WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 298,888: 61,173 29,813 63,883 139,754 163,422 264,810 257,118: 34,079 41,771
Old : 190,578: 45,747 33,873 24,904 100,541 111,559 171,192 170,336: 19,385 20,242
Other: 108,311: 24,820 5,334 29,584 39,213 51,863 93,617 86,782: 14,693 21,529
: : :
: : Changes in Commitments from: March 8, 2005 :
: 24,400: 5,241 1,450 10,281 4,024 6,963 19,547 18,693: 4,853 5,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 10.0 21.4 46.8 54.7 88.6 86.0: 11.4 14.0
Old : 100.0: 24.0 17.8 13.1 52.8 58.5 89.8 89.4: 10.2 10.6
Other: 100.0: 22.9 4.9 27.3 36.2 47.9 86.4 80.1: 13.6 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 92 67 79 47 59 191 163:
Old : 210: 76 71 49 34 50 138 142:
Other: 154: 59 35 50 35 49 118 114:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 35.6 36.8 43.8 24.3 34.4 35.2 38.9
Old : 33.8 40.5 46.6 48.2 31.7 40.3 44.6 46.7
Other: 26.5 30.8 36.8 40.5 24.1 25.7 29.7 30.3
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 274,489: 55,932 28,364 53,601 135,730 156,459 245,263 238,424: 29,226 36,064
Old : 178,182: 42,149 34,346 18,480 100,528 106,908 161,157 159,735: 17,025 18,447
Other: 96,307: 24,363 4,597 24,542 35,202 49,551 84,106 78,689: 12,201 17,618
: : :
: : Changes in Commitments from: March 1, 2005 :
: 145: 7,783 -6,313 2,654 -1,274 13,475 9,163 9,816: -9,019 -9,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 10.3 19.5 49.4 57.0 89.4 86.9: 10.6 13.1
Old : 100.0: 23.7 19.3 10.4 56.4 60.0 90.4 89.6: 9.6 10.4
Other: 100.0: 25.3 4.8 25.5 36.6 51.5 87.3 81.7: 12.7 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 80 74 76 47 57 183 161:
Old : 201: 62 78 42 30 49 120 141:
Other: 150: 66 30 51 34 44 121 106:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 36.1 40.3 44.1 28.0 34.5 38.1 40.4
Old : 38.4 41.0 51.1 49.0 37.2 40.7 49.9 48.2
Other: 29.9 32.8 39.9 42.7 26.6 29.8 33.3 35.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 839,037: 128,308 75,990 113,138 443,970 416,363 685,417 605,491: 153,621 233,546
Old : 644,349: 108,866 79,596 78,956 332,597 331,942 520,420 490,495: 123,929 153,854
Other: 194,688: 29,245 6,197 24,379 111,373 84,421 164,997 114,997: 29,691 79,691
: : :
: : Changes in Commitments from: March 8, 2005 :
: 68,340: 15,000 -6,470 7,873 29,912 53,693 52,786 55,097: 15,554 13,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 9.1 13.5 52.9 49.6 81.7 72.2: 18.3 27.8
Old : 100.0: 16.9 12.4 12.3 51.6 51.5 80.8 76.1: 19.2 23.9
Other: 100.0: 15.0 3.2 12.5 57.2 43.4 84.7 59.1: 15.3 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 497: 134 96 116 216 212 412 372:
Old : 483: 120 112 98 194 200 375 351:
Other: 323: 79 35 48 109 167 198 240:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 17.2 23.7 22.0 14.1 12.6 22.4 16.2
Old : 17.0 19.4 27.4 24.0 17.0 15.4 25.9 19.0
Other: 31.9 11.1 40.4 17.2 25.7 6.4 32.3 11.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 770,697: 113,308 82,460 105,265 414,058 362,670 632,631 550,394: 138,066 220,303
Old : 611,044: 100,972 87,916 75,343 322,791 295,612 499,106 458,870: 111,938 152,174
Other: 159,653: 21,242 3,449 21,017 91,266 67,058 133,525 91,524: 26,128 68,129
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,392: 7,554 -14,893 44 920 13,764 8,518 -1,085: -5,126 4,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 10.7 13.7 53.7 47.1 82.1 71.4: 17.9 28.6
Old : 100.0: 16.5 14.4 12.3 52.8 48.4 81.7 75.1: 18.3 24.9
Other: 100.0: 13.3 2.2 13.2 57.2 42.0 83.6 57.3: 16.4 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 126 102 124 203 197 400 368:
Old : 473: 110 115 106 186 186 368 348:
Other: 294: 71 32 47 103 150 185 219:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 16.0 24.9 21.1 15.1 11.6 24.1 15.4
Old : 17.8 17.8 28.9 22.7 17.8 13.4 27.2 17.3
Other: 28.5 12.1 38.1 18.2 25.2 7.0 32.2 11.9
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,457: 2,240 712 394 1,084 5,768 3,718 6,874: 4,739 1,583
Old : 6,546: 2,136 641 172 969 4,747 3,277 5,561: 3,269 985
Other: 1,911: 126 92 201 115 1,021 441 1,313: 1,470 598
: : :
: : Changes in Commitments from: March 8, 2005 :
: 558: 128 -11 -52 -17 883 58 820: 500 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.4 4.7 12.8 68.2 44.0 81.3: 56.0 18.7
Old : 100.0: 32.6 9.8 2.6 14.8 72.5 50.1 85.0: 49.9 15.0
Other: 100.0: 6.6 4.8 10.5 6.0 53.4 23.1 68.7: 76.9 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 7 4 12 15 27 23:
Old : 37: 14 4 3 10 13 24 20:
Other: 22: 5 4 4 6 9 14 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 41.1 27.3 56.3 19.8 40.6 25.7 55.4
Old : 25.5 48.0 33.8 65.6 25.2 47.9 32.0 65.0
Other: 12.7 41.4 20.1 56.2 8.5 40.1 12.1 52.7
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,899: 2,113 723 446 1,101 4,885 3,660 6,054: 4,239 1,845
Old : 6,285: 2,082 657 168 991 4,212 3,241 5,037: 3,043 1,248
Other: 1,615: 117 152 192 110 674 419 1,017: 1,196 597
: : :
: : Changes in Commitments from: March 1, 2005 :
: -235: 169 179 110 -464 -169 -185 120: -50 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.2 5.6 13.9 61.8 46.3 76.6: 53.7 23.4
Old : 100.0: 33.1 10.5 2.7 15.8 67.0 51.6 80.1: 48.4 19.9
Other: 100.0: 7.2 9.4 11.9 6.8 41.7 25.9 63.0: 74.1 37.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 6 6 8 13 26 22:
Old : 37: 17 4 3 8 12 26 18:
Other: 19: 3 6 5 5 6 13 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 40.1 29.2 53.9 19.4 39.7 25.6 53.0
Old : 27.1 47.1 35.3 63.2 24.0 47.1 31.6 62.7
Other: 13.2 34.5 22.5 53.3 10.0 34.5 13.9 50.4
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 444,618: 67,369 36,125 96,612 201,072 185,318 365,054 318,055: 79,564 126,563
Old : 374,793: 62,443 39,813 79,048 171,102 164,455 312,593 283,316: 62,200 91,478
Other: 69,825: 11,865 3,250 10,625 29,970 20,863 52,460 34,739: 17,364 35,086
: : :
: : Changes in Commitments from: March 8, 2005 :
: 38,301: 2,241 3,148 2,937 24,493 26,322 29,671 32,407: 8,630 5,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.1 21.7 45.2 41.7 82.1 71.5: 17.9 28.5
Old : 100.0: 16.7 10.6 21.1 45.7 43.9 83.4 75.6: 16.6 24.4
Other: 100.0: 17.0 4.7 15.2 42.9 29.9 75.1 49.8: 24.9 50.2
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 121 125 136 109 113 312 297:
Old : 374: 109 133 116 99 109 282 286:
Other: 178: 57 33 43 48 71 119 135:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 15.9 32.7 24.1 13.2 6.5 19.5 10.5
Old : 23.0 17.8 34.7 26.9 14.0 7.3 20.6 11.8
Other: 23.8 10.8 35.4 17.8 22.4 8.0 31.7 12.9
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 406,317: 65,128 32,977 93,675 176,579 158,996 335,382 285,648: 70,934 120,669
Old : 346,999: 62,696 41,016 73,402 153,784 142,084 289,882 256,502: 57,118 90,498
Other: 59,318: 13,154 2,682 9,552 22,795 16,912 45,501 29,146: 13,817 30,171
: : :
: : Changes in Commitments from: March 1, 2005 :
: 22,981: 11,800 -5,233 3,755 5,664 11,410 21,219 9,932: 1,762 13,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 8.1 23.1 43.5 39.1 82.5 70.3: 17.5 29.7
Old : 100.0: 18.1 11.8 21.2 44.3 40.9 83.5 73.9: 16.5 26.1
Other: 100.0: 22.2 4.5 16.1 38.4 28.5 76.7 49.1: 23.3 50.9
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 110 125 134 93 112 291 290:
Old : 363: 101 133 115 87 107 268 279:
Other: 168: 58 35 39 34 63 108 121:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 16.3 33.7 22.7 15.4 7.2 22.2 10.9
Old : 25.0 18.1 35.5 25.4 15.1 8.6 23.1 12.7
Other: 27.6 12.7 40.9 18.9 25.3 9.8 34.9 13.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,108: 13,097 4,153 197 488 848 13,782 5,198: 3,326 11,910
Old : 9,397: 6,320 3,643 144 477 566 6,941 4,353: 2,456 5,044
Other: 7,711: 6,815 548 15 11 282 6,841 845: 870 6,866
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,581: 2,127 410 39 138 261 2,304 710: 277 1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 24.3 1.2 2.9 5.0 80.6 30.4: 19.4 69.6
Old : 100.0: 67.3 38.8 1.5 5.1 6.0 73.9 46.3: 26.1 53.7
Other: 100.0: 88.4 7.1 0.2 0.1 3.7 88.7 11.0: 11.3 89.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 8 9 3 3 20 16:
Old : 25: 12 9 5 3 2 17 14:
Other: 14: 9 3 2 1 2 10 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 19.4 69.6 26.6 55.8 19.2 69.5 26.2
Old : 46.4 31.5 61.8 43.7 46.4 31.5 61.7 42.1
Other: 77.0 10.8 88.4 11.0 76.8 10.6 88.3 10.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,527: 10,970 3,743 158 350 587 11,478 4,488: 3,049 10,039
Old : 9,145: 6,334 3,477 109 350 586 6,793 4,172: 2,352 4,973
Other: 5,382: 4,671 301 14 0 1 4,685 316: 697 5,066
: : :
: : Changes in Commitments from: March 1, 2005 :
: 782: 654 -311 81 0 32 735 -198: 47 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 25.8 1.1 2.4 4.0 79.0 30.9: 21.0 69.1
Old : 100.0: 69.3 38.0 1.2 3.8 6.4 74.3 45.6: 25.7 54.4
Other: 100.0: 86.8 5.6 0.3 0.0 0.0 87.0 5.9: 13.0 94.1
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 7 6 1 2 15 12:
Old : 20: 11 7 3 1 2 13 11:
Other: 10: 7 2 2 0 1 7 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 20.3 70.9 29.3 58.4 20.3 70.8 28.3
Old : 48.7 29.0 65.2 43.2 48.6 29.0 64.6 42.0
Other: 83.8 5.9 87.0 5.9 83.5 5.6 86.8 5.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 191,986: 39,156 11,277 36,144 83,645 129,035 158,946 176,457: 33,041 15,530
Old : 165,027: 38,547 12,872 28,277 70,640 110,119 137,463 151,268: 27,564 13,759
Other: 26,959: 3,915 1,711 4,562 13,006 18,916 21,482 25,188: 5,477 1,771
: : :
: : Changes in Commitments from: March 8, 2005 :
: 12,268: 4,243 -2,935 1,048 3,475 12,591 8,765 10,703: 3,503 1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 5.9 18.8 43.6 67.2 82.8 91.9: 17.2 8.1
Old : 100.0: 23.4 7.8 17.1 42.8 66.7 83.3 91.7: 16.7 8.3
Other: 100.0: 14.5 6.3 16.9 48.2 70.2 79.7 93.4: 20.3 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 50 29 41 44 47 120 101:
Old : 148: 54 32 38 43 47 116 101:
Other: 53: 15 10 17 19 17 43 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 38.3 25.3 49.6 15.7 34.0 24.2 42.5
Old : 16.0 36.2 26.4 48.5 15.9 33.9 25.1 42.9
Other: 38.3 58.4 52.2 71.3 36.4 48.6 45.0 58.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 179,718: 34,913 14,212 35,096 80,171 116,444 150,180 165,753: 29,538 13,965
Old : 155,420: 32,895 16,933 25,857 71,881 99,834 130,633 142,624: 24,787 12,796
Other: 24,298: 7,251 2,512 4,007 8,289 16,610 19,547 23,129: 4,751 1,170
: : :
: : Changes in Commitments from: March 1, 2005 :
: 10,978: 6,899 -2,294 573 180 13,716 7,652 11,994: 3,326 -1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 7.9 19.5 44.6 64.8 83.6 92.2: 16.4 7.8
Old : 100.0: 21.2 10.9 16.6 46.2 64.2 84.1 91.8: 15.9 8.2
Other: 100.0: 29.8 10.3 16.5 34.1 68.4 80.4 95.2: 19.6 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 47 33 44 43 46 121 105:
Old : 150: 47 40 41 43 46 117 105:
Other: 51: 18 9 17 17 15 42 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 38.5 26.0 49.2 14.9 30.7 23.8 40.3
Old : 17.6 35.7 28.6 47.3 16.8 32.0 25.5 41.4
Other: 35.3 57.8 51.6 73.6 31.3 46.7 41.0 55.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,017,626: 122,548 148,017 179,721 568,172 484,318 870,441 812,056: 147,185 205,570
Old : 1,017,626: 122,548 148,017 179,721 568,172 484,318 870,441 812,056: 147,185 205,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 26,501: 1,923 15,361 12,563 20,197 -2,757 34,684 25,167: -8,182 1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 14.5 17.7 55.8 47.6 85.5 79.8: 14.5 20.2
Old : 100.0: 12.0 14.5 17.7 55.8 47.6 85.5 79.8: 14.5 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 39 45 57 81 83 149 156:
Old : 187: 39 45 57 81 83 149 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 13.8 30.1 23.9 16.2 11.7 21.1 19.2
Old : 22.5 13.8 30.1 23.9 16.2 11.7 21.1 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 991,125: 120,625 132,657 167,158 547,975 487,074 835,758 786,889: 155,367 204,236
Old : 991,125: 120,625 132,657 167,158 547,975 487,074 835,758 786,889: 155,367 204,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -6,999: 7,432 -2,221 8,105 -179 -9,562 15,358 -3,679: -22,357 -3,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 13.4 16.9 55.3 49.1 84.3 79.4: 15.7 20.6
Old : 100.0: 12.2 13.4 16.9 55.3 49.1 84.3 79.4: 15.7 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 41 37 53 80 84 147 149:
Old : 181: 41 37 53 80 84 147 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 13.3 29.4 24.0 15.1 11.4 20.4 18.7
Old : 21.7 13.3 29.4 24.0 15.1 11.4 20.4 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 172,976: 37,241 11,912 27,552 72,749 110,564 137,542 150,028: 35,434 22,948
