,837 27,749 12,232 9,320
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -316)
201 -1,592 0 -938 120 -737 -1,472 421 1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 18.1 0.1 38.7 56.7 67.0 74.9 33.0 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 13 1 17 25 42 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 25,339
COMMITMENTS
7,322 660 20 14,575 2,025 21,917 2,705 3,422 22,634
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,333)
-1,130 -6 5 796 306 -329 305 -2,004 -2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 2.6 0.1 57.5 8.0 86.5 10.7 13.5 89.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 2 1 11 4 20 7
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,672
COMMITMENTS
8,452 666 15 13,779 1,719 22,246 2,400 5,426 25,272
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 40)
-537 -238 0 1,036 93 499 -145 -459 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 2.4 0.1 49.8 6.2 80.4 8.7 19.6 91.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 2 1 9 4 18 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 71,127
COMMITMENTS
3,578 4,144 443 51,475 26,850 55,496 31,437 15,631 39,690
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,888)
2 0 0 -549 2,788 -547 2,788 2,435 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 5.8 0.6 72.4 37.7 78.0 44.2 22.0 55.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 12 1 18 28 22 41
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,239
COMMITMENTS
3,576 4,144 443 52,024 24,062 56,043 28,649 13,196 40,590
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -394)
-2,091 0 -136 121 1,289 -2,106 1,153 1,712 -1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 6.0 0.6 75.1 34.8 80.9 41.4 19.1 58.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 12 1 19 27 23 40
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 105,261
COMMITMENTS
37,887 18,029 7,910 29,004 71,697 74,801 97,636 30,460 7,625
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -6,726)
-6,714 13,793 -1,748 5,301 -14,904 -3,161 -2,859 -3,565 -3,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 17.1 7.5 27.6 68.1 71.1 92.8 28.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
85 26 29 23 31 119 79
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 111,987
COMMITMENTS
44,601 4,236 9,658 23,703 86,601 77,962 100,495 34,025 11,492
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 7,682)
3,692 963 2,049 -1,380 3,234 4,361 6,246 3,321 1,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 3.8 8.6 21.2 77.3 69.6 89.7 30.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
79 19 32 18 32 111 75
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 107,401
COMMITMENTS
34,649 15,269 19,500 40,641 60,388 94,790 95,157 12,611 12,244
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -8,811)
-568 2,412 -2,376 -4,049 -8,986 -6,993 -8,950 -1,818 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 14.2 18.2 37.8 56.2 88.3 88.6 11.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
59 55 27 40 42 118 110
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 116,212
COMMITMENTS
35,217 12,857 21,876 44,690 69,374 101,783 104,107 14,429 12,105
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -951)
2,704 -1,016 -207 -3,363 -180 -866 -1,403 -85 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 11.1 18.8 38.5 59.7 87.6 89.6 12.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
61 47 32 38 42 120 108
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 290,539
COMMITMENTS
153,914 46,186 20,270 67,838 205,533 242,022 271,989 48,517 18,550
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -11,545)
-19,912 10,137 974 10,226 -21,368 -8,712 -10,257 -2,833 -1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.0 15.9 7.0 23.3 70.7 83.3 93.6 16.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
115 54 30 32 40 170 107
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 302,084
COMMITMENTS
173,826 36,049 19,296 57,612 226,901 250,734 282,246 51,350 19,838
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 21,652)
21,011 -2,374 -741 -3,760 21,942 16,510 18,827 5,142 2,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 11.9 6.4 19.1 75.1 83.0 93.4 17.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
121 44 30 32 47 175 103
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,262
COMMITMENTS
7,567 1,079 600 561 9,035 8,728 10,714 3,534 1,548
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 520)
319 -247 101 129 3 549 -143 -29 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.7 8.8 4.9 4.6 73.7 71.2 87.4 28.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
25 5 9 5 5 35 18
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,742
COMMITMENTS
7,248 1,326 499 432 9,032 8,179 10,857 3,563 885
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -239)
-1,162 -277 63 195 -318 -904 -532 665 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.7 11.3 4.2 3.7 76.9 69.7 92.5 30.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
24 5 8 4 5 33 16
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 60,516
COMMITMENTS
