WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 212,632
COMMITMENTS
31,086 67,368 15,527 144,320 96,440 190,933 179,335 21,699 33,297
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 7,934)
-1,554 12,583 3,036 4,536 -9,358 6,018 6,261 1,916 1,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 31.7 7.3 67.9 45.4 89.8 84.3 10.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
51 98 37 42 48 115 166
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
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 677,053
COMMITMENTS
101,287 156,727 41,630 414,245 300,653 557,162 499,010 119,891 178,043
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -6,337)
-4,447 7,730 -392 -2,305 -7,631 -7,144 -293 807 -6,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 23.1 6.1 61.2 44.4 82.3 73.7 17.7 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
122 112 76 154 158 318 318
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
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,721
COMMITMENTS
2,051 1,647 48 1,860 4,108 3,959 5,803 3,762 1,918
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -189)
-17 84 13 6 -344 2 -247 -191 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 21.3 0.6 24.1 53.2 51.3 75.2 48.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 12 4 10 13 23 26
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
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 237,723
COMMITMENTS
36,976 32,098 27,296 127,073 105,341 191,345 164,735 46,378 72,988
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -9,627)
-11,864 5,285 2,591 2,769 -14,024 -6,504 -6,148 -3,123 -3,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 13.5 11.5 53.5 44.3 80.5 69.3 19.5 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
99 75 74 76 88 219 206
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
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 125,218
COMMITMENTS
20,809 19,281 13,161 71,609 77,081 105,579 109,523 19,639 15,695
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -20,122)
-14,185 7,699 -1,194 1,515 -28,254 -13,864 -21,749 -6,258 1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 15.4 10.5 57.2 61.6 84.3 87.5 15.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
38 26 24 49 40 97 85
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 760,026
COMMITMENTS
122,684 134,198 18,117 456,329 444,292 597,130 596,607 162,896 163,419
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 55,710)
24,945 24,019 4,376 13,876 19,956 43,197 48,351 12,513 7,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 17.7 2.4 60.0 58.5 78.6 78.5 21.4 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
39 38 27 65 79 119 130
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 121,722
COMMITMENTS
21,331 13,476 14,818 57,272 74,252 93,421 102,546 28,301 19,176
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -7,161)
-7,033 490 -12 468 -6,936 -6,577 -6,458 -584 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 11.1 12.2 47.1 61.0 76.7 84.2 23.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
35 30 31 49 54 108 103
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
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,145
COMMITMENTS
3,597 758 731 970 4,517 5,298 6,006 1,847 1,139
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 394)
379 111 68 -26 62 421 241 -27 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 10.6 10.2 13.6 63.2 74.1 84.1 25.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 10 8 7 15 29 27
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 340,731
COMMITMENTS
113,862 75,242 1,339 163,374 148,824 278,575 225,405 62,156 115,326
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 10,294)
-1,272 -3,621 -379 11,345 5,220 9,694 1,220 600 9,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 22.1 0.4 47.9 43.7 81.8 66.2 18.2 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
17 26 2 41 40 59 67
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,259,937
COMMITMENTS
461,284 588,158 178,900 1364656 1062755 2004840 1829813 255,097 430,124
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 157,848)
90,177 89,853 16,204 36,767 25,142 143,148 131,199 14,700 26,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 26.0 7.9 60.4 47.0 88.7 81.0 11.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
45 93 53 88 141 169 251
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,324,386
COMMITMENTS
157,777 291,777 81,388 918,094 697,565 1157259 1070730 167,127 253,656
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -44,153)
7,972 -8,126 14,993 -81,303 -26,127 -58,338 -19,260 14,185 -24,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 22.0 6.1 69.3 52.7 87.4 80.8 12.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
34 55 33 70 89 122 159
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 433,091
COMMITMENTS
124,709 28,587 81,449 191,672 291,072 397,830 401,108 35,261 31,983
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 8,905)
16,588 541 -7,138 2,011 16,543 11,461 9,946 -2,556 -1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 6.6 18.8 44.3 67.2 91.9 92.6 8.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
32 18 32 40 50 84 90
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,137
COMMITMENTS
10,790 5,137 393 20,470 27,751 31,653 33,281 9,484 7,856
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -419)
213 32 -4 -97 -639 112 -611 -531 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 12.5 1.0 49.8 67.5 76.9 80.9 23.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 12 3 19 11 43 25
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 AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,926
COMMITMENTS
12,338 31,457 425 40,340 15,548 53,103 47,430 12,823 18,496
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,192)
