WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 210,544
COMMITMENTS
33,717 60,792 12,598 142,634 102,268 188,949 175,658 21,595 34,886
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -7,876)
-637 3,793 -1,844 931 -5,704 -1,550 -3,755 -6,326 -4,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 28.9 6.0 67.7 48.6 89.7 83.4 10.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
49 96 45 41 54 125 169
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 218,420
COMMITMENTS
34,354 56,999 14,442 141,703 107,972 190,499 179,413 27,921 39,007
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,187)
216 484 -975 1,013 3,621 254 3,130 4,933 2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 26.1 6.6 64.9 49.4 87.2 82.1 12.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
50 91 35 44 53 120 157
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 682,827
COMMITMENTS
99,429 91,099 63,889 397,112 332,175 560,430 487,163 122,397 195,664
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -2,552)
1,876 -6,120 5,627 -7,970 -5,769 -467 -6,262 -2,085 3,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 13.3 9.4 58.2 48.6 82.1 71.3 17.9 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
136 99 106 157 183 356 350
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 685,379
COMMITMENTS
97,553 97,219 58,262 405,082 337,944 560,897 493,425 124,482 191,954
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 17,183)
2,395 -7,430 2,580 8,376 19,915 13,351 15,065 3,832 2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 14.2 8.5 59.1 49.3 81.8 72.0 18.2 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480)
137 100 95 165 186 348 347
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,192
COMMITMENTS
2,157 1,397 165 1,889 4,525 4,211 6,087 3,981 2,105
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -127)
229 -509 -71 -83 429 75 -151 -202 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 17.1 2.0 23.1 55.2 51.4 74.3 48.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 13 4 9 15 22 29
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,319
COMMITMENTS
1,928 1,906 236 1,972 4,096 4,136 6,238 4,183 2,081
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 558)
73 -8 215 157 201 445 408 113 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 22.9 2.8 23.7 49.2 49.7 75.0 50.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 14 4 8 13 22 27
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 303,804
COMMITMENTS
77,855 27,490 35,095 130,426 157,332 243,376 219,917 60,428 83,887
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,566)
11,778 2,041 -403 -965 8,922 10,410 10,560 1,156 1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 9.0 11.6 42.9 51.8 80.1 72.4 19.9 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
121 79 85 76 114 253 243
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 292,238
COMMITMENTS
66,077 25,449 35,498 131,391 148,410 232,966 209,357 59,272 82,881
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 30,416)
15,356 1,188 5,642 2,628 16,913 23,626 23,743 6,790 6,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 8.7 12.1 45.0 50.8 79.7 71.6 20.3 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
116 70 81 81 104 250 223
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,170
COMMITMENTS
12,004 1,789 821 0 777 12,825 3,387 3,345 12,783
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 768)
107 -311 362 0 52 469 103 299 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.2 11.1 5.1 0.0 4.8 79.3 20.9 20.7 79.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 8 7 0 3 15 15
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,402
COMMITMENTS
11,897 2,100 459 0 725 12,356 3,284 3,046 12,118
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.2 13.6 3.0 0.0 4.7 80.2 21.3 19.8 78.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 5 7 0 3 16 12
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 138,455
COMMITMENTS
26,124 10,860 16,917 71,253 98,145 114,294 125,922 24,161 12,533
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,170)
1,125 -3,047 3,389 -1,491 1,977 3,023 2,319 147 851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 7.8 12.2 51.5 70.9 82.5 90.9 17.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
54 22 34 41 42 111 91
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 135,285
COMMITMENTS
24,999 13,907 13,528 72,744 96,168 111,271 123,603 24,014 11,682
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 7,759)
4,247 -4,073 1,045 663 12,886 5,955 9,858 1,804 -2,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 10.3 10.0 53.8 71.1 82.2 91.4 17.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
45 27 32 44 44 106 93
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 686,536
COMMITMENTS
160,021 111,152 11,121 378,395 394,600 549,537 516,873 136,999 169,663
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -68,673)
13,408 -5,660 -14,994 -42,944 -20,394 -44,530 -41,048 -24,143 -27,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 16.2 1.6 55.1 57.5 80.0 75.3 20.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
36 36 21 60 78 107 125
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,209
COMMITMENTS
146,613 116,812 26,115 421,339 414,994 594,067 557,921 161,142 197,288
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,248)
-1,093 -11,795 -723 -2,091 -12,576 -3,907 -25,094 6,155 27,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 15.5 3.5 55.8 55.0 78.7 73.9 21.3 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
38 38 21 59 77 108 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,050
COMMITMENTS
44,309 13,602 13,316 52,040 95,961 109,665 122,879 34,385 21,171
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,297)
7,002 59 -2,340 -1,942 5,059 2,720 2,778 -423 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 9.4 9.2 36.1 66.6 76.1 85.3 23.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
42 32 33 51 56 122 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 141,753
COMMITMENTS
37,307 13,543 15,656 53,982 90,902 106,945 120,101 34,808 21,652
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 13,607)
12,089 188 801 -2,901 10,309 9,989 11,298 3,618 2,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 9.6 11.0 38.1 64.1 75.4 84.7 24.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
41 29 34 48 50 120 96
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,737
COMMITMENTS
3,508 1,018 1,372 1,537 3,995 6,417 6,385 1,320 1,352
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -75)
-144 93 91 126 -348 73 -164 -148 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 13.2 17.7 19.9 51.6 82.9 82.5 17.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 13 11 12 15 33 31
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,812
COMMITMENTS
3,652 925 1,281 1,411 4,343 6,344 6,549 1,468 1,263
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 900)
207 253 564 402 -11 1,173 806 -273 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 11.8 16.4 18.1 55.6 81.2 83.8 18.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 10 9 10 14 31 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 399,847
COMMITMENTS
101,027 75,901 2,437 234,867 220,015 338,331 298,353 61,516 101,494
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 23,285)
6,348 1,262 1,649 12,199 31,121 20,196 34,032 3,089 -10,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 19.0 0.6 58.7 55.0 84.6 74.6 15.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
15 18 3 46 46 62 66
