WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 281,869: 43,483 23,615 63,348 139,724 151,031 246,554 237,993: 35,314 43,876
Old : 136,194: 23,288 27,079 18,886 75,195 70,847 117,369 116,812: 18,826 19,382
Other: 145,674: 31,724 8,064 32,934 64,528 80,184 129,186 121,181: 16,489 24,493
: : :
: : Changes in Commitments from: March 29, 2005 :
: -17,677: -12,963 -3,959 -2,386 -6,202 -14,884 -21,551 -21,230: 3,874 3,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 8.4 22.5 49.6 53.6 87.5 84.4: 12.5 15.6
Old : 100.0: 17.1 19.9 13.9 55.2 52.0 86.2 85.8: 13.8 14.2
Other: 100.0: 21.8 5.5 22.6 44.3 55.0 88.7 83.2: 11.3 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 84 55 75 51 59 168 165:
Old : 177: 53 63 45 36 45 111 131:
Other: 171: 76 32 52 40 53 130 125:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 34.0 39.2 41.3 26.7 32.0 37.7 36.4
Old : 35.8 33.5 51.2 41.6 35.0 33.4 50.2 40.8
Other: 28.0 37.4 38.8 45.7 26.0 32.6 33.2 37.1
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 299,546: 56,446 27,574 65,734 145,926 165,915 268,106 259,223: 31,440 40,323
Old : 170,372: 39,900 31,947 20,882 91,949 100,204 152,732 153,034: 17,640 17,338
Other: 129,174: 27,926 7,007 33,471 53,977 65,711 115,374 106,189: 13,800 22,985
: : :
: : Changes in Commitments from: March 22, 2005 :
: -10,396: -6,600 2,226 -4,741 723 -5,282 -10,618 -7,798: 222 -2,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 9.2 21.9 48.7 55.4 89.5 86.5: 10.5 13.5
Old : 100.0: 23.4 18.8 12.3 54.0 58.8 89.6 89.8: 10.4 10.2
Other: 100.0: 21.6 5.4 25.9 41.8 50.9 89.3 82.2: 10.7 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 91 66 77 46 61 183 166:
Old : 203: 65 75 46 30 52 126 142:
Other: 165: 76 28 49 39 52 127 118:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 35.3 38.3 43.1 26.3 33.8 36.5 38.7
Old : 34.7 40.5 48.6 47.8 33.6 40.4 47.4 46.9
Other: 28.8 31.3 39.9 40.9 26.2 27.1 31.2 31.7
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 825,178: 95,870 90,972 124,455 462,841 368,928 683,166 584,355: 142,012 240,823
Old : 604,627: 78,103 97,157 84,374 335,923 274,126 498,400 455,657: 106,227 148,970
Other: 220,551: 30,657 6,706 27,190 126,919 94,802 184,766 128,697: 35,785 91,853
: : :
: : Changes in Commitments from: March 29, 2005 :
: 15,261: -11,837 13,307 15,692 10,514 -22,196 14,368 6,803: 892 8,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.0 15.1 56.1 44.7 82.8 70.8: 17.2 29.2
Old : 100.0: 12.9 16.1 14.0 55.6 45.3 82.4 75.4: 17.6 24.6
Other: 100.0: 13.9 3.0 12.3 57.5 43.0 83.8 58.4: 16.2 41.6
: : :
:# Traders : Number of Traders in Each Category :
All : 482: 119 103 124 211 207 399 378:
Old : 466: 109 111 107 190 192 362 354:
Other: 322: 71 45 52 117 168 209 244:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 14.7 26.2 19.9 14.1 6.9 22.5 10.8
Old : 18.0 17.5 29.6 22.7 17.7 12.7 27.2 17.3
Other: 34.1 9.2 41.8 15.2 28.9 6.4 35.2 11.0
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 809,917: 107,707 77,665 108,763 452,327 391,124 668,797 577,552: 141,120 232,365
Old : 599,235: 91,370 83,230 71,044 327,964 301,923 490,379 456,197: 108,856 143,038
Other: 210,682: 26,810 4,909 27,245 124,363 89,201 178,419 121,355: 32,264 89,327
: : :
: : Changes in Commitments from: March 22, 2005 :
: -18,079: -10,104 11,247 -2,601 -5,255 -23,915 -17,959 -15,269: -120 -2,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 9.6 13.4 55.8 48.3 82.6 71.3: 17.4 28.7
Old : 100.0: 15.2 13.9 11.9 54.7 50.4 81.8 76.1: 18.2 23.9
Other: 100.0: 12.7 2.3 12.9 59.0 42.3 84.7 57.6: 15.3 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 480: 128 87 114 216 212 406 363:
Old : 468: 118 102 96 193 198 370 340:
Other: 323: 74 39 51 115 170 210 239:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 16.5 25.9 21.6 14.1 9.1 22.6 13.1
Old : 18.0 19.5 29.6 24.8 17.6 14.7 27.0 19.5
Other: 36.1 10.0 43.9 15.8 30.5 6.4 36.8 11.3
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 8,862: 2,627 23 539 928 6,840 4,093 7,402: 4,768 1,460
Old : 4,952: 1,733 8 188 394 4,088 2,316 4,284: 2,636 668
Other: 3,910: 902 24 341 535 2,753 1,778 3,118: 2,132 792
: : :
: : Changes in Commitments from: March 29, 2005 :
: 365: 219 -707 76 7 1,182 303 551: 62 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 0.3 6.1 10.5 77.2 46.2 83.5: 53.8 16.5
Old : 100.0: 35.0 0.2 3.8 7.9 82.6 46.8 86.5: 53.2 13.5
Other: 100.0: 23.1 0.6 8.7 13.7 70.4 45.5 79.7: 54.5 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 3 4 10 16 25 20:
Old : 30: 11 2 3 6 15 19 18:
Other: 27: 8 2 4 8 13 18 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 : 22.3 44.3 31.1 59.5 22.3 42.6 29.5 57.2
Old : 30.6 47.9 37.3 69.9 30.6 47.5 37.2 69.0
Other: 27.9 45.0 37.8 62.1 27.5 43.9 31.5 57.6
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 8,497: 2,407 730 462 921 5,659 3,790 6,851: 4,706 1,646
Old : 6,233: 2,310 647 172 767 4,384 3,249 5,203: 2,984 1,030
Other: 2,264: 135 120 253 154 1,275 541 1,648: 1,722 616
: : :
: : Changes in Commitments from: March 22, 2005 :
: 359: 247 -11 63 -107 339 202 391: 156 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 8.6 5.4 10.8 66.6 44.6 80.6: 55.4 19.4
Old : 100.0: 37.1 10.4 2.8 12.3 70.3 52.1 83.5: 47.9 16.5
Other: 100.0: 6.0 5.3 11.2 6.8 56.3 23.9 72.8: 76.1 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 4 5 10 16 25 25:
Old : 36: 14 4 3 9 14 24 20:
Other: 26: 5 5 5 6 13 15 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 : 22.6 39.4 29.6 54.5 22.6 39.0 28.4 54.0
Old : 30.2 45.5 38.7 63.2 30.2 45.2 37.3 62.7
Other: 12.9 41.4 20.1 56.3 7.2 41.1 10.6 53.6
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 396,473: 54,095 25,053 88,291 185,895 165,346 328,281 278,690: 68,192 117,784
Old : 317,889: 46,699 28,056 68,525 152,377 140,238 267,601 236,820: 50,288 81,070
Other: 78,584: 15,055 4,656 12,106 33,519 25,108 60,680 41,870: 17,904 36,714
: : :
: : Changes in Commitments from: March 29, 2005 :
: -13,371: -5,457 952 2,641 -7,891 -12,380 -10,707 -8,786: -2,664 -4,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 6.3 22.3 46.9 41.7 82.8 70.3: 17.2 29.7
Old : 100.0: 14.7 8.8 21.6 47.9 44.1 84.2 74.5: 15.8 25.5
Other: 100.0: 19.2 5.9 15.4 42.7 32.0 77.2 53.3: 22.8 46.7
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 126 115 146 107 115 315 302:
Old : 369: 116 120 126 94 114 279 293:
Other: 204: 65 49 44 58 71 149 139:
:----------------------------------------------------------------------------------------------------
: 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 16.1 31.2 22.8 13.6 6.6 19.9 10.6
Old : 22.7 17.6 34.6 25.7 17.0 7.8 23.7 11.9
Other: 22.8 12.6 34.0 19.6 21.0 8.1 28.8 13.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 409,844: 59,551 24,101 85,650 193,787 177,726 338,987 287,476: 70,857 122,369
Old : 337,033: 55,471 28,341 66,618 161,095 155,173 283,184 250,132: 53,849 86,901
Other: 72,811: 11,620 3,300 11,491 32,692 22,553 55,804 37,344: 17,008 35,467
: : :
: : Changes in Commitments from: March 22, 2005 :
: -26,038: -7,167 -1,361 -11,419 -6,741 -9,437 -25,328 -22,217: -710 -3,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 5.9 20.9 47.3 43.4 82.7 70.1: 17.3 29.9
Old : 100.0: 16.5 8.4 19.8 47.8 46.0 84.0 74.2: 16.0 25.8
Other: 100.0: 16.0 4.5 15.8 44.9 31.0 76.6 51.3: 23.4 48.7
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 115 116 136 104 115 306 289:
Old : 365: 104 126 119 90 111 274 280:
Other: 189: 65 35 44 54 69 136 132:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 15.8 32.0 23.5 13.1 6.7 19.9 10.8
Old : 22.8 17.5 35.1 26.5 16.0 7.9 22.2 12.3
Other: 24.4 11.5 36.2 18.6 22.8 7.4 30.8 12.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,487: 12,310 3,315 669 212 870 13,191 4,854: 3,296 11,633
Old : 8,366: 5,192 2,681 494 202 495 5,888 3,670: 2,478 4,696
Other: 8,121: 7,277 793 16 10 375 7,303 1,184: 818 6,937
: : :
: : Changes in Commitments from: March 29, 2005 :
: -266: -647 -317 253 -100 5 -494 -59: 228 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 20.1 4.1 1.3 5.3 80.0 29.4: 20.0 70.6
Old : 100.0: 62.1 32.0 5.9 2.4 5.9 70.4 43.9: 29.6 56.1
Other: 100.0: 89.6 9.8 0.2 0.1 4.6 89.9 14.6: 10.1 85.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 7 7 2 3 19 14:
Old : 24: 13 8 7 2 2 19 13:
Other: 14: 7 5 3 1 2 9 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 : 55.8 17.9 69.4 25.0 55.8 15.6 68.8 22.6
Old : 44.5 28.4 58.9 40.3 44.4 28.4 56.6 35.3
Other: 80.3 14.0 89.9 14.6 80.2 13.9 89.6 14.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,753: 12,957 3,632 416 312 865 13,685 4,913: 3,068 11,840
Old : 9,001: 5,978 2,982 317 302 499 6,597 3,798: 2,404 5,203
Other: 7,752: 7,061 732 17 10 366 7,088 1,115: 664 6,637
: : :
: : Changes in Commitments from: March 22, 2005 :
: -511: -1,048 -634 103 0 2 -945 -529: 434 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 21.7 2.5 1.9 5.2 81.7 29.3: 18.3 70.7
Old : 100.0: 66.4 33.1 3.5 3.4 5.5 73.3 42.2: 26.7 57.8
Other: 100.0: 91.1 9.4 0.2 0.1 4.7 91.4 14.4: 8.6 85.6
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 8 9 2 3 20 15:
Old : 24: 11 10 5 2 2 18 12:
Other: 14: 8 4 4 1 2 10 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 : 57.4 17.0 70.6 24.9 57.4 17.0 70.3 24.1
Old : 46.3 26.1 61.0 38.8 46.3 25.6 61.0 35.7
Other: 82.4 14.0 91.3 14.4 82.2 13.8 91.1 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 173,141: 30,306 12,116 29,286 82,696 117,763 142,288 159,165: 30,852 13,976
Old : 143,081: 29,036 13,358 21,054 67,721 96,282 117,811 130,693: 25,270 12,387
Other: 30,060: 3,515 1,003 5,987 14,975 21,481 24,477 28,472: 5,583 1,589
: : :
: : Changes in Commitments from: March 29, 2005 :
: -7,238: -2,340 429 -3,395 -1,730 -2,805 -7,466 -5,772: 228 -1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 7.0 16.9 47.8 68.0 82.2 91.9: 17.8 8.1
Old : 100.0: 20.3 9.3 14.7 47.3 67.3 82.3 91.3: 17.7 8.7
Other: 100.0: 11.7 3.3 19.9 49.8 71.5 81.4 94.7: 18.6 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 41 33 39 46 46 116 98:
Old : 140: 43 33 37 44 46 112 97:
Other: 55: 14 8 17 23 21 44 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 : 18.4 37.1 29.4 48.5 17.6 31.4 25.8 39.2
Old : 19.2 35.0 29.9 47.3 18.4 31.6 26.7 40.2
Other: 42.7 55.7 54.4 68.8 37.5 49.2 44.4 57.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 180,379: 32,646 11,687 32,681 84,427 120,568 149,754 164,937: 30,625 15,442
Old : 151,631: 30,990 13,633 24,891 70,627 99,775 126,508 138,299: 25,123 13,331
Other: 28,748: 4,619 1,017 4,827 13,799 20,793 23,246 26,637: 5,502 2,111
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,372: -1,868 126 642 -2,311 -3,559 -3,536 -2,791: 1,164 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.5 18.1 46.8 66.8 83.0 91.4: 17.0 8.6
Old : 100.0: 20.4 9.0 16.4 46.6 65.8 83.4 91.2: 16.6 8.8
Other: 100.0: 16.1 3.5 16.8 48.0 72.3 80.9 92.7: 19.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 40 31 37 44 47 110 98:
Old : 138: 42 33 33 43 47 105 98:
Other: 49: 12 8 16 19 20 38 37:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 36.4 27.4 48.2 16.9 32.2 25.5 41.1
Old : 17.0 33.7 28.2 46.8 17.0 32.4 25.9 40.6