8 2,800 -74 1,422 -2,142 1,356 584 -2,548 -1,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 47.7 0.6 61.2 23.6 80.5 71.9 19.5 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 28 3 17 13 38 42
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,596
COMMITMENTS
6,588 7,379 1,046 29,814 28,692 37,448 37,117 1,148 1,479
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 840)
541 1,341 0 138 -635 679 706 161 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 19.1 2.7 77.2 74.3 97.0 96.2 3.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 23 4 16 18 26 42
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 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,302
COMMITMENTS
0 1,037 0 14,248 13,184 14,248 14,221 54 81
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 51)
0 -8 0 60 58 60 50 -9 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 0.0 99.6 92.2 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 05/10/05 |
--------------------------------------------------------------| 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
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,814
COMMITMENTS
3,663 1,949 1,034 14,027 12,998 18,724 15,981 4,090 6,833
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 769)
1,097 94 -295 459 462 1,261 261 -492 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 8.5 4.5 61.5 57.0 82.1 70.0 17.9 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 6 13 20 18 36 34
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,513
COMMITMENTS
12,132 11,292 20,221 44,178 33,141 76,531 64,654 19,982 31,859
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 336)
-2,397 -576 1,560 -145 -2,261 -982 -1,277 1,318 1,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 11.7 21.0 45.8 34.3 79.3 67.0 20.7 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
39 42 43 22 33 88 102
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,605
COMMITMENTS
416 1,436 386 1,515 771 2,317 2,593 1,288 1,012
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -126)
19 -48 10 -22 -35 7 -73 -133 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 39.8 10.7 42.0 21.4 64.3 71.9 35.7 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 10 5 8 4 20 16
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,965
COMMITMENTS
50,207 17,980 16,860 66,947 78,997 134,014 113,837 19,951 40,128
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 12,666)
4,758 168 2,881 3,605 6,932 11,244 9,981 1,422 2,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 11.7 11.0 43.5 51.3 87.0 73.9 13.0 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
70 34 46 63 101 160 165
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,265
COMMITMENTS
1,160 385 65 759 1,748 1,984 2,198 1,281 1,067
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -134)
85 63 9 -117 -218 -23 -146 -111 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 11.8 2.0 23.2 53.5 60.8 67.3 39.2 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 7 7 15 12 32 24
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,739
COMMITMENTS
11,466 4,148 1,301 7,344 5,116 20,111 10,565 4,628 14,174
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -108)
1,454 687 -964 -389 -3 101 -280 -209 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 16.8 5.3 29.7 20.7 81.3 42.7 18.7 57.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
41 29 17 32 44 85 78
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 99,089
COMMITMENTS
11,662 45,154 1,271 62,833 28,120 75,766 74,545 23,323 24,544
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 12,223)
11 5,708 654 12,727 3,432 13,392 9,794 -1,169 2,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 45.6 1.3 63.4 28.4 76.5 75.2 23.5 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 22 5 31 18 48 43
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 60,958
COMMITMENTS
1,942 30,320 12 48,791 7,702 50,745 38,034 10,213 22,924
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 16,981)
-272 10,682 -17 16,053 61 15,764 10,726 1,217 6,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 49.7 0.0 80.0 12.6 83.2 62.4 16.8 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 19 2 16 9 21 29
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 105,029
COMMITMENTS
78,417 2,856 226 18,433 97,847 97,076 100,929 7,953 4,100
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,047)
-1,162 -1,287 -5 -689 -529 -1,856 -1,821 -191 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 2.7 0.2 17.6 93.2 92.4 96.1 7.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
63 11 2 15 20 79 32
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 81,490
COMMITMENTS
17,615 17,181 680 43,338 47,680 61,633 65,541 19,857 15,949
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -7,748)
-8,292 11,372 665 2,741 -23,216 -4,886 -11,179 -2,862 3,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 21.1 0.8 53.2 58.5 75.6 80.4 24.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
17 16 2 20 15 37 33
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 189,032
COMMITMENTS
11,663 59,546 1 153,623 109,993 165,287 169,540 23,745 19,492
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 28,196)
-9,108 29,212 -676 44,250 -565 34,466 27,971 -6,270 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 31.5 0.0 81.3 58.2 87.4 89.7 12.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 23 1 30 26 47 49
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 156,860
COMMITMENTS
22,232 35,720 1,058 88,051 69,952 111,341 106,730 45,519 50,130
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 8,129)
-5,103 6,841 308 14,866 -895 10,071 6,254 -1,942 1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 22.8 0.7 56.1 44.6 71.0 68.0 29.0 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
29 29 5 30 28 62 59
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