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 376,562
COMMITMENTS
94,679 74,639 788 222,668 188,894 318,135 264,321 58,427 112,241
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,015)
-8,592 2,354 -3,228 26,415 17,230 14,595 16,356 -5,580 -7,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 19.8 0.2 59.1 50.2 84.5 70.2 15.5 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 22 4 45 42 59 66
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,942,546
COMMITMENTS
456,940 436,805 104,493 1132490 984,243 1693923 1525541 248,623 417,005
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -20,705)
8,841 22,468 -10,258 11,599 -20,511 10,182 -8,301 -30,887 -12,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 22.5 5.4 58.3 50.7 87.2 78.5 12.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
48 76 38 76 116 146 208
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,963,251
COMMITMENTS
448,099 414,337 114,751 1120891 1004754 1683741 1533842 279,510 429,409
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -222,601)
-65,504 -24,722 -28,278 -88,234 -98,963 -182,016 -151,963 -40,585 -70,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 21.1 5.8 57.1 51.2 85.8 78.1 14.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
44 78 39 81 110 151 201
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,135,365
COMMITMENTS
173,507 240,614 29,994 739,957 623,258 943,458 893,866 191,907 241,499
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -62,734)
10,496 5,122 -5,218 -76,948 -38,254 -71,670 -38,350 8,936 -24,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 21.2 2.6 65.2 54.9 83.1 78.7 16.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
27 47 20 63 81 104 134
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,198,099
COMMITMENTS
163,011 235,492 35,212 816,905 661,512 1015128 932,216 182,971 265,883
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -72,575)
6,088 -15,230 -51,409 -23,224 -10,884 -68,545 -77,523 -4,030 4,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 19.7 2.9 68.2 55.2 84.7 77.8 15.3 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
25 54 18 67 82 105 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 381,307
COMMITMENTS
71,300 51,572 64,393 204,122 236,475 339,815 352,440 41,492 28,867
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -76,583)
-27,454 23,375 -38,818 -9,534 -66,204 -75,806 -81,647 -777 5,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 13.5 16.9 53.5 62.0 89.1 92.4 10.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
25 21 32 45 42 88 78
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 457,890
COMMITMENTS
98,754 28,197 103,211 213,656 302,679 415,621 434,087 42,269 23,803
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,677)
-16,957 -2,196 12,538 10,831 3,155 6,412 13,497 3,265 -3,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 6.2 22.5 46.7 66.1 90.8 94.8 9.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
28 19 31 49 53 90 92
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,498
COMMITMENTS
12,354 4,777 656 16,669 30,111 29,679 35,544 12,819 6,954
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,528)
-311 226 217 834 1,778 740 2,221 1,788 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 11.2 1.5 39.2 70.9 69.8 83.6 30.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 10 2 19 14 44 25
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,970
COMMITMENTS
12,665 4,551 439 15,835 28,333 28,939 33,323 11,031 6,647
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,463)
731 -360 50 -3,387 -737 -2,606 -1,047 1,143 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 11.4 1.1 39.6 70.9 72.4 83.4 27.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
23 11 2 19 11 43 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 72,584
COMMITMENTS
12,359 35,572 620 47,365 11,537 60,344 47,729 12,240 24,855
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,436)
1,259 449 125 1,644 772 3,028 1,346 408 2,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 49.0 0.9 65.3 15.9 83.1 65.8 16.9 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 34 3 15 12 33 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,148
COMMITMENTS
11,100 35,123 495 45,721 10,765 57,316 46,383 11,832 22,765
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 4,532)
1,096 -460 407 740 670 2,243 617 2,289 3,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 50.8 0.7 66.1 15.6 82.9 67.1 17.1 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 35 3 18 13 36 49
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,954
COMMITMENTS
6,168 6,362 1,029 32,911 32,452 40,108 39,843 846 1,111
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,779)
-335 -529 -17 -3,568 -2,921 -3,920 -3,467 141 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 15.5 2.5 80.4 79.2 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 19 4 19 23 29 43
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 44,733
COMMITMENTS
6,503 6,891 1,046 36,479 35,373 44,028 43,310 705 1,423
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,002)
-15 564 0 5,162 4,529 5,147 5,093 -145 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 15.4 2.3 81.5 79.1 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 23 4 19 20 29 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,893
COMMITMENTS
0 1,547 0 13,879 12,264 13,879 13,811 14 82
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,322)
-100 442 0 1,411 842 1,311 1,284 11 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.1 0.0 99.9 88.3 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 7 0 6 10 6 17
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,571
COMMITMENTS
100 1,105 0 12,468 11,422 12,568 12,527 3 44
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,663)
100 157 0 -1,712 -1,778 -1,612 -1,621 -51 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 8.8 0.0 99.2 90.9 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 7 0 5 9 6 16
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,158
COMMITMENTS
2,463 1,930 906 13,662 11,506 17,031 14,342 4,127 6,816
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -2,532)
-824 -137 -223 -1,370 -1,852 -2,417 -2,212 -115 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 9.1 4.3 64.6 54.4 80.5 67.8 19.5 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 8 21 15 32 26
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,690
COMMITMENTS
3,287 2,067 1,129 15,032 13,358 19,448 16,554 4,242 7,136
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 589)
257 16 44 237 281 538 341 51 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 8.7 4.8 63.5 56.4 82.1 69.9 17.9 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 7 10 21 17 34 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,451
COMMITMENTS
10,333 21,451 19,523 48,904 26,818 78,760 67,792 15,691 26,659
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -4,253)
-659 3,661 -6,714 2,062 -2,037 -5,311 -5,090 1,058 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 22.7 20.7 51.8 28.4 83.4 71.8 16.6 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
31 63 57 24 33 97 126
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 98,704
COMMITMENTS
10,992 17,790 26,237 46,842 28,855 84,071 72,882 14,633 25,822
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,697)
-927 1,543 1,579 2,121 339 2,773 3,461 -76 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 18.0 26.6 47.5 29.2 85.2 73.8 14.8 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