Other: 43.8 58.0 56.6 71.0 40.1 51.0 48.7 59.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 926,412: 83,822 133,744 138,776 551,107 446,689 773,705 719,209: 152,707 207,202
Old : 926,412: 83,822 133,744 138,776 551,107 446,689 773,705 719,209: 152,707 207,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -29,762: -18,254 -19,470 -10,498 -21,982 -13,359 -50,733 -43,326: 20,971 13,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.4 15.0 59.5 48.2 83.5 77.6: 16.5 22.4
Old : 100.0: 9.0 14.4 15.0 59.5 48.2 83.5 77.6: 16.5 22.4
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 : 182: 34 44 50 75 88 139 152:
Old : 182: 34 44 50 75 88 139 152:
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 14.5 34.8 25.0 18.7 12.2 24.9 19.3
Old : 26.3 14.5 34.8 25.0 18.7 12.2 24.9 19.3
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 29, 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 : 956,174: 102,075 153,214 149,274 573,089 460,047 824,438 762,536: 131,735 193,638
Old : 956,174: 102,075 153,214 149,274 573,089 460,047 824,438 762,536: 131,735 193,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -54,098: -21,902 -6,244 -14,415 -8,593 -24,461 -44,910 -45,120: -9,188 -8,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 16.0 15.6 59.9 48.1 86.2 79.7: 13.8 20.3
Old : 100.0: 10.7 16.0 15.6 59.9 48.1 86.2 79.7: 13.8 20.3
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 : 177: 37 42 54 74 81 137 151:
Old : 177: 37 42 54 74 81 137 151:
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 14.8 34.1 25.3 18.1 12.5 24.0 19.3
Old : 25.6 14.8 34.1 25.3 18.1 12.5 24.0 19.3
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, April 5, 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 : 148,440: 24,362 10,211 25,922 65,735 88,705 116,019 124,838: 32,421 23,602
Old : 117,941: 23,970 10,866 19,289 47,334 67,219 90,593 97,374: 27,348 20,567
Other: 30,499: 1,861 814 5,164 18,401 21,487 25,426 27,464: 5,073 3,034
: : :
: : Changes in Commitments from: March 29, 2005 :
: -10,155: -6,697 -1,821 -2,919 -690 -6,170 -10,306 -10,909: 152 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 6.9 17.5 44.3 59.8 78.2 84.1: 21.8 15.9
Old : 100.0: 20.3 9.2 16.4 40.1 57.0 76.8 82.6: 23.2 17.4
Other: 100.0: 6.1 2.7 16.9 60.3 70.5 83.4 90.1: 16.6 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 43 25 41 57 55 123 110:
Old : 147: 45 27 37 54 52 117 105:
Other: 73: 15 13 21 34 28 60 51:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 26.3 24.8 39.1 10.0 18.6 15.5 28.1
Old : 12.4 26.6 21.8 37.0 10.3 21.6 16.0 27.6
Other: 40.5 51.0 49.9 62.2 36.5 50.2 44.8 58.6
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 158,594: 31,059 12,031 28,841 66,425 94,875 126,325 135,747: 32,269 22,847
Old : 128,608: 30,505 12,249 22,461 48,451 74,281 101,417 108,991: 27,191 19,617
Other: 29,986: 1,846 1,074 5,088 17,974 20,594 24,908 26,756: 5,078 3,230
: : :
: : Changes in Commitments from: March 22, 2005 :
: -4,095: -4,165 -105 -554 870 -3,504 -3,849 -4,163: -246 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.6 18.2 41.9 59.8 79.7 85.6: 20.3 14.4
Old : 100.0: 23.7 9.5 17.5 37.7 57.8 78.9 84.7: 21.1 15.3
Other: 100.0: 6.2 3.6 17.0 59.9 68.7 83.1 89.2: 16.9 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 46 31 39 56 54 130 109:
Old : 159: 51 31 37 54 52 126 107:
Other: 70: 14 14 20 31 28 56 51:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 26.9 24.3 39.5 10.8 20.3 16.5 29.0
Old : 12.4 28.1 22.0 38.2 11.4 23.6 18.1 32.0
Other: 41.3 50.7 51.4 62.2 37.7 50.1 46.1 58.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 7,427: 3,395 1,729 1,311 767 2,987 5,473 6,027: 1,954 1,400
Old : 7,081: 3,352 1,720 1,185 695 2,846 5,233 5,751: 1,849 1,330
Other: 345: 66 32 102 72 141 240 275: 105 70
: : :
: : Changes in Commitments from: March 29, 2005 :
: 744: 106 50 743 -98 -196 751 597: -7 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 23.3 17.7 10.3 40.2 73.7 81.1: 26.3 18.9
Old : 100.0: 47.3 24.3 16.7 9.8 40.2 73.9 81.2: 26.1 18.8
Other: 100.0: 19.1 9.2 29.6 20.8 40.8 69.5 79.7: 30.5 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 19 11 10 9 12 30 31:
Old : 43: 19 11 10 8 12 29 31:
Other: 16: 7 2 5 3 5 12 10:
:----------------------------------------------------------------------------------------------------
: 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 : 34.3 31.0 51.3 49.6 33.2 27.6 42.1 42.0
Old : 35.6 31.3 52.5 50.0 34.6 27.7 43.8 42.7
Other: 49.5 64.4 64.2 77.9 28.4 42.7 38.7 49.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 6,683: 3,289 1,679 568 865 3,183 4,722 5,430: 1,961 1,253
Old : 6,369: 3,279 1,671 448 843 3,060 4,570 5,179: 1,799 1,190
Other: 314: 22 21 107 22 123 152 251: 162 63
: : :
: : Changes in Commitments from: March 22, 2005 :
: 239: 265 -43 65 -79 218 251 240: -12 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 25.1 8.5 12.9 47.6 70.7 81.2: 29.3 18.8
Old : 100.0: 51.5 26.2 7.0 13.2 48.0 71.8 81.3: 28.2 18.7
Other: 100.0: 7.2 6.5 34.1 7.0 39.2 48.3 79.8: 51.7 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 16 10 9 9 13 28 29:
Old : 41: 15 11 9 9 13 28 29:
Other: 13: 5 2 5 2 5 9 10:
:----------------------------------------------------------------------------------------------------
: 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 : 37.7 33.8 49.5 53.0 37.7 30.3 46.7 46.8
Old : 39.6 34.4 50.8 54.3 39.6 30.8 49.0 47.9
Other: 42.6 64.5 47.6 77.5 12.4 39.6 13.5 45.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 313,737: 102,991 64,478 6 151,902 141,978 254,899 206,462: 58,838 107,275
Old : 313,737: 102,991 64,478 6 151,902 141,978 254,899 206,462: 58,838 107,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -17,902: -11,451 -14,750 -139 -12,475 -3,708 -24,065 -18,597: 6,163 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 20.6 0.0 48.4 45.3 81.2 65.8: 18.8 34.2
Old : 100.0: 32.8 20.6 0.0 48.4 45.3 81.2 65.8: 18.8 34.2
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 : 101: 19 25 1 38 42 58 67:
Old : 101: 19 25 1 38 42 58 67:
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 : 30.1 19.4 43.0 28.9 30.1 17.8 43.0 26.9
Old : 30.1 19.4 43.0 28.9 30.1 17.8 43.0 26.9
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 29, 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 : 331,639: 114,442 79,228 145 164,377 145,686 278,964 225,059: 52,675 106,580
Old : 331,639: 114,442 79,228 145 164,377 145,686 278,964 225,059: 52,675 106,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,103: -861 3,689 -724 7,874 -1,678 6,289 1,287: -5,186 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 23.9 0.0 49.6 43.9 84.1 67.9: 15.9 32.1
Old : 100.0: 34.5 23.9 0.0 49.6 43.9 84.1 67.9: 15.9 32.1
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 : 104: 18 28 2 41 43 60 72:
Old : 104: 18 28 2 41 43 60 72:
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 18.4 42.0 28.9 29.7 16.5 41.3 26.7
Old : 30.0 18.4 42.0 28.9 29.7 16.5 41.3 26.7
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, April 5, 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 : 2,733,771: 322,944 522,271 475,175 1,714,055 1,192,998 2,512,175 2,190,445: 221,596 543,326
Old : 2,733,771: 322,944 522,271 475,175 1,714,055 1,192,998 2,512,175 2,190,445: 221,596 543,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -75,089: -91,826 -119,337 50,324 -51,327 -14,444 -92,829 -83,457: 17,739 8,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 19.1 17.4 62.7 43.6 91.9 80.1: 8.1 19.9
Old : 100.0: 11.8 19.1 17.4 62.7 43.6 91.9 80.1: 8.1 19.9
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 : 263: 35 82 81 106 131 194 241:
Old : 263: 35 82 81 106 131 194 241:
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 : 36.3 10.9 50.6 18.3 32.0 9.0 41.8 14.6
Old : 36.3 10.9 50.6 18.3 32.0 9.0 41.8 14.6
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 29, 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 : 2,808,860: 414,770 641,609 424,851 1,765,382 1,207,442 2,605,003 2,273,902: 203,857 534,958
Old : 2,808,860: 414,770 641,609 424,851 1,765,382 1,207,442 2,605,003 2,273,902: 203,857 534,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -195,956: 14,200 2,175 -66,660 -101,210 -37,346 -153,670 -101,831: -42,286 -94,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 22.8 15.1 62.9 43.0 92.7 81.0: 7.3 19.0
Old : 100.0: 14.8 22.8 15.1 62.9 43.0 92.7 81.0: 7.3 19.0
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 : 267: 36 84 75 103 133 188 243:
Old : 267: 36 84 75 103 133 188 243:
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 : 33.2 12.3 50.3 20.0 30.1 10.6 42.1 16.1
Old : 33.2 12.3 50.3 20.0 30.1 10.6 42.1 16.1
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, April 5, 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 : 1,691,299: 156,848 330,942 239,984 1,135,743 780,229 1,532,575 1,351,155: 158,724 340,144
Old : 1,691,299: 156,848 330,942 239,984 1,135,743 780,229 1,532,575 1,351,155: 158,724 340,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -26,118: -45,934 19,508 -43,008 54,583 31,221 -34,359 7,722: 8,241 -33,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 19.6 14.2 67.2 46.1 90.6 79.9: 9.4 20.1
Old : 100.0: 9.3 19.6 14.2 67.2 46.1 90.6 79.9: 9.4 20.1
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 : 187: 30 58 48 68 87 127 164:
Old : 187: 30 58 48 68 87 127 164:
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 : 33.8 17.1 44.0 26.4 24.8 12.0 32.9 18.9
Old : 33.8 17.1 44.0 26.4 24.8 12.0 32.9 18.9
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 29, 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 : 1,717,417: 202,782 311,433 282,992 1,081,161 749,008 1,566,934 1,343,433: 150,483 373,984
Old : 1,717,417: 202,782 311,433 282,992 1,081,161 749,008 1,566,934 1,343,433: 150,483 373,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -90,125: -29,549 -21,516 -41,618 -1,476 -4,604 -72,643 -67,739: -17,482 -22,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.1 16.5 63.0 43.6 91.2 78.2: 8.8 21.8
Old : 100.0: 11.8 18.1 16.5 63.0 43.6 91.2 78.2: 8.8 21.8
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 : 185: 33 53 47 68 84 126 159:
Old : 185: 33 53 47 68 84 126 159:
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 : 29.8 16.9 41.0 26.6 20.9 11.5 30.6 18.0
Old : 29.8 16.9 41.0 26.6 20.9 11.5 30.6 18.0
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, April 5, 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 : 585,478: 183,019 33,728 160,323 205,489 357,862 548,831 551,913: 36,647 33,565
Old : 585,478: 183,019 33,728 160,323 205,489 357,862 548,831 551,913: 36,647 33,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -99,772: -16,786 -12,113 -28,157 -47,575 -54,083 -92,517 -94,352: -7,255 -5,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 5.8 27.4 35.1 61.1 93.7 94.3: 6.3 5.7
Old : 100.0: 31.3 5.8 27.4 35.1 61.1 93.7 94.3: 6.3 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 : 118: 41 15 42 53 56 103 105:
Old : 118: 41 15 42 53 56 103 105:
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 : 34.6 30.6 47.1 43.9 22.4 25.2 28.9 32.0
Old : 34.6 30.6 47.1 43.9 22.4 25.2 28.9 32.0
