WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 204,698
COMMITMENTS
32,640 54,785 12,491 139,784 105,798 184,915 173,074 19,783 31,624
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 9,434)
1,713 6,484 3,700 3,969 2,759 9,382 12,943 52 -3,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 26.8 6.1 68.3 51.7 90.3 84.6 9.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
47 86 36 40 53 115 154
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
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 683,390
COMMITMENTS
105,734 148,997 42,022 416,550 308,284 564,306 499,303 119,084 184,087
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,086)
5,764 15,740 -2,696 662 735 3,730 13,779 6,356 -3,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 21.8 6.1 61.0 45.1 82.6 73.1 17.4 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
119 114 79 159 163 322 328
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
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,910
COMMITMENTS
2,068 1,563 35 1,854 4,452 3,957 6,050 3,953 1,860
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 363)
2 398 -78 232 -463 156 -143 207 506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 19.8 0.4 23.4 56.3 50.0 76.5 50.0 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 9 3 9 15 20 24
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
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,350
COMMITMENTS
48,840 26,813 24,705 124,304 119,365 197,849 170,883 49,501 76,467
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 5,396)
6,360 -3,040 -2,080 -1,691 11,399 2,589 6,279 2,807 -883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 10.8 10.0 50.3 48.3 80.0 69.1 20.0 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
103 67 64 72 87 217 186
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,923
COMMITMENTS
10,674 3,185 234 121 728 11,029 4,147 2,894 9,776
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -105)
-313 261 -30 0 6 -343 237 238 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.7 22.9 1.7 0.9 5.2 79.2 29.8 20.8 70.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 7 5 1 3 14 13
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 145,340
COMMITMENTS
34,994 11,582 14,355 70,094 105,335 119,443 131,272 25,897 14,068
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 947)
6,757 -3,269 -3,263 -4,222 7,697 -728 1,165 1,675 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 8.0 9.9 48.2 72.5 82.2 90.3 17.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
45 26 26 41 44 100 87
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 704,316
COMMITMENTS
97,739 110,179 13,741 442,453 424,336 553,933 548,256 150,383 156,060
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -12,582)
-4,585 -849 -3,640 -5,306 -5,778 -13,531 -10,267 949 -2,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 15.6 2.0 62.8 60.2 78.6 77.8 21.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
34 33 22 62 81 105 128
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 128,883
COMMITMENTS
28,364 12,986 14,830 56,804 81,188 99,998 109,004 28,885 19,879
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -3,438)
-1,529 105 -411 -1,033 -2,432 -2,973 -2,738 -465 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 10.1 11.5 44.1 63.0 77.6 84.6 22.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
41 27 35 49 57 121 105
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
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,751
COMMITMENTS
3,218 647 663 996 4,455 4,877 5,765 1,874 986
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -32)
13 -648 26 215 636 254 14 -286 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 9.6 9.8 14.8 66.0 72.2 85.4 27.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 11 7 9 16 31 27
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 330,437
COMMITMENTS
115,134 78,863 1,718 152,029 143,604 268,881 224,185 61,556 106,252
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -4,830)
1,642 -4,828 -72 -6,783 -4,020 -5,213 -8,920 383 4,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 23.9 0.5 46.0 43.5 81.4 67.8 18.6 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
18 28 3 38 40 58 69
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,102,089
COMMITMENTS
371,107 498,305 162,696 1327889 1037613 1861692 1698614 240,397 403,475
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -17,799)
6,451 32,551 -16,165 -5,246 -33,358 -14,960 -16,972 -2,839 -827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 23.7 7.7 63.2 49.4 88.6 80.8 11.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
40 93 48 82 134 155 242
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,368,539
COMMITMENTS
149,805 299,903 66,395 999,397 723,692 1215597 1089990 152,942 278,549
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -8,873)
-2,056 13,160 18,731 -21,323 -35,873 -4,648 -3,982 -4,225 -4,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 21.9 4.9 73.0 52.9 88.8 79.6 11.2 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
33 53 28 69 87 118 152
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 424,186
COMMITMENTS
108,121 28,046 88,587 189,661 274,529 386,369 391,162 37,817 33,024
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 14,056)
-37,809 7,874 30,632 15,276 -30,629 8,099 7,877 5,957 6,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 6.6 20.9 44.7 64.7 91.1 92.2 8.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
34 15 32 40 49 85 87
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,556
COMMITMENTS
10,577 5,105 397 20,567 28,390 31,541 33,892 10,015 7,664
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -60)
-262 -6 -6 -86 75 -354 63 294 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 12.3 1.0 49.5 68.3 75.9 81.6 24.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 13 3 19 11 42 26