11,284 8,464 1,989 32,809 31,775 46,082 42,228 14,434 18,288
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,918)
225 -2,120 -716 -3,704 -3 -4,195 -2,839 277 -1,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 14.0 3.3 54.2 52.5 76.1 69.8 23.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
26 21 13 42 41 72 72
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 64,434
COMMITMENTS
11,059 10,584 2,705 36,513 31,778 50,277 45,067 14,157 19,367
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -11,060)
73 -6,971 -457 -10,934 -2,169 -11,318 -9,597 258 -1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 16.4 4.2 56.7 49.3 78.0 69.9 22.0 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
25 26 12 41 41 71 76
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 26,913
COMMITMENTS
2,242 3,036 1,061 16,679 13,595 19,982 17,692 6,931 9,221
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,824)
216 -703 -744 -368 -74 -896 -1,521 -928 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 11.3 3.9 62.0 50.5 74.2 65.7 25.8 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 9 7 21 16 32 29
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,737
COMMITMENTS
2,026 3,739 1,805 17,047 13,669 20,878 19,213 7,859 9,524
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -7,730)
-289 -6,468 95 -5,933 -507 -6,127 -6,880 -1,603 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 13.0 6.3 59.3 47.6 72.7 66.9 27.3 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 11 9 22 17 35 33
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 118,694
COMMITMENTS
44,245 13,121 3,596 54,118 95,464 101,959 112,181 16,735 6,513
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -502)
-1,977 2,068 139 2,319 -3,261 481 -1,054 -983 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 11.1 3.0 45.6 80.4 85.9 94.5 14.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
86 41 34 45 51 158 107
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 119,196
COMMITMENTS
46,222 11,053 3,457 51,799 98,725 101,478 113,235 17,718 5,961
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -5,633)
3,300 2,899 -785 -8,842 -5,987 -6,327 -3,873 694 -1,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 9.3 2.9 43.5 82.8 85.1 95.0 14.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
86 41 33 48 55 158 110
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,895
COMMITMENTS
11,477 4,176 971 11,409 21,371 23,857 26,518 4,038 1,377
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,611)
86 408 -339 -2,396 -3,736 -2,649 -3,667 -962 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 15.0 3.5 40.9 76.6 85.5 95.1 14.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
55 21 11 18 14 79 40
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,506
COMMITMENTS
11,391 3,768 1,310 13,805 25,107 26,506 30,185 5,000 1,321
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,090)
446 79 -414 -2,200 -1,502 -2,168 -1,837 78 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 12.0 4.2 43.8 79.7 84.1 95.8 15.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
54 21 16 20 15 85 43
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 121,197
COMMITMENTS
24,977 14,810 2,709 84,160 98,887 111,846 116,406 9,351 4,791
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 2,316)
-340 652 69 2,457 1,461 2,186 2,182 130 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 12.2 2.2 69.4 81.6 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
55 27 16 50 40 111 77
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 118,881
COMMITMENTS
25,317 14,158 2,640 81,703 97,426 109,660 114,224 9,221 4,657
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,574)
-788 6,988 -395 3,549 -5,967 2,366 626 -792 948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 11.9 2.2 68.7 82.0 92.2 96.1 7.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
56 26 17 48 38 109 78
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 345,753
COMMITMENTS
67,882 99,288 12,995 205,682 183,795 286,559 296,078 59,194 49,675
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,539)
-431 996 -281 -995 -5,708 -1,707 -4,993 -2,832 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 28.7 3.8 59.5 53.2 82.9 85.6 17.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
39 48 21 50 37 102 93
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 350,292
COMMITMENTS
68,313 98,292 13,276 206,677 189,503 288,266 301,071 62,026 49,221
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,205)
8,003 3,754 1,126 -2,862 1,190 6,267 6,070 -5,062 -4,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 28.1 3.8 59.0 54.1 82.3 85.9 17.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
38 45 20 56 41 106 95
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 97,451
COMMITMENTS
35,979 10,470 9,119 41,987 72,251 87,085 91,840 10,366 5,611
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,478)
661 476 -1,331 -925 -281 -1,595 -1,136 117 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 10.7 9.4 43.1 74.1 89.4 94.2 10.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