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 29, 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 : 685,250: 199,805 45,841 188,479 253,064 411,945 641,348 646,265: 43,902 38,984
Old : 685,250: 199,805 45,841 188,479 253,064 411,945 641,348 646,265: 43,902 38,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -8,370: -30,299 -6,772 13,556 13,698 -11,651 -3,046 -4,867: -5,324 -3,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 6.7 27.5 36.9 60.1 93.6 94.3: 6.4 5.7
Old : 100.0: 29.2 6.7 27.5 36.9 60.1 93.6 94.3: 6.4 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 : 123: 38 19 41 58 58 111 105:
Old : 123: 38 19 41 58 58 111 105:
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 : 36.1 34.8 51.0 46.6 25.0 29.5 32.5 36.8
Old : 36.1 34.8 51.0 46.6 25.0 29.5 32.5 36.8
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, April 5, 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 : 40,026: 9,409 10,956 675 20,635 21,078 30,719 32,709: 9,307 7,317
Old : 40,026: 9,409 10,956 675 20,635 21,078 30,719 32,709: 9,307 7,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -35: -368 4,626 58 78 -5,557 -231 -872: 196 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 27.4 1.7 51.6 52.7 76.7 81.7: 23.3 18.3
Old : 100.0: 23.5 27.4 1.7 51.6 52.7 76.7 81.7: 23.3 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 : 56: 16 13 6 21 11 43 24:
Old : 56: 16 13 6 21 11 43 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 : 35.1 59.2 48.9 69.1 35.1 59.2 48.9 69.0
Old : 35.1 59.2 48.9 69.1 35.1 59.2 48.9 69.0
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 29, 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 : 40,061: 9,777 6,330 616 20,557 26,635 30,950 33,581: 9,111 6,480
Old : 40,061: 9,777 6,330 616 20,557 26,635 30,950 33,581: 9,111 6,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 10: -284 1,016 44 -877 96 -1,117 1,155: 1,127 -1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.8 1.5 51.3 66.5 77.3 83.8: 22.7 16.2
Old : 100.0: 24.4 15.8 1.5 51.3 66.5 77.3 83.8: 22.7 16.2
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 : 58: 18 13 6 18 12 41 26:
Old : 58: 18 13 6 18 12 41 26:
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 : 35.1 60.6 49.0 69.9 35.1 60.5 49.0 69.9
Old : 35.1 60.6 49.0 69.9 35.1 60.5 49.0 69.9
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, April 5, 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 : 47,942: 10,597 17,489 4,839 19,681 14,522 35,117 36,850: 12,825 11,093
Old : 47,942: 10,597 17,489 4,839 19,681 14,522 35,117 36,850: 12,825 11,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 10,103: 812 7,477 1,064 7,116 -1,699 8,992 6,842: 1,111 3,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 36.5 10.1 41.1 30.3 73.2 76.9: 26.8 23.1
Old : 100.0: 22.1 36.5 10.1 41.1 30.3 73.2 76.9: 26.8 23.1
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 : 71: 31 19 23 14 13 51 49:
Old : 71: 31 19 23 14 13 51 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 : 36.5 38.2 46.5 53.2 30.4 36.3 38.8 47.5
Old : 36.5 38.2 46.5 53.2 30.4 36.3 38.8 47.5
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 29, 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 : 37,839: 9,785 10,011 3,775 12,565 16,221 26,125 30,007: 11,714 7,832
Old : 37,839: 9,785 10,011 3,775 12,565 16,221 26,125 30,007: 11,714 7,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,363: 732 2,034 580 1,753 -2,105 3,066 510: -1,703 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 26.5 10.0 33.2 42.9 69.0 79.3: 31.0 20.7
Old : 100.0: 25.9 26.5 10.0 33.2 42.9 69.0 79.3: 31.0 20.7
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 : 71: 31 20 20 12 14 48 49:
Old : 71: 31 20 20 12 14 48 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 : 31.6 36.2 40.7 50.7 26.0 35.3 34.0 46.7
Old : 31.6 36.2 40.7 50.7 26.0 35.3 34.0 46.7
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, April 5, 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 : 33,800: 4,219 6,077 1,046 28,426 25,160 33,691 32,283: 109 1,517
Old : 33,800: 4,219 6,077 1,046 28,426 25,160 33,691 32,283: 109 1,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -568: -24 -786 0 -495 468 -519 -318: -49 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.0 3.1 84.1 74.4 99.7 95.5: 0.3 4.5
Old : 100.0: 12.5 18.0 3.1 84.1 74.4 99.7 95.5: 0.3 4.5
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 : 60: 5 22 4 20 19 28 42:
Old : 60: 5 22 4 20 19 28 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 : 43.8 45.3 71.0 64.4 43.8 44.7 70.9 63.9
Old : 43.8 45.3 71.0 64.4 43.8 44.7 70.9 63.9
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 29, 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 : 34,368: 4,243 6,863 1,046 28,921 24,692 34,210 32,601: 158 1,767
Old : 34,368: 4,243 6,863 1,046 28,921 24,692 34,210 32,601: 158 1,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -247: 61 289 0 -308 -881 -247 -592: 0 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.0 3.0 84.2 71.8 99.5 94.9: 0.5 5.1
Old : 100.0: 12.3 20.0 3.0 84.2 71.8 99.5 94.9: 0.5 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 : 62: 5 23 4 19 21 27 45:
Old : 62: 5 23 4 19 21 27 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 : 41.5 44.9 71.9 62.6 41.5 44.4 71.8 62.1
Old : 41.5 44.9 71.9 62.6 41.5 44.4 71.8 62.1
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, April 5, 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 : 12,587: 0 1,992 0 12,586 10,182 12,586 12,174: 1 413
Old : 12,587: 0 1,992 0 12,586 10,182 12,586 12,174: 1 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -396: 0 -212 0 -252 -484 -252 -696: -144 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.8 0.0 100.0 80.9 100.0 96.7: 0.0 3.3
Old : 100.0: 0.0 15.8 0.0 100.0 80.9 100.0 96.7: 0.0 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 : 22: 0 9 0 5 8 5 17:
Old : 22: 0 9 0 5 8 5 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 : 98.9 73.9 100.0 84.9 98.9 73.9 100.0 84.9
Old : 98.9 73.9 100.0 84.9 98.9 73.9 100.0 84.9
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 29, 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 : 12,983: 0 2,204 0 12,838 10,666 12,838 12,870: 145 113
Old : 12,983: 0 2,204 0 12,838 10,666 12,838 12,870: 145 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,202: 0 -477 0 -287 0 -287 -477: -915 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.0 0.0 98.9 82.2 98.9 99.1: 1.1 0.9
Old : 100.0: 0.0 17.0 0.0 98.9 82.2 98.9 99.1: 1.1 0.9
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 : 24: 0 10 0 5 9 5 19:
Old : 24: 0 10 0 5 9 5 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 : 96.6 71.9 98.9 83.3 96.6 71.9 98.9 83.3
Old : 96.6 71.9 98.9 83.3 96.6 71.9 98.9 83.3
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, April 5, 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 : 26,776: 1,734 2,096 4,494 14,285 13,654 20,513 20,243: 6,264 6,533
Old : 26,776: 1,734 2,096 4,494 14,285 13,654 20,513 20,243: 6,264 6,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -4,973: 213 -373 -1,049 -3,686 -3,048 -4,522 -4,471: -451 -503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 7.8 16.8 53.3 51.0 76.6 75.6: 23.4 24.4
Old : 100.0: 6.5 7.8 16.8 53.3 51.0 76.6 75.6: 23.4 24.4
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 : 44: 12 5 15 23 17 39 33:
Old : 44: 12 5 15 23 17 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 : 40.7 29.3 55.9 49.8 37.1 28.1 44.3 41.8
Old : 40.7 29.3 55.9 49.8 37.1 28.1 44.3 41.8
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 29, 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 : 31,750: 1,521 2,469 5,543 17,971 16,702 25,035 24,714: 6,714 7,035
Old : 31,750: 1,521 2,469 5,543 17,971 16,702 25,035 24,714: 6,714 7,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 439: 179 -43 111 35 268 324 336: 115 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 7.8 17.5 56.6 52.6 78.9 77.8: 21.1 22.2
Old : 100.0: 4.8 7.8 17.5 56.6 52.6 78.9 77.8: 21.1 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: 14 5 16 23 20 40 38:
Old : 48: 14 5 16 23 20 40 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 : 44.1 29.9 57.5 50.1 40.4 28.7 46.6 41.8
Old : 44.1 29.9 57.5 50.1 40.4 28.7 46.6 41.8
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, April 5, 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 : 99,752: 16,687 4,942 19,575 44,718 41,993 80,979 66,510: 18,773 33,242
Old : 95,154: 16,934 5,131 18,590 42,296 40,301 77,820 64,022: 17,334 31,132
Other: 4,598: 650 709 87 2,422 1,692 3,159 2,488: 1,439 2,110
: : :
: : Changes in Commitments from: March 29, 2005 :
: 4,537: -1,023 352 3,332 248 228 2,557 3,913: 1,980 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 5.0 19.6 44.8 42.1 81.2 66.7: 18.8 33.3
Old : 100.0: 17.8 5.4 19.5 44.5 42.4 81.8 67.3: 18.2 32.7
Other: 100.0: 14.1 15.4 1.9 52.7 36.8 68.7 54.1: 31.3 45.9
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 45 33 52 29 35 107 100:
Old : 138: 45 35 52 29 35 107 100:
Other: 31: 12 3 4 4 13 16 20:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 19.6 37.1 30.1 25.8 18.1 35.6 26.0
Old : 27.2 19.5 37.3 30.6 27.1 18.0 37.2 27.8
Other: 59.2 34.9 66.6 46.3 57.6 34.9 63.5 46.3
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 95,215: 17,710 4,590 16,242 44,470 41,765 78,422 62,598: 16,793 32,618
Old : 91,589: 17,915 4,707 15,576 42,371 40,302 75,862 60,586: 15,727 31,003
Other: 3,626: 366 453 96 2,099 1,463 2,560 2,012: 1,066 1,615
: : :
: : Changes in Commitments from: March 22, 2005 :
: -941: -560 -191 -299 -201 -666 -1,061 -1,156: 119 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 4.8 17.1 46.7 43.9 82.4 65.7: 17.6 34.3
Old : 100.0: 19.6 5.1 17.0 46.3 44.0 82.8 66.1: 17.2 33.9
Other: 100.0: 10.1 12.5 2.6 57.9 40.3 70.6 55.5: 29.4 44.5
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 55 26 53 28 35 110 100:
Old : 139: 52 29 53 28 35 110 100:
Other: 31: 12 4 4 3 13 16 20:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 19.8 38.8 30.8 27.4 19.3 38.1 27.5
Old : 28.5 19.8 39.2 31.2 28.5 19.3 39.1 28.9
Other: 62.2 33.5 68.4 46.1 60.2 33.5 64.2 46.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 2,366: 164 596 95 1,563 665 1,822 1,356: 544 1,010
Old : 2,353: 164 593 95 1,550 661 1,809 1,349: 544 1,004
Other: 13: 0 3 0 13 4 13 7: 0 6
: : :
: : Changes in Commitments from: March 29, 2005 :
: -177: 62 -9 11 -155 54 -82 56: -94 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 25.2 4.0 66.1 28.1 77.0 57.3: 23.0 42.7
Old : 100.0: 7.0 25.2 4.0 65.9 28.1 76.9 57.3: 23.1 42.7
Other: 100.0: 0.0 23.1 0.0 100.0 30.8 100.0 53.8: 0.0 46.2
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 11 4 10 3 19 14:
Old : 27: 5 11 4 10 3 19 14:
Other: 4: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 53.8 35.6 65.0 47.8 45.4 31.2 55.8 38.8
Old : 53.5 35.8 64.8 47.7 45.2 31.3 55.6 38.8
Other: 100.0 53.8 100.0 53.8 92.3 46.2 92.3 46.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 2,543: 102 605 84 1,718 611 1,905 1,300: 638 1,243
Old : 2,541: 102 605 83 1,717 610 1,903 1,298: 638 1,243