Old : 144,654: 37,656 12,512 20,544 55,959 92,346 114,159 125,402: 30,495 19,251
Other: 28,323: 2,278 2,092 4,316 16,789 18,218 23,383 24,626: 4,940 3,697
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,672: 2,585 -1,809 -5,560 2,117 8,908 -858 1,539: 2,530 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 6.9 15.9 42.1 63.9 79.5 86.7: 20.5 13.3
Old : 100.0: 26.0 8.6 14.2 38.7 63.8 78.9 86.7: 21.1 13.3
Other: 100.0: 8.0 7.4 15.2 59.3 64.3 82.6 86.9: 17.4 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 52 24 39 53 61 126 115:
Old : 159: 55 25 37 51 59 123 112:
Other: 68: 16 11 17 27 28 50 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 29.2 23.6 40.6 10.6 22.4 17.4 30.7
Old : 12.5 32.0 21.0 42.3 11.9 28.2 20.3 38.2
Other: 43.9 46.5 55.3 58.1 39.6 43.0 47.7 53.2
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 171,304: 34,656 13,721 33,112 70,632 101,656 138,400 148,489: 32,904 22,815
Old : 143,512: 36,873 12,510 23,684 54,582 87,333 115,139 123,527: 28,372 19,985
Other: 27,792: 1,685 5,113 5,527 16,050 14,323 23,261 24,962: 4,531 2,830
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,473: 8,105 -1,691 -2,312 -3,915 7,437 1,878 3,434: -405 -1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 8.0 19.3 41.2 59.3 80.8 86.7: 19.2 13.3
Old : 100.0: 25.7 8.7 16.5 38.0 60.9 80.2 86.1: 19.8 13.9
Other: 100.0: 6.1 18.4 19.9 57.7 51.5 83.7 89.8: 16.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 44 35 46 52 63 131 128:
Old : 171: 55 33 44 49 62 127 125:
Other: 72: 14 18 21 28 22 54 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 27.0 23.1 37.2 10.3 19.2 16.6 27.4
Old : 12.3 28.4 20.5 38.9 11.3 24.4 19.2 34.6
Other: 42.7 44.5 53.3 58.4 35.1 35.6 43.2 46.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,306: 2,960 1,664 537 924 2,677 4,421 4,877: 1,885 1,429
Old : 6,073: 2,932 1,664 455 922 2,592 4,309 4,711: 1,764 1,363
Other: 233: 42 13 69 2 85 112 166: 121 67
: : :
: : Changes in Commitments from: March 8, 2005 :
: 390: 53 -517 59 -53 930 59 472: 332 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 26.4 8.5 14.7 42.4 70.1 77.3: 29.9 22.7
Old : 100.0: 48.3 27.4 7.5 15.2 42.7 71.0 77.6: 29.0 22.4
Other: 100.0: 17.9 5.5 29.4 0.9 36.5 48.2 71.4: 51.8 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 10 5 8 11 23 24:
Old : 36: 12 11 5 8 11 23 24:
Other: 9: 2 2 4 1 5 5 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 30.3 49.3 50.9 36.1 27.1 45.6 42.4
Old : 37.5 30.9 50.9 52.0 37.5 27.5 47.4 43.3
Other: 47.3 58.4 48.2 70.8 17.9 36.4 17.9 41.1
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,916: 2,908 2,180 477 978 1,747 4,363 4,405: 1,553 1,511
Old : 5,796: 2,901 2,175 423 978 1,714 4,301 4,311: 1,495 1,484
Other: 120: 9 7 53 0 34 62 94: 59 27
: : :
: : Changes in Commitments from: March 1, 2005 :
: 613: 745 23 62 -324 500 483 585: 130 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 36.9 8.1 16.5 29.5 73.7 74.5: 26.3 25.5
Old : 100.0: 50.1 37.5 7.3 16.9 29.6 74.2 74.4: 25.8 25.6
Other: 100.0: 7.5 6.0 43.8 0.0 27.9 51.3 77.7: 48.7 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 11 7 10 10 26 27:
Old : 38: 16 10 7 10 10 26 27:
Other: 6: 2 2 4 0 2 4 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 30.1 48.3 48.8 34.8 27.6 45.1 40.5
Old : 35.6 30.7 49.3 49.6 35.5 28.1 46.0 41.2
Other: 51.3 69.2 51.3 77.7 7.5 34.0 7.5 34.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 321,579: 104,568 71,833 2,291 160,808 137,654 267,667 211,778: 53,912 109,801
Old : 321,579: 104,568 71,833 2,291 160,808 137,654 267,667 211,778: 53,912 109,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -6,991: -7,552 2,527 -605 4,085 -11,877 -4,072 -9,955: -2,919 2,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 22.3 0.7 50.0 42.8 83.2 65.9: 16.8 34.1
Old : 100.0: 32.5 22.3 0.7 50.0 42.8 83.2 65.9: 16.8 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 16 25 3 40 42 56 70:
Old : 98: 16 25 3 40 42 56 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 17.0 41.0 25.7 29.0 15.7 38.8 24.1
Old : 29.4 17.0 41.0 25.7 29.0 15.7 38.8 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 328,570: 112,120 69,306 2,896 156,723 149,531 271,739 221,733: 56,831 106,837
Old : 328,570: 112,120 69,306 2,896 156,723 149,531 271,739 221,733: 56,831 106,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -36,026: -6,876 -146 -3,355 -22,069 -8,671 -32,300 -12,172: -3,726 -23,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 21.1 0.9 47.7 45.5 82.7 67.5: 17.3 32.5
Old : 100.0: 34.1 21.1 0.9 47.7 45.5 82.7 67.5: 17.3 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 16 26 3 37 46 53 75:
Old : 101: 16 26 3 37 46 53 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 18.4 42.9 26.4 30.1 16.7 39.5 23.7
Old : 30.9 18.4 42.9 26.4 30.1 16.7 39.5 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,906,287: 394,750 549,012 484,711 1,779,980 1,234,650 2,659,441 2,268,374: 246,846 637,913
Old : 2,906,287: 394,750 549,012 484,711 1,779,980 1,234,650 2,659,441 2,268,374: 246,846 637,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 301,688: 19,405 67,549 86,744 157,724 83,480 263,874 237,773: 37,814 63,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.9 16.7 61.2 42.5 91.5 78.1: 8.5 21.9
Old : 100.0: 13.6 18.9 16.7 61.2 42.5 91.5 78.1: 8.5 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 43 88 84 119 146 218 262:
Old : 292: 43 88 84 119 146 218 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 10.6 47.3 17.9 27.2 9.3 38.7 13.5
Old : 30.3 10.6 47.3 17.9 27.2 9.3 38.7 13.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,604,599: 375,345 481,463 397,967 1,622,255 1,151,170 2,395,567 2,030,601: 209,032 573,999
Old : 2,604,599: 375,345 481,463 397,967 1,622,255 1,151,170 2,395,567 2,030,601: 209,032 573,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 70,648: -12,216 77,215 66,805 110,383 -33,695 164,972 110,326: -94,325 -39,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.5 15.3 62.3 44.2 92.0 78.0: 8.0 22.0
Old : 100.0: 14.4 18.5 15.3 62.3 44.2 92.0 78.0: 8.0 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 41 87 78 116 140 209 254:
Old : 285: 41 87 78 116 140 209 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 11.3 47.0 18.4 26.0 10.8 38.1 14.9
Old : 30.0 11.3 47.0 18.4 26.0 10.8 38.1 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,829,972: 235,390 372,358 304,292 1,138,454 786,669 1,678,136 1,463,319: 151,836 366,653
Old : 1,829,972: 235,390 372,358 304,292 1,138,454 786,669 1,678,136 1,463,319: 151,836 366,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 161,232: -627 52,798 36,266 127,968 93,511 163,607 182,575: -2,375 -21,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.3 16.6 62.2 43.0 91.7 80.0: 8.3 20.0
Old : 100.0: 12.9 20.3 16.6 62.2 43.0 91.7 80.0: 8.3 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 33 62 58 78 98 145 184:
Old : 203: 33 62 58 78 98 145 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 14.0 38.6 23.2 20.5 9.8 30.1 15.8
Old : 26.4 14.0 38.6 23.2 20.5 9.8 30.1 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,668,740: 236,016 319,560 268,026 1,010,487 693,158 1,514,529 1,280,744: 154,211 387,996
Old : 1,668,740: 236,016 319,560 268,026 1,010,487 693,158 1,514,529 1,280,744: 154,211 387,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 83,754: 15,816 66,966 50,991 15,124 -31,144 81,930 86,812: 1,824 -3,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.1 16.1 60.6 41.5 90.8 76.7: 9.2 23.3
Old : 100.0: 14.1 19.1 16.1 60.6 41.5 90.8 76.7: 9.2 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 39 55 55 73 91 138 175:
Old : 195: 39 55 55 73 91 138 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 12.1 39.7 21.0 21.6 9.7 32.8 14.7
Old : 26.3 12.1 39.7 21.0 21.6 9.7 32.8 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 650,103: 229,134 51,733 170,126 210,115 389,365 609,375 611,223: 40,728 38,880
Old : 650,103: 229,134 51,733 170,126 210,115 389,365 609,375 611,223: 40,728 38,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 78,406: 35,205 5,490 11,654 28,206 58,381 75,064 75,524: 3,342 2,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.0 26.2 32.3 59.9 93.7 94.0: 6.3 6.0
Old : 100.0: 35.2 8.0 26.2 32.3 59.9 93.7 94.0: 6.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 32 19 32 52 55 96 94:
Old : 111: 32 19 32 52 55 96 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 36.4 57.9 48.3 31.7 30.6 39.6 38.1
Old : 40.9 36.4 57.9 48.3 31.7 30.6 39.6 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 571,697: 193,929 46,243 158,472 181,910 330,984 534,311 535,698: 37,386 35,998
Old : 571,697: 193,929 46,243 158,472 181,910 330,984 534,311 535,698: 37,386 35,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -39,778: -5,890 6,194 4,424 -11,601 -18,939 -13,067 -8,321: -26,711 -31,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 8.1 27.7 31.8 57.9 93.5 93.7: 6.5 6.3
Old : 100.0: 33.9 8.1 27.7 31.8 57.9 93.5 93.7: 6.5 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 31 20 33 51 53 96 92:
Old : 109: 31 20 33 51 53 96 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 39.9 59.2 52.2 31.4 33.0 38.5 39.6
Old : 41.8 39.9 59.2 52.2 31.4 33.0 38.5 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 65,566: 14,686 3,672 3,233 37,283 43,889 55,202 50,795: 10,365 14,772
Old : 65,566: 14,686 3,672 3,233 37,283 43,889 55,202 50,795: 10,365 14,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 7,645: -2,255 1,019 1,555 13,189 875 12,490 3,449: -4,844 4,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 5.6 4.9 56.9 66.9 84.2 77.5: 15.8 22.5
Old : 100.0: 22.4 5.6 4.9 56.9 66.9 84.2 77.5: 15.8 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 25 15 15 26 21 60 42:
Old : 72: 25 15 15 26 21 60 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 49.5 46.7 61.2 30.6 49.1 41.3 56.2
Old : 31.3 49.5 46.7 61.2 30.6 49.1 41.3 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 57,921: 16,940 2,654 1,678 24,094 43,014 42,712 47,345: 15,209 10,576
Old : 57,921: 16,940 2,654 1,678 24,094 43,014 42,712 47,345: 15,209 10,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,013: 341 -223 870 1,209 1,839 2,420 2,486: 593 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 4.6 2.9 41.6 74.3 73.7 81.7: 26.3 18.3
Old : 100.0: 29.2 4.6 2.9 41.6 74.3 73.7 81.7: 26.3 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 24 9 9 22 18 51 31:
Old : 64: 24 9 9 22 18 51 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 57.4 37.4 66.8 24.8 56.3 35.2 64.6
Old : 25.1 57.4 37.4 66.8 24.8 56.3 35.2 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 82,588: 11,985 23,147 11,598 37,357 35,461 60,940 70,206: 21,648 12,382
Old : 82,588: 11,985 23,147 11,598 37,357 35,461 60,940 70,206: 21,648 12,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -2,728: 1,826 -2,649 3,798 -20,199 9,286 -14,575 10,435: 11,847 -13,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 28.0 14.0 45.2 42.9 73.8 85.0: 26.2 15.0
Old : 100.0: 14.5 28.0 14.0 45.2 42.9 73.8 85.0: 26.2 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 32 21 38 21 22 69 65:
Old : 80: 32 21 38 21 22 69 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 49.8 46.3 60.2 16.2 37.4 24.0 43.3
Old : 33.9 49.8 46.3 60.2 16.2 37.4 24.0 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 85,315: 10,158 25,796 7,801 57,555 26,175 75,515 59,771: 9,801 25,544
Old : 85,315: 10,158 25,796 7,801 57,555 26,175 75,515 59,771: 9,801 25,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 6,620: -794 1,189 2,379 4,361 519 5,945 4,087: 675 2,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 30.2 9.1 67.5 30.7 88.5 70.1: 11.5 29.9
Old : 100.0: 11.9 30.2 9.1 67.5 30.7 88.5 70.1: 11.5 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 23 29 20 21 14 54 53:
Old : 79: 23 29 20 21 14 54 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 41.8 63.1 51.4 38.0 35.1 53.2 41.0
Old : 42.9 41.8 63.1 51.4 38.0 35.1 53.2 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,501: 4,073 6,876 1,111 31,221 27,304 36,405 35,291: 96 1,210
Old : 36,501: 4,073 6,876 1,111 31,221 27,304 36,405 35,291: 96 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -2,198: -2,251 -103 0 839 -1,495 -1,412 -1,598: -786 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.8 3.0 85.5 74.8 99.7 96.7: 0.3 3.3
Old : 100.0: 11.2 18.8 3.0 85.5 74.8 99.7 96.7: 0.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 4 22 4 18 20 25 43:
Old : 59: 4 22 4 18 20 25 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 47.9 74.2 65.2 47.1 47.4 74.1 64.7
Old : 47.1 47.9 74.2 65.2 47.1 47.4 74.1 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 38,699: 6,324 6,979 1,111 30,382 28,799 37,817 36,889: 882 1,810
Old : 38,699: 6,324 6,979 1,111 30,382 28,799 37,817 36,889: 882 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -1,730: 360 723 -328 -1,560 -1,802 -1,528 -1,407: -202 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.0 2.9 78.5 74.4 97.7 95.3: 2.3 4.7
Old : 100.0: 16.3 18.0 2.9 78.5 74.4 97.7 95.3: 2.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 4 25 4 18 21 25 47:
Old : 62: 4 25 4 18 21 25 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 45.7 76.3 62.9 52.1 45.2 73.8 62.4
Old : 54.6 45.7 76.3 62.9 52.1 45.2 73.8 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,038: 0 3,010 0 14,037 10,916 14,037 13,926: 1 112
Old : 14,038: 0 3,010 0 14,037 10,916 14,037 13,926: 1 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -3,142: -5,726 14 0 2,677 -3,080 -3,049 -3,066: -93 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.4 0.0 100.0 77.8 100.0 99.2: 0.0 0.8
Old : 100.0: 0.0 21.4 0.0 100.0 77.8 100.0 99.2: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 10 0 5 10 5 20:
Old : 25: 0 10 0 5 10 5 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.9 73.2 100.0 84.4 97.9 73.2 100.0 84.4
Old : 97.9 73.2 100.0 84.4 97.9 73.2 100.0 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 17,180: 5,726 2,996 0 11,360 13,996 17,086 16,992: 94 188
Old : 17,180: 5,726 2,996 0 11,360 13,996 17,086 16,992: 94 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 2,567: 70 624 0 2,896 2,328 2,966 2,952: -399 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 17.4 0.0 66.1 81.5 99.5 98.9: 0.5 1.1
Old : 100.0: 33.3 17.4 0.0 66.1 81.5 99.5 98.9: 0.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 10 0 6 11 8 21:
Old : 27: 2 10 0 6 11 8 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.4 74.6 99.5 84.7 78.4 61.5 82.6 69.9
Old : 94.4 74.6 99.5 84.7 78.4 61.5 82.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 29,060: 1,542 2,330 4,804 16,551 15,476 22,897 22,610: 6,164 6,450
Old : 29,060: 1,542 2,330 4,804 16,551 15,476 22,897 22,610: 6,164 6,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -89: -123 149 -272 339 260 -56 136: -34 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.0 16.5 57.0 53.3 78.8 77.8: 21.2 22.2
Old : 100.0: 5.3 8.0 16.5 57.0 53.3 78.8 77.8: 21.2 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 12 6 16 24 21 41 38:
Old : 48: 12 6 16 24 21 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 31.2 58.8 49.8 42.0 30.4 48.2 43.0
Old : 45.6 31.2 58.8 49.8 42.0 30.4 48.2 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 29,150: 1,665 2,181 5,076 16,211 15,217 22,952 22,474: 6,197 6,676
Old : 29,150: 1,665 2,181 5,076 16,211 15,217 22,952 22,474: 6,197 6,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -5,329: -952 -350 -1,248 -3,464 -3,214 -5,664 -4,812: 335 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.5 17.4 55.6 52.2 78.7 77.1: 21.3 22.9
Old : 100.0: 5.7 7.5 17.4 55.6 52.2 78.7 77.1: 21.3 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 12 7 17 22 21 41 38:
Old : 48: 12 7 17 22 21 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 31.0 58.5 49.4 41.5 29.8 47.6 42.1
Old : 45.6 31.0 58.5 49.4 41.5 29.8 47.6 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 94,777: 18,648 6,020 14,977 43,355 41,400 76,980 62,397: 17,797 32,380
Old : 91,566: 18,744 5,928 14,682 41,541 40,190 74,967 60,800: 16,599 30,766
Other: 3,211: 199 387 0 1,814 1,210 2,013 1,597: 1,198 1,614
: : :
: : Changes in Commitments from: March 8, 2005 :
: -14,460: -7,874 22 -4,964 459 -5,882 -12,379 -10,824: -2,082 -3,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 6.4 15.8 45.7 43.7 81.2 65.8: 18.8 34.2
Old : 100.0: 20.5 6.5 16.0 45.4 43.9 81.9 66.4: 18.1 33.6
Other: 100.0: 6.2 12.1 0.0 56.5 37.7 62.7 49.7: 37.3 50.3
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 50 29 41 30 40 109 90:
Old : 136: 50 28 40 29 40 108 89:
Other: 26: 6 5 0 4 13 10 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 19.9 39.4 31.2 28.5 19.6 39.3 28.4
Old : 29.5 20.0 40.0 31.7 29.5 19.7 40.0 29.8
Other: 58.3 29.8 61.9 42.6 56.0 29.8 59.2 42.1
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 109,237: 26,522 5,998 19,940 42,896 47,283 89,358 73,221: 19,879 36,017
Old : 106,369: 26,577 5,989 19,648 41,370 46,228 87,595 71,865: 18,774 34,505
Other: 2,868: 237 301 0 1,526 1,055 1,763 1,356: 1,105 1,512
: : :
: : Changes in Commitments from: March 1, 2005 :
: 339: 3,674 -46 -3,784 924 3,011 813 -819: -474 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 5.5 18.3 39.3 43.3 81.8 67.0: 18.2 33.0
Old : 100.0: 25.0 5.6 18.5 38.9 43.5 82.4 67.6: 17.6 32.4
Other: 100.0: 8.3 10.5 0.0 53.2 36.8 61.5 47.3: 38.5 52.7
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 59 26 44 31 39 125 87:
Old : 147: 58 27 44 30 39 124 87:
Other: 23: 7 2 0 4 12 11 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 20.9 33.7 31.5 24.3 19.4 33.4 29.0
Old : 25.0 21.0 34.6 32.0 25.0 20.5 34.1 30.3
Other: 55.2 29.3 60.2 41.9 52.9 29.3 57.5 41.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,029: 346 1,373 165 1,757 418 2,268 1,956: 761 1,073
Old : 3,027: 346 1,373 164 1,757 418 2,267 1,955: 760 1,072
Other: 2: 0 0 1 0 0 1 1: 1 1
: : :
: : Changes in Commitments from: March 8, 2005 :
: 40: 27 -68 10 60 45 97 -13: -57 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 45.3 5.4 58.0 13.8 74.9 64.6: 25.1 35.4
Old : 100.0: 11.4 45.4 5.4 58.0 13.8 74.9 64.6: 25.1 35.4
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 17 5 8 2 20 19:
Old : 33: 7 17 5 8 2 20 19:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 31.9 61.7 47.1 50.4 31.4 60.6 44.0
Old : 50.8 31.9 61.7 47.1 50.5 31.5 60.7 44.0
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,989: 320 1,441 155 1,697 373 2,171 1,969: 817 1,020
Old : 2,989: 320 1,441 155 1,697 373 2,171 1,969: 817 1,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -65: 61 -35 51 43 -26 155 -10: -221 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 48.2 5.2 56.8 12.5 72.7 65.9: 27.3 34.1
Old : 100.0: 10.7 48.2 5.2 56.8 12.5 72.7 65.9: 27.3 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 17 5 8 1 18 20:
Old : 33: 7 17 5 8 1 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 32.9 61.6 47.5 50.0 32.9 59.8 46.4
Old : 50.1 32.9 61.6 47.5 50.0 32.9 59.8 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 166,459: 53,768 8,293 22,040 70,400 87,894 146,208 118,228: 20,251 48,231
Old : 166,459: 53,768 8,293 22,040 70,400 87,894 146,208 118,228: 20,251 48,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 14,601: 8,391 129 684 1,660 9,299 10,735 10,112: 3,866 4,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 5.0 13.2 42.3 52.8 87.8 71.0: 12.2 29.0
Old : 100.0: 32.3 5.0 13.2 42.3 52.8 87.8 71.0: 12.2 29.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 71 33 46 80 118 178 178:
Old : 240: 71 33 46 80 118 178 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 12.8 34.4 21.3 19.7 12.0 32.4 19.3
Old : 20.1 12.8 34.4 21.3 19.7 12.0 32.4 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 151,858: 45,377 8,164 21,357 68,740 78,595 135,474 108,115: 16,385 43,743
Old : 151,858: 45,377 8,164 21,357 68,740 78,595 135,474 108,115: 16,385 43,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 8,915: 6,257 -3,735 932 -577 5,046 6,612 2,243: 2,304 6,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.4 14.1 45.3 51.8 89.2 71.2: 10.8 28.8
Old : 100.0: 29.9 5.4 14.1 45.3 51.8 89.2 71.2: 10.8 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 67 28 45 72 104 157 164:
Old : 214: 67 28 45 72 104 157 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 13.1 37.6 22.5 21.4 13.0 35.7 21.2
Old : 22.1 13.1 37.6 22.5 21.4 13.0 35.7 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,379: 2,019 237 425 779 3,206 3,224 3,868: 2,155 1,511
Old : 5,379: 2,019 237 425 779 3,206 3,224 3,868: 2,155 1,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -218: -56 -37 12 -115 -110 -158 -135: -60 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 4.4 7.9 14.5 59.6 59.9 71.9: 40.1 28.1
Old : 100.0: 37.5 4.4 7.9 14.5 59.6 59.9 71.9: 40.1 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 24 6 8 13 19 39 32:
Old : 53: 24 6 8 13 19 39 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 43.5 28.4 53.2 18.6 43.4 27.3 52.0
Old : 19.5 43.5 28.4 53.2 18.6 43.4 27.3 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,597: 2,075 274 413 894 3,316 3,382 4,003: 2,215 1,594
Old : 5,597: 2,075 274 413 894 3,316 3,382 4,003: 2,215 1,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -76: -94 90 -51 26 -180 -119 -141: 43 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 4.9 7.4 16.0 59.2 60.4 71.5: 39.6 28.5
Old : 100.0: 37.1 4.9 7.4 16.0 59.2 60.4 71.5: 39.6 28.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 23 8 8 13 19 39 33:
Old : 53: 23 8 8 13 19 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 43.3 31.5 53.4 20.2 43.0 28.9 51.8
Old : 21.4 43.3 31.5 53.4 20.2 43.0 28.9 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 30,599: 10,465 681 7,757 7,564 7,442 25,786 15,880: 4,813 14,719
Old : 30,599: 10,465 681 7,757 7,564 7,442 25,786 15,880: 4,813 14,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,363: 1,746 -497 1,224 -1,725 185 1,245 912: 118 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 2.2 25.4 24.7 24.3 84.3 51.9: 15.7 48.1
Old : 100.0: 34.2 2.2 25.4 24.7 24.3 84.3 51.9: 15.7 48.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 50 15 26 38 48 99 79:
Old : 130: 50 15 26 38 48 99 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 15.8 36.2 23.9 14.3 6.7 23.5 11.0
Old : 23.3 15.8 36.2 23.9 14.3 6.7 23.5 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,236: 8,719 1,178 6,533 9,290 7,257 24,541 14,968: 4,695 14,268
Old : 29,236: 8,719 1,178 6,533 9,290 7,257 24,541 14,968: 4,695 14,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,795: 1,506 -805 175 -130 1,439 1,551 809: 243 986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 4.0 22.3 31.8 24.8 83.9 51.2: 16.1 48.8
Old : 100.0: 29.8 4.0 22.3 31.8 24.8 83.9 51.2: 16.1 48.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 43 16 28 42 48 98 83:
Old : 128: 43 16 28 42 48 98 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 13.8 36.3 20.8 16.0 6.1 26.5 10.2
Old : 23.2 13.8 36.3 20.8 16.0 6.1 26.5 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 130,585: 36,405 10,175 1,810 53,681 79,030 91,897 91,016: 38,688 39,569
Old : 130,585: 36,405 10,175 1,810 53,681 79,030 91,897 91,016: 38,688 39,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 20,056: 18,596 -4,150 820 -7,767 1,536 11,649 -1,794: 8,407 21,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 7.8 1.4 41.1 60.5 70.4 69.7: 29.6 30.3
Old : 100.0: 27.9 7.8 1.4 41.1 60.5 70.4 69.7: 29.6 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 23 13 7 25 29 53 44:
Old : 74: 23 13 7 25 29 53 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 31.7 39.1 44.3 21.4 31.6 32.1 42.7
Old : 26.9 31.7 39.1 44.3 21.4 31.6 32.1 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 110,529: 17,809 14,325 990 61,449 77,494 80,248 92,810: 30,282 17,719
Old : 110,529: 17,809 14,325 990 61,449 77,494 80,248 92,810: 30,282 17,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,334: 5,693 -5,311 -1,428 1,254 14,033 5,518 7,293: -184 -1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 13.0 0.9 55.6 70.1 72.6 84.0: 27.4 16.0
Old : 100.0: 16.1 13.0 0.9 55.6 70.1 72.6 84.0: 27.4 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 17 12 4 26 27 46 40:
Old : 65: 17 12 4 26 27 46 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 46.3 44.2 58.6 27.9 46.2 38.1 58.2
Old : 33.4 46.3 44.2 58.6 27.9 46.2 38.1 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 42,326: 10,655 10,495 1 14,898 22,524 25,554 33,020: 16,772 9,306
Old : 42,326: 10,655 10,495 1 14,898 22,524 25,554 33,020: 16,772 9,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -25,926: 3,181 -6 -1,345 -24,722 -21,034 -22,886 -22,385: -3,040 -3,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 24.8 0.0 35.2 53.2 60.4 78.0: 39.6 22.0
Old : 100.0: 25.2 24.8 0.0 35.2 53.2 60.4 78.0: 39.6 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 4 1 8 9 18 13:
Old : 27: 9 4 1 8 9 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 56.0 49.1 71.7 37.4 55.9 49.1 70.4