136 40 51 92 104 250 178
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 98,929
COMMITMENTS
35,318 9,994 10,450 42,912 72,532 88,680 92,976 10,249 5,953
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -521)
2,998 1,301 1,192 -4,583 -3,098 -393 -605 -128 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 10.1 10.6 43.4 73.3 89.6 94.0 10.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
127 40 44 90 99 239 169
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,584
COMMITMENTS
8,421 4,704 2,102 5,939 10,818 16,462 17,624 3,122 1,960
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 2,202)
1,509 33 77 398 2,451 1,984 2,561 218 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 24.0 10.7 30.3 55.2 84.1 90.0 15.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 15 3 6 5 21 21
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,382
COMMITMENTS
6,912 4,671 2,025 5,541 8,367 14,478 15,063 2,904 2,319
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 669)
-195 248 -106 716 200 415 342 254 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 26.9 11.6 31.9 48.1 83.3 86.7 16.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 14 3 6 5 20 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 171,362
COMMITMENTS
25,276 24,412 22,555 93,541 102,338 141,372 149,305 29,990 22,057
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -9,753)
-4,584 -1,718 2,671 -4,924 -7,471 -6,837 -6,518 -2,916 -3,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 14.2 13.2 54.6 59.7 82.5 87.1 17.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
29 26 33 59 57 109 98
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,115
COMMITMENTS
29,860 26,130 19,884 98,465 109,809 148,209 155,823 32,906 25,292
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 932)
472 -900 1,431 -3,730 -1,083 -1,827 -552 2,759 1,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 14.4 11.0 54.4 60.6 81.8 86.0 18.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
27 24 29 58 56 105 93
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 471,994
COMMITMENTS
35,196 54,236 150,999 215,984 230,578 402,179 435,813 69,815 36,181
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -9,318)
-1,515 9,163 -10,732 5,471 -11,485 -6,776 -13,054 -2,542 3,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 11.5 32.0 45.8 48.9 85.2 92.3 14.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
36 60 67 83 72 160 162
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 481,312
COMMITMENTS
36,711 45,073 161,731 210,513 242,063 408,955 448,867 72,357 32,445
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -5,155)
-1,150 -6,554 1,512 -3,057 -959 -2,695 -6,001 -2,460 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 9.4 33.6 43.7 50.3 85.0 93.3 15.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
41 52 63 84 74 165 153
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,482
COMMITMENTS
5,460 2,728 1,908 23,248 18,984 30,616 23,620 3,866 10,862
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 7.9 5.5 67.4 55.1 88.8 68.5 11.2 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 12 12 15 15
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,393
COMMITMENTS
11,068 644 4,764 77,663 88,900 93,495 94,308 7,898 7,085
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,511)
-376 -2,288 3,006 -344 133 2,286 851 -775 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 0.6 4.7 76.6 87.7 92.2 93.0 7.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 17 25 20 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,882
COMMITMENTS
11,444 2,932 1,758 78,007 88,767 91,209 93,457 8,673 6,425
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,050)
998 -1,758 1,758 -498 674 2,258 674 792 2,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 2.9 1.8 78.1 88.9 91.3 93.6 8.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 20 26 22 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,900
COMMITMENTS
8,860 9,434 604 40,235 35,274 49,699 45,312 3,201 7,588
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,286)
1,498 -2,230 0 -5,284 -4,105 -3,786 -6,335 -500 2,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 17.8 1.1 76.1 66.7 93.9 85.7 6.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 12 11 14 14
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,186
COMMITMENTS
7,362 11,664 604 45,519 39,379 53,485 51,647 3,701 5,539
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,473)
1,624 186 0 -333 4,073 1,291 4,259 182 -2,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 20.4 1.1 79.6 68.9 93.5 90.3 6.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 11 14 13 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,387
COMMITMENTS
2,510 2,851 2,860 33,885 36,644 39,255 42,355 6,132 3,032
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 587)
2,510 -1,320 -279 -866 3,224 1,365 1,625 -778 -1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 6.3 6.3 74.7 80.7 86.5 93.3 13.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 15 15 18 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,800
COMMITMENTS