Other: 2: 0 0 1 1 1 2 2: -0 -0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -197: -30 -260 -43 -26 128 -100 -176: -97 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 23.8 3.3 67.6 24.0 74.9 51.1: 25.1 48.9
Old : 100.0: 4.0 23.8 3.3 67.6 24.0 74.9 51.1: 25.1 48.9
Other: 100.0: 0.0 0.0 50.0 50.0 50.0 100.0 100.0: -0.0 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 9 3 10 3 16 13:
Old : 24: 4 9 3 10 3 16 13:
Other: 2: 0 0 1 1 1 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 55.8 31.2 66.5 44.7 50.5 30.2 60.5 38.9
Old : 55.9 31.2 66.6 44.7 50.6 30.2 60.5 38.9
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 158,373: 45,996 8,494 18,910 73,248 86,556 138,155 113,960: 20,218 44,413
Old : 158,373: 45,996 8,494 18,910 73,248 86,556 138,155 113,960: 20,218 44,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -12,780: -654 238 -6,751 -3,170 -4,071 -10,574 -10,584: -2,205 -2,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 5.4 11.9 46.3 54.7 87.2 72.0: 12.8 28.0
Old : 100.0: 29.0 5.4 11.9 46.3 54.7 87.2 72.0: 12.8 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 : 225: 61 28 43 86 116 171 171:
Old : 225: 61 28 43 86 116 171 171:
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 : 20.1 14.6 33.8 23.0 19.9 13.9 32.1 21.0
Old : 20.1 14.6 33.8 23.0 19.9 13.9 32.1 21.0
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 29, 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 : 171,153: 46,651 8,256 25,661 76,418 90,627 148,730 124,544: 22,424 46,610
Old : 171,153: 46,651 8,256 25,661 76,418 90,627 148,730 124,544: 22,424 46,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,646: -640 1,470 1,436 587 364 1,383 3,270: 1,263 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 4.8 15.0 44.6 53.0 86.9 72.8: 13.1 27.2
Old : 100.0: 27.3 4.8 15.0 44.6 53.0 86.9 72.8: 13.1 27.2
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 : 242: 72 26 52 92 126 190 187:
Old : 242: 72 26 52 92 126 190 187:
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 : 18.7 13.3 31.3 22.2 18.5 12.6 29.7 19.1
Old : 18.7 13.3 31.3 22.2 18.5 12.6 29.7 19.1
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, April 5, 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 : 5,779: 1,806 334 477 1,262 3,502 3,545 4,313: 2,234 1,466
Old : 5,779: 1,806 334 477 1,262 3,502 3,545 4,313: 2,234 1,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 176: -197 47 40 181 -52 25 35: 151 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 5.8 8.3 21.8 60.6 61.3 74.6: 38.7 25.4
Old : 100.0: 31.2 5.8 8.3 21.8 60.6 61.3 74.6: 38.7 25.4
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 : 53: 19 10 9 14 20 39 33:
Old : 53: 19 10 9 14 20 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 : 17.4 44.1 28.0 53.9 17.3 44.1 26.3 52.3
Old : 17.4 44.1 28.0 53.9 17.3 44.1 26.3 52.3
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 29, 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 : 5,603: 2,003 287 437 1,081 3,554 3,521 4,278: 2,083 1,326
Old : 5,603: 2,003 287 437 1,081 3,554 3,521 4,278: 2,083 1,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 34: 91 -35 24 9 136 124 125: -91 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 5.1 7.8 19.3 63.4 62.8 76.3: 37.2 23.7
Old : 100.0: 35.7 5.1 7.8 19.3 63.4 62.8 76.3: 37.2 23.7
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: 22 8 8 16 19 42 31:
Old : 54: 22 8 8 16 19 42 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 : 17.7 46.6 28.1 57.0 17.3 46.4 26.8 56.3
Old : 17.7 46.6 28.1 57.0 17.3 46.4 26.8 56.3
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, April 5, 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 : 31,967: 10,440 904 8,299 7,898 7,448 26,637 16,651: 5,330 15,315
Old : 31,967: 10,440 904 8,299 7,898 7,448 26,637 16,651: 5,330 15,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,991: 601 79 312 682 105 1,595 496: 396 1,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 2.8 26.0 24.7 23.3 83.3 52.1: 16.7 47.9
Old : 100.0: 32.7 2.8 26.0 24.7 23.3 83.3 52.1: 16.7 47.9
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 : 137: 52 13 24 44 48 107 78:
Old : 137: 52 13 24 44 48 107 78:
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 17.3 34.6 24.0 14.4 5.5 22.1 9.6
Old : 21.7 17.3 34.6 24.0 14.4 5.5 22.1 9.6
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 29, 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 : 29,976: 9,838 825 7,988 7,216 7,343 25,041 16,155: 4,934 13,821
Old : 29,976: 9,838 825 7,988 7,216 7,343 25,041 16,155: 4,934 13,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,375: -1,009 -151 -254 -260 -407 -1,522 -812: 147 -563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 2.8 26.6 24.1 24.5 83.5 53.9: 16.5 46.1
Old : 100.0: 32.8 2.8 26.6 24.1 24.5 83.5 53.9: 16.5 46.1
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 : 129: 50 14 21 36 44 97 71:
Old : 129: 50 14 21 36 44 97 71:
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 17.5 34.8 24.7 13.7 6.6 21.8 11.0
Old : 22.9 17.5 34.8 24.7 13.7 6.6 21.8 11.0
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, April 5, 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 : 86,096: 35,756 10,013 1,691 14,656 57,107 52,104 68,811: 33,992 17,285
Old : 86,096: 35,756 10,013 1,691 14,656 57,107 52,104 68,811: 33,992 17,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -1,108: 214 1,169 111 -1,260 -708 -935 573: -172 -1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 11.6 2.0 17.0 66.3 60.5 79.9: 39.5 20.1
Old : 100.0: 41.5 11.6 2.0 17.0 66.3 60.5 79.9: 39.5 20.1
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 : 68: 25 10 6 17 24 46 36:
Old : 68: 25 10 6 17 24 46 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 : 19.5 28.0 31.2 47.5 19.5 28.0 31.2 47.5
Old : 19.5 28.0 31.2 47.5 19.5 28.0 31.2 47.5
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 29, 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 : 87,203: 35,542 8,844 1,580 15,917 57,815 53,039 68,238: 34,165 18,965
Old : 87,203: 35,542 8,844 1,580 15,917 57,815 53,039 68,238: 34,165 18,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -8,468: -7,822 -2,856 105 -324 -6,614 -8,041 -9,365: -427 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 10.1 1.8 18.3 66.3 60.8 78.3: 39.2 21.7
Old : 100.0: 40.8 10.1 1.8 18.3 66.3 60.8 78.3: 39.2 21.7
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 : 64: 22 11 6 16 22 43 34:
Old : 64: 22 11 6 16 22 43 34:
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 : 20.5 30.5 32.8 48.4 20.5 30.4 32.8 48.3
Old : 20.5 30.5 32.8 48.4 20.5 30.4 32.8 48.3
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, April 5, 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 : 48,296: 1,677 20,456 1 37,030 12,476 38,708 32,933: 9,587 15,363
Old : 48,296: 1,677 20,456 1 37,030 12,476 38,708 32,933: 9,587 15,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 5,142: -491 4,246 0 6,047 793 5,556 5,039: -413 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 42.4 0.0 76.7 25.8 80.1 68.2: 19.9 31.8
Old : 100.0: 3.5 42.4 0.0 76.7 25.8 80.1 68.2: 19.9 31.8
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 : 35: 3 13 1 16 5 20 18:
Old : 35: 3 13 1 16 5 20 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 : 42.9 39.4 64.0 53.2 42.9 39.4 61.2 52.9
Old : 42.9 39.4 64.0 53.2 42.9 39.4 61.2 52.9
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 29, 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 : 43,153: 2,168 16,210 1 30,984 11,683 33,153 27,894: 10,000 15,259
Old : 43,153: 2,168 16,210 1 30,984 11,683 33,153 27,894: 10,000 15,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,118: -3,074 -388 0 10,872 -113 7,798 -501: -3,680 4,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 37.6 0.0 71.8 27.1 76.8 64.6: 23.2 35.4
Old : 100.0: 5.0 37.6 0.0 71.8 27.1 76.8 64.6: 23.2 35.4
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 : 28: 4 8 1 13 4 18 12:
Old : 28: 4 8 1 13 4 18 12:
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 : 49.2 45.8 63.3 58.5 49.2 45.8 61.0 57.9
Old : 49.2 45.8 63.3 58.5 49.2 45.8 61.0 57.9
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, April 5, 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 : 60,671: 32,647 10,969 7 19,617 45,386 52,271 56,363: 8,400 4,308
Old : 60,671: 32,647 10,969 7 19,617 45,386 52,271 56,363: 8,400 4,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -60: 80 2,088 -427 -1,027 -2,092 -1,373 -431: 1,313 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 18.1 0.0 32.3 74.8 86.2 92.9: 13.8 7.1
Old : 100.0: 53.8 18.1 0.0 32.3 74.8 86.2 92.9: 13.8 7.1
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 : 88: 41 17 1 15 21 57 38:
Old : 88: 41 17 1 15 21 57 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 : 26.7 51.4 45.1 76.7 26.7 51.2 45.1 76.5
Old : 26.7 51.4 45.1 76.7 26.7 51.2 45.1 76.5
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 29, 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 : 60,731: 32,567 8,882 434 20,643 47,478 53,644 56,794: 7,087 3,938
Old : 60,731: 32,567 8,882 434 20,643 47,478 53,644 56,794: 7,087 3,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -5,259: -5,095 4,083 165 3,670 -8,984 -1,261 -4,737: -3,999 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 14.6 0.7 34.0 78.2 88.3 93.5: 11.7 6.5
Old : 100.0: 53.6 14.6 0.7 34.0 78.2 88.3 93.5: 11.7 6.5
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 : 86: 39 16 3 16 18 58 35:
Old : 86: 39 16 3 16 18 58 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 : 27.9 54.6 45.6 76.7 27.9 54.6 45.6 76.7
Old : 27.9 54.6 45.6 76.7 27.9 54.6 45.6 76.7
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, April 5, 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 : 71,603: 21,274 6,054 1,682 28,800 51,676 51,756 59,413: 19,847 12,191
Old : 71,603: 21,274 6,054 1,682 28,800 51,676 51,756 59,413: 19,847 12,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 2,335: 2,706 -706 490 1,040 3,480 4,236 3,264: -1,901 -929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 8.5 2.3 40.2 72.2 72.3 83.0: 27.7 17.0
Old : 100.0: 29.7 8.5 2.3 40.2 72.2 72.3 83.0: 27.7 17.0
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 : 57: 19 10 7 19 18 40 33:
Old : 57: 19 10 7 19 18 40 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 : 22.8 54.9 38.7 65.2 21.9 53.4 37.7 63.1
Old : 22.8 54.9 38.7 65.2 21.9 53.4 37.7 63.1
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 29, 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 : 69,268: 18,568 6,760 1,193 27,760 48,196 47,520 56,148: 21,748 13,120
Old : 69,268: 18,568 6,760 1,193 27,760 48,196 47,520 56,148: 21,748 13,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -4,623: -12,760 2,043 346 11,423 -8,990 -991 -6,601: -3,631 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 9.8 1.7 40.1 69.6 68.6 81.1: 31.4 18.9
Old : 100.0: 26.8 9.8 1.7 40.1 69.6 68.6 81.1: 31.4 18.9
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 : 53: 20 10 6 17 13 38 28:
Old : 53: 20 10 6 17 13 38 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 : 23.6 57.4 37.5 67.3 22.8 55.0 36.6 64.7