Old : 37.4 56.0 49.1 71.7 37.4 55.9 49.1 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 68,252: 7,474 10,501 1,346 39,620 43,558 48,440 55,405: 19,812 12,847
Old : 68,252: 7,474 10,501 1,346 39,620 43,558 48,440 55,405: 19,812 12,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,024: 176 1,285 942 2,819 3,780 3,937 6,007: 1,087 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 15.4 2.0 58.0 63.8 71.0 81.2: 29.0 18.8
Old : 100.0: 11.0 15.4 2.0 58.0 63.8 71.0 81.2: 29.0 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 6 2 17 16 26 24:
Old : 38: 8 6 2 17 16 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 52.0 51.3 64.8 34.1 51.8 46.1 63.9
Old : 36.5 52.0 51.3 64.8 34.1 51.8 46.1 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 72,172: 49,610 5,187 260 14,212 63,555 64,082 69,003: 8,090 3,168
Old : 72,172: 49,610 5,187 260 14,212 63,555 64,082 69,003: 8,090 3,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -53,488: -23,607 -3,256 -1,525 -21,806 -43,632 -46,938 -48,412: -6,550 -5,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 7.2 0.4 19.7 88.1 88.8 95.6: 11.2 4.4
Old : 100.0: 68.7 7.2 0.4 19.7 88.1 88.8 95.6: 11.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 53 12 3 15 17 70 30:
Old : 93: 53 12 3 15 17 70 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 57.0 41.0 77.6 25.6 57.0 41.0 77.4
Old : 25.6 57.0 41.0 77.6 25.6 57.0 41.0 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 125,660: 73,217 8,443 1,785 36,018 107,187 111,020 117,415: 14,640 8,245
Old : 125,660: 73,217 8,443 1,785 36,018 107,187 111,020 117,415: 14,640 8,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 23,003: 2,218 -442 1,529 15,480 17,882 19,227 18,968: 3,776 4,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 6.7 1.4 28.7 85.3 88.3 93.4: 11.7 6.6
Old : 100.0: 58.3 6.7 1.4 28.7 85.3 88.3 93.4: 11.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 62 11 5 21 27 87 40:
Old : 109: 62 11 5 21 27 87 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 49.7 45.3 67.9 21.8 45.8 36.2 61.2
Old : 29.1 49.7 45.3 67.9 21.8 45.8 36.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 81,295: 42,062 4,329 489 9,954 66,110 52,505 70,927: 28,790 10,368
Old : 81,295: 42,062 4,329 489 9,954 66,110 52,505 70,927: 28,790 10,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -19,777: -4,390 -950 -1,462 -11,407 -14,537 -17,259 -16,949: -2,518 -2,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 5.3 0.6 12.2 81.3 64.6 87.2: 35.4 12.8
Old : 100.0: 51.7 5.3 0.6 12.2 81.3 64.6 87.2: 35.4 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 28 8 6 8 16 39 27:
Old : 54: 28 8 6 8 16 39 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 62.2 34.2 74.7 20.1 61.4 33.4 73.9
Old : 20.8 62.2 34.2 74.7 20.1 61.4 33.4 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 101,072: 46,452 5,279 1,951 21,361 80,646 69,764 87,876: 31,308 13,196
Old : 101,072: 46,452 5,279 1,951 21,361 80,646 69,764 87,876: 31,308 13,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 18,186: 8,471 728 1,348 5,183 17,666 15,002 19,743: 3,184 -1,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 5.2 1.9 21.1 79.8 69.0 86.9: 31.0 13.1
Old : 100.0: 46.0 5.2 1.9 21.1 79.8 69.0 86.9: 31.0 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 28 8 6 13 19 43 31:
Old : 59: 28 8 6 13 19 43 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 57.4 29.4 70.8 14.7 57.4 27.5 66.8
Old : 16.0 57.4 29.4 70.8 14.7 57.4 27.5 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 131,363: 14,571 19,308 1,614 84,059 90,332 100,244 111,254: 31,119 20,109
Old : 131,363: 14,571 19,308 1,614 84,059 90,332 100,244 111,254: 31,119 20,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -63,196: 585 -3,737 -3,496 -55,817 -51,704 -58,728 -58,937: -4,468 -4,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 14.7 1.2 64.0 68.8 76.3 84.7: 23.7 15.3
Old : 100.0: 11.1 14.7 1.2 64.0 68.8 76.3 84.7: 23.7 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 17 15 6 20 20 39 39:
Old : 60: 17 15 6 20 20 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 42.9 60.7 58.8 40.8 35.9 48.4 47.8
Old : 51.6 42.9 60.7 58.8 40.8 35.9 48.4 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 194,559: 13,986 23,045 5,110 139,876 142,037 158,972 170,191: 35,587 24,368
Old : 194,559: 13,986 23,045 5,110 139,876 142,037 158,972 170,191: 35,587 24,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,772: 659 3,018 2,234 9,927 7,220 12,819 12,471: 953 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 11.8 2.6 71.9 73.0 81.7 87.5: 18.3 12.5
Old : 100.0: 7.2 11.8 2.6 71.9 73.0 81.7 87.5: 18.3 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 18 16 9 27 26 48 48:
Old : 68: 18 16 9 27 26 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 43.6 60.7 58.7 32.8 33.5 39.1 41.5
Old : 47.0 43.6 60.7 58.7 32.8 33.5 39.1 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 146,320: 39,682 11,216 12,006 34,771 74,163 86,459 97,385: 59,860 48,935
Old : 146,320: 39,682 11,216 12,006 34,771 74,163 86,459 97,385: 59,860 48,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -44,138: 4,037 -3,063 2,084 -42,819 -38,860 -36,698 -39,840: -7,440 -4,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 7.7 8.2 23.8 50.7 59.1 66.6: 40.9 33.4
Old : 100.0: 27.1 7.7 8.2 23.8 50.7 59.1 66.6: 40.9 33.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 40 16 24 29 24 73 60:
Old : 90: 40 16 24 29 24 73 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 27.1 23.0 41.5 13.3 26.1 20.2 39.0
Old : 14.5 27.1 23.0 41.5 13.3 26.1 20.2 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 190,458: 35,645 14,279 9,922 77,590 113,023 123,158 137,225: 67,300 53,233
Old : 190,458: 35,645 14,279 9,922 77,590 113,023 123,158 137,225: 67,300 53,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -21,073: -7,055 3,610 -11,252 646 -8,076 -17,661 -15,718: -3,412 -5,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 7.5 5.2 40.7 59.3 64.7 72.0: 35.3 28.0
Old : 100.0: 18.7 7.5 5.2 40.7 59.3 64.7 72.0: 35.3 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 31 25 21 33 34 74 70:
Old : 97: 31 25 21 33 34 74 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 31.2 30.8 43.3 15.2 29.8 24.6 41.3
Old : 20.2 31.2 30.8 43.3 15.2 29.8 24.6 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 11,871: 5,933 0 0 3,852 10,846 9,785 10,846: 2,086 1,025
Old : 11,871: 5,933 0 0 3,852 10,846 9,785 10,846: 2,086 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 0.0 0.0 32.4 91.4 82.4 91.4: 17.6 8.6
Old : 100.0: 50.0 0.0 0.0 32.4 91.4 82.4 91.4: 17.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 0 0 7 11 15 11:
Old : 22: 8 0 0 7 11 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 75.5 74.7 89.1 62.9 71.6 72.2 84.9
Old : 63.2 75.5 74.7 89.1 62.9 71.6 72.2 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 63,246: 20,278 3,161 0 38,199 54,637 58,477 57,798: 4,769 5,448
Old : 63,246: 20,278 3,161 0 38,199 54,637 58,477 57,798: 4,769 5,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,389: 5,705 1,255 -62 -2,334 3,717 3,309 4,910: -920 -2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 5.0 0.0 60.4 86.4 92.5 91.4: 7.5 8.6
Old : 100.0: 32.1 5.0 0.0 60.4 86.4 92.5 91.4: 7.5 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 0 15 14 19 16:
Old : 28: 4 2 0 15 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 56.4 79.3 75.7 58.2 50.7 73.2 68.9
Old : 59.7 56.4 79.3 75.7 58.2 50.7 73.2 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 60,857: 14,573 1,906 62 40,533 50,920 55,168 52,888: 5,689 7,969
Old : 60,857: 14,573 1,906 62 40,533 50,920 55,168 52,888: 5,689 7,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 27,082: 4,207 266 -188 22,103 24,766 26,122 24,844: 960 2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.1 0.1 66.6 83.7 90.7 86.9: 9.3 13.1
Old : 100.0: 23.9 3.1 0.1 66.6 83.7 90.7 86.9: 9.3 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 2 11 16 16 18:
Old : 24: 3 2 2 11 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 56.4 83.9 69.7 59.7 45.1 69.4 57.6
Old : 67.1 56.4 83.9 69.7 59.7 45.1 69.4 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :12,393,117: 666,881 1,155,345 3,592,002 7,052,515 5,936,564 11,311,398 10,683,911: 1,081,719 1,709,206
Old :12,393,117: 666,881 1,155,345 3,592,002 7,052,515 5,936,564 11,311,398 10,683,911: 1,081,719 1,709,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
:-1,166,821: -32,095 -26,939 -525,518 -683,549 -651,416 -1,241,162 -1,203,872: 74,340 37,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.3 29.0 56.9 47.9 91.3 86.2: 8.7 13.8
Old : 100.0: 5.4 9.3 29.0 56.9 47.9 91.3 86.2: 8.7 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 56 73 99 116 128 225 251:
Old : 263: 56 73 99 116 128 225 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 15.2 34.2 25.1 17.1 8.6 23.6 12.5
Old : 20.6 15.2 34.2 25.1 17.1 8.6 23.6 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :13,559,938: 698,975 1,182,284 4,117,520 7,736,064 6,587,980 12,552,560 11,887,784: 1,007,378 1,672,155
Old :13,559,938: 698,975 1,182,284 4,117,520 7,736,064 6,587,980 12,552,560 11,887,784: 1,007,378 1,672,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 213,472: -4,671 33,527 136,794 114,074 56,327 246,197 226,648: -32,725 -13,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.7 30.4 57.1 48.6 92.6 87.7: 7.4 12.3
Old : 100.0: 5.2 8.7 30.4 57.1 48.6 92.6 87.7: 7.4 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 57 77 104 131 145 247 271:
Old : 284: 57 77 104 131 145 247 271:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 14.3 33.1 23.6 15.9 7.7 23.0 12.0
Old : 19.6 14.3 33.1 23.6 15.9 7.7 23.0 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 858,705: 67,309 103,119 45,547 556,938 583,498 669,794 732,164: 188,911 126,541
Old : 858,705: 67,309 103,119 45,547 556,938 583,498 669,794 732,164: 188,911 126,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 68,848: -1,887 17,899 2,343 38,631 42,651 39,086 62,893: 29,762 5,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 12.0 5.3 64.9 68.0 78.0 85.3: 22.0 14.7
Old : 100.0: 7.8 12.0 5.3 64.9 68.0 78.0 85.3: 22.0 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 57 36 60 112 77 197 145:
Old : 214: 57 36 60 112 77 197 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 29.8 25.6 40.9 16.2 25.9 22.9 36.8
Old : 17.2 29.8 25.6 40.9 16.2 25.9 22.9 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 789,857: 69,197 85,219 43,204 518,307 540,846 630,708 669,270: 159,149 120,587
Old : 789,857: 69,197 85,219 43,204 518,307 540,846 630,708 669,270: 159,149 120,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 24,507: 2,326 2,439 9,165 15,120 18,076 26,612 29,680: -2,105 -5,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 10.8 5.5 65.6 68.5 79.9 84.7: 20.1 15.3
Old : 100.0: 8.8 10.8 5.5 65.6 68.5 79.9 84.7: 20.1 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 52 38 52 99 74 179 136:
Old : 207: 52 38 52 99 74 179 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 30.2 26.1 42.1 17.1 28.2 24.3 40.1
Old : 17.7 30.2 26.1 42.1 17.1 28.2 24.3 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,256,154: 276,845 229,162 66,946 600,960 761,554 944,752 1,057,662: 311,402 198,492
Old : 1,256,154: 276,845 229,162 66,946 600,960 761,554 944,752 1,057,662: 311,402 198,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 164,196: 48,312 -37,918 33,429 102,419 65,991 184,160 61,502: -19,964 102,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 18.2 5.3 47.8 60.6 75.2 84.2: 24.8 15.8
Old : 100.0: 22.0 18.2 5.3 47.8 60.6 75.2 84.2: 24.8 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 47 56 50 68 62 145 138:
Old : 187: 47 56 50 68 62 145 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 27.4 30.7 39.5 15.0 16.9 22.5 25.5
Old : 19.1 27.4 30.7 39.5 15.0 16.9 22.5 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,091,958: 228,533 267,079 33,517 498,541 695,563 760,591 996,159: 331,367 95,799
Old : 1,091,958: 228,533 267,079 33,517 498,541 695,563 760,591 996,159: 331,367 95,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 64,713: 20,066 3,301 10,996 49,849 56,436 80,910 70,733: -16,197 -6,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 24.5 3.1 45.7 63.7 69.7 91.2: 30.3 8.8
Old : 100.0: 20.9 24.5 3.1 45.7 63.7 69.7 91.2: 30.3 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 40 64 29 57 56 116 130:
Old : 186: 40 64 29 57 56 116 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 28.7 27.0 42.0 15.4 23.4 24.0 33.8
Old : 17.3 28.7 27.0 42.0 15.4 23.4 24.0 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 19,787: 2,710 608 1,287 8,878 14,671 12,875 16,566: 6,912 3,221
Old : 19,787: 2,710 608 1,287 8,878 14,671 12,875 16,566: 6,912 3,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 4,429: 915 130 670 1,750 2,274 3,335 3,074: 1,094 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.1 6.5 44.9 74.1 65.1 83.7: 34.9 16.3
Old : 100.0: 13.7 3.1 6.5 44.9 74.1 65.1 83.7: 34.9 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 2 3 20 16 26 21:
Old : 35: 5 2 3 20 16 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 38.0 36.3 59.4 17.1 31.3 27.5 50.2
Old : 22.6 38.0 36.3 59.4 17.1 31.3 27.5 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 15,358: 1,795 478 617 7,128 12,397 9,540 13,492: 5,818 1,866
Old : 15,358: 1,795 478 617 7,128 12,397 9,540 13,492: 5,818 1,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,445: 228 -45 561 292 685 1,081 1,201: 364 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 3.1 4.0 46.4 80.7 62.1 87.8: 37.9 12.2
Old : 100.0: 11.7 3.1 4.0 46.4 80.7 62.1 87.8: 37.9 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 2 17 12 22 16:
Old : 32: 4 2 2 17 12 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 44.9 37.2 70.9 21.5 40.1 34.2 64.0
Old : 22.9 44.9 37.2 70.9 21.5 40.1 34.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 47,874: 3,886 6,008 5,246 28,901 21,824 38,033 33,078: 9,841 14,796
Old : 47,874: 3,886 6,008 5,246 28,901 21,824 38,033 33,078: 9,841 14,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 14,708: -26 0 3,749 6,807 3,843 10,530 7,592: 4,178 7,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 12.5 11.0 60.4 45.6 79.4 69.1: 20.6 30.9
Old : 100.0: 8.1 12.5 11.0 60.4 45.6 79.4 69.1: 20.6 30.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 5 7 21 23 29 30:
Old : 36: 3 5 7 21 23 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 32.8 58.1 46.6 31.3 18.7 42.6 28.1
Old : 39.6 32.8 58.1 46.6 31.3 18.7 42.6 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 33,166: 3,912 6,008 1,497 22,094 17,981 27,503 25,486: 5,663 7,680
Old : 33,166: 3,912 6,008 1,497 22,094 17,981 27,503 25,486: 5,663 7,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 721: -646 -163 1,224 534 -669 1,112 392: -391 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.1 4.5 66.6 54.2 82.9 76.8: 17.1 23.2
Old : 100.0: 11.8 18.1 4.5 66.6 54.2 82.9 76.8: 17.1 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 5 6 16 20 25 28:
Old : 39: 6 5 6 16 20 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 34.9 59.7 51.8 39.4 28.6 55.9 42.9
Old : 40.4 34.9 59.7 51.8 39.4 28.6 55.9 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 104,152: 4,225 17,235 4,084 54,586 70,509 62,895 91,829: 41,256 12,323
Old : 104,152: 4,225 17,235 4,084 54,586 70,509 62,895 91,829: 41,256 12,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 18,195: -744 3,969 3,063 9,424 9,922 11,743 16,954: 6,452 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.5 3.9 52.4 67.7 60.4 88.2: 39.6 11.8
Old : 100.0: 4.1 16.5 3.9 52.4 67.7 60.4 88.2: 39.6 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 13 26 13 45 43 66 76:
Old : 97: 13 26 13 45 43 66 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 34.7 32.0 48.9 17.9 28.1 24.1 38.3
Old : 21.7 34.7 32.0 48.9 17.9 28.1 24.1 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 85,956: 4,969 13,266 1,021 45,162 60,588 51,152 74,875: 34,804 11,082
Old : 85,956: 4,969 13,266 1,021 45,162 60,588 51,152 74,875: 34,804 11,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -4,172: 450 -6,746 836 4,517 2,885 5,803 -3,025: -9,975 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 15.4 1.2 52.5 70.5 59.5 87.1: 40.5 12.9
Old : 100.0: 5.8 15.4 1.2 52.5 70.5 59.5 87.1: 40.5 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 14 24 7 38 34 59 60:
Old : 92: 14 24 7 38 34 59 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 43.0 35.0 56.8 23.3 38.6 30.7 49.1
Old : 23.7 43.0 35.0 56.8 23.3 38.6 30.7 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 490,651: 88,305 107,445 10,554 353,708 206,219 452,568 324,218: 38,083 166,433
Old : 490,651: 88,305 107,445 10,554 353,708 206,219 452,568 324,218: 38,083 166,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 98,309: 6,259 6,214 7,903 74,450 49,878 88,612 63,995: 9,697 34,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 21.9 2.2 72.1 42.0 92.2 66.1: 7.8 33.9
Old : 100.0: 18.0 21.9 2.2 72.1 42.0 92.2 66.1: 7.8 33.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 43 67 27 52 52 107 135:
Old : 182: 43 67 27 52 52 107 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 23.9 60.6 33.2 42.1 21.2 52.9 26.0
Old : 48.0 23.9 60.6 33.2 42.1 21.2 52.9 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 392,342: 82,046 101,231 2,651 279,258 156,341 363,956 260,223: 28,386 132,119
Old : 392,342: 82,046 101,231 2,651 279,258 156,341 363,956 260,223: 28,386 132,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -66,131: -32,893 1,878 -394 -26,871 -13,054 -60,158 -11,570: -5,973 -54,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 25.8 0.7 71.2 39.8 92.8 66.3: 7.2 33.7
Old : 100.0: 20.9 25.8 0.7 71.2 39.8 92.8 66.3: 7.2 33.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 51 56 12 43 33 98 97:
Old : 169: 51 56 12 43 33 98 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 27.0 64.8 37.3 45.3 23.8 57.1 29.8
Old : 50.7 27.0 64.8 37.3 45.3 23.8 57.1 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 108,793: 56,134 2,946 3,858 19,498 94,448 79,490 101,252: 29,303 7,541
Old : 108,793: 56,134 2,946 3,858 19,498 94,448 79,490 101,252: 29,303 7,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -27,851: 2,071 -550 -1,042 -20,999 -20,993 -19,970 -22,585: -7,881 -5,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 2.7 3.5 17.9 86.8 73.1 93.1: 26.9 6.9
Old : 100.0: 51.6 2.7 3.5 17.9 86.8 73.1 93.1: 26.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 24 1 3 12 18 36 22:
Old : 47: 24 1 3 12 18 36 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 59.0 47.5 76.0 32.5 58.6 44.8 75.0
Old : 32.7 59.0 47.5 76.0 32.5 58.6 44.8 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 136,644: 54,063 3,496 4,900 40,497 115,441 99,460 123,837: 37,184 12,807
Old : 136,644: 54,063 3,496 4,900 40,497 115,441 99,460 123,837: 37,184 12,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 29,968: -1,547 2,625 2,558 23,399 19,935 24,411 25,119: 5,558 4,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 2.6 3.6 29.6 84.5 72.8 90.6: 27.2 9.4
Old : 100.0: 39.6 2.6 3.6 29.6 84.5 72.8 90.6: 27.2 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 21 4 4 16 26 39 32:
Old : 54: 21 4 4 16 26 39 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 45.9 44.9 62.3 24.4 36.5 34.6 49.8
Old : 31.6 45.9 44.9 62.3 24.4 36.5 34.6 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 49,198: 1,694 18,788 1,607 35,577 23,538 38,878 43,933: 10,320 5,265
Old : 49,198: 1,694 18,788 1,607 35,577 23,538 38,878 43,933: 10,320 5,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 9,169: 42 3,094 1,383 3,980 4,245 5,405 8,722: 3,764 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 38.2 3.3 72.3 47.8 79.0 89.3: 21.0 10.7
Old : 100.0: 3.4 38.2 3.3 72.3 47.8 79.0 89.3: 21.0 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 5 13 6 34 30 43 46:
Old : 66: 5 13 6 34 30 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 48.7 53.7 58.6 28.5 38.7 37.7 45.3
Old : 42.5 48.7 53.7 58.6 28.5 38.7 37.7 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 40,029: 1,652 15,694 224 31,597 19,293 33,473 35,211: 6,555 4,818
Old : 40,029: 1,652 15,694 224 31,597 19,293 33,473 35,211: 6,555 4,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 4,242: 149 1,144 -86 3,939 2,859 4,002 3,917: 240 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 39.2 0.6 78.9 48.2 83.6 88.0: 16.4 12.0
Old : 100.0: 4.1 39.2 0.6 78.9 48.2 83.6 88.0: 16.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 11 2 28 23 34 35:
Old : 55: 5 11 2 28 23 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 55.3 60.5 65.3 31.5 41.1 42.4 48.1
Old : 47.7 55.3 60.5 65.3 31.5 41.1 42.4 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 250,942: 74,184 38,810 14,607 152,675 161,063 241,465 214,480: 9,478 36,462
Old : 250,942: 74,184 38,810 14,607 152,675 161,063 241,465 214,480: 9,478 36,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 36,944: 7,826 1,734 9,852 20,991 665 38,669 12,250: -1,725 24,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.5 5.8 60.8 64.2 96.2 85.5: 3.8 14.5
Old : 100.0: 29.6 15.5 5.8 60.8 64.2 96.2 85.5: 3.8 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 17 36 18 33 46 61 89:
Old : 111: 17 36 18 33 46 61 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 33.1 73.4 46.5 54.9 32.6 65.3 44.9
Old : 60.2 33.1 73.4 46.5 54.9 32.6 65.3 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 213,999: 66,357 37,077 4,755 131,684 160,398 202,796 202,230: 11,203 11,769
Old : 213,999: 66,357 37,077 4,755 131,684 160,398 202,796 202,230: 11,203 11,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,568: 5,019 1,742 3,223 -4,566 -447 3,676 4,518: -2,108 -2,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 17.3 2.2 61.5 75.0 94.8 94.5: 5.2 5.5
Old : 100.0: 31.0 17.3 2.2 61.5 75.0 94.8 94.5: 5.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 16 33 10 29 43 51 80:
Old : 106: 16 33 10 29 43 51 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 37.4 76.6 53.3 60.6 37.3 72.1 52.4
Old : 64.9 37.4 76.6 53.3 60.6 37.3 72.1 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,127: 11,584 10,666 236 9,833 13,432 21,653 24,334: 10,474 7,793
Old : 32,127: 11,584 10,666 236 9,833 13,432 21,653 24,334: 10,474 7,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -22,191: -823 2,419 -7,023 -6,460 -12,277 -14,306 -16,881: -7,885 -5,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 33.2 0.7 30.6 41.8 67.4 75.7: 32.6 24.3
Old : 100.0: 36.1 33.2 0.7 30.6 41.8 67.4 75.7: 32.6 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 21 13 2 13 16 35 31:
Old : 61: 21 13 2 13 16 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 40.4 38.3 52.1 25.9 40.4 37.3 52.1
Old : 26.1 40.4 38.3 52.1 25.9 40.4 37.3 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 54,318: 12,407 8,247 7,259 16,293 25,709 35,959 41,215: 18,359 13,103
Old : 54,318: 12,407 8,247 7,259 16,293 25,709 35,959 41,215: 18,359 13,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,297: 1,459 -251 6,205 -401 1,801 7,263 7,755: 6,034 5,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 15.2 13.4 30.0 47.3 66.2 75.9: 33.8 24.1
Old : 100.0: 22.8 15.2 13.4 30.0 47.3 66.2 75.9: 33.8 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 24 20 12 18 26 52 49:
Old : 80: 24 20 12 18 26 52 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 24.6 31.4 39.4 16.5 23.5 24.1 31.4
Old : 19.0 24.6 31.4 39.4 16.5 23.5 24.1 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 37,666: 7,588 485 4,458 7,979 4,852 20,025 9,795: 17,641 27,871
Old : 37,666: 7,588 485 4,458 7,979 4,852 20,025 9,795: 17,641 27,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.3 11.8 21.2 12.9 53.2 26.0: 46.8 74.0
Old : 100.0: 20.1 1.3 11.8 21.2 12.9 53.2 26.0: 46.8 74.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 3 5 9 7 21 14:
Old : 23: 11 3 5 9 7 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 17.0 43.4 22.3 26.0 4.0 29.7 4.6
Old : 30.5 17.0 43.4 22.3 26.0 4.0 29.7 4.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 67,478: 3,476 7,628 0 47,979 26,271 51,455 33,899: 16,023 33,579
Old : 67,478: 3,476 7,628 0 47,979 26,271 51,455 33,899: 16,023 33,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -47,899: 3,276 -1,971 -2,219 -8,541 -45,734 -7,484 -49,924: -40,415 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.3 0.0 71.1 38.9 76.3 50.2: 23.7 49.8
Old : 100.0: 5.2 11.3 0.0 71.1 38.9 76.3 50.2: 23.7 49.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 13 0 19 28 22 41:
Old : 48: 3 13 0 19 28 22 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 17.4 69.9 29.7 56.9 15.4 61.3 24.1
Old : 62.9 17.4 69.9 29.7 56.9 15.4 61.3 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 115,377: 200 9,599 2,219 56,520 72,005 58,939 83,823: 56,438 31,554