0 4,171 3,139 34,751 33,420 37,890 40,730 6,910 4,070
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 2,140)
0 -721 1,079 999 1,720 2,078 2,078 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.3 7.0 77.6 74.6 84.6 90.9 15.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 15 14 18 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,280
COMMITMENTS
6,710 12,083 2,255 39,470 33,840 48,435 48,178 3,845 4,102
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,892)
2,142 5,561 -2,609 -3,315 -5,264 -3,782 -2,312 -1,110 -2,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 23.1 4.3 75.5 64.7 92.6 92.2 7.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 19 19 23 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,172
COMMITMENTS
4,568 6,522 4,864 42,785 39,104 52,217 50,490 4,955 6,682
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,662)
-743 2,128 933 4,637 603 4,827 3,664 -1,165 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 11.4 8.5 74.8 68.4 91.3 88.3 8.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 4 18 16 22 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,394
COMMITMENTS
0 3,154 4,449 46,738 45,101 51,187 52,704 11,207 9,690
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 706)
0 242 -186 -318 106 -504 162 1,210 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.1 7.1 74.9 72.3 82.0 84.5 18.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 19 20 21 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,688
COMMITMENTS
0 2,912 4,635 47,056 44,995 51,691 52,542 9,997 9,146
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -831)
0 -2 -308 -920 -335 -1,228 -645 397 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.7 7.5 76.3 72.9 83.8 85.2 16.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 19 22 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,429
COMMITMENTS
36,508 18,818 120 28,103 47,138 64,731 66,076 4,698 3,353
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,957)
346 2,630 120 -2,663 -4,490 -2,197 -1,740 240 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.6 27.1 0.2 40.5 67.9 93.2 95.2 6.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 15 16 17 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,386
COMMITMENTS
36,162 16,188 0 30,766 51,628 66,928 67,816 4,458 3,570
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 15,376)
17,874 9,794 0 -1,960 5,044 15,914 14,838 -538 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 22.7 0.0 43.1 72.3 93.8 95.0 6.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 14 14 16 15
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 32,143
COMMITMENTS
2,356 496 0 27,668 31,306 30,024 31,802 2,119 341
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 1.5 0.0 86.1 97.4 93.4 98.9 6.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 6 12 9 13
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 22,483
COMMITMENTS
2,480 496 0 15,479 20,881 17,959 21,377 4,524 1,106
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 2.2 0.0 68.8 92.9 79.9 95.1 20.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 8 11 11 12
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 964,588
COMMITMENTS
274,338 74,025 138,729 528,085 737,287 941,152 950,041 23,436 14,547
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -36,895)
238 2,847 -5,908 -30,846 -36,962 -36,516 -40,023 -379 3,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 7.7 14.4 54.7 76.4 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
22 8 29 81 77 114 107
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,001,483
COMMITMENTS
274,100 71,178 144,637 558,931 774,249 977,668 990,064 23,815 11,419
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 22,229)
-4,536 3,207 -5,060 31,456 24,173 21,860 22,320 369 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 7.1 14.4 55.8 77.3 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 9 29 85 82 116 113
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,899
COMMITMENTS
18,883 53,319 24,284 83,577 50,254 126,744 127,857 4,155 3,042
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -27,070)
-10,440 7,477 -9,665 -4,825 -8,261 -24,930 -10,449 -2,140 -16,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 40.7 18.6 63.8 38.4 96.8 97.7 3.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 10 15 23 23 39 40
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 157,969
COMMITMENTS
29,323 45,842 33,949 88,402 58,515 151,674 138,306 6,295 19,663
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 10,115)
2,482 -11,072 3,384 2,332 1,564 8,198 -6,124 1,917 16,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 29.0 21.5 56.0 37.0 96.0 87.6 4.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 8 15 25 25 43 42
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 56,036
COMMITMENTS
17,058 2,760 11,153 27,274 42,054 55,485 55,967 551 69
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 623)
2,540 1,500 -1,110 -1,114 224 316 614 307 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 4.9 19.9 48.7 75.0 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 7 32 29 39 37