Old : 23.6 57.4 37.5 67.3 22.8 55.0 36.6 64.7
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, April 5, 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 : 154,149: 10,106 46,786 3,891 112,853 73,262 126,851 123,940: 27,298 30,209
Old : 154,149: 10,106 46,786 3,891 112,853 73,262 126,851 123,940: 27,298 30,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 14,457: -1,112 5,192 774 15,719 5,439 15,380 11,404: -923 3,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 30.4 2.5 73.2 47.5 82.3 80.4: 17.7 19.6
Old : 100.0: 6.6 30.4 2.5 73.2 47.5 82.3 80.4: 17.7 19.6
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 : 91: 19 31 12 30 26 54 64:
Old : 91: 19 31 12 30 26 54 64:
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 : 44.8 34.1 59.3 44.9 36.4 25.5 46.0 33.9
Old : 44.8 34.1 59.3 44.9 36.4 25.5 46.0 33.9
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 29, 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 : 139,691: 11,219 41,594 3,117 97,134 67,824 111,470 112,535: 28,221 27,156
Old : 139,691: 11,219 41,594 3,117 97,134 67,824 111,470 112,535: 28,221 27,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 6,248: -4,895 14,009 826 11,181 -12,074 7,112 2,762: -864 3,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 29.8 2.2 69.5 48.6 79.8 80.6: 20.2 19.4
Old : 100.0: 8.0 29.8 2.2 69.5 48.6 79.8 80.6: 20.2 19.4
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 : 84: 18 28 10 28 24 50 58:
Old : 84: 18 28 10 28 24 50 58:
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 : 48.7 32.0 59.7 44.9 38.1 23.4 45.5 34.1
Old : 48.7 32.0 59.7 44.9 38.1 23.4 45.5 34.1
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, April 5, 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 : 161,089: 25,985 22,523 16,444 61,622 69,646 104,051 108,613: 57,038 52,476
Old : 161,089: 25,985 22,523 16,444 61,622 69,646 104,051 108,613: 57,038 52,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 11,806: -3,919 7,927 1,367 14,923 -2,686 12,372 6,608: -566 5,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 14.0 10.2 38.3 43.2 64.6 67.4: 35.4 32.6
Old : 100.0: 16.1 14.0 10.2 38.3 43.2 64.6 67.4: 35.4 32.6
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 : 104: 33 31 32 33 27 81 75:
Old : 104: 33 31 32 33 27 81 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 : 22.9 22.9 31.1 36.9 21.2 20.4 27.9 30.7
Old : 22.9 22.9 31.1 36.9 21.2 20.4 27.9 30.7
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 29, 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 : 149,283: 29,904 14,596 15,077 46,698 72,332 91,680 102,005: 57,604 47,278
Old : 149,283: 29,904 14,596 15,077 46,698 72,332 91,680 102,005: 57,604 47,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 8,838: -5,585 4,037 4,101 13,021 2,451 11,537 10,589: -2,699 -1,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 9.8 10.1 31.3 48.5 61.4 68.3: 38.6 31.7
Old : 100.0: 20.0 9.8 10.1 31.3 48.5 61.4 68.3: 38.6 31.7
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 : 98: 36 24 32 33 25 82 68:
Old : 98: 36 24 32 33 25 82 68:
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 : 17.1 27.5 24.8 42.1 15.7 25.2 21.5 36.2
Old : 17.1 27.5 24.8 42.1 15.7 25.2 21.5 36.2
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, April 5, 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 : 9,820: 6,057 705 0 2,167 8,453 8,224 9,158: 1,596 662
Old : 9,820: 6,057 705 0 2,167 8,453 8,224 9,158: 1,596 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -206: -40 0 0 -136 -242 -176 -242: -30 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 7.2 0.0 22.1 86.1 83.7 93.3: 16.3 6.7
Old : 100.0: 61.7 7.2 0.0 22.1 86.1 83.7 93.3: 16.3 6.7
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 : 20: 5 2 0 7 8 12 10:
Old : 20: 5 2 0 7 8 12 10:
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 : 67.2 77.5 79.9 90.9 67.2 77.5 79.9 90.8
Old : 67.2 77.5 79.9 90.9 67.2 77.5 79.9 90.8
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 29, 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 : 10,026: 6,097 705 0 2,303 8,695 8,400 9,400: 1,626 626
Old : 10,026: 6,097 705 0 2,303 8,695 8,400 9,400: 1,626 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 7.0 0.0 23.0 86.7 83.8 93.8: 16.2 6.2
Old : 100.0: 60.8 7.0 0.0 23.0 86.7 83.8 93.8: 16.2 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 : 20: 5 2 0 7 8 12 10:
Old : 20: 5 2 0 7 8 12 10:
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 : 71.0 76.6 80.1 90.9 71.0 76.5 80.1 90.8
Old : 71.0 76.6 80.1 90.9 71.0 76.5 80.1 90.8
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, April 5, 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 : 83,260: 30,205 2,238 0 48,270 72,559 78,475 74,797: 4,785 8,463
Old : 83,260: 30,205 2,238 0 48,270 72,559 78,475 74,797: 4,785 8,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 4,102: 273 716 0 3,994 2,596 4,267 3,312: -165 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 2.7 0.0 58.0 87.1 94.3 89.8: 5.7 10.2
Old : 100.0: 36.3 2.7 0.0 58.0 87.1 94.3 89.8: 5.7 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 : 28: 3 1 0 16 18 19 19:
Old : 28: 3 1 0 16 18 19 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 : 64.5 48.3 87.2 69.8 61.7 44.4 81.8 64.9
Old : 64.5 48.3 87.2 69.8 61.7 44.4 81.8 64.9
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 29, 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 : 79,158: 29,932 1,522 0 44,276 69,963 74,208 71,485: 4,950 7,673
Old : 79,158: 29,932 1,522 0 44,276 69,963 74,208 71,485: 4,950 7,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,412: -467 -1,739 0 5,600 5,703 5,133 3,964: -721 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 1.9 0.0 55.9 88.4 93.7 90.3: 6.3 9.7
Old : 100.0: 37.8 1.9 0.0 55.9 88.4 93.7 90.3: 6.3 9.7
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 : 29: 3 1 0 17 18 20 19:
Old : 29: 3 1 0 17 18 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 : 63.4 49.4 84.8 70.6 61.6 44.7 77.6 65.4
Old : 63.4 49.4 84.8 70.6 61.6 44.7 77.6 65.4
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, April 5, 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 :13,523,032: 699,320 1,146,331 4,194,054 7,615,680 6,501,801 12,509,055 11,842,186: 1,013,977 1,680,846
Old :13,523,032: 699,320 1,146,331 4,194,054 7,615,680 6,501,801 12,509,055 11,842,186: 1,013,977 1,680,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,365: -34,313 123,487 -146,431 165,267 13,731 -15,477 -9,213: 12,112 5,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.5 31.0 56.3 48.1 92.5 87.6: 7.5 12.4
Old : 100.0: 5.2 8.5 31.0 56.3 48.1 92.5 87.6: 7.5 12.4
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 : 278: 60 74 106 123 137 240 265:
Old : 278: 60 74 106 123 137 240 265:
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 : 19.9 15.2 34.6 24.6 16.8 7.9 22.7 11.6
Old : 19.9 15.2 34.6 24.6 16.8 7.9 22.7 11.6
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 29, 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 :13,526,398: 733,633 1,022,844 4,340,486 7,450,413 6,488,070 12,524,532 11,851,399: 1,001,865 1,674,998
Old :13,526,398: 733,633 1,022,844 4,340,486 7,450,413 6,488,070 12,524,532 11,851,399: 1,001,865 1,674,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 218,435: 16,661 -193,257 315,760 30,288 195,962 362,710 318,466: -144,274 -100,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 7.6 32.1 55.1 48.0 92.6 87.6: 7.4 12.4
Old : 100.0: 5.4 7.6 32.1 55.1 48.0 92.6 87.6: 7.4 12.4
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 : 267: 56 75 98 120 132 230 252:
Old : 267: 56 75 98 120 132 230 252:
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 : 19.7 15.8 34.4 25.4 16.4 8.5 22.1 12.3
Old : 19.7 15.8 34.4 25.4 16.4 8.5 22.1 12.3
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, April 5, 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 : 731,753: 58,704 80,794 37,389 491,378 499,601 587,470 617,783: 144,282 113,969
Old : 731,753: 58,704 80,794 37,389 491,378 499,601 587,470 617,783: 144,282 113,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -6,281: 1,163 -1,403 -596 1,385 -2,712 1,952 -4,712: -8,233 -1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.0 5.1 67.2 68.3 80.3 84.4: 19.7 15.6
Old : 100.0: 8.0 11.0 5.1 67.2 68.3 80.3 84.4: 19.7 15.6
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 : 208: 43 46 54 101 67 177 134:
Old : 208: 43 46 54 101 67 177 134:
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 : 19.1 30.3 27.0 43.6 18.4 30.0 25.8 43.3
Old : 19.1 30.3 27.0 43.6 18.4 30.0 25.8 43.3
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 29, 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 : 738,034: 57,540 82,197 37,985 489,993 502,313 585,518 622,495: 152,516 115,539
Old : 738,034: 57,540 82,197 37,985 489,993 502,313 585,518 622,495: 152,516 115,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 3,878: -771 -5,358 3,047 -0 4,784 2,275 2,474: 1,602 1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 11.1 5.1 66.4 68.1 79.3 84.3: 20.7 15.7
Old : 100.0: 7.8 11.1 5.1 66.4 68.1 79.3 84.3: 20.7 15.7
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 : 202: 48 36 52 99 68 171 132:
Old : 202: 48 36 52 99 68 171 132:
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 29.7 27.1 42.8 18.9 29.5 26.0 42.6
Old : 19.1 29.7 27.1 42.8 18.9 29.5 26.0 42.6
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, April 5, 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 : 900,960: 135,060 188,279 27,935 404,542 579,754 567,537 795,968: 333,423 104,992
Old : 900,960: 135,060 188,279 27,935 404,542 579,754 567,537 795,968: 333,423 104,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 14,188: -11,683 21,341 5,619 14,930 -3,185 8,866 23,775: 5,322 -9,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 20.9 3.1 44.9 64.3 63.0 88.3: 37.0 11.7
Old : 100.0: 15.0 20.9 3.1 44.9 64.3 63.0 88.3: 37.0 11.7
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 : 166: 35 53 27 49 51 99 116:
Old : 166: 35 53 27 49 51 99 116:
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 : 20.3 34.9 30.2 46.4 17.0 30.3 25.3 40.2
Old : 20.3 34.9 30.2 46.4 17.0 30.3 25.3 40.2
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 29, 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 : 886,772: 146,743 166,938 22,317 389,612 582,939 558,671 772,194: 328,101 114,579
Old : 886,772: 146,743 166,938 22,317 389,612 582,939 558,671 772,194: 328,101 114,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 21,529: -5,779 86 6,530 24,412 3,269 25,163 9,885: -3,634 11,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 18.8 2.5 43.9 65.7 63.0 87.1: 37.0 12.9
Old : 100.0: 16.5 18.8 2.5 43.9 65.7 63.0 87.1: 37.0 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 : 167: 38 50 24 50 51 99 114:
Old : 167: 38 50 24 50 51 99 114:
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 : 19.9 35.1 29.8 45.8 16.6 29.9 24.9 39.1
Old : 19.9 35.1 29.8 45.8 16.6 29.9 24.9 39.1
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, April 5, 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 : 11,761: 725 1,573 0 6,418 8,834 7,143 10,407: 4,618 1,354