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,634,315
COMMITMENTS
785,619 746,417 1056083 5781758 5277800 7623460 7080300 1010855 1554015
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 151,321)
63,023 -188,633 25,938 -11,597 277,334 77,364 114,639 73,957 36,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 8.6 12.2 67.0 61.1 88.3 82.0 11.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
53 64 100 128 136 241 249
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 702,666
COMMITMENTS
57,509 78,360 15,744 487,599 493,464 560,852 587,568 141,814 115,098
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,198)
-2,518 5,599 1,208 2,820 -1,318 1,510 5,489 4,688 709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 11.2 2.2 69.4 70.2 79.8 83.6 20.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
34 39 17 97 63 144 106
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,000,568
COMMITMENTS
174,830 209,352 18,962 469,485 672,854 663,277 901,168 337,291 99,400
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -19,415)
-21,727 -42,249 2,051 -13,875 37,836 -33,551 -2,362 14,136 -17,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 20.9 1.9 46.9 67.2 66.3 90.1 33.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
43 61 19 54 57 109 125
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,683
COMMITMENTS
725 1,509 0 5,345 9,276 6,070 10,785 5,613 898
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -154)
0 80 0 -43 13 -43 93 -111 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 12.9 0.0 45.8 79.4 52.0 92.3 48.0 7.7
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 05/10/05 |
--------------------------------------------------------------| 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 28,692
COMMITMENTS
11,065 4,534 0 14,035 16,331 25,100 20,865 3,592 7,827
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 773)
1,652 925 -27 -1,277 -14 348 884 425 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 15.8 0.0 48.9 56.9 87.5 72.7 12.5 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 6 0 17 18 23 24
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,332
COMMITMENTS
4,689 20,372 6 38,831 27,286 43,526 47,664 14,806 10,668
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 503)
187 2,144 0 3,441 -1,384 3,628 760 -3,125 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 34.9 0.0 66.6 46.8 74.6 81.7 25.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
12 23 2 34 31 47 55
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 331,781
COMMITMENTS
77,317 145,032 2,362 225,531 140,549 305,210 287,943 26,571 43,838
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -29,071)
354 -18,344 708 -23,067 9,754 -22,005 -7,882 -7,066 -21,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 43.7 0.7 68.0 42.4 92.0 86.8 8.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
42 81 10 42 39 88 126
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 84,442
COMMITMENTS
24,221 8,986 463 42,004 61,736 66,688 71,185 17,754 13,257
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -4,840)
-11,957 3,634 463 11,024 -11,782 -470 -7,685 -4,370 2,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 10.6 0.5 49.7 73.1 79.0 84.3 21.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 9 2 18 14 32 23
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,960
COMMITMENTS
1,121 13,002 5 30,221 18,640 31,347 31,647 5,613 5,313
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,582)
0 -159 0 1,528 1,915 1,528 1,756 54 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 35.2 0.0 81.8 50.4 84.8 85.6 15.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 12 1 27 27 30 39
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 247,569
COMMITMENTS
52,684 39,986 1,768 183,645 189,968 238,097 231,722 9,472 15,847
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 12,635)
-2,029 6,304 356 11,734 6,802 10,061 13,462 2,574 -827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 16.2 0.7 74.2 76.7 96.2 93.6 3.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
17 38 7 32 46 53 87
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,706
COMMITMENTS
10,190 5,889 66 17,516 24,698 27,772 30,653 12,934 10,053
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,315)
19 481 -383 1,591 897 1,227 995 88 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 14.5 0.2 43.0 60.7 68.2 75.3 31.8 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 15 2 20 30 47 45
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,358
COMMITMENTS
6,751 923 17 15,850 2,653 22,618 3,593 4,740 23,765
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,746)
-232 -7 2 66 405 -164 400 -2,582 -3,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 3.4 0.1 57.9 9.7 82.7 13.1 17.3 86.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 2 10 5 19 10
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 74,360
COMMITMENTS
3,146 4,383 591 51,538 28,430 55,275 33,404 19,085 40,956
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,941)
-30 148 68 -97 604 -59 820 2,000 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 5.9 0.8 69.3 38.2 74.3 44.9 25.7 55.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 14 3 19 28 24 43
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
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 102,869
COMMITMENTS
38,777 14,087 8,543 26,752 70,520 74,072 93,150 28,797 9,719
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,245)
1,145 -1,034 -142 -542 41 461 -1,135 -1,706 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 13.7 8.3 26.0 68.6 72.0 90.6 28.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
93 24 29 21 34 121 82
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 94,172
COMMITMENTS
20,525 17,204 15,737 45,046 48,735 81,308 81,676 12,864 12,496
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -10,149)