35 56 58 20 33 93 129
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,906
COMMITMENTS
565 1,703 511 1,314 716 2,390 2,930 1,516 976
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2)
31 15 246 -142 -28 135 233 -133 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 43.6 13.1 33.6 18.3 61.2 75.0 38.8 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 17 10 5 4 22 27
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,904
COMMITMENTS
534 1,688 265 1,456 744 2,255 2,697 1,649 1,207
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -9)
-71 -20 -6 -52 -38 -129 -64 120 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 43.2 6.8 37.3 19.1 57.8 69.1 42.2 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 14 5 7 4 21 21
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 141,343
COMMITMENTS
35,240 16,284 17,943 69,333 71,223 122,516 105,450 18,827 35,893
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -5,824)
-5,246 123 1,630 -1,106 -5,791 -4,722 -4,038 -1,102 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 11.5 12.7 49.1 50.4 86.7 74.6 13.3 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
57 45 46 63 89 145 165
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 147,167
COMMITMENTS
40,486 16,161 16,313 70,439 77,014 127,238 109,488 19,929 37,679
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,021)
-356 56 1,596 810 1,994 2,050 3,646 971 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 11.0 11.1 47.9 52.3 86.5 74.4 13.5 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
59 39 51 68 98 159 170
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,419
COMMITMENTS
1,233 501 114 1,096 1,836 2,443 2,451 976 968
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -90)
-26 110 -19 92 -125 47 -34 -137 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 14.7 3.3 32.1 53.7 71.5 71.7 28.5 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 10 5 17 15 31 27
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,509
COMMITMENTS
1,259 391 133 1,004 1,961 2,396 2,485 1,113 1,024
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 101)
81 -73 3 62 154 146 84 -45 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 11.1 3.8 28.6 55.9 68.3 70.8 31.7 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 9 5 15 15 30 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,298
COMMITMENTS
9,916 4,512 1,376 7,026 3,305 18,318 9,193 4,980 14,105
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,471)
-418 372 553 910 -113 1,045 812 426 659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 19.4 5.9 30.2 14.2 78.6 39.5 21.4 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
42 29 16 24 36 78 71
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,827
COMMITMENTS
10,334 4,140 823 6,116 3,418 17,273 8,381 4,554 13,446
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,681)
-521 -44 -742 -1,241 -974 -2,504 -1,760 -177 -921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 19.0 3.8 28.0 15.7 79.1 38.4 20.9 61.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
38 27 15 24 36 73 68
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 94,186
COMMITMENTS
9,675 36,236 595 56,932 36,200 67,202 73,031 26,984 21,155
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -514)
-849 -5,528 -52 -3,678 5,286 -4,579 -294 4,065 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 38.5 0.6 60.4 38.4 71.4 77.5 28.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 21 4 24 21 35 44
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 94,700
COMMITMENTS
10,524 41,764 647 60,610 30,914 71,781 73,325 22,919 21,375
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,133)
718 -926 60 -2,788 -29 -2,010 -895 -123 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 44.1 0.7 64.0 32.6 75.8 77.4 24.2 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
11 24 5 29 23 43 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 90,020
COMMITMENTS
1,943 47,255 1 78,431 19,011 80,375 66,267 9,645 23,753
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 20,983)
1,093 7,006 -52 19,672 12,073 20,713 19,027 270 1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 52.5 0.0 87.1 21.1 89.3 73.6 10.7 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 25 1 22 9 25 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,037
COMMITMENTS
850 40,249 53 58,759 6,938 59,662 47,240 9,375 21,797
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -836)
-912 816 -4 -857 -341 -1,773 471 937 -1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 58.3 0.1 85.1 10.0 86.4 68.4 13.6 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 24 2 20 7 23 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 120,880
COMMITMENTS
80,498 3,240 2,864 27,388 109,555 110,750 115,659 10,130 5,221
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,059)
-3,332 -160 2,225 10,905 7,943 9,798 10,008 1,261 1,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.6 2.7 2.4 22.7 90.6 91.6 95.7 8.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
62 12 6 17 21 82 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 109,821
COMMITMENTS
83,830 3,400 639 16,483 101,612 100,952 105,651 8,869 4,170
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 8,117)
6,786 -199 299 457 8,364 7,542 8,464 575 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.3 3.1 0.6 15.0 92.5 91.9 96.2 8.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
62 12 4 15 18 80 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 101,520
COMMITMENTS
14,668 23,243 723 62,055 57,244 77,446 81,210 24,074 20,310
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,447)
322 -2,174 -70 566 8,890 818 6,646 5,629 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 22.9 0.7 61.1 56.4 76.3 80.0 23.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 20 3 25 18 36 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 95,073
COMMITMENTS
14,346 25,417 793 61,489 48,354 76,628 74,564 18,445 20,509
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 8,686)
-414 3,247 -12 8,865 2,702 8,439 5,937 247 2,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 26.7 0.8 64.7 50.9 80.6 78.4 19.4 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
16 19 2 23 14 40 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 185,988
COMMITMENTS
5,295 42,406 836 151,976 117,037 158,107 160,279 27,881 25,709
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,395)
-1,172 -12,496 12 1,035 16,301 -125 3,817 2,520 -1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 22.8 0.4 81.7 62.9 85.0 86.2 15.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 25 3 29 29 41 55
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 183,593
COMMITMENTS
6,467 54,902 824 150,941 100,736 158,232 156,462 25,361 27,131
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -429)
-4,162 5,442 0 713 -9,613 -3,449 -4,171 3,020 3,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 29.9 0.4 82.2 54.9 86.2 85.2 13.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 28 3 30 25 44 54
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 193,707
COMMITMENTS
22,939 40,710 629 125,244 105,308 148,812 146,647 44,895 47,060
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,213)
-1,272 -1,811 -414 21,649 21,407 19,963 19,182 -16,750 -15,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 21.0 0.3 64.7 54.4 76.8 75.7 23.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
23 33 6 32 30 59 65
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 190,494
COMMITMENTS
24,211 42,521 1,043 103,595 83,901 128,849 127,465 61,645 63,029