Old : 11,761: 725 1,573 0 6,418 8,834 7,143 10,407: 4,618 1,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 11: 0 -442 0 -201 147 -201 -295: 212 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.4 0.0 54.6 75.1 60.7 88.5: 39.3 11.5
Old : 100.0: 6.2 13.4 0.0 54.6 75.1 60.7 88.5: 39.3 11.5
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 4 0 13 12 14 16:
Old : 29: 1 4 0 13 12 14 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 : 30.0 40.3 46.5 64.4 28.5 40.3 45.0 64.4
Old : 30.0 40.3 46.5 64.4 28.5 40.3 45.0 64.4
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 29, 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 : 11,750: 725 2,015 0 6,619 8,687 7,344 10,702: 4,406 1,048
Old : 11,750: 725 2,015 0 6,619 8,687 7,344 10,702: 4,406 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 45: -739 -98 0 550 151 -189 53: 234 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 17.1 0.0 56.3 73.9 62.5 91.1: 37.5 8.9
Old : 100.0: 6.2 17.1 0.0 56.3 73.9 62.5 91.1: 37.5 8.9
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 : 31: 1 5 0 14 12 15 17:
Old : 31: 1 5 0 14 12 15 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 : 29.7 40.5 46.4 65.0 28.2 40.5 45.0 65.0
Old : 29.7 40.5 46.4 65.0 28.2 40.5 45.0 65.0
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, April 5, 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 : 23,114: 7,770 1,544 86 10,441 15,593 18,297 17,223: 4,817 5,891
Old : 23,114: 7,770 1,544 86 10,441 15,593 18,297 17,223: 4,817 5,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,227: -1,789 -7 61 234 -1,954 -1,494 -1,900: -733 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 6.7 0.4 45.2 67.5 79.2 74.5: 20.8 25.5
Old : 100.0: 33.6 6.7 0.4 45.2 67.5 79.2 74.5: 20.8 25.5
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 : 38: 9 3 1 13 18 23 21:
Old : 38: 9 3 1 13 18 23 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 : 39.8 37.9 57.4 54.1 39.5 34.7 55.9 50.5
Old : 39.8 37.9 57.4 54.1 39.5 34.7 55.9 50.5
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 29, 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 : 25,341: 9,559 1,551 25 10,207 17,547 19,791 19,123: 5,550 6,218
Old : 25,341: 9,559 1,551 25 10,207 17,547 19,791 19,123: 5,550 6,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,778: 1,870 -63 23 591 2,382 2,484 2,342: 294 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 6.1 0.1 40.3 69.2 78.1 75.5: 21.9 24.5
Old : 100.0: 37.7 6.1 0.1 40.3 69.2 78.1 75.5: 21.9 24.5
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 : 37: 9 4 1 12 18 21 23:
Old : 37: 9 4 1 12 18 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 : 40.6 39.3 60.8 54.7 40.4 36.8 60.5 52.2
Old : 40.6 39.3 60.8 54.7 40.4 36.8 60.5 52.2
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, April 5, 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 : 53,852: 4,539 15,567 107 36,379 27,269 41,025 42,942: 12,828 10,910
Old : 53,852: 4,539 15,567 107 36,379 27,269 41,025 42,942: 12,828 10,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,136: 553 -1,747 -10 246 -598 789 -2,355: -2,925 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 28.9 0.2 67.6 50.6 76.2 79.7: 23.8 20.3
Old : 100.0: 8.4 28.9 0.2 67.6 50.6 76.2 79.7: 23.8 20.3
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 : 91: 13 24 3 38 30 54 54:
Old : 91: 13 24 3 38 30 54 54:
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 : 33.6 28.5 46.9 42.7 32.2 24.7 42.1 38.5
Old : 33.6 28.5 46.9 42.7 32.2 24.7 42.1 38.5
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 29, 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 : 55,988: 3,986 17,314 116 36,133 27,867 40,235 45,298: 15,753 10,691
Old : 55,988: 3,986 17,314 116 36,133 27,867 40,235 45,298: 15,753 10,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,056: -1,155 -314 -2 1,799 719 643 404: 1,413 1,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 30.9 0.2 64.5 49.8 71.9 80.9: 28.1 19.1
Old : 100.0: 7.1 30.9 0.2 64.5 49.8 71.9 80.9: 28.1 19.1
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 : 87: 10 23 3 37 31 50 54:
Old : 87: 10 23 3 37 31 50 54:
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 : 32.5 28.9 45.5 44.2 31.2 25.0 40.7 39.9
Old : 32.5 28.9 45.5 44.2 31.2 25.0 40.7 39.9
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, April 5, 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 : 264,238: 57,252 109,437 3,860 172,246 119,399 233,359 232,696: 30,879 31,541
Old : 264,238: 57,252 109,437 3,860 172,246 119,399 233,359 232,696: 30,879 31,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -17,096: -17,409 -6,884 176 1,131 4,302 -16,102 -2,406: -995 -14,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 41.4 1.5 65.2 45.2 88.3 88.1: 11.7 11.9
Old : 100.0: 21.7 41.4 1.5 65.2 45.2 88.3 88.1: 11.7 11.9
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 : 169: 40 60 11 44 38 90 104:
Old : 169: 40 60 11 44 38 90 104:
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 28.2 57.9 43.2 44.4 23.0 52.9 33.1
Old : 48.0 28.2 57.9 43.2 44.4 23.0 52.9 33.1
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 29, 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 : 281,334: 74,661 116,321 3,684 171,116 115,098 249,460 235,102: 31,874 46,232
Old : 281,334: 74,661 116,321 3,684 171,116 115,098 249,460 235,102: 31,874 46,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 12,140: -2,916 -3,681 742 18,780 14,769 16,605 11,829: -4,464 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 41.3 1.3 60.8 40.9 88.7 83.6: 11.3 16.4
Old : 100.0: 26.5 41.3 1.3 60.8 40.9 88.7 83.6: 11.3 16.4
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 : 167: 36 68 11 39 37 82 109:
Old : 167: 36 68 11 39 37 82 109:
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 24.8 59.0 39.1 44.0 20.9 55.5 31.3
Old : 45.5 24.8 59.0 39.1 44.0 20.9 55.5 31.3
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, April 5, 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 : 86,840: 24,431 4,538 6,306 35,635 65,144 66,371 75,988: 20,468 10,852
Old : 86,840: 24,431 4,538 6,306 35,635 65,144 66,371 75,988: 20,468 10,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,492: -4,481 944 510 3,988 -5,853 18 -4,398: -2,509 1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 5.2 7.3 41.0 75.0 76.4 87.5: 23.6 12.5
Old : 100.0: 28.1 5.2 7.3 41.0 75.0 76.4 87.5: 23.6 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 : 46: 16 4 6 20 16 37 25:
Old : 46: 16 4 6 20 16 37 25:
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 : 39.0 58.3 51.8 71.6 35.3 57.6 47.1 69.2
Old : 39.0 58.3 51.8 71.6 35.3 57.6 47.1 69.2
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 29, 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 : 89,331: 28,911 3,594 5,796 31,646 70,996 66,354 80,386: 22,978 8,945
Old : 89,331: 28,911 3,594 5,796 31,646 70,996 66,354 80,386: 22,978 8,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -22,763: -28,595 193 1,262 10,602 -24,808 -16,731 -23,354: -6,032 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 4.0 6.5 35.4 79.5 74.3 90.0: 25.7 10.0
Old : 100.0: 32.4 4.0 6.5 35.4 79.5 74.3 90.0: 25.7 10.0
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 : 45: 15 3 4 21 16 37 22:
Old : 45: 15 3 4 21 16 37 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 : 33.6 61.4 47.8 75.6 30.2 60.7 44.3 73.6
Old : 33.6 61.4 47.8 75.6 30.2 60.7 44.3 73.6
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, April 5, 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 : 31,209: 1,192 10,515 0 25,648 14,492 26,840 25,007: 4,369 6,202
Old : 31,209: 1,192 10,515 0 25,648 14,492 26,840 25,007: 4,369 6,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 921: 2 269 0 1,310 393 1,312 662: -392 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 33.7 0.0 82.2 46.4 86.0 80.1: 14.0 19.9
Old : 100.0: 3.8 33.7 0.0 82.2 46.4 86.0 80.1: 14.0 19.9
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 : 57: 3 12 0 25 26 28 38:
Old : 57: 3 12 0 25 26 28 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 : 56.9 35.1 67.4 46.9 55.9 34.8 66.4 46.5
Old : 56.9 35.1 67.4 46.9 55.9 34.8 66.4 46.5
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 29, 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 : 30,288: 1,190 10,246 0 24,338 14,099 25,528 24,345: 4,760 5,943
Old : 30,288: 1,190 10,246 0 24,338 14,099 25,528 24,345: 4,760 5,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,438: 0 25 0 1,588 1,950 1,588 1,975: -150 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 33.8 0.0 80.4 46.5 84.3 80.4: 15.7 19.6
Old : 100.0: 3.9 33.8 0.0 80.4 46.5 84.3 80.4: 15.7 19.6
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 : 57: 3 12 0 26 24 29 36:
Old : 57: 3 12 0 26 24 29 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 : 53.6 34.2 64.3 46.3 52.6 33.8 63.2 45.9
Old : 53.6 34.2 64.3 46.3 52.6 33.8 63.2 45.9
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, April 5, 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 : 171,887: 36,564 32,289 1,287 120,147 125,663 157,998 159,239: 13,888 12,648
Old : 171,887: 36,564 32,289 1,287 120,147 125,663 157,998 159,239: 13,888 12,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 8,408: 3,283 457 -184 8,994 8,416 12,092 8,689: -3,684 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 18.8 0.7 69.9 73.1 91.9 92.6: 8.1 7.4
Old : 100.0: 21.3 18.8 0.7 69.9 73.1 91.9 92.6: 8.1 7.4
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 : 110: 18 37 9 31 41 53 83:
Old : 110: 18 37 9 31 41 53 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 : 45.9 37.7 65.3 51.1 44.2 36.6 62.5 49.8
Old : 45.9 37.7 65.3 51.1 44.2 36.6 62.5 49.8
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 29, 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 : 163,479: 33,281 31,832 1,471 111,154 117,247 145,906 150,550: 17,573 12,929
Old : 163,479: 33,281 31,832 1,471 111,154 117,247 145,906 150,550: 17,573 12,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 7,491: -4,207 163 119 12,552 6,986 8,464 7,267: -973 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 19.5 0.9 68.0 71.7 89.3 92.1: 10.7 7.9
Old : 100.0: 20.4 19.5 0.9 68.0 71.7 89.3 92.1: 10.7 7.9
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 : 112: 22 36 9 28 41 54 82:
Old : 112: 22 36 9 28 41 54 82:
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 37.7 59.3 50.8 38.2 36.4 56.8 49.1
Old : 40.6 37.7 59.3 50.8 38.2 36.4 56.8 49.1
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, April 5, 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 : 36,663: 11,478 10,369 379 13,185 16,968 25,042 27,716: 11,621 8,947
Old : 36,663: 11,478 10,369 379 13,185 16,968 25,042 27,716: 11,621 8,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -1,137: -662 -1,162 28 105 246 -529 -888: -608 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 28.3 1.0 36.0 46.3 68.3 75.6: 31.7 24.4
Old : 100.0: 31.3 28.3 1.0 36.0 46.3 68.3 75.6: 31.7 24.4
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 : 71: 22 14 4 17 21 42 37:
Old : 71: 22 14 4 17 21 42 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 : 24.2 29.0 34.8 43.6 24.1 29.0 34.3 42.4
Old : 24.2 29.0 34.8 43.6 24.1 29.0 34.3 42.4
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 29, 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 : 37,800: 12,140 11,531 351 13,080 16,722 25,571 28,604: 12,229 9,196
Old : 37,800: 12,140 11,531 351 13,080 16,722 25,571 28,604: 12,229 9,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,060: -412 321 79 2,884 1,682 2,551 2,082: 1,509 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 30.5 0.9 34.6 44.2 67.6 75.7: 32.4 24.3
Old : 100.0: 32.1 30.5 0.9 34.6 44.2 67.6 75.7: 32.4 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 : 70: 22 15 3 15 20 39 37:
Old : 70: 22 15 3 15 20 39 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 : 23.8 32.1 35.5 45.2 23.8 32.1 35.3 42.5
Old : 23.8 32.1 35.5 45.2 23.8 32.1 35.3 42.5
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 29, 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 : 27,064: 10,400 350 0 12,144 1,754 22,544 2,104: 4,520 24,960
Old : 27,064: 10,400 350 0 12,144 1,754 22,544 2,104: 4,520 24,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 1.3 0.0 44.9 6.5 83.3 7.8: 16.7 92.2
Old : 100.0: 38.4 1.3 0.0 44.9 6.5 83.3 7.8: 16.7 92.2
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 : 22: 10 1 0 8 3 18 4:
Old : 22: 10 1 0 8 3 18 4:
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 : 56.4 7.8 72.9 7.8 56.4 7.8 72.9 7.8
Old : 56.4 7.8 72.9 7.8 56.4 7.8 72.9 7.8
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, April 5, 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 : 68,707: 3,662 5,338 502 50,510 23,767 54,674 29,607: 14,033 39,100
Old : 68,707: 3,662 5,338 502 50,510 23,767 54,674 29,607: 14,033 39,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,521: 416 -2,390 252 1,387 -1,803 2,055 -3,941: -534 5,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 7.8 0.7 73.5 34.6 79.6 43.1: 20.4 56.9
Old : 100.0: 5.3 7.8 0.7 73.5 34.6 79.6 43.1: 20.4 56.9
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: 3 14 3 18 26 23 42:
Old : 48: 3 14 3 18 26 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 : 63.3 16.7 71.6 26.0 56.6 11.6 61.3 17.5
Old : 63.3 16.7 71.6 26.0 56.6 11.6 61.3 17.5
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 29, 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 : 67,186: 3,246 7,728 250 49,123 25,570 52,619 33,548: 14,567 33,638
Old : 67,186: 3,246 7,728 250 49,123 25,570 52,619 33,548: 14,567 33,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -534: 0 100 250 798 -240 1,048 110: -1,582 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.5 0.4 73.1 38.1 78.3 49.9: 21.7 50.1
Old : 100.0: 4.8 11.5 0.4 73.1 38.1 78.3 49.9: 21.7 50.1
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: 3 14 1 19 28 23 43:
Old : 50: 3 14 1 19 28 23 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 : 64.4 17.3 71.4 28.6 58.4 15.3 63.0 23.1
Old : 64.4 17.3 71.4 28.6 58.4 15.3 63.0 23.1
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, April 5, 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 : 119,448: 39,964 4,664 19,221 25,400 84,350 84,585 108,235: 34,863 11,213
Old : 119,448: 39,964 4,664 19,221 25,400 84,350 84,585 108,235: 34,863 11,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 2,852: 1,588 -33 -853 3,196 3,524 3,930 2,638: -1,078 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 3.9 16.1 21.3 70.6 70.8 90.6: 29.2 9.4
Old : 100.0: 33.5 3.9 16.1 21.3 70.6 70.8 90.6: 29.2 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 : 166: 93 27 49 28 33 145 90:
Old : 166: 93 27 49 28 33 145 90:
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 : 17.6 29.0 25.4 46.4 13.5 26.4 18.9 41.0
Old : 17.6 29.0 25.4 46.4 13.5 26.4 18.9 41.0
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 29, 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 : 116,597: 38,376 4,697 20,074 22,204 80,826 80,655 105,597: 35,942 10,999
Old : 116,597: 38,376 4,697 20,074 22,204 80,826 80,655 105,597: 35,942 10,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -10,470: -8,253 -950 -2,868 1,057 -5,707 -10,065 -9,525: -405 -945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 4.0 17.2 19.0 69.3 69.2 90.6: 30.8 9.4
Old : 100.0: 32.9 4.0 17.2 19.0 69.3 69.2 90.6: 30.8 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 : 168: 92 29 51 29 34 146 95:
Old : 168: 92 29 51 29 34 146 95:
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 : 16.2 28.7 22.8 45.1 13.4 26.5 18.7 41.8
Old : 16.2 28.7 22.8 45.1 13.4 26.5 18.7 41.8
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, April 5, 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 : 124,252: 42,989 14,282 28,056 36,032 68,110 107,077 110,448: 17,175 13,804
Old : 124,252: 42,989 14,282 28,056 36,032 68,110 107,077 110,448: 17,175 13,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 6,304: 2,347 275 1,511 1,427 4,069 5,285 5,856: 1,019 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 11.5 22.6 29.0 54.8 86.2 88.9: 13.8 11.1
Old : 100.0: 34.6 11.5 22.6 29.0 54.8 86.2 88.9: 13.8 11.1
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 : 196: 73 59 53 43 41 151 129:
Old : 196: 73 59 53 43 41 151 129:
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 27.7 31.5 44.4 17.5 25.1 26.5 37.9
Old : 20.1 27.7 31.5 44.4 17.5 25.1 26.5 37.9
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 29, 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 : 117,948: 40,642 14,006 26,544 34,605 64,041 101,791 104,592: 16,157 13,356
Old : 117,948: 40,642 14,006 26,544 34,605 64,041 101,791 104,592: 16,157 13,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -6,368: -6,699 -1,942 1,032 353 -5,601 -5,315 -6,511: -1,053 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 11.9 22.5 29.3 54.3 86.3 88.7: 13.7 11.3
Old : 100.0: 34.5 11.9 22.5 29.3 54.3 86.3 88.7: 13.7 11.3
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 : 182: 68 55 52 41 42 141 125:
Old : 182: 68 55 52 41 42 141 125:
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 30.3 32.8 46.5 17.8 25.6 27.6 39.5
Old : 20.6 30.3 32.8 46.5 17.8 25.6 27.6 39.5
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, April 5, 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 : 341,416: 143,159 25,143 57,488 89,506 238,823 290,153 321,454: 51,263 19,962
Old : 341,416: 143,159 25,143 57,488 89,506 238,823 290,153 321,454: 51,263 19,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -8,362: 3,946 698 -2,485 -3,626 -4,053 -2,166 -5,841: -6,196 -2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 7.4 16.8 26.2 70.0 85.0 94.2: 15.0 5.8
Old : 100.0: 41.9 7.4 16.8 26.2 70.0 85.0 94.2: 15.0 5.8
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 : 226: 127 44 54 42 41 188 123:
Old : 226: 127 44 54 42 41 188 123:
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 : 24.7 34.2 35.6 52.1 21.7 29.6 28.3 43.7
Old : 24.7 34.2 35.6 52.1 21.7 29.6 28.3 43.7
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 29, 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 : 349,778: 139,214 24,445 59,973 93,132 242,876 292,319 327,295: 57,460 22,484
Old : 349,778: 139,214 24,445 59,973 93,132 242,876 292,319 327,295: 57,460 22,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -45,388: -11,030 -6,242 -22,153 -7,110 -14,386 -40,292 -42,781: -5,096 -2,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 7.0 17.1 26.6 69.4 83.6 93.6: 16.4 6.4
Old : 100.0: 39.8 7.0 17.1 26.6 69.4 83.6 93.6: 16.4 6.4
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 : 225: 126 40 56 38 40 191 120:
Old : 225: 126 40 56 38 40 191 120:
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 : 23.3 34.4 33.8 52.0 19.9 29.1 26.0 42.9
Old : 23.3 34.4 33.8 52.0 19.9 29.1 26.0 42.9
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, April 5, 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 : 10,631: 7,753 950 585 275 8,994 8,613 10,529: 2,018 102
Old : 10,631: 7,753 950 585 275 8,994 8,613 10,529: 2,018 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 334: 365 45 -32 -24 1,177 309 1,190: 25 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 8.9 5.5 2.6 84.6 81.0 99.0: 19.0 1.0
Old : 100.0: 72.9 8.9 5.5 2.6 84.6 81.0 99.0: 19.0 1.0
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 : 41: 24 4 8 3 5 33 16:
Old : 41: 24 4 8 3 5 33 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 : 47.6 86.5 64.9 96.5 47.6 86.5 63.8 93.5
Old : 47.6 86.5 64.9 96.5 47.6 86.5 63.8 93.5
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 29, 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 : 10,297: 7,388 905 617 299 7,817 8,304 9,339: 1,993 958
Old : 10,297: 7,388 905 617 299 7,817 8,304 9,339: 1,993 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -302: 695 138 -375 -165 -221 155 -458: -457 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 8.8 6.0 2.9 75.9 80.6 90.7: 19.4 9.3
Old : 100.0: 71.7 8.8 6.0 2.9 75.9 80.6 90.7: 19.4 9.3
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 : 41: 24 5 9 4 5 35 16:
Old : 41: 24 5 9 4 5 35 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 : 42.3 78.2 59.4 87.6 42.3 78.1 59.4 84.3
Old : 42.3 78.2 59.4 87.6 42.3 78.1 59.4 84.3
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, April 5, 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 : 80,765: 11,874 6,496 11,485 42,678 39,359 66,037 57,341: 14,728 23,424
Old : 34,576: 4,967 3,293 4,468 19,318 17,259 28,752 25,020: 5,824 9,556
Other: 46,189: 8,321 4,616 5,605 23,360 22,100 37,286 32,321: 8,904 13,868
: : :
: : Changes in Commitments from: March 29, 2005 :
: -380: -6,057 1,225 2,977 1,599 -5,920 -1,481 -1,718: 1,101 1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 8.0 14.2 52.8 48.7 81.8 71.0: 18.2 29.0
Old : 100.0: 14.4 9.5 12.9 55.9 49.9 83.2 72.4: 16.8 27.6
Other: 100.0: 18.0 10.0 12.1 50.6 47.8 80.7 70.0: 19.3 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 23 22 19 44 49 77 81:
Old : 82: 17 12 10 26 39 45 59:
Other: 92: 23 16 15 35 40 63 66:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 27.5 38.0 36.4 22.5 19.5 30.1 22.9
Old : 39.8 28.6 55.3 40.0 34.9 19.5 45.8 25.8
Other: 25.8 30.2 37.4 37.8 22.5 27.4 33.1 32.3
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 81,145: 17,931 5,271 8,508 41,079 45,279 67,518 59,059: 13,627 22,086
Old : 36,790: 8,961 2,241 3,386 18,451 22,510 30,798 28,137: 5,992 8,653
Other: 44,355: 9,541 3,602 4,551 22,628 22,769 36,720 30,922: 7,635 13,434
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,935: -1,404 412 153 234 -795 -1,017 -230: -918 -1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 6.5 10.5 50.6 55.8 83.2 72.8: 16.8 27.2
Old : 100.0: 24.4 6.1 9.2 50.2 61.2 83.7 76.5: 16.3 23.5
Other: 100.0: 21.5 8.1 10.3 51.0 51.3 82.8 69.7: 17.2 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 29 19 15 42 51 80 76:
Old : 85: 21 8 11 26 43 50 59:
Other: 92: 24 14 14 33 43 62 66:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 28.4 36.0 39.9 21.0 21.4 29.5 26.5
Old : 34.0 28.2 50.2 42.6 32.3 26.6 47.0 36.2
Other: 28.2 32.6 41.1 40.9 23.1 28.0 35.5 33.1