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 AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 67,118
COMMITMENTS
12,330 28,657 499 38,918 17,690 51,747 46,846 15,371 20,272
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,060)
3,105 4,015 72 1,287 -688 4,464 3,399 -404 661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 42.7 0.7 58.0 26.4 77.1 69.8 22.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 25 5 15 12 38 39
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,756
COMMITMENTS
6,047 6,038 1,046 29,676 29,327 36,769 36,411 987 1,345
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,333)
1,675 80 0 -215 1,444 1,460 1,524 -127 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 16.0 2.8 78.6 77.7 97.4 96.4 2.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 21 4 17 18 27 40
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 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,251
COMMITMENTS
0 1,045 0 14,188 13,126 14,188 14,171 63 80
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -72)
0 6 0 163 180 163 186 -235 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 0.0 99.6 92.1 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 0 4 11 4 18
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
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,045
COMMITMENTS
2,566 1,855 1,329 13,568 12,536 17,463 15,720 4,582 6,325
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 638)
451 24 202 575 68 1,228 294 -590 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 8.4 6.0 61.5 56.9 79.2 71.3 20.8 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 5 11 20 17 34 31
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,177
COMMITMENTS
14,529 11,868 18,661 44,323 35,402 77,513 65,931 18,664 30,246
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -2,334)
-2,286 1,657 -2,105 440 -3,207 -3,951 -3,655 1,617 1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 12.3 19.4 46.1 36.8 80.6 68.6 19.4 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
36 45 43 21 30 85 99
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,731
COMMITMENTS
397 1,484 376 1,537 806 2,310 2,666 1,421 1,065
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 130)
-213 13 123 76 12 -14 148 144 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 39.8 10.1 41.2 21.6 61.9 71.5 38.1 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 12 6 7 4 19 18
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 141,299
COMMITMENTS
45,449 17,812 13,979 63,342 72,065 122,770 103,856 18,529 37,443
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,935)
1,532 -472 1,858 -2,735 -27 655 1,359 1,280 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 12.6 9.9 44.8 51.0 86.9 73.5 13.1 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
57 37 40 51 94 135 152
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,399
COMMITMENTS
1,075 322 56 876 1,966 2,007 2,344 1,392 1,055
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -533)
-163 -49 1 -56 -407 -218 -455 -315 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 9.5 1.6 25.8 57.8 59.0 69.0 41.0 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 6 3 13 16 26 24
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,847
COMMITMENTS
10,012 3,461 2,265 7,733 5,119 20,010 10,845 4,837 14,002
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 245)
136 -274 199 -145 -516 190 -591 55 836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 13.9 9.1 31.1 20.6 80.5 43.6 19.5 56.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
41 27 23 33 45 92 80
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 86,866
COMMITMENTS
11,651 39,446 617 50,106 24,688 62,374 64,751 24,492 22,115
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -6,412)
-783 -6,309 29 -6,403 970 -7,157 -5,310 745 -1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 45.4 0.7 57.7 28.4 71.8 74.5 28.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 20 4 28 18 44 39
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 43,977
COMMITMENTS
2,214 19,638 29 32,738 7,641 34,981 27,308 8,996 16,669
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 5,393)
-2,675 3,419 28 7,986 -643 5,339 2,804 54 2,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 44.7 0.1 74.4 17.4 79.5 62.1 20.5 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 14 2 13 8 19 22
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 107,076
COMMITMENTS
79,579 4,143 231 19,122 98,376 98,932 102,750 8,144 4,326
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -2,023)
-1,175 -289 231 -363 -3,846 -1,307 -3,904 -716 1,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.3 3.9 0.2 17.9 91.9 92.4 96.0 7.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
58 15 2 17 19 76 35
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 89,238
COMMITMENTS
25,907 5,809 15 40,597 70,896 66,519 76,720 22,719 12,518
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 297)
62 -158 14 1,780 -2,565 1,856 -2,709 -1,559 3,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 6.5 0.0 45.5 79.4 74.5 86.0 25.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
22 11 1 17 17 39 29
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 160,836
COMMITMENTS
20,771 30,334 677 109,373 110,558 130,821 141,569 30,015 19,267
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 651)
-1,061 -5,629 -37 -659 7,262 -1,757 1,596 2,408 -945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 18.9 0.4 68.0 68.7 81.3 88.0 18.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 15 4 27 27 49 45
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 148,731
COMMITMENTS
27,335 28,879 750 73,185 70,847 101,270 100,476 47,461 48,255
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,713)
1,265 7,684 187 7,216 -2,174 8,668 5,697 2,045 5,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 19.4 0.5 49.2 47.6 68.1 67.6 31.9 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