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 28,349)
-420 2,569 -231 11,274 15,378 10,623 17,716 17,726 10,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 22.3 0.5 54.4 44.0 67.6 66.9 32.4 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 32 7 31 30 64 66
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,930
COMMITMENTS
15,413 3,191 469 47,302 58,048 63,184 61,708 4,746 6,222
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 12,298)
5,841 0 -120 7,229 13,078 12,950 12,958 -652 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 4.7 0.7 69.6 85.5 93.0 90.8 7.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 12 16 15 19
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 55,632
COMMITMENTS
9,572 3,191 589 40,073 44,970 50,234 48,750 5,398 6,882
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 5.7 1.1 72.0 80.8 90.3 87.6 9.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 2 14 13 17 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,953,488
COMMITMENTS
985,910 743,121 1041068 5862761 5599782 7889739 7383971 1063749 1569517
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 157,720)
107,091 -22,540 -28,805 6,775 193,525 85,061 142,180 72,659 15,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 8.3 11.6 65.5 62.5 88.1 82.5 11.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
59 56 90 128 136 234 241
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,795,768
COMMITMENTS
878,819 765,661 1069873 5855986 5406257 7804678 7241791 991,090 1553977
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 99,367)
84,855 489 6,721 15,605 108,010 107,181 115,220 -7,814 -15,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 8.7 12.2 66.6 61.5 88.7 82.3 11.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
56 61 91 130 136 239 243
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 714,795
COMMITMENTS
58,867 65,478 15,231 493,929 511,733 568,027 592,442 146,768 122,353
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 14,957)
1,792 -2,977 937 12,928 16,732 15,657 14,692 -700 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.2 2.1 69.1 71.6 79.5 82.9 20.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
37 30 20 91 64 141 101
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 699,838
COMMITMENTS
57,075 68,455 14,294 481,001 495,001 552,370 577,750 147,468 122,088
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -3,759)
-2,698 -814 -1,575 -9,424 163 -13,697 -2,226 9,938 -1,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.8 2.0 68.7 70.7 78.9 82.6 21.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
36 29 17 91 61 139 95
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,089,415
COMMITMENTS
199,117 213,842 27,851 523,077 749,207 750,045 990,900 339,370 98,515
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 24,633)
10,519 -9,371 11,318 2,705 16,112 24,542 18,059 91 6,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 19.6 2.6 48.0 68.8 68.8 91.0 31.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
49 52 23 57 61 120 122
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,064,782
COMMITMENTS
188,598 223,213 16,533 520,372 733,095 725,503 972,841 339,279 91,941
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 15,732)
7,606 -17,949 3,794 23,355 37,131 34,755 22,976 -19,023 -7,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 21.0 1.6 48.9 68.8 68.1 91.4 31.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
44 53 14 57 61 112 117
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 15,651
COMMITMENTS
1,011 3,707 31 8,851 10,698 9,893 14,436 5,758 1,215
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,507)
286 2,426 12 2,931 1,106 3,229 3,544 278 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 23.7 0.2 56.6 68.4 63.2 92.2 36.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 1 12 14 15 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,144
COMMITMENTS
725 1,281 19 5,920 9,592 6,664 10,892 5,480 1,252
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 629)
0 -25 19 494 -279 513 -285 116 914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 10.5 0.2 48.7 79.0 54.9 89.7 45.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 12 13 14 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,988
COMMITMENTS
10,296 3,493 342 18,375 23,557 29,013 27,392 3,975 5,596
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,450)
498 -1,821 198 2,340 4,180 3,036 2,557 414 893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 10.6 1.0 55.7 71.4 88.0 83.0 12.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 5 2 16 17 22 24
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 29,538
COMMITMENTS
9,798 5,314 144 16,035 19,377 25,977 24,835 3,561 4,703
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 46)
-1,200 -858 144 1,640 1,534 584 820 -538 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 18.0 0.5 54.3 65.6 87.9 84.1 12.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 5 2 15 17 21 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,595
COMMITMENTS
9,257 11,473 44 36,234 26,450 45,535 37,967 11,060 18,628
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 917)
-146 -1,494 42 -287 726 -391 -726 1,308 1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 20.3 0.1 64.0 46.7 80.5 67.1 19.5 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 17 2 30 26 47 45
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,678
COMMITMENTS
9,403 12,967 2 36,521 25,724 45,926 38,693 9,752 16,985
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,221)
1,833 -4,716 -5 -511 209 1,317 -4,512 -96 5,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 23.3 0.0 65.6 46.2 82.5 69.5 17.5 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 17 1 31 28 50 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 318,613
COMMITMENTS
79,870 111,327 7,331 161,474 178,635 248,675 297,293 69,938 21,320
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,326)
8,179 -722 401 -5,504 16,500 3,076 16,179 8,250 -4,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 34.9 2.3 50.7 56.1 78.0 93.3 22.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
58 65 12 46 35 108 108
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,287
COMMITMENTS
71,691 112,049 6,930 166,978 162,135 245,599 281,114 61,688 26,173
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -7,767)
-18,034 -3,454 761 -23,456 2,331 -40,729 -362 32,962 -7,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 36.5 2.3 54.3 52.8 79.9 91.5 20.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
54 69 10 44 32 104 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 87,578
COMMITMENTS
15,528 2,679 950 51,749 70,369 68,227 73,998 19,351 13,580
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4,406)
509 -6,416 886 2,515 11,896 3,910 6,366 496 -1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 3.1 1.1 59.1 80.4 77.9 84.5 22.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 4 2 21 19 30 23
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 83,172
COMMITMENTS
15,019 9,095 64 49,234 58,473 64,317 67,632 18,855 15,540
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,127)
-6,920 463 58 5,155 -2,715 -1,707 -2,194 -420 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 10.9 0.1 59.2 70.3 77.3 81.3 22.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 10 2 20 13 28 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,946
COMMITMENTS
1,049 13,880 445 30,162 19,542 31,656 33,867 7,290 5,079