Old : 115,377: 200 9,599 2,219 56,520 72,005 58,939 83,823: 56,438 31,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -3,198: 100 -912 -399 -1,669 -3,317 -1,968 -4,628: -1,230 1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.3 1.9 49.0 62.4 51.1 72.7: 48.9 27.3
Old : 100.0: 0.2 8.3 1.9 49.0 62.4 51.1 72.7: 48.9 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 16 3 22 29 26 47:
Old : 51: 2 16 3 22 29 26 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 49.0 45.2 56.9 7.6 18.0 9.0 23.7
Old : 40.0 49.0 45.2 56.9 7.6 18.0 9.0 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 127,252: 49,513 3,086 23,292 18,190 87,926 90,996 114,304: 36,256 12,948
Old : 127,252: 49,513 3,086 23,292 18,190 87,926 90,996 114,304: 36,256 12,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -748: -2,125 -1,268 88 1,564 356 -473 -824: -275 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 2.4 18.3 14.3 69.1 71.5 89.8: 28.5 10.2
Old : 100.0: 38.9 2.4 18.3 14.3 69.1 71.5 89.8: 28.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 94 27 52 24 39 144 98:
Old : 171: 94 27 52 24 39 144 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 29.0 21.5 44.0 13.8 27.0 19.8 41.1
Old : 14.2 29.0 21.5 44.0 13.8 27.0 19.8 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 128,000: 51,638 4,354 23,205 16,626 87,570 91,469 115,129: 36,532 12,872
Old : 128,000: 51,638 4,354 23,205 16,626 87,570 91,469 115,129: 36,532 12,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 6,261: 2,422 287 1,832 -433 3,704 3,821 5,823: 2,440 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 3.4 18.1 13.0 68.4 71.5 89.9: 28.5 10.1
Old : 100.0: 40.3 3.4 18.1 13.0 68.4 71.5 89.9: 28.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 88 32 47 23 36 138 93:
Old : 167: 88 32 47 23 36 138 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 30.2 21.2 45.5 13.6 28.3 20.1 42.8
Old : 13.6 30.2 21.2 45.5 13.6 28.3 20.1 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 118,378: 47,015 15,026 20,796 34,188 70,847 102,000 106,669: 16,378 11,709
Old : 118,378: 47,015 15,026 20,796 34,188 70,847 102,000 106,669: 16,378 11,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -2,840: -5,395 -153 2,875 264 -6,234 -2,256 -3,512: -585 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 12.7 17.6 28.9 59.8 86.2 90.1: 13.8 9.9
Old : 100.0: 39.7 12.7 17.6 28.9 59.8 86.2 90.1: 13.8 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 76 53 43 41 44 143 120:
Old : 185: 76 53 43 41 44 143 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 33.8 33.1 51.5 18.7 28.5 28.3 45.2
Old : 20.9 33.8 33.1 51.5 18.7 28.5 28.3 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 121,218: 52,410 15,179 17,921 33,924 77,082 104,256 110,182: 16,963 11,037
Old : 121,218: 52,410 15,179 17,921 33,924 77,082 104,256 110,182: 16,963 11,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,223: 3,124 36 1,513 -335 2,449 4,302 3,997: 921 1,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 12.5 14.8 28.0 63.6 86.0 90.9: 14.0 9.1
Old : 100.0: 43.2 12.5 14.8 28.0 63.6 86.0 90.9: 14.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 73 51 39 41 47 141 115:
Old : 181: 73 51 39 41 47 141 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 37.1 32.5 54.0 18.7 32.2 28.5 48.3
Old : 20.6 37.1 32.5 54.0 18.7 32.2 28.5 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 439,401: 181,307 39,143 86,750 106,118 288,518 374,175 414,410: 65,225 24,990
Old : 439,401: 181,307 39,143 86,750 106,118 288,518 374,175 414,410: 65,225 24,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 37,371: 35,427 -6,717 1,260 1,046 40,427 37,734 34,970: -363 2,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 8.9 19.7 24.2 65.7 85.2 94.3: 14.8 5.7
Old : 100.0: 41.3 8.9 19.7 24.2 65.7 85.2 94.3: 14.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 153 45 72 41 46 223 141:
Old : 260: 153 45 72 41 46 223 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 29.4 34.6 47.1 19.4 23.5 25.9 35.8
Old : 23.2 29.4 34.6 47.1 19.4 23.5 25.9 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 402,030: 145,880 45,861 85,489 105,072 248,090 336,441 379,440: 65,588 22,590
Old : 402,030: 145,880 45,861 85,489 105,072 248,090 336,441 379,440: 65,588 22,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 16,876: 8,205 -5,868 4,244 222 18,963 12,672 17,339: 4,204 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 11.4 21.3 26.1 61.7 83.7 94.4: 16.3 5.6
Old : 100.0: 36.3 11.4 21.3 26.1 61.7 83.7 94.4: 16.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 148 34 65 41 49 212 131:
Old : 244: 148 34 65 41 49 212 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 28.8 33.9 45.5 17.1 23.3 21.3 35.2
Old : 24.3 28.8 33.9 45.5 17.1 23.3 21.3 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,014: 7,165 1,436 451 540 8,225 8,156 10,112: 3,858 1,902
Old : 12,014: 7,165 1,436 451 540 8,225 8,156 10,112: 3,858 1,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,623: 360 318 82 31 437 473 837: 1,150 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 12.0 3.8 4.5 68.5 67.9 84.2: 32.1 15.8
Old : 100.0: 59.6 12.0 3.8 4.5 68.5 67.9 84.2: 32.1 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 23 4 5 3 4 29 11:
Old : 34: 23 4 5 3 4 29 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 78.7 48.8 83.4 35.3 76.3 48.8 78.0
Old : 35.3 78.7 48.8 83.4 35.3 76.3 48.8 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 10,391: 6,805 1,118 369 509 7,788 7,683 9,275: 2,708 1,116
Old : 10,391: 6,805 1,118 369 509 7,788 7,683 9,275: 2,708 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,084: 613 243 22 109 804 744 1,069: 340 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 10.8 3.6 4.9 74.9 73.9 89.3: 26.1 10.7
Old : 100.0: 65.5 10.8 3.6 4.9 74.9 73.9 89.3: 26.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 21 4 3 3 4 27 9:
Old : 32: 21 4 3 3 4 27 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 83.3 55.1 89.0 40.6 80.9 54.9 83.3
Old : 40.6 83.3 55.1 89.0 40.6 80.9 54.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 84,001: 19,651 4,715 7,690 40,548 47,373 67,888 59,778: 16,113 24,223
Old : 42,135: 12,411 2,765 2,861 19,026 26,164 34,299 31,790: 7,837 10,345
Other: 41,866: 7,839 2,549 4,229 21,522 21,209 33,589 27,987: 8,276 13,878
: : :
: : Changes in Commitments from: March 8, 2005 :
: 10,385: 3,351 -1,372 1,152 3,887 5,835 8,390 5,615: 1,995 4,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.6 9.2 48.3 56.4 80.8 71.2: 19.2 28.8
Old : 100.0: 29.5 6.6 6.8 45.2 62.1 81.4 75.4: 18.6 24.6
Other: 100.0: 18.7 6.1 10.1 51.4 50.7 80.2 66.9: 19.8 33.1
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 30 19 17 42 49 83 76:
Old : 95: 25 11 10 29 43 59 59:
Other: 84: 18 13 14 31 40 55 63:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 28.7 32.2 39.9 18.8 22.2 27.6 27.3
Old : 30.1 31.2 42.6 41.8 30.1 30.6 42.6 38.6
Other: 29.2 31.2 42.4 40.9 22.5 26.1 34.5 30.1
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 73,616: 16,300 6,087 6,537 36,660 41,538 59,498 54,162: 14,118 19,454
Old : 39,838: 11,356 3,569 2,338 19,298 24,604 32,992 30,511: 6,846 9,327
Other: 33,778: 5,492 3,066 3,651 17,363 16,934 26,505 23,652: 7,273 10,127
: : :
: : Changes in Commitments from: March 1, 2005 :
: 504: 1,719 -968 651 -954 2,276 1,416 1,960: -912 -1,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 8.3 8.9 49.8 56.4 80.8 73.6: 19.2 26.4
Old : 100.0: 28.5 9.0 5.9 48.4 61.8 82.8 76.6: 17.2 23.4
Other: 100.0: 16.3 9.1 10.8 51.4 50.1 78.5 70.0: 21.5 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 33 22 17 41 43 83 73:
Old : 90: 28 10 9 27 37 57 54:
Other: 78: 16 16 13 30 36 53 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 29.7 33.2 40.1 19.0 24.1 28.9 29.2
Old : 31.1 29.9 44.4 41.3 31.1 27.8 44.4 37.0
Other: 27.9 35.2 41.8 45.8 20.0 30.2 32.4 35.4
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 37,731: 1,537 2,185 1,059 22,875 20,200 25,470 23,444: 12,261 14,287
Old : 29,003: 2,311 1,995 168 16,703 15,373 19,183 17,536: 9,821 11,467
Other: 8,728: 54 1,019 62 6,172 4,828 6,288 5,908: 2,440 2,820
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,599: 426 -717 7 1,627 1,565 2,059 855: 540 1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.8 2.8 60.6 53.5 67.5 62.1: 32.5 37.9
Old : 100.0: 8.0 6.9 0.6 57.6 53.0 66.1 60.5: 33.9 39.5
Other: 100.0: 0.6 11.7 0.7 70.7 55.3 72.0 67.7: 28.0 32.3
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 6 3 21 17 27 24:
Old : 36: 6 4 2 18 17 24 23:
Other: 23: 1 2 2 12 14 14 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 33.7 49.2 44.2 22.7 18.4 35.2 25.2
Old : 38.8 33.5 51.4 45.3 24.3 23.9 35.5 32.8
Other: 40.9 40.6 63.7 57.9 36.0 38.6 55.4 49.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 35,132: 1,111 2,902 1,052 21,248 18,635 23,411 22,590: 11,721 12,542
Old : 27,532: 1,877 2,838 170 16,136 13,933 18,183 16,942: 9,349 10,590
Other: 7,600: 49 879 67 5,112 4,702 5,228 5,648: 2,372 1,952
: : :
: : Changes in Commitments from: March 1, 2005 :
: -990: 48 -725 -371 -493 -374 -816 -1,470: -174 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 8.3 3.0 60.5 53.0 66.6 64.3: 33.4 35.7
Old : 100.0: 6.8 10.3 0.6 58.6 50.6 66.0 61.5: 34.0 38.5
Other: 100.0: 0.6 11.6 0.9 67.3 61.9 68.8 74.3: 31.2 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 7 3 21 20 28 28:
Old : 38: 6 6 2 17 20 24 27:
Other: 24: 1 2 2 13 15 15 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 33.0 50.1 44.9 21.2 17.6 31.7 24.7
Old : 40.4 32.1 51.5 44.8 22.3 21.1 31.9 29.1
Other: 44.8 44.2 62.5 65.1 39.1 41.4 53.2 57.5
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 181,859: 51,062 6,023 45,968 61,474 118,619 158,504 170,610: 23,356 11,249
Old : 154,087: 49,772 8,497 35,813 48,629 101,100 134,214 145,410: 19,872 8,677
Other: 27,772: 4,015 252 7,428 12,846 17,520 24,289 25,200: 3,483 2,572
: : :
: : Changes in Commitments from: March 8, 2005 :
: 17,418: 5,414 -1,211 7,444 3,678 10,488 16,536 16,721: 882 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.3 25.3 33.8 65.2 87.2 93.8: 12.8 6.2
Old : 100.0: 32.3 5.5 23.2 31.6 65.6 87.1 94.4: 12.9 5.6
Other: 100.0: 14.5 0.9 26.7 46.3 63.1 87.5 90.7: 12.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 121 32 65 69 68 213 146:
Old : 234: 110 42 62 58 64 198 140:
Other: 111: 36 15 35 44 43 92 81:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 37.0 21.8 48.2 13.0 33.4 20.5 42.5
Old : 15.3 40.8 24.6 50.8 15.3 38.9 24.2 46.9
Other: 20.5 25.2 32.4 39.7 15.3 18.1 21.6 28.8
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 164,441: 45,647 7,234 38,524 57,796 108,131 141,967 153,889: 22,473 10,552
Old : 140,857: 44,937 7,846 31,457 45,010 93,233 121,405 132,537: 19,452 8,320
Other: 23,584: 1,797 474 5,980 12,786 14,898 20,563 21,352: 3,021 2,232
: : :
: : Changes in Commitments from: March 1, 2005 :
: 11,140: 4,602 -504 4,282 740 8,092 9,624 11,870: 1,517 -730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.4 23.4 35.1 65.8 86.3 93.6: 13.7 6.4
Old : 100.0: 31.9 5.6 22.3 32.0 66.2 86.2 94.1: 13.8 5.9
Other: 100.0: 7.6 2.0 25.4 54.2 63.2 87.2 90.5: 12.8 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 100 42 63 66 64 200 143:
Old : 223: 102 44 57 57 62 187 138:
Other: 100: 26 18 35 43 39 84 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 37.7 22.6 48.8 14.0 33.6 21.8 42.6
Old : 16.4 41.3 25.8 51.2 16.4 39.6 25.4 47.8
Other: 23.4 25.4 34.7 40.4 15.6 19.1 22.1 29.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 43,192: 15,545 4,527 9,021 11,725 27,665 36,291 41,213: 6,901 1,979
Old : 43,006: 15,538 4,519 8,934 11,679 27,594 36,151 41,048: 6,855 1,958
Other: 186: 62 62 31 47 71 140 165: 46 21
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,879: 2,345 849 -85 -554 924 1,706 1,687: 172 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 10.5 20.9 27.1 64.1 84.0 95.4: 16.0 4.6
Old : 100.0: 36.1 10.5 20.8 27.2 64.2 84.1 95.4: 15.9 4.6
Other: 100.0: 33.4 33.5 16.7 25.1 38.3 75.3 88.5: 24.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 76 27 38 22 21 123 64:
Old : 136: 76 27 38 22 21 123 64:
Other: 21: 4 11 7 2 5 10 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 38.9 29.1 58.9 15.4 32.4 23.8 51.5
Old : 18.3 39.0 29.3 59.1 15.4 32.5 23.9 51.7
Other: 61.9 42.2 74.1 62.7 55.4 40.4 56.4 57.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 41,313: 13,200 3,678 9,106 12,279 26,742 34,585 39,525: 6,728 1,788
Old : 41,158: 13,202 3,704 9,013 12,235 26,676 34,450 39,392: 6,708 1,766
Other: 155: 67 42 25 43 66 135 133: 20 22
: : :