25 28 7 25 28 54 59
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 92,531
COMMITMENTS
29,644 6,000 758 58,431 79,012 88,833 85,770 3,698 6,761
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 17,511)
-740 0 140 17,900 17,638 17,300 17,778 211 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 6.5 0.8 63.1 85.4 96.0 92.7 4.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 3 16 21 20 26
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,482,994
COMMITMENTS
722,596 935,050 1030145 5793355 5000466 7546096 6965661 936,898 1517333
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -67,040)
-24,357 39,197 82,345 33,973 -1,034 91,961 120,508 -159,001 -187,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 11.0 12.1 68.3 58.9 89.0 82.1 11.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
50 66 90 132 141 236 253
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 696,468
COMMITMENTS
60,027 72,761 14,536 484,779 494,782 559,342 582,079 137,126 114,389
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,497)
631 160 2,662 -148 -2,084 3,145 738 3,352 5,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 10.4 2.1 69.6 71.0 80.3 83.6 19.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
35 39 17 96 62 144 105
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,019,983
COMMITMENTS
196,557 251,601 16,911 483,360 635,018 696,828 903,530 323,155 116,453
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 47,432)
13,504 45,282 743 19,415 -1,644 33,662 44,381 13,770 3,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 24.7 1.7 47.4 62.3 68.3 88.6 31.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
37 67 20 58 58 109 131
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,837
COMMITMENTS
725 1,429 0 5,388 9,263 6,113 10,692 5,724 1,145
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 96)
0 197 0 -439 0 -439 197 535 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 12.1 0.0 45.5 78.3 51.6 90.3 48.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 0 10 13 11 17
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,919
COMMITMENTS
9,413 3,609 27 15,312 16,345 24,752 19,981 3,167 7,938
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,802)
748 1,555 27 2,179 -154 2,954 1,428 -152 1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 12.9 0.1 54.8 58.5 88.7 71.6 11.3 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 1 18 18 25 25
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,829
COMMITMENTS
4,502 18,228 6 35,390 28,670 39,898 46,904 17,931 10,925
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -374)
-288 -936 1 -494 1,288 -781 353 407 -727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 31.5 0.0 61.2 49.6 69.0 81.1 31.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
12 24 2 33 31 46 56
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 360,852
COMMITMENTS
76,963 163,376 1,654 248,598 130,795 327,215 295,825 33,637 65,027
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 21,422)
10,907 19,269 -134 22,879 2,346 33,652 21,481 -12,230 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 45.3 0.5 68.9 36.2 90.7 82.0 9.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
32 80 7 46 36 80 121
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 89,282
COMMITMENTS
36,178 5,352 0 30,980 73,518 67,158 78,870 22,124 10,412
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -266)
2,191 730 -20 -3,423 -623 -1,252 87 986 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 6.0 0.0 34.7 82.3 75.2 88.3 24.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 4 0 17 16 34 20
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,378
COMMITMENTS
1,121 13,161 5 28,693 16,725 29,819 29,891 5,559 5,487
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 121)
0 -407 0 32 -203 32 -610 89 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 37.2 0.0 81.1 47.3 84.3 84.5 15.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 13 1 26 26 29 39
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 234,934
COMMITMENTS
54,713 33,682 1,412 171,911 183,166 228,036 218,260 6,898 16,674
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,000)
-5,404 -1,531 -34 6,874 1,006 1,436 -559 -436 1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 14.3 0.6 73.2 78.0 97.1 92.9 2.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
16 36 6 32 46 50 86
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,391
COMMITMENTS
10,171 5,408 449 15,925 23,801 26,545 29,658 12,846 9,733
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,851)
-244 -420 98 1,641 1,049 1,495 727 356 1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 13.7 1.1 40.4 60.4 67.4 75.3 32.6 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
24 16 2 17 26 43 42
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 30,104
COMMITMENTS
6,983 930 15 15,784 2,248 22,782 3,193 7,322 26,911
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,765)
-339 270 -5 1,209 223 865 488 3,900 4,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 3.1 0.0 52.4 7.5 75.7 10.6 24.3 89.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 3 1 9 4 18 8
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 72,419
COMMITMENTS
3,176 4,235 523 51,635 27,826 55,334 32,584 17,085 39,835
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,292)
-402 91 80 160 976 -162 1,147 1,454 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 5.8 0.7 71.3 38.4 76.4 45.0 23.6 55.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 13 3 19 30 24 45
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
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 104,114
COMMITMENTS
37,632 15,121 8,685 27,294 70,479 73,611 94,285 30,503 9,829
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -1,147)