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,120)
40 223 338 -1,545 937 -1,167 1,498 2,287 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 35.6 1.1 77.4 50.2 81.3 87.0 18.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 13 3 28 28 33 43
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,826
COMMITMENTS
1,009 13,657 107 31,707 18,605 32,823 32,369 5,003 5,457
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,174)
232 640 -4 1,737 86 1,965 722 -791 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 36.1 0.3 83.8 49.2 86.8 85.6 13.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 12 2 28 26 33 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 248,737
COMMITMENTS
48,958 33,125 3,722 186,146 191,994 238,826 228,841 9,911 19,896
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 990)
-3,629 -2,395 901 4,489 -214 1,761 -1,708 -771 2,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 13.3 1.5 74.8 77.2 96.0 92.0 4.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
14 38 9 37 48 57 89
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 247,747
COMMITMENTS
52,587 35,520 2,821 181,657 192,208 237,065 230,549 10,682 17,198
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,635)
916 -509 1,067 3,217 3,162 5,200 3,720 435 1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 14.3 1.1 73.3 77.6 95.7 93.1 4.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
15 39 7 34 47 54 88
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,315
COMMITMENTS
14,203 6,548 2,608 16,584 26,063 33,395 35,219 18,920 17,096
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,401)
636 992 2,465 3,105 2,600 6,206 6,057 5,195 5,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 12.5 5.0 31.7 49.8 63.8 67.3 36.2 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
30 18 9 22 27 59 47
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,914
COMMITMENTS
13,567 5,556 143 13,479 23,463 27,189 29,162 13,725 11,752
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,425)
27 -998 67 -824 639 -730 -292 -695 -1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 13.6 0.3 32.9 57.3 66.5 71.3 33.5 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 13 3 18 28 49 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,374
COMMITMENTS
6,993 426 1,978 18,055 2,439 27,026 4,843 12,348 34,531
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,040)
-124 -134 1,875 1,392 40 3,143 1,781 7,897 9,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 1.1 5.0 45.9 6.2 68.6 12.3 31.4 87.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 2 8 12 4 24 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,334
COMMITMENTS
7,117 560 103 16,663 2,399 23,883 3,062 4,451 25,272
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -996)
-43 210 61 699 2 717 273 -1,713 -1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 2.0 0.4 58.8 8.5 84.3 10.8 15.7 89.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 2 3 11 4 21 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 76,138
COMMITMENTS
4,652 5,728 769 52,834 29,468 58,255 35,965 17,883 40,173
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,612)
203 -34 170 251 1,405 624 1,541 988 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 7.5 1.0 69.4 38.7 76.5 47.2 23.5 52.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 14 4 19 29 26 46
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 74,526
COMMITMENTS
4,449 5,762 599 52,583 28,063 57,631 34,424 16,895 40,102
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,323)
-17 44 154 950 -406 1,087 -208 -2,410 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 7.7 0.8 70.6 37.7 77.3 46.2 22.7 53.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 14 3 19 29 26 45
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 121,857
COMMITMENTS
64,948 7,479 8,640 17,790 94,662 91,378 110,781 30,479 11,076
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 8,499)
12,191 -2,477 129 -4,731 8,925 7,589 6,577 910 1,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 6.1 7.1 14.6 77.7 75.0 90.9 25.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
92 30 27 19 43 119 93
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 113,358
COMMITMENTS
52,757 9,956 8,511 22,521 85,737 83,789 104,204 29,569 9,154
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 8,139)
14,231 -3,616 -148 -6,135 12,877 7,948 9,113 191 -974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 8.8 7.5 19.9 75.6 73.9 91.9 26.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
93 26 27 17 41 116 90
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 99,573
COMMITMENTS
31,621 13,609 13,710 40,542 59,079 85,873 86,398 13,700 13,175
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 7,320)
8,294 -226 -671 -2,534 6,730 5,089 5,833 2,231 1,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 13.7 13.8 40.7 59.3 86.2 86.8 13.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
58 52 37 41 45 126 112
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 92,253
COMMITMENTS
23,327 13,835 14,381 43,076 52,349 80,784 80,565 11,469 11,688
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 312)
3,233 -2,706 -585 -1,071 5,014 1,577 1,723 -1,265 -1,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 15.0 15.6 46.7 56.7 87.6 87.3 12.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
44 49 32 45 45 110 109
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 252,151
COMMITMENTS
111,796 72,689 21,766 71,621 138,673 205,183 233,128 46,968 19,023
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,844)
-1,206 -7,348 3,187 -9,120 4,936 -7,139 775 3,295 -4,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 28.8 8.6 28.4 55.0 81.4 92.5 18.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
101 65 31 41 42 158 126
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 255,995
COMMITMENTS
113,002 80,037 18,579 80,741 133,737 212,322 232,353 43,673 23,642
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -16,753)
-1,963 4,581 -1,067 -11,174 -18,641 -14,204 -15,127 -2,549 -1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 31.3 7.3 31.5 52.2 82.9 90.8 17.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
98 70 31 41 39 154 129
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,318
COMMITMENTS
6,988 1,731 339 2,127 9,676 9,454 11,746 2,864 572
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,349)
329 177 121 212 818 662 1,116 687 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.7 14.1 2.8 17.3 78.6 76.7 95.4 23.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
24 2 5 7 5 36 10
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,969
COMMITMENTS
6,659 1,554 218 1,915 8,858 8,792 10,630 2,177 339
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -124)
443 462 -25 -15 37 403 474 -527 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.7 14.2 2.0 17.5 80.8 80.2 96.9 19.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
23 2 4 7 5 34 9
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 77,011
COMMITMENTS
16,325 9,421 1,695 39,771 45,286 57,791 56,402 19,220 20,609
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,243)
-815 -143 452 569 729 206 1,038 3,037 2,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 12.2 2.2 51.6 58.8 75.0 73.2 25.0 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
29 22 13 45 42 80 72
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 73,768
COMMITMENTS
17,140 9,564 1,243 39,202 44,557 57,585 55,364 16,183 18,404
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -633)