: : Changes in Commitments from: March 1, 2005 :
: 755: 2,138 956 -768 -1,111 288 259 476: 496 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.9 22.0 29.7 64.7 83.7 95.7: 16.3 4.3
Old : 100.0: 32.1 9.0 21.9 29.7 64.8 83.7 95.7: 16.3 4.3
Other: 100.0: 43.1 27.3 15.9 28.0 42.4 87.0 85.6: 13.0 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 72 20 33 24 21 114 59:
Old : 127: 73 20 33 24 21 114 59:
Other: 19: 4 10 6 2 4 10 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 39.6 28.7 60.1 14.5 32.7 22.1 50.7
Old : 18.9 39.7 28.7 60.3 14.5 32.8 22.2 50.9
Other: 71.7 47.0 85.5 66.8 67.5 44.2 68.5 60.8
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 163,503: 49,699 5,903 16,582 83,066 134,145 149,347 156,630: 14,156 6,874
Old : 109,293: 46,323 6,200 14,636 35,085 82,036 96,045 102,872: 13,248 6,421
Other: 54,210: 4,285 612 1,037 47,981 52,109 53,303 53,757: 908 453
: : :
: : Changes in Commitments from: March 8, 2005 :
: 8,437: 1,142 -543 4,139 1,723 5,323 7,004 8,919: 1,434 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 3.6 10.1 50.8 82.0 91.3 95.8: 8.7 4.2
Old : 100.0: 42.4 5.7 13.4 32.1 75.1 87.9 94.1: 12.1 5.9
Other: 100.0: 7.9 1.1 1.9 88.5 96.1 98.3 99.2: 1.7 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 77 28 49 46 42 157 106:
Old : 178: 71 38 48 41 41 150 104:
Other: 67: 25 4 11 27 29 53 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 38.0 36.7 58.1 17.0 26.3 23.8 35.6
Old : 19.7 33.1 29.5 49.2 16.2 25.7 24.2 39.8
Other: 54.5 64.5 70.8 83.5 37.9 51.5 51.8 61.5
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 155,066: 48,557 6,447 12,443 81,344 128,822 142,344 147,711: 12,723 7,355
Old : 101,321: 45,235 6,648 10,578 33,658 77,245 89,471 94,471: 11,850 6,851
Other: 53,745: 4,147 624 1,040 47,686 51,577 52,873 53,240: 872 505
: : :
: : Changes in Commitments from: March 1, 2005 :
: 7,347: 9,097 474 1,136 -3,227 3,808 7,007 5,419: 340 1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 4.2 8.0 52.5 83.1 91.8 95.3: 8.2 4.7
Old : 100.0: 44.6 6.6 10.4 33.2 76.2 88.3 93.2: 11.7 6.8
Other: 100.0: 7.7 1.2 1.9 88.7 96.0 98.4 99.1: 1.6 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 67 33 42 46 39 140 96:
Old : 158: 64 39 41 41 38 134 94:
Other: 62: 20 5 10 28 27 51 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 38.0 38.3 58.9 18.1 26.9 25.1 36.7
Old : 20.9 32.5 31.4 49.6 17.7 26.2 26.8 40.1
Other: 54.9 65.3 69.1 84.3 38.2 51.8 50.4 62.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 485,694: 106,046 14,161 84,940 206,851 340,347 397,836 439,448: 87,857 46,246
Old : 485,694: 106,046 14,161 84,940 206,851 340,347 397,836 439,448: 87,857 46,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 10,999: 7,947 -9,790 -322 -3,301 19,736 4,324 9,624: 6,675 1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 2.9 17.5 42.6 70.1 81.9 90.5: 18.1 9.5
Old : 100.0: 21.8 2.9 17.5 42.6 70.1 81.9 90.5: 18.1 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 63 20 43 56 50 133 99:
Old : 144: 63 20 43 56 50 133 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 35.6 23.4 50.6 11.2 29.3 19.6 38.1
Old : 14.0 35.6 23.4 50.6 11.2 29.3 19.6 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 474,694: 98,099 23,951 85,262 210,152 320,611 393,512 429,824: 81,182 44,871
Old : 474,694: 98,099 23,951 85,262 210,152 320,611 393,512 429,824: 81,182 44,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -11,934: -14,711 7,065 -2,005 9,494 -18,882 -7,222 -13,822: -4,712 1,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 5.0 18.0 44.3 67.5 82.9 90.5: 17.1 9.5
Old : 100.0: 20.7 5.0 18.0 44.3 67.5 82.9 90.5: 17.1 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 46 31 40 57 47 125 97:
Old : 140: 46 31 40 57 47 125 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 33.9 24.5 50.2 11.9 27.7 20.4 37.1
Old : 14.3 33.9 24.5 50.2 11.9 27.7 20.4 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 171,480: 55,555 11,348 47,860 52,564 102,278 155,978 161,486: 15,502 9,994
Old : 158,820: 55,806 13,434 41,313 46,838 94,980 143,957 149,727: 14,863 9,094
Other: 12,659: 2,976 1,141 3,320 5,726 7,298 12,021 11,759: 638 901
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,792: -212 85 -423 2,505 1,951 1,870 1,613: -78 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 6.6 27.9 30.7 59.6 91.0 94.2: 9.0 5.8
Old : 100.0: 35.1 8.5 26.0 29.5 59.8 90.6 94.3: 9.4 5.7
Other: 100.0: 23.5 9.0 26.2 45.2 57.7 95.0 92.9: 5.0 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 175 71 128 102 117 327 274:
Old : 386: 169 78 126 98 116 323 269:
Other: 131: 31 18 30 46 61 88 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 19.1 21.5 30.1 11.3 15.5 19.2 25.6
Old : 12.4 19.2 22.1 30.0 12.2 16.2 20.7 26.6
Other: 31.1 26.6 49.0 39.3 22.1 18.8 31.5 25.4
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 169,687: 55,766 11,263 48,283 50,058 100,326 154,108 159,873: 15,579 9,815
Old : 158,609: 55,820 13,146 42,083 45,914 94,407 143,817 149,636: 14,793 8,974
Other: 11,078: 2,833 1,003 3,314 4,144 5,920 10,292 10,237: 787 841
: : :
: : Changes in Commitments from: March 1, 2005 :
: 18,279: 2,267 528 10,858 4,063 5,019 17,188 16,406: 1,091 1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 6.6 28.5 29.5 59.1 90.8 94.2: 9.2 5.8
Old : 100.0: 35.2 8.3 26.5 28.9 59.5 90.7 94.3: 9.3 5.7
Other: 100.0: 25.6 9.1 29.9 37.4 53.4 92.9 92.4: 7.1 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 179 64 119 103 122 320 274:
Old : 385: 174 72 118 97 122 313 272:
Other: 124: 25 20 31 44 61 82 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 19.6 21.8 30.5 11.2 16.0 19.2 25.4
Old : 13.0 19.9 22.6 30.6 12.0 16.8 20.5 26.3
Other: 28.9 23.6 47.7 37.1 18.8 17.9 28.4 25.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 26,281: 7,043 19,080 2,714 14,208 1,136 23,965 22,930: 2,316 3,351
Old : 26,281: 7,043 19,080 2,714 14,208 1,136 23,965 22,930: 2,316 3,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -5,809: -997 2,590 -845 -3,274 -6,691 -5,116 -4,946: -693 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 72.6 10.3 54.1 4.3 91.2 87.3: 8.8 12.7
Old : 100.0: 26.8 72.6 10.3 54.1 4.3 91.2 87.3: 8.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 10 31 9 6 8 23 42:
Old : 54: 10 31 9 6 8 23 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 44.9 85.3 64.8 60.9 44.8 77.6 59.0
Old : 61.8 44.9 85.3 64.8 60.9 44.8 77.6 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 32,090: 8,040 16,490 3,559 17,481 7,827 29,081 27,876: 3,009 4,213
Old : 32,090: 8,040 16,490 3,559 17,481 7,827 29,081 27,876: 3,009 4,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 6,726: 858 2,009 18 5,373 3,768 6,249 5,795: 476 931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 51.4 11.1 54.5 24.4 90.6 86.9: 9.4 13.1
Old : 100.0: 25.1 51.4 11.1 54.5 24.4 90.6 86.9: 9.4 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 9 28 11 3 12 19 45:
Old : 50: 9 28 11 3 12 19 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 41.7 86.9 60.4 57.8 33.7 61.7 46.2
Old : 71.8 41.7 86.9 60.4 57.8 33.7 61.7 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 210,426: 35,893 29,324 38,111 102,898 114,464 176,903 181,900: 33,523 28,526
Old : 210,426: 35,893 29,324 38,111 102,898 114,464 176,903 181,900: 33,523 28,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 13,970: 995 -203 3,414 10,296 10,879 14,705 14,090: -735 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 13.9 18.1 48.9 54.4 84.1 86.4: 15.9 13.6
Old : 100.0: 17.1 13.9 18.1 48.9 54.4 84.1 86.4: 15.9 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 36 24 29 61 67 111 106:
Old : 131: 36 24 29 61 67 111 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 24.7 32.1 36.2 14.1 16.0 21.3 21.8
Old : 19.8 24.7 32.1 36.2 14.1 16.0 21.3 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 196,456: 34,898 29,527 34,697 92,602 103,586 162,197 167,810: 34,258 28,646
Old : 196,456: 34,898 29,527 34,697 92,602 103,586 162,197 167,810: 34,258 28,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,870: 7,350 1,158 3,747 -7,853 1,183 3,245 6,088: 2,625 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 15.0 17.7 47.1 52.7 82.6 85.4: 17.4 14.6
Old : 100.0: 17.8 15.0 17.7 47.1 52.7 82.6 85.4: 17.4 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 33 25 31 55 61 109 99:
Old : 126: 33 25 31 55 61 109 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 23.1 31.1 33.2 14.4 15.5 21.9 21.2
Old : 19.2 23.1 31.1 33.2 14.4 15.5 21.9 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 725,617: 47,499 58,024 289,616 306,719 342,029 643,834 689,669: 81,783 35,948
Old : 725,617: 47,499 58,024 289,616 306,719 342,029 643,834 689,669: 81,783 35,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 35,014: 5,473 -136 11,379 19,150 23,028 36,002 34,271: -988 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.0 39.9 42.3 47.1 88.7 95.0: 11.3 5.0
Old : 100.0: 6.5 8.0 39.9 42.3 47.1 88.7 95.0: 11.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 63 53 79 84 77 189 171:
Old : 207: 63 53 79 84 77 189 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 22.4 29.9 34.8 4.8 7.6 7.0 12.1
Old : 18.8 22.4 29.9 34.8 4.8 7.6 7.0 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 690,603: 42,026 58,160 278,237 287,569 319,001 607,832 655,398: 82,771 35,206
Old : 690,603: 42,026 58,160 278,237 287,569 319,001 607,832 655,398: 82,771 35,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 45,474: 6,350 4,046 22,802 12,795 16,569 41,946 43,417: 3,527 2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 8.4 40.3 41.6 46.2 88.0 94.9: 12.0 5.1
Old : 100.0: 6.1 8.4 40.3 41.6 46.2 88.0 94.9: 12.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 61 51 80 84 77 184 173:
Old : 203: 61 51 80 84 77 184 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 22.5 29.3 34.9 4.9 7.6 7.2 12.1
Old : 18.9 22.5 29.3 34.9 4.9 7.6 7.2 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 74,089: 8,112 4,708 0 59,001 63,791 67,113 68,499: 6,976 5,590
Old : 74,089: 8,112 4,708 0 59,001 63,791 67,113 68,499: 6,976 5,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 4,063: 416 0 0 3,982 3,097 4,398 3,097: -335 966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 6.4 0.0 79.6 86.1 90.6 92.5: 9.4 7.5
Old : 100.0: 10.9 6.4 0.0 79.6 86.1 90.6 92.5: 9.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 0 20 22 21 23:
Old : 29: 1 1 0 20 22 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 40.2 70.6 60.8 52.4 36.8 62.5 54.2
Old : 52.5 40.2 70.6 60.8 52.4 36.8 62.5 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,026: 7,696 4,708 0 55,019 60,694 62,715 65,402: 7,311 4,624
Old : 70,026: 7,696 4,708 0 55,019 60,694 62,715 65,402: 7,311 4,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,534: 3,348 0 0 186 3,534 3,534 3,534: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 6.7 0.0 78.6 86.7 89.6 93.4: 10.4 6.6
Old : 100.0: 11.0 6.7 0.0 78.6 86.7 89.6 93.4: 10.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 19 20 20 21:
Old : 28: 1 1 0 19 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 42.1 68.8 63.3 51.4 38.4 63.6 55.3
Old : 51.5 42.1 68.8 63.3 51.4 38.4 63.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,582: 0 7,122 2,114 46,402 33,542 48,516 42,778: 2,066 7,804
Old : 50,582: 0 7,122 2,114 46,402 33,542 48,516 42,778: 2,066 7,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.1 4.2 91.7 66.3 95.9 84.6: 4.1 15.4
Old : 100.0: 0.0 14.1 4.2 91.7 66.3 95.9 84.6: 4.1 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 1 11 12 12 15:
Old : 20: 0 3 1 11 12 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 52.9 83.5 75.1 48.6 50.4 77.8 69.5
Old : 52.5 52.9 83.5 75.1 48.6 50.4 77.8 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,078: 3,973 0 3,662 31,115 35,448 38,750 39,110: 4,328 3,968
Old : 43,078: 3,973 0 3,662 31,115 35,448 38,750 39,110: 4,328 3,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 3,453: 722 0 -660 2,903 4,326 2,965 3,666: 488 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 8.5 72.2 82.3 90.0 90.8: 10.0 9.2
Old : 100.0: 9.2 0.0 8.5 72.2 82.3 90.0 90.8: 10.0 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 0 3 19 16 22 19:
Old : 23: 3 0 3 19 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 42.1 72.1 64.1 50.4 40.2 59.5 57.3
Old : 55.6 42.1 72.1 64.1 50.4 40.2 59.5 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 39,625: 3,251 0 4,322 28,212 31,122 35,785 35,444: 3,840 4,181