-11,128 2,435 -4,076 4,284 -8,815 -10,920 -10,456 771 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 18.3 16.7 47.8 51.8 86.3 86.7 13.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
40 55 32 43 36 102 109
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
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 274,382
COMMITMENTS
124,569 68,625 20,727 81,363 161,224 226,659 250,576 47,723 23,806
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -8,096)
-10,150 14,284 1,000 1,991 -26,697 -7,159 -11,413 -937 3,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 25.0 7.6 29.7 58.8 82.6 91.3 17.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
112 64 34 43 39 172 123
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
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 14,730
COMMITMENTS
7,168 602 548 1,134 10,153 8,850 11,303 5,880 3,427
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 2,078)
-593 -293 8 573 550 -12 265 2,090 1,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 4.1 3.7 7.7 68.9 60.1 76.7 39.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
21 5 11 5 5 36 18
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
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 67,629
COMMITMENTS
12,784 13,136 1,480 37,246 34,871 51,510 49,487 16,119 18,142
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 4,409)
415 2,553 -313 3,182 1,154 3,284 3,394 1,125 1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 19.4 2.2 55.1 51.6 76.2 73.2 23.8 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
26 25 11 42 36 72 68
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 - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,333
COMMITMENTS
2,070 5,992 1,421 18,237 13,960 21,728 21,373 6,605 6,960
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 930)
-77 2,228 274 1,452 172 1,649 2,674 -719 -1,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 21.1 5.0 64.4 49.3 76.7 75.4 23.3 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 11 8 21 12 32 29
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 100,051
COMMITMENTS
28,844 13,546 3,574 54,624 75,591 87,042 92,711 13,009 7,340
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -7,321)
-5,300 2,040 -545 -777 -10,126 -6,622 -8,631 -699 1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 13.5 3.6 54.6 75.6 87.0 92.7 13.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
74 37 29 53 50 143 101
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,523
COMMITMENTS
8,415 3,525 1,066 12,221 19,368 21,702 23,959 3,821 1,564
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,228)
-1,436 -97 221 243 -1,193 -972 -1,069 -256 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 13.8 4.2 47.9 75.9 85.0 93.9 15.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
47 24 16 21 14 78 44
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
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 126,518
COMMITMENTS
22,380 21,245 3,298 92,504 96,754 118,182 121,297 8,336 5,221
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 4,802)
-181 4,481 171 6,520 -373 6,510 4,279 -1,708 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 16.8 2.6 73.1 76.5 93.4 95.9 6.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
54 37 17 51 39 112 90
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 358,172
COMMITMENTS
69,484 102,099 12,531 224,674 190,216 306,689 304,846 51,483 53,326
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 4,330)
1,865 -1,382 -1,608 8,149 5,993 8,406 3,003 -4,076 1,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 28.5 3.5 62.7 53.1 85.6 85.1 14.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
40 49 20 54 38 106 95
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
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 95,682
COMMITMENTS
32,700 11,049 9,881 43,296 68,936 85,877 89,866 9,805 5,816
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,527)
-2,851 -6 322 1,036 -2,291 -1,493 -1,975 -34 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 11.5 10.3 45.2 72.0 89.8 93.9 10.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
133 40 48 89 96 244 168
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 26,178
COMMITMENTS
15,293 3,591 2,223 4,485 18,300 22,001 24,114 4,177 2,064
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 5,271)
6,514 -1,774 143 -2,161 7,111 4,496 5,480 775 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.4 13.7 8.5 17.1 69.9 84.0 92.1 16.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
28 14 6 10 6 43 22
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 174,829
COMMITMENTS
18,689 25,491 21,179 105,526 105,891 145,394 152,561 29,435 22,268
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,616)
-8,600 2,538 -924 11,360 -1,161 1,836 453 -3,452 -2,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 14.6 12.1 60.4 60.6 83.2 87.3 16.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
19 29 30 63 63 103 103
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 489,788
COMMITMENTS
32,120 67,569 148,960 232,118 232,913 413,198 449,442 76,590 40,346
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 16,093)
-1,330 9,192 2,496 9,688 2,198 10,854 13,886 5,239 2,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 13.8 30.4 47.4 47.6 84.4 91.8 15.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
39 60 60 84 74 161 159
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,014
COMMITMENTS
8,556 9,380 904 88,828 86,807 98,288 97,091 9,726 10,923
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 4,552)
0 612 62 3,332 3,272 3,394 3,946 1,158 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 8.7 0.8 82.2 80.4 91.0 89.9 9.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 19 24 22 26
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,934
COMMITMENTS
9,716 9,554 604 40,661 36,556 50,981 46,714 2,953 7,220