441 -1,945 -480 84 2,658 45 233 -678 -866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 13.0 1.7 53.1 60.4 78.1 75.1 21.9 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
31 20 13 47 42 82 73
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,644
COMMITMENTS
2,480 3,013 946 19,309 15,901 22,735 19,860 6,909 9,784
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,336)
-46 32 -374 -274 -944 -694 -1,286 -642 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 10.2 3.2 65.1 53.6 76.7 67.0 23.3 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 10 6 19 12 30 25
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,980
COMMITMENTS
2,526 2,981 1,320 19,583 16,845 23,429 21,146 7,551 9,834
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 752)
-124 -569 -228 738 732 386 -65 366 817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.6 4.3 63.2 54.4 75.6 68.3 24.4 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 10 7 21 14 33 27
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 96,381
COMMITMENTS
20,413 18,790 6,894 56,950 60,372 84,257 86,056 12,124 10,325
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,032)
-2,677 2,285 1,791 -407 -5,809 -1,293 -1,733 261 701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 19.5 7.2 59.1 62.6 87.4 89.3 12.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
62 59 45 54 45 139 131
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 97,413
COMMITMENTS
23,090 16,505 5,103 57,357 66,181 85,550 87,789 11,863 9,624
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,537)
-509 1,877 591 2,408 -3,114 2,490 -646 -953 2,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 16.9 5.2 58.9 67.9 87.8 90.1 12.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
61 49 39 57 47 136 120
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,452
COMMITMENTS
9,516 3,581 1,744 12,239 20,043 23,499 25,368 3,953 2,084
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,090)
362 363 44 365 314 771 721 319 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 13.0 6.4 44.6 73.0 85.6 92.4 14.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
44 20 17 21 14 75 42
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,362
COMMITMENTS
9,154 3,218 1,700 11,874 19,729 22,728 24,647 3,634 1,715
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 658)
490 -216 629 -446 -60 673 353 -15 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 12.2 6.4 45.0 74.8 86.2 93.5 13.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
48 20 17 21 14 80 41
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,319
COMMITMENTS
25,015 25,968 3,126 100,304 103,271 128,445 132,365 7,874 3,954
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4,855)
987 2,126 -335 3,905 3,388 4,557 5,179 298 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 19.0 2.3 73.6 75.8 94.2 97.1 5.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
55 46 15 52 37 116 92
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 131,464
COMMITMENTS
24,028 23,842 3,461 96,399 99,883 123,888 127,186 7,576 4,278
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,419)
842 1,648 550 2,122 1,633 3,514 3,831 -95 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 18.1 2.6 73.3 76.0 94.2 96.7 5.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
52 40 18 50 38 113 93
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 361,372
COMMITMENTS
69,678 85,835 15,182 220,235 222,645 305,095 323,662 56,277 37,710
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,655)
3,948 -5,186 1,503 -6,917 10,660 -1,466 6,977 -189 -8,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 23.8 4.2 60.9 61.6 84.4 89.6 15.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
40 47 28 55 44 116 99
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 363,027
COMMITMENTS
65,730 91,021 13,679 227,152 211,985 306,561 316,685 56,466 46,342
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,301)
2,245 -6,029 -2,188 370 11,730 427 3,513 2,874 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 25.1 3.8 62.6 58.4 84.4 87.2 15.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
36 47 24 54 43 106 99
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 102,392
COMMITMENTS
37,109 11,249 11,636 44,924 74,968 93,669 97,853 8,723 4,539
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 7,731)
4,308 600 1,811 945 5,639 7,064 8,050 667 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 11.0 11.4 43.9 73.2 91.5 95.6 8.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
136 40 63 75 92 246 175
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 94,661
COMMITMENTS
32,801 10,649 9,825 43,979 69,329 86,605 89,803 8,056 4,858
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -379)
-703 43 38 529 -876 -136 -795 -243 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 11.2 10.4 46.5 73.2 91.5 94.9 8.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
126 46 64 82 95 242 182
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 35,655
COMMITMENTS
18,011 1,963 2,719 10,904 28,687 31,634 33,369 4,021 2,286
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,357)
294 -393 -107 5,971 6,261 6,158 5,761 199 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.5 5.5 7.6 30.6 80.5 88.7 93.6 11.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
32 7 7 10 8 48 19
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,298
COMMITMENTS
17,717 2,356 2,826 4,933 22,426 25,476 27,608 3,822 1,690
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,246)
922 -189 481 89 1,195 1,492 1,487 -246 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 8.0 9.6 16.8 76.5 87.0 94.2 13.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
35 12 10 10 5 51 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,860
COMMITMENTS
31,097 25,187 23,717 91,599 102,258 146,413 151,162 33,447 28,698
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4,957)
7,085 -1,181 4,620 -6,938 26 4,767 3,465 190 1,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 14.0 13.2 50.9 56.9 81.4 84.0 18.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
33 23 29 58 63 109 99
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 174,903
COMMITMENTS
24,012 26,368 19,097 98,537 102,232 141,646 147,697 33,257 27,206
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -5,087)
4,574 3,613 -3,127 -10,126 -7,213 -8,679 -6,727 3,592 1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 15.1 10.9 56.3 58.5 81.0 84.4 19.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
24 21 23 59 60 96 92
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 459,896
COMMITMENTS
31,758 64,715 143,427 209,469 217,639 384,654 425,781 75,242 34,115
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -16,940)
-6,731 -19,108 -4,176 -10,145 7,809 -21,052 -15,475 4,112 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 14.1 31.2 45.5 47.3 83.6 92.6 16.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
43 57 62 85 71 166 157
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 476,836
COMMITMENTS
38,489 83,823 147,603 219,614 209,830 405,706 441,256 71,130 35,580
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -9,363)
3,635 3,946 -2,143 -5,605 -11,144 -4,113 -9,341 -5,250 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 17.6 31.0 46.1 44.0 85.1 92.5 14.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
45 63 61 87 75 165 172
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,632
COMMITMENTS
11,717 2,717 496 19,084 21,906 31,297 25,119 3,335 9,513
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,353)