Old : 39,625: 3,251 0 4,322 28,212 31,122 35,785 35,444: 3,840 4,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 856: -961 -143 25 2,160 612 1,224 494: -368 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 10.9 71.2 78.5 90.3 89.4: 9.7 10.6
Old : 100.0: 8.2 0.0 10.9 71.2 78.5 90.3 89.4: 9.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 3 17 14 20 17:
Old : 21: 3 0 3 17 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 44.9 74.0 67.5 51.1 42.3 60.6 57.6
Old : 56.7 44.9 74.0 67.5 51.1 42.3 60.6 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,368: 4,078 2,035 2,008 51,952 51,774 58,038 55,817: 7,330 9,551
Old : 65,368: 4,078 2,035 2,008 51,952 51,774 58,038 55,817: 7,330 9,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,246: -188 428 826 698 510 1,336 1,764: 910 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 3.1 3.1 79.5 79.2 88.8 85.4: 11.2 14.6
Old : 100.0: 6.2 3.1 3.1 79.5 79.2 88.8 85.4: 11.2 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 19 17 20 19:
Old : 24: 1 1 1 19 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 60.6 64.6 72.7 32.5 50.6 48.7 55.6
Old : 39.1 60.6 64.6 72.7 32.5 50.6 48.7 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,122: 4,266 1,607 1,182 51,254 51,264 56,702 54,053: 6,420 9,069
Old : 63,122: 4,266 1,607 1,182 51,254 51,264 56,702 54,053: 6,420 9,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,887: -1,474 0 276 3,393 1,486 2,195 1,762: -308 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.5 1.9 81.2 81.2 89.8 85.6: 10.2 14.4
Old : 100.0: 6.8 2.5 1.9 81.2 81.2 89.8 85.6: 10.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 19 17 20 19:
Old : 24: 1 1 1 19 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 61.6 64.5 72.3 32.8 49.1 48.4 54.6
Old : 38.5 61.6 64.5 72.3 32.8 49.1 48.4 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 945,838: 256,378 60,320 155,772 517,087 719,707 929,237 935,799: 16,601 10,039
Old : 945,838: 256,378 60,320 155,772 517,087 719,707 929,237 935,799: 16,601 10,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,215: 2,291 -4,024 -1,073 912 6,226 2,130 1,129: -915 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 6.4 16.5 54.7 76.1 98.2 98.9: 1.8 1.1
Old : 100.0: 27.1 6.4 16.5 54.7 76.1 98.2 98.9: 1.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 21 7 28 75 72 106 102:
Old : 116: 21 7 28 75 72 106 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 22.1 44.3 37.8 26.6 20.0 34.0 30.7
Old : 32.3 22.1 44.3 37.8 26.6 20.0 34.0 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 944,623: 254,087 64,344 156,845 516,175 713,481 927,107 934,670: 17,516 9,953
Old : 944,623: 254,087 64,344 156,845 516,175 713,481 927,107 934,670: 17,516 9,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,986: 7,902 2,075 -963 6,374 13,405 13,313 14,517: 673 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.8 16.6 54.6 75.5 98.1 98.9: 1.9 1.1
Old : 100.0: 26.9 6.8 16.6 54.6 75.5 98.1 98.9: 1.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 18 8 24 75 72 103 98:
Old : 113: 18 8 24 75 72 103 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 22.0 44.7 37.4 26.5 19.5 34.3 30.2
Old : 32.4 22.0 44.7 37.4 26.5 19.5 34.3 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 119,062: 23,707 39,201 29,289 61,382 47,781 114,378 116,271: 4,684 2,791
Old : 119,062: 23,707 39,201 29,289 61,382 47,781 114,378 116,271: 4,684 2,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 5,237: 294 -2,644 1,151 2,041 5,401 3,486 3,908: 1,751 1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 32.9 24.6 51.6 40.1 96.1 97.7: 3.9 2.3
Old : 100.0: 19.9 32.9 24.6 51.6 40.1 96.1 97.7: 3.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 6 13 21 22 37 37:
Old : 43: 12 6 13 21 22 37 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 51.4 61.6 68.2 29.2 35.1 37.3 41.8
Old : 39.2 51.4 61.6 68.2 29.2 35.1 37.3 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 113,825: 23,413 41,845 28,138 59,341 42,380 110,892 112,363: 2,933 1,462
Old : 113,825: 23,413 41,845 28,138 59,341 42,380 110,892 112,363: 2,933 1,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,418: -1,329 -4,045 6,178 3,024 3,623 7,873 5,756: -2,455 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 36.8 24.7 52.1 37.2 97.4 98.7: 2.6 1.3
Old : 100.0: 20.6 36.8 24.7 52.1 37.2 97.4 98.7: 2.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 8 14 21 20 39 35:
Old : 43: 11 8 14 21 20 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 53.8 63.9 69.5 29.8 38.6 38.7 45.2
Old : 39.8 53.8 63.9 69.5 29.8 38.6 38.7 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 44,801: 3,923 3,075 11,788 28,553 29,432 44,265 44,295: 537 507
Old : 44,801: 3,923 3,075 11,788 28,553 29,432 44,265 44,295: 537 507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,554: 1,266 321 -131 288 1,212 1,423 1,402: 131 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 6.9 26.3 63.7 65.7 98.8 98.9: 1.2 1.1
Old : 100.0: 8.8 6.9 26.3 63.7 65.7 98.8 98.9: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 6 8 28 26 37 36:
Old : 42: 5 6 8 28 26 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 56.0 71.3 74.1 34.2 43.6 46.6 50.0
Old : 44.6 56.0 71.3 74.1 34.2 43.6 46.6 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 43,248: 2,657 2,754 11,919 28,265 28,219 42,842 42,892: 406 355
Old : 43,248: 2,657 2,754 11,919 28,265 28,219 42,842 42,892: 406 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 119: 460 -644 940 -277 310 1,123 607: -1,004 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.4 27.6 65.4 65.3 99.1 99.2: 0.9 0.8
Old : 100.0: 6.1 6.4 27.6 65.4 65.3 99.1 99.2: 0.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 4 7 26 27 33 36:
Old : 39: 5 4 7 26 27 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 57.4 72.7 75.6 34.5 43.0 46.0 49.5
Old : 45.5 57.4 72.7 75.6 34.5 43.0 46.0 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 18,078: 3,328 1,148 1,244 13,268 15,448 17,840 17,840: 238 238
Old : 18,078: 3,328 1,148 1,244 13,268 15,448 17,840 17,840: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 214: 132 -48 130 -48 132 214 214: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.4 6.9 73.4 85.5 98.7 98.7: 1.3 1.3
Old : 100.0: 18.4 6.4 6.9 73.4 85.5 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 4 17 16 22 20:
Old : 26: 4 1 4 17 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 54.9 82.6 76.2 61.8 49.6 69.2 64.4
Old : 66.6 54.9 82.6 76.2 61.8 49.6 69.2 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 17,864: 3,196 1,196 1,114 13,316 15,316 17,626 17,626: 238 238
Old : 17,864: 3,196 1,196 1,114 13,316 15,316 17,626 17,626: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -909: 794 -144 -765 -1,176 -198 -1,147 -1,107: 238 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.7 6.2 74.5 85.7 98.7 98.7: 1.3 1.3
Old : 100.0: 17.9 6.7 6.2 74.5 85.7 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 4 16 16 21 20:
Old : 26: 4 1 4 16 16 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 55.1 84.0 75.7 64.0 50.3 70.5 64.5
Old : 68.3 55.1 84.0 75.7 64.0 50.3 70.5 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,317,329: 172,592 64,887 340,780 729,863 820,270 1,243,235 1,225,937: 74,093 91,391
Old : 1,317,329: 172,592 64,887 340,780 729,863 820,270 1,243,235 1,225,937: 74,093 91,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 48,949: 12,064 11,688 25,299 20,697 9,921 58,060 46,908: -9,110 2,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 4.9 25.9 55.4 62.3 94.4 93.1: 5.6 6.9
Old : 100.0: 13.1 4.9 25.9 55.4 62.3 94.4 93.1: 5.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 82 96 122 85 90 243 243:
Old : 285: 82 96 122 85 90 243 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 20.9 28.7 31.9 8.1 10.0 12.8 13.8
Old : 18.5 20.9 28.7 31.9 8.1 10.0 12.8 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,268,379: 160,528 53,199 315,481 709,166 810,349 1,185,175 1,179,030: 83,204 89,350
Old : 1,268,379: 160,528 53,199 315,481 709,166 810,349 1,185,175 1,179,030: 83,204 89,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 90,072: 25,372 13,405 43,319 12,100 30,153 80,791 86,877: 9,281 3,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.2 24.9 55.9 63.9 93.4 93.0: 6.6 7.0
Old : 100.0: 12.7 4.2 24.9 55.9 63.9 93.4 93.0: 6.6 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 82 90 114 85 98 237 241:
Old : 285: 82 90 114 85 98 237 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 21.6 29.5 32.5 8.2 10.5 13.1 14.1
Old : 19.2 21.6 29.5 32.5 8.2 10.5 13.1 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,942: 8,540 1,379 183 1,088 10,830 9,811 12,392: 3,131 550
Old : 12,942: 8,540 1,379 183 1,088 10,830 9,811 12,392: 3,131 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -206: 396 -282 41 -603 296 -166 55: -40 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 10.7 1.4 8.4 83.7 75.8 95.8: 24.2 4.2
Old : 100.0: 66.0 10.7 1.4 8.4 83.7 75.8 95.8: 24.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 73 10 7 12 24 90 39:
Old : 119: 73 10 7 12 24 90 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 43.6 32.7 61.9 23.6 43.6 32.7 61.9
Old : 23.6 43.6 32.7 61.9 23.6 43.6 32.7 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,148: 8,144 1,661 142 1,691 10,534 9,977 12,337: 3,171 811
Old : 13,148: 8,144 1,661 142 1,691 10,534 9,977 12,337: 3,171 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -142: 163 -888 49 -706 996 -494 157: 352 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 12.6 1.1 12.9 80.1 75.9 93.8: 24.1 6.2
Old : 100.0: 61.9 12.6 1.1 12.9 80.1 75.9 93.8: 24.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 67 12 6 13 23 85 38:
Old : 114: 67 12 6 13 23 85 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 42.1 34.4 60.1 23.2 42.1 34.4 60.1
Old : 23.2 42.1 34.4 60.1 23.2 42.1 34.4 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,041: 4,324 553 6 1,569 6,286 5,899 6,845: 2,142 1,196
Old : 8,041: 4,324 553 6 1,569 6,286 5,899 6,845: 2,142 1,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 185: 407 79 -55 -50 158 302 182: -117 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 6.9 0.1 19.5 78.2 73.4 85.1: 26.6 14.9
Old : 100.0: 53.8 6.9 0.1 19.5 78.2 73.4 85.1: 26.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 4 1 7 15 28 19:
Old : 43: 20 4 1 7 15 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 60.7 48.7 75.3 34.0 60.7 48.7 75.3
Old : 34.0 60.7 48.7 75.3 34.0 60.7 48.7 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,857: 3,917 474 61 1,619 6,128 5,597 6,663: 2,260 1,194
Old : 7,857: 3,917 474 61 1,619 6,128 5,597 6,663: 2,260 1,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 504: 565 94 -99 -153 276 313 271: 191 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 6.0 0.8 20.6 78.0 71.2 84.8: 28.8 15.2
Old : 100.0: 49.9 6.0 0.8 20.6 78.0 71.2 84.8: 28.8 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 20 3 1 6 12 27 16:
Old : 42: 20 3 1 6 12 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 60.4 48.0 76.5 34.2 60.4 48.0 76.5
Old : 34.2 60.4 48.0 76.5 34.2 60.4 48.0 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 211,750: 41,599 5,045 42,114 103,509 147,224 187,222 194,383: 24,528 17,367
Old : 211,750: 41,599 5,045 42,114 103,509 147,224 187,222 194,383: 24,528 17,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 4,879: -1,462 353 3,191 4,960 4,192 6,689 7,736: -1,809 -2,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 2.4 19.9 48.9 69.5 88.4 91.8: 11.6 8.2
Old : 100.0: 19.6 2.4 19.9 48.9 69.5 88.4 91.8: 11.6 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 56 23 45 74 82 149 134:
Old : 175: 56 23 45 74 82 149 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 17.8 32.3 27.4 16.1 11.2 24.9 18.8
Old : 21.6 17.8 32.3 27.4 16.1 11.2 24.9 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 206,871: 43,061 4,691 38,923 98,549 143,032 180,534 186,647: 26,337 20,224
Old : 206,871: 43,061 4,691 38,923 98,549 143,032 180,534 186,647: 26,337 20,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 19,967: 13,646 -785 5,698 -4,471 11,266 14,873 16,179: 5,094 3,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 2.3 18.8 47.6 69.1 87.3 90.2: 12.7 9.8
Old : 100.0: 20.8 2.3 18.8 47.6 69.1 87.3 90.2: 12.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 57 25 46 64 80 141 134:
Old : 173: 57 25 46 64 80 141 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 16.5 32.6 27.3 16.9 11.2 26.3 19.0
Old : 21.9 16.5 32.6 27.3 16.9 11.2 26.3 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2005