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 55,413
COMMITMENTS
14,518 1,260 12,263 28,388 41,830 55,169 55,353 244 60
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,480)
-524 -2,000 2,290 1,634 3,190 3,400 3,480 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 2.3 22.1 51.2 75.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 8 31 29 39 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,990
COMMITMENTS
2,042 643 1,591 18,075 18,965 21,708 21,199 282 791
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -849)
-419 318 -190 -284 -1,021 -893 -893 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 2.9 7.2 82.2 86.2 98.7 96.4 1.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 4 17 18 21 22
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,839
COMMITMENTS
2,461 325 1,781 18,359 19,986 22,601 22,092 238 747
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,011)
-244 0 -220 1,519 766 1,055 546 -44 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 1.4 7.8 80.4 87.5 99.0 96.7 1.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 17 19 21 23
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,719
COMMITMENTS
172 5,474 856 7,691 2,389 8,719 8,719 0 0
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -693)
-84 -845 0 -609 152 -693 -693 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 62.8 9.8 88.2 27.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 11 7 14 10
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,412
COMMITMENTS
256 6,319 856 8,300 2,237 9,412 9,412 0 0
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 67.1 9.1 88.2 23.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 11 8 14 11
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,220
COMMITMENTS
3,500 2,560 1,640 3,720 4,540 8,860 8,740 360 480
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 27.8 17.8 40.3 49.2 96.1 94.8 3.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 4 14 14 19 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 810,793
COMMITMENTS
107,003 98,600 134,592 511,576 502,606 753,171 735,798 57,622 74,995
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 291)
-14,603 3,002 8,940 3,191 -17,626 -2,472 -5,684 2,763 5,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 12.2 16.6 63.1 62.0 92.9 90.8 7.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
63 97 100 86 86 213 225
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 810,502
COMMITMENTS
121,606 95,598 125,652 508,385 520,232 755,643 741,482 54,859 69,020
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -11,713)
-3,694 2,949 6,597 -9,196 -19,760 -6,293 -10,214 -5,420 -1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 11.8 15.5 62.7 64.2 93.2 91.5 6.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
68 88 94 85 89 217 216
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,235
COMMITMENTS
8,586 2,773 319 1,563 9,435 10,468 12,527 2,767 708
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -146)
-154 97 169 108 -581 123 -315 -269 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.9 21.0 2.4 11.8 71.3 79.1 94.7 20.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
63 18 7 11 25 79 48
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,381
COMMITMENTS
8,740 2,676 150 1,455 10,016 10,345 12,842 3,036 539
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 216)
-23 420 -47 262 -114 192 259 24 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.3 20.0 1.1 10.9 74.9 77.3 96.0 22.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
65 14 4 12 26 81 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,684
COMMITMENTS
5,898 1,167 93 843 6,695 6,834 7,955 1,850 729
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -496)
-356 89 88 -51 -612 -319 -435 -177 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.9 13.4 1.1 9.7 77.1 78.7 91.6 21.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
25 8 2 4 18 30 27
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,180
COMMITMENTS
6,254 1,078 5 894 7,307 7,153 8,390 2,027 790
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 926)
868 71 -1 -7 782 860 852 66 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 11.7 0.1 9.7 79.6 77.9 91.4 22.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
25 7 1 8 19 34 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 146,520
COMMITMENTS
33,496 7,350 9,737 89,092 117,159 132,325 134,246 14,195 12,274
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -13,234)
-4,923 148 -283 -3,949 -10,478 -9,155 -10,613 -4,079 -2,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 5.0 6.6 60.8 80.0 90.3 91.6 9.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
50 21 37 61 73 127 118
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,754
COMMITMENTS
38,419 7,202 10,020 93,041 127,637 141,480 144,859 18,274 14,895
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,308)
1,655 1,586 -666 -1,407 -3,862 -418 -2,942 -1,890 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 4.5 6.3 58.2 79.9 88.6 90.7 11.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
48 21 35 70 77 132 121
Updated May 13, 2005