3,704 -401 -904 -3,119 398 -319 -907 -1,034 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 7.8 1.4 55.1 63.3 90.4 72.5 9.6 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 15 13 17 15
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,985
COMMITMENTS
8,013 3,118 1,400 22,203 21,508 31,616 26,026 4,369 9,959
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,717)
1,988 0 -391 -62 1,618 1,535 1,227 182 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 8.7 3.9 61.7 59.8 87.9 72.3 12.1 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 15 14 18 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 124,381
COMMITMENTS
5,840 15,692 18,466 89,255 84,148 113,561 118,306 10,820 6,075
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,331)
-2,414 3,946 4,094 -355 -3,137 1,325 4,903 6 -3,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 12.6 14.8 71.8 67.7 91.3 95.1 8.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 20 24 23 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,050
COMMITMENTS
8,254 11,746 14,372 89,610 87,285 112,236 113,403 10,814 9,647
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 10,812)
-302 -2,942 13,104 -3,444 -930 9,358 9,232 1,454 1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 9.5 11.7 72.8 70.9 91.2 92.2 8.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 18 23 21 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,423
COMMITMENTS
9,466 6,838 848 36,279 33,230 46,593 40,916 3,830 9,507
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -6,009)
-976 -2,104 0 -4,504 -2,664 -5,480 -4,768 -529 -1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 13.6 1.7 71.9 65.9 92.4 81.1 7.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 12 11 15 14
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,432
COMMITMENTS
10,442 8,942 848 40,783 35,894 52,073 45,684 4,359 10,748
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,034)
726 -368 0 122 124 848 -244 186 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 15.8 1.5 72.3 63.6 92.3 81.0 7.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 12 11 15 14
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,693
COMMITMENTS
2,132 6,585 3,451 44,363 42,779 49,946 52,815 4,747 1,878
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -2,590)
-578 272 240 -3,024 -3,712 -3,362 -3,200 772 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 12.0 6.3 81.1 78.2 91.3 96.6 8.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 15 18 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,283
COMMITMENTS
2,710 6,313 3,211 47,387 46,491 53,308 56,015 3,975 1,268
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,203)
560 800 -186 3,473 3,049 3,847 3,663 -1,644 -1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 11.0 5.6 82.7 81.2 93.1 97.8 6.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 17 15 19 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,980
COMMITMENTS
10,430 13,286 2,766 40,874 35,964 54,070 52,016 3,910 5,964
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -4,774)
2,502 -4,013 -223 -6,667 -1,912 -4,388 -6,148 -386 1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 22.9 4.8 70.5 62.0 93.3 89.7 6.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 19 19 23 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,754
COMMITMENTS
7,928 17,299 2,989 47,541 37,876 58,458 58,164 4,296 4,590
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 848)
1,710 16 -970 -558 1,904 182 950 666 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 27.6 4.8 75.8 60.4 93.2 92.7 6.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 4 23 21 27 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,217
COMMITMENTS
24 0 1,488 37,645 36,471 39,157 37,959 1,060 2,258
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,033)
-1,624 -240 930 2,707 1,849 2,013 2,539 20 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 3.7 93.6 90.7 97.4 94.4 2.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 17 19 18
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,184
COMMITMENTS
1,648 240 558 34,938 34,622 37,144 35,420 1,040 2,764
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -395)
-1,280 240 62 823 -577 -395 -275 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.6 1.5 91.5 90.7 97.3 92.8 2.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 18 18 19 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,538
COMMITMENTS
0 6,107 3,440 51,836 48,233 55,276 57,780 8,262 5,758
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,067)
0 211 436 1,173 1,497 1,609 2,144 -2,676 -3,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.6 5.4 81.6 75.9 87.0 90.9 13.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 21 18 23 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,605
COMMITMENTS
0 5,896 3,004 50,663 46,736 53,667 55,636 10,938 8,969
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,001)
0 611 94 3,811 1,264 3,905 1,969 -1,904 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.1 4.6 78.4 72.3 83.1 86.1 16.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 19 19 21 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,796
COMMITMENTS
33,708 23,212 1,360 28,546 41,731 63,614 66,303 7,182 4,493
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -5,646)
-1,468 -902 628 -6,346 -6,019 -7,186 -6,293 1,540 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.6 32.8 1.9 40.3 58.9 89.9 93.7 10.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 16 17 18 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,442
COMMITMENTS
35,176 24,114 732 34,892 47,750 70,800 72,596 5,642 3,846
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 686)
-120 -1,340 -600 2,202 2,374 1,482 434 -796 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 31.5 1.0 45.6 62.5 92.6 95.0 7.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 19 19 21 21
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,490
COMMITMENTS
4,080 2,310 0 36,762 39,214 40,842 41,524 1,648 966
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 5.4 0.0 86.5 92.3 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 11 17 14 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 28,456
COMMITMENTS
2,280 2,400 0 23,526 24,746 25,806 27,146 2,650 1,310
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 8.4 0.0 82.7 87.0 90.7 95.4 9.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 11 16 13 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,011,954
COMMITMENTS
236,435 54,025 180,228 577,612 765,954 994,275 1000207 17,679 11,747
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 55,602)
15,277 -7,770 23,376 18,501 41,260 57,154 56,866 -1,552 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 5.3 17.8 57.1 75.7 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
23 11 29 85 78 119 109
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 956,352
COMMITMENTS
221,158 61,795 156,852 559,111 724,694 937,121 943,341 19,231 13,011
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -50,858)
11,259 -8,321 -22,290 -41,150 -22,323 -52,181 -52,934 1,323 2,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 6.5 16.4 58.5 75.8 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
22 9 28 82 75 115 104
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 143,175
COMMITMENTS
29,150 50,798 31,526 81,445 59,053 142,121 141,377 1,054 1,798
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,588)
6,284 4,688 -1,863 2,176 3,561 6,597 6,386 -9 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 35.5 22.0 56.9 41.2 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 6 17 29 27 47 45