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 300)
856 120 0 -308 548 548 668 -248 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 17.7 1.1 75.4 67.8 94.5 86.6 5.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 12 12 14 15
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,690
COMMITMENTS
2,518 4,809 3,643 42,242 42,570 48,403 51,022 5,287 2,668
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,552)
1,035 -254 858 4,719 6,008 6,612 6,612 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 9.0 6.8 78.7 79.3 90.2 95.0 9.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 18 15 20 18
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,606
COMMITMENTS
6,408 13,984 2,747 46,697 38,676 55,852 55,407 3,754 4,199
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 3,666)
-366 2,741 350 3,464 535 3,448 3,626 218 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 23.5 4.6 78.3 64.9 93.7 93.0 6.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 22 20 25 24
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,041
COMMITMENTS
2,476 0 246 32,341 33,391 35,063 33,637 978 2,404
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.0 0.7 89.7 92.6 97.3 93.3 2.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 17 17 18 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,503
COMMITMENTS
0 1,742 3,999 43,750 44,494 47,749 50,235 12,754 10,268
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,374)
0 -1,290 -358 -2,504 -64 -2,862 -1,712 1,488 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 6.6 72.3 73.5 78.9 83.0 21.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 20 20 21
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,732
COMMITMENTS
36,148 24,670 480 32,634 46,530 69,262 71,680 5,470 3,052
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 722)
-60 120 60 420 482 420 662 302 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 33.0 0.6 43.7 62.3 92.7 95.9 7.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 18 18 20 20
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 981,974
COMMITMENTS
231,571 72,477 162,815 568,352 735,946 962,738 971,238 19,236 10,736
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,782)
-15,983 2,995 5,108 19,302 215 8,427 8,318 -1,645 -1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 7.4 16.6 57.9 74.9 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
24 9 31 84 79 120 111
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 139,803
COMMITMENTS
21,038 51,791 30,102 87,181 56,284 138,321 138,177 1,482 1,626
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 2,820)
-290 466 1,700 3,170 850 4,580 3,016 -1,760 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 37.0 21.5 62.4 40.3 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 9 14 28 27 46 43
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 59,850
COMMITMENTS
16,918 2,260 13,269 28,821 44,121 59,008 59,650 842 200
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,091)
1,300 -480 272 -721 1,199 851 991 240 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 3.8 22.2 48.2 73.7 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 7 32 28 39 35
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,977
COMMITMENTS
3,184 809 1,438 17,311 19,177 21,933 21,424 44 553
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -348)
0 78 -44 36 -42 -8 -8 -340 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 3.7 6.5 78.8 87.3 99.8 97.5 0.2 2.5
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 05/10/05 |
--------------------------------------------------------------| 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| 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 05/10/05 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/10/05 |
--------------------------------------------------------------| 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,650
COMMITMENTS
3,480 2,900 1,700 4,220 4,670 9,400 9,270 250 380
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 220)
-200 100 0 440 140 240 240 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 30.1 17.6 43.7 48.4 97.4 96.1 2.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 5 15 15 20 20
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 791,036
COMMITMENTS
87,892 90,200 140,233 510,659 489,926 738,784 720,359 52,252 70,677
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -40,630)
-15,137 -12,744 225 -9,503 -14,364 -24,415 -26,883 -16,215 -13,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 11.4 17.7 64.6 61.9 93.4 91.1 6.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
54 93 95 85 92 201 224
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,181
COMMITMENTS
8,017 3,190 333 2,118 8,806 10,468 12,329 2,713 852
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -139)
-82 119 77 -9 -383 -14 -187 -125 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 24.2 2.5 16.1 66.8 79.4 93.5 20.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
60 20 6 13 22 77 47
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,140
COMMITMENTS
4,875 1,530 146 1,368 5,549 6,389 7,225 1,751 915
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,319)
-1,520 293 141 316 -1,618 -1,063 -1,184 -256 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.9 18.8 1.8 16.8 68.2 78.5 88.8 21.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
20 10 3 7 15 29 26
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 149,061
COMMITMENTS
25,140 12,017 11,341 99,760 113,739 136,241 137,097 12,820 11,964
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -421)
-6,783 2,568 460 9,309 -2,344 2,986 684 -3,407 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 8.1 7.6 66.9 76.3 91.4 92.0 8.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
38 28 38 66 75 122 126
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
Updated May 27, 2005