-255 -2,908 775 -1,710 -1,218 -1,190 -3,351 43 2,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 14.5 8.3 26.2 67.7 70.7 90.6 29.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
90 19 30 24 32 121 78
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 104,321
COMMITMENTS
31,653 14,769 19,813 40,762 57,550 92,228 92,132 12,093 12,189
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -3,080)
-2,996 -500 313 121 -2,838 -2,562 -3,025 -518 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 14.2 19.0 39.1 55.2 88.4 88.3 11.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
58 50 31 40 40 117 104
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
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 282,478
COMMITMENTS
134,719 54,341 19,727 79,372 187,921 233,818 261,989 48,660 20,489
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -8,061)
-19,195 8,155 -543 11,534 -17,612 -8,204 -10,000 143 1,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 19.2 7.0 28.1 66.5 82.8 92.7 17.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
110 58 30 40 42 171 115
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
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,652
COMMITMENTS
7,761 895 540 561 9,603 8,862 11,038 3,790 1,614
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 390)
194 -184 -60 0 568 134 324 256 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.3 7.1 4.3 4.4 75.9 70.0 87.2 30.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
23 4 8 6 5 35 15
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
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 63,220
COMMITMENTS
12,369 10,583 1,793 34,064 33,717 48,226 46,093 14,994 17,127
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,704)
1,085 2,119 -196 1,255 1,942 2,144 3,865 560 -1,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 16.7 2.8 53.9 53.3 76.3 72.9 23.7 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
28 24 16 39 42 73 77
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 - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 27,403
COMMITMENTS
2,147 3,764 1,147 16,785 13,788 20,079 18,699 7,324 8,704
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 490)
-95 728 86 106 193 97 1,007 393 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 13.7 4.2 61.3 50.3 73.3 68.2 26.7 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 9 6 19 12 30 25
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 107,372
COMMITMENTS
34,144 11,506 4,119 55,401 85,717 93,664 101,342 13,708 6,030
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -11,322)
-10,101 -1,615 523 1,283 -9,747 -8,295 -10,839 -3,027 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 10.7 3.8 51.6 79.8 87.2 94.4 12.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
79 35 29 54 51 147 105
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,751
COMMITMENTS
9,851 3,622 845 11,978 20,561 22,674 25,028 4,077 1,723
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -1,144)
-1,626 -554 -126 569 -810 -1,183 -1,490 39 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 13.5 3.2 44.8 76.9 84.8 93.6 15.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
52 19 11 21 14 78 39
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
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 121,716
COMMITMENTS
22,561 16,764 3,127 85,984 97,127 111,672 117,018 10,044 4,698
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 519)
-2,416 1,954 418 1,824 -1,760 -174 612 693 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 13.8 2.6 70.6 79.8 91.7 96.1 8.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
56 30 17 51 40 112 84
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 353,842
COMMITMENTS
67,619 103,481 14,139 216,525 184,223 298,283 301,843 55,559 51,999
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 8,089)
-263 4,193 1,144 10,843 428 11,724 5,765 -3,635 2,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 29.2 4.0 61.2 52.1 84.3 85.3 15.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
38 50 24 52 39 105 99
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
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 97,209
COMMITMENTS
35,551 11,055 9,559 42,260 71,227 87,370 91,841 9,839 5,368
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -242)
-428 585 440 273 -1,024 285 1 -527 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 11.4 9.8 43.5 73.3 89.9 94.5 10.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
140 35 54 90 98 254 174
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,907
COMMITMENTS
8,779 5,365 2,080 6,646 11,189 17,505 18,634 3,402 2,273
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,323)
358 661 -22 707 371 1,043 1,010 280 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 25.7 9.9 31.8 53.5 83.7 89.1 16.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 16 3 6 6 24 23
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 176,445
COMMITMENTS
27,289 22,953 22,103 94,166 107,052 143,558 152,108 32,887 24,337
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 5,083)
2,013 -1,459 -452 625 4,714 2,186 2,803 2,897 2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 13.0 12.5 53.4 60.7 81.4 86.2 18.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
31 25 28 62 60 110 97
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 473,695
COMMITMENTS
33,450 58,377 146,464 222,430 230,715 402,344 435,556 71,351 38,139
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,701)
-1,746 4,141 -4,535 6,446 137 165 -257 1,536 1,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 12.3 30.9 47.0 48.7 84.9 91.9 15.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
38 58 60 84 73 158 157
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,462
COMMITMENTS
8,556 8,768 842 85,496 83,535 94,894 93,145 8,568 10,317
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,069)