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,587
COMMITMENTS
22,866 46,110 33,389 79,269 55,492 135,524 134,991 1,063 1,596
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -17,815)
-3,470 -11,565 -2,896 -11,246 -4,046 -17,612 -18,507 -203 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 33.8 24.4 58.0 40.6 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 8 17 29 27 48 45
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,403
COMMITMENTS
14,356 4,243 11,566 32,173 42,292 58,095 58,101 308 302
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,136)
-2,000 1,200 200 3,040 -204 1,240 1,196 -104 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 7.3 19.8 55.1 72.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 5 7 36 32 45 40
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 57,267
COMMITMENTS
16,356 3,043 11,366 29,133 42,496 56,855 56,905 412 362
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -3,022)
478 1,943 -2,855 -715 -2,052 -3,092 -2,964 70 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 5.3 19.8 50.9 74.2 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 5 6 33 30 40 37
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 2,410
COMMITMENTS
1,060 1,440 0 1,330 870 2,390 2,310 20 100
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 59.8 0.0 55.2 36.1 99.2 95.9 0.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 5 0 9 8 12 13
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,103
COMMITMENTS
4,261 847 1,486 16,356 19,085 22,103 21,418 0 685
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -719)
105 -932 386 -1,210 -305 -719 -851 0 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 3.8 6.7 74.0 86.3 100.0 96.9 0.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 19 19 23 22
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,822
COMMITMENTS
4,156 1,779 1,100 17,566 19,390 22,822 22,269 0 553
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 298)
390 898 -388 340 -212 342 298 -44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 7.8 4.8 77.0 85.0 100.0 97.6 0.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 19 18 23 21
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,783
COMMITMENTS
174 4,800 772 7,793 3,211 8,739 8,783 44 0
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -372)
-42 -252 -84 -246 -36 -372 -372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 54.7 8.8 88.7 36.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 2 14 11 17 14
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,155
COMMITMENTS
216 5,052 856 8,039 3,247 9,111 9,155 44 0
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 176)
44 -250 0 88 426 132 176 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 55.2 9.4 87.8 35.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 13 11 16 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,040
COMMITMENTS
3,240 2,260 2,000 4,330 4,910 9,570 9,170 470 870
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -130)
100 -620 -20 -490 -40 -410 -680 280 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 22.5 19.9 43.1 48.9 95.3 91.3 4.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 5 13 17 18 22
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,170
COMMITMENTS
3,140 2,880 2,020 4,820 4,950 9,980 9,850 190 320
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 520)
-280 -20 200 600 340 520 520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 28.3 19.9 47.4 48.7 98.1 96.9 1.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 5 15 17 20 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,610
COMMITMENTS
3,150 600 1,130 7,970 10,260 12,250 11,990 360 620
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,360)
1,480 300 -620 1,700 3,200 2,560 2,880 -200 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 4.8 9.0 63.2 81.4 97.1 95.1 2.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 19 16 22 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,250
COMMITMENTS
1,670 300 1,750 6,270 7,060 9,690 9,110 560 1,140
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 60)
20 -140 -60 -20 -20 -60 -220 120 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 2.9 17.1 61.2 68.9 94.5 88.9 5.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 3 16 12 19 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 783,546
COMMITMENTS
92,147 90,772 133,195 496,939 485,653 722,281 709,620 61,265 73,926
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 192)
8,158 -10,618 -48 -15,297 12,517 -7,187 1,851 7,379 -1,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 11.6 17.0 63.4 62.0 92.2 90.6 7.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
58 91 99 83 93 213 224
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 783,354
COMMITMENTS
83,989 101,390 133,243 512,236 473,136 729,468 707,769 53,886 75,585
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 20,391)
3,422 6,504 11,723 4,381 -5,890 19,526 12,337 865 8,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 12.9 17.0 65.4 60.4 93.1 90.4 6.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
51 96 94 81 92 198 224
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,063
COMMITMENTS
8,078 4,663 365 1,906 7,147 10,349 12,175 2,714 888
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -149)
30 223 26 -377 -151 -321 98 172 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.8 35.7 2.8 14.6 54.7 79.2 93.2 20.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
58 21 5 15 23 76 48
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,212
COMMITMENTS
8,048 4,440 339 2,283 7,298 10,670 12,077 2,542 1,135
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -467)
-46 818 -250 91 -1,339 -205 -771 -262 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.9 33.6 2.6 17.3 55.2 80.8 91.4 19.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
58 21 7 18 24 79 50
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,806
COMMITMENTS
5,913 790 133 1,031 6,700 7,077 7,623 1,729 1,183
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 860)
1,388 -269 -198 -416 1,177 774 710 86 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.1 9.0 1.5 11.7 76.1 80.4 86.6 19.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
23 6 3 4 17 27 26
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,946
COMMITMENTS
4,525 1,059 331 1,447 5,523 6,303 6,913 1,643 1,033
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 228)
-68 -83 216 107 -51 255 82 -27 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 13.3 4.2 18.2 69.5 79.3 87.0 20.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
20 9 5 6 15 30 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 141,590
COMMITMENTS
29,347 9,171 11,385 87,268 109,061 128,000 129,617 13,590 11,973
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 10,783)
4,222 -161 3,189 947 6,339 8,358 9,367 2,425 1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 6.5 8.0 61.6 77.0 90.4 91.5 9.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
47 24 33 62 74 126 118
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 130,807
COMMITMENTS
25,125 9,332 8,196 86,321 102,722 119,642 120,250 11,165 10,557
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -13,253)
175 -801 -3,312 -8,642 -7,746 -11,779 -11,859 -1,474 -1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 7.1 6.3 66.0 78.5 91.5 91.9 8.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
39 19 26 59 78 107 115
Updated June 17, 2005