-2,512 8,124 -3,922 7,833 -5,365 1,399 -1,163 670 3,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 8.5 0.8 82.6 80.7 91.7 90.0 8.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 18 24 20 26
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,634
COMMITMENTS
8,860 9,434 604 40,969 36,008 50,433 46,046 3,201 7,588
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 734)
0 0 0 734 734 734 734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 17.6 1.1 76.4 67.1 94.0 85.9 6.0 14.1
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 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,138
COMMITMENTS
1,483 5,063 2,785 37,523 36,562 41,791 44,410 5,347 2,728
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,751)
-1,027 2,212 -75 3,638 -82 2,536 2,055 -785 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 10.7 5.9 79.6 77.6 88.7 94.2 11.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 18 15 19 18
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,940
COMMITMENTS
6,774 11,243 2,397 43,233 38,141 52,404 51,781 3,536 4,159
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 3,660)
64 -840 142 3,763 4,301 3,969 3,603 -309 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 20.1 4.3 77.3 68.2 93.7 92.6 6.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 4 20 17 24 22
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,877
COMMITMENTS
0 3,032 4,357 46,254 44,558 50,611 51,947 11,266 9,930
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -517)
0 -122 -92 -484 -543 -576 -757 59 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 7.0 74.8 72.0 81.8 84.0 18.2 16.0
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 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,010
COMMITMENTS
36,208 24,550 420 32,214 46,048 68,842 71,018 5,168 2,992
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,581)
-300 5,732 300 4,111 -1,090 4,111 4,942 470 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 33.2 0.6 43.5 62.2 93.0 96.0 7.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 17 17 19 19
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 975,192
COMMITMENTS
247,554 69,482 157,707 549,050 735,731 954,311 962,920 20,881 12,272
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,604)
-26,784 -4,543 18,978 20,965 -1,556 13,159 12,879 -2,555 -2,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 7.1 16.2 56.3 75.4 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
23 10 31 82 77 118 109
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,983
COMMITMENTS
21,328 51,325 28,402 84,011 55,434 133,741 135,161 3,242 1,822
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,084)
2,445 -1,994 4,118 434 5,180 6,997 7,304 -913 -1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 37.5 20.7 61.3 40.5 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 10 15 26 26 43 44
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,759
COMMITMENTS
15,618 2,740 12,997 29,542 42,922 58,157 58,659 602 100
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,723)
-1,440 -20 1,844 2,268 868 2,672 2,692 51 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 4.7 22.1 50.3 73.0 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 7 31 28 38 36
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,325
COMMITMENTS
3,184 731 1,482 17,275 19,219 21,941 21,432 384 893
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 335)
1,142 88 -109 -800 254 233 233 102 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 3.3 6.6 77.4 86.1 98.3 96.0 1.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 17 18 21 21
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,935
COMMITMENTS
172 5,474 856 7,907 2,605 8,935 8,935 0 0
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 216)
0 0 0 216 216 216 216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 61.3 9.6 88.5 29.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 12 9 15 12
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,430
COMMITMENTS
3,680 2,800 1,700 3,780 4,530 9,160 9,030 270 400
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 210)
180 240 60 60 -10 300 290 -90 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 29.7 18.0 40.1 48.0 97.1 95.8 2.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 5 13 14 18 19
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 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 831,666
COMMITMENTS
103,029 102,944 140,008 520,162 504,290 763,199 747,242 68,467 84,424
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 20,873)
-3,974 4,344 5,416 8,586 1,684 10,028 11,444 10,845 9,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 12.4 16.8 62.5 60.6 91.8 89.8 8.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
61 98 100 79 88 206 229
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,320
COMMITMENTS
8,099 3,071 256 2,127 9,189 10,482 12,516 2,838 804
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 85)
-487 298 -63 564 -246 14 -11 71 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 23.1 1.9 16.0 69.0 78.7 94.0 21.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
60 19 5 12 24 77 47
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,459
COMMITMENTS
6,395 1,237 5 1,052 7,167 7,452 8,409 2,007 1,050
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 775)
497 70 -88 209 472 618 454 157 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.6 13.1 0.1 11.1 75.8 78.8 88.9 21.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
27 9 1 5 19 33 28
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 149,482
COMMITMENTS
31,923 9,449 10,881 90,451 116,083 133,255 136,413 16,227 13,069
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,962)
-1,573 2,099 1,144 1,359 -1,076 930 2,167 2,032 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 6.3 7.3 60.5 77.7 89.1 91.3 10.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
48 20 37 62 72 126 115
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
Updated May 20, 2005