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 31,934: 1,107 3,370 1,630 20,652 15,824 23,389 20,824: 8,545 11,111
Old : 22,260: 1,740 3,236 902 13,567 10,798 16,209 14,935: 6,051 7,324
Other: 9,674: 0 767 95 7,086 5,026 7,181 5,888: 2,494 3,786
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,387: -675 1,895 102 -1,017 -3,357 -1,590 -1,360: -1,797 -2,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 10.6 5.1 64.7 49.6 73.2 65.2: 26.8 34.8
Old : 100.0: 7.8 14.5 4.1 60.9 48.5 72.8 67.1: 27.2 32.9
Other: 100.0: 0.0 7.9 1.0 73.2 52.0 74.2 60.9: 25.8 39.1
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 9 6 22 17 31 28:
Old : 39: 7 7 6 20 16 29 27:
Other: 26: 0 6 5 12 14 17 20:
:----------------------------------------------------------------------------------------------------
: 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 31.8 51.0 44.4 26.5 20.8 38.3 29.0
Old : 37.8 34.7 52.4 48.3 26.2 28.8 39.0 39.7
Other: 43.8 33.6 67.6 48.7 39.5 30.7 58.3 42.2
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 35,322: 1,782 1,474 1,528 21,669 19,180 24,979 22,183: 10,342 13,139
Old : 26,092: 2,425 1,317 755 14,779 14,343 17,959 16,416: 8,133 9,677
Other: 9,229: 0 801 129 6,891 4,838 7,020 5,767: 2,209 3,462
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,579: -53 -480 -529 -1,326 -874 -1,908 -1,883: -671 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.2 4.3 61.3 54.3 70.7 62.8: 29.3 37.2
Old : 100.0: 9.3 5.0 2.9 56.6 55.0 68.8 62.9: 31.2 37.1
Other: 100.0: 0.0 8.7 1.4 74.7 52.4 76.1 62.5: 23.9 37.5
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 8 7 22 17 33 27:
Old : 39: 10 4 6 18 17 29 26:
Other: 26: 0 6 4 12 14 16 20:
:----------------------------------------------------------------------------------------------------
: 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 : 32.9 34.0 49.9 46.4 23.0 19.6 35.6 26.7
Old : 38.0 34.8 51.8 48.8 22.8 27.7 35.9 37.5
Other: 41.7 34.9 67.7 49.5 36.8 30.4 58.1 41.3
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 176,096: 43,707 4,588 45,456 64,613 114,782 153,776 164,826: 22,321 11,271
Old : 141,610: 42,256 7,156 31,760 48,736 94,151 122,752 133,066: 18,858 8,544
Other: 34,486: 4,496 477 10,651 15,877 20,632 31,023 31,760: 3,463 2,727
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,369: -1,291 -190 -1,662 720 -795 -2,233 -2,647: -1,136 -723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 2.6 25.8 36.7 65.2 87.3 93.6: 12.7 6.4
Old : 100.0: 29.8 5.1 22.4 34.4 66.5 86.7 94.0: 13.3 6.0
Other: 100.0: 13.0 1.4 30.9 46.0 59.8 90.0 92.1: 10.0 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 101 38 62 74 75 208 151:
Old : 230: 96 43 54 61 72 186 144:
Other: 124: 34 22 38 48 50 103 91:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 33.9 24.1 45.3 13.4 28.4 20.7 38.2
Old : 16.6 38.5 26.0 48.2 16.6 35.9 25.9 44.5
Other: 24.4 24.4 38.6 38.7 20.2 20.7 26.4 28.8
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 179,466: 44,998 4,777 47,118 63,893 115,577 156,009 167,472: 23,457 11,993
Old : 146,057: 43,177 7,736 33,887 49,003 95,958 126,067 137,581: 19,990 8,476
Other: 33,408: 4,955 175 10,097 14,890 19,620 29,942 29,892: 3,466 3,517
: : :
: : Changes in Commitments from: March 22, 2005 :
: 5,298: -564 -647 2,592 832 1,948 2,860 3,893: 2,438 1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.7 26.3 35.6 64.4 86.9 93.3: 13.1 6.7
Old : 100.0: 29.6 5.3 23.2 33.6 65.7 86.3 94.2: 13.7 5.8
Other: 100.0: 14.8 0.5 30.2 44.6 58.7 89.6 89.5: 10.4 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 112 29 59 71 74 203 148:
Old : 226: 95 47 55 61 68 187 141:
Other: 115: 42 10 36 44 48 94 86:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 34.8 23.4 46.1 12.9 29.7 20.2 39.4
Old : 15.8 39.0 25.2 48.9 15.8 36.5 25.0 45.1
Other: 23.7 23.1 38.0 38.1 19.0 18.3 26.9 27.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 47,107: 18,413 4,389 8,655 12,812 31,715 39,880 44,759: 7,227 2,348
Old : 46,763: 18,466 4,481 8,419 12,757 31,546 39,642 44,446: 7,122 2,317
Other: 343: 128 89 55 55 169 238 313: 105 30
: : :
: : Changes in Commitments from: March 29, 2005 :
: 2,254: 1,573 95 555 -168 1,627 1,960 2,277: 293 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 9.3 18.4 27.2 67.3 84.7 95.0: 15.3 5.0
Old : 100.0: 39.5 9.6 18.0 27.3 67.5 84.8 95.0: 15.2 5.0
Other: 100.0: 37.3 25.9 16.1 16.0 49.2 69.4 91.2: 30.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 75 24 35 26 21 124 63:
Old : 138: 74 25 35 26 21 124 63:
Other: 21: 8 6 9 3 5 12 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 : 17.7 42.6 28.8 62.7 15.5 36.2 25.3 56.3
Old : 17.8 42.7 29.0 62.9 15.7 36.4 25.5 56.5
Other: 48.7 56.5 63.2 74.3 42.9 56.5 50.7 72.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 44,853: 16,840 4,295 8,100 12,980 30,088 37,920 42,482: 6,933 2,371
Old : 44,624: 16,846 4,309 8,010 12,923 29,980 37,778 42,298: 6,846 2,326
Other: 229: 43 35 41 57 108 142 184: 88 45
: : :
: : Changes in Commitments from: March 22, 2005 :
: 520: -499 327 -77 422 403 -154 654: 674 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 9.6 18.1 28.9 67.1 84.5 94.7: 15.5 5.3
Old : 100.0: 37.8 9.7 17.9 29.0 67.2 84.7 94.8: 15.3 5.2
Other: 100.0: 18.9 15.3 17.9 25.0 47.0 61.8 80.2: 38.2 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 77 20 33 28 20 123 61:
Old : 137: 77 21 33 28 20 123 61:
Other: 19: 5 7 7 3 5 10 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 : 18.1 43.9 29.0 62.6 15.7 37.5 25.1 56.0
Old : 18.2 44.0 29.1 62.8 15.7 37.6 25.2 56.1
Other: 42.5 44.8 59.9 63.1 34.8 44.8 42.2 57.4
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 145,610: 32,309 4,020 15,381 84,976 118,861 132,666 138,261: 12,944 7,349
Old : 88,196: 28,818 3,342 13,060 34,801 65,391 76,679 81,794: 11,517 6,402
Other: 57,415: 4,403 1,590 1,408 50,175 53,469 55,987 56,468: 1,428 947
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,961: -3,583 242 -1,361 1,827 -3,145 -3,117 -4,264: -844 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 2.8 10.6 58.4 81.6 91.1 95.0: 8.9 5.0
Old : 100.0: 32.7 3.8 14.8 39.5 74.1 86.9 92.7: 13.1 7.3
Other: 100.0: 7.7 2.8 2.5 87.4 93.1 97.5 98.4: 2.5 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 62 26 51 52 44 149 100:
Old : 157: 68 20 51 49 42 144 97:
Other: 67: 16 13 14 27 29 53 46:
:----------------------------------------------------------------------------------------------------
: 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 37.5 39.6 57.0 17.1 25.7 24.8 35.4
Old : 17.6 32.7 29.2 49.5 15.7 25.8 24.0 40.7
Other: 56.6 59.9 73.0 77.6 40.0 47.1 54.0 57.5
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 149,571: 35,891 3,778 16,741 83,150 122,006 135,782 142,525: 13,789 7,046
Old : 93,805: 32,667 3,068 14,850 35,822 69,427 83,339 87,344: 10,466 6,461
Other: 55,766: 4,150 1,636 966 47,328 52,579 52,444 55,181: 3,323 585
: : :
: : Changes in Commitments from: March 22, 2005 :
: -15,708: -13,636 -1,944 -2,789 1,669 -10,285 -14,756 -15,018: -952 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 2.5 11.2 55.6 81.6 90.8 95.3: 9.2 4.7
Old : 100.0: 34.8 3.3 15.8 38.2 74.0 88.8 93.1: 11.2 6.9
Other: 100.0: 7.4 2.9 1.7 84.9 94.3 94.0 99.0: 6.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 72 18 52 46 45 145 106:
Old : 162: 67 23 52 45 44 142 104:
Other: 67: 15 13 13 27 31 51 48:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 37.7 38.8 57.1 16.5 25.6 24.2 35.6
Old : 18.2 32.6 29.1 48.8 15.1 24.9 23.5 38.7
Other: 55.5 62.3 70.6 79.9 39.2 49.8 51.1 59.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 489,459: 77,078 50,424 88,695 241,508 287,680 407,281 426,800: 82,178 62,659
Old : 489,459: 77,078 50,424 88,695 241,508 287,680 407,281 426,800: 82,178 62,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 14,722: -5,757 15,898 6,137 10,765 -11,860 11,144 10,174: 3,578 4,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 10.3 18.1 49.3 58.8 83.2 87.2: 16.8 12.8
Old : 100.0: 15.7 10.3 18.1 49.3 58.8 83.2 87.2: 16.8 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 : 164: 58 36 49 63 52 136 122:
Old : 164: 58 36 49 63 52 136 122:
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 : 15.5 28.3 26.0 42.0 12.1 23.3 20.6 31.7
Old : 15.5 28.3 26.0 42.0 12.1 23.3 20.6 31.7
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 29, 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 : 474,737: 82,835 34,526 82,559 230,743 299,540 396,137 416,626: 78,600 58,112
Old : 474,737: 82,835 34,526 82,559 230,743 299,540 396,137 416,626: 78,600 58,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -4,520: -15,245 17,023 -1,901 16,822 -26,299 -324 -11,177: -4,197 6,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 7.3 17.4 48.6 63.1 83.4 87.8: 16.6 12.2
Old : 100.0: 17.4 7.3 17.4 48.6 63.1 83.4 87.8: 16.6 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 : 154: 54 33 42 62 51 132 110:
Old : 154: 54 33 42 62 51 132 110:
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 : 14.4 32.6 24.5 47.0 11.8 26.9 20.0 35.5
Old : 14.4 32.6 24.5 47.0 11.8 26.9 20.0 35.5
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, April 5, 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 : 158,497: 45,344 8,270 46,210 52,341 94,406 143,895 148,885: 14,602 9,612
Old : 144,552: 45,315 10,952 39,314 46,024 85,646 130,654 135,912: 13,898 8,639
Other: 13,946: 3,488 777 3,436 6,317 8,760 13,241 12,973: 705 973
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,177: 456 46 1,592 -1,241 -1,024 807 613: 371 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 5.2 29.2 33.0 59.6 90.8 93.9: 9.2 6.1
Old : 100.0: 31.3 7.6 27.2 31.8 59.2 90.4 94.0: 9.6 6.0
Other: 100.0: 25.0 5.6 24.6 45.3 62.8 94.9 93.0: 5.1 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 181 62 133 102 115 336 277:
Old : 391: 175 72 129 99 114 330 272:
Other: 139: 33 21 33 52 65 99 107:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 19.5 22.4 31.0 11.3 14.8 18.6 24.4
Old : 12.7 20.4 21.8 31.6 12.4 16.0 20.4 25.6
Other: 34.4 25.7 51.6 38.4 24.0 17.8 30.7 26.5
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 157,320: 44,888 8,224 44,618 53,582 95,430 143,088 148,272: 14,232 9,048
Old : 143,732: 45,092 11,194 37,412 47,707 86,988 130,211 135,595: 13,521 8,137
Other: 13,588: 3,612 846 3,390 5,875 8,442 12,877 12,677: 711 911
: : :
: : Changes in Commitments from: March 22, 2005 :
: -12,235: -8,428 -2,625 -3,422 -126 -6,199 -11,976 -12,246: -259 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 5.2 28.4 34.1 60.7 91.0 94.2: 9.0 5.8
Old : 100.0: 31.4 7.8 26.0 33.2 60.5 90.6 94.3: 9.4 5.7
Other: 100.0: 26.6 6.2 24.9 43.2 62.1 94.8 93.3: 5.2 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 179 67 139 103 114 344 275:
Old : 391: 177 73 136 100 114 339 272:
Other: 136: 33 23 33 49 61 96 104:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 19.4 21.7 30.5 11.7 15.3 19.1 25.0
Old : 12.9 19.6 21.8 30.9 12.9 16.1 20.9 26.1
Other: 35.7 25.8 52.0 38.4 26.3 18.8 33.8 27.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 18,878: 5,874 5,340 2,730 5,966 7,795 14,570 15,865: 4,308 3,013
Old : 18,878: 5,874 5,340 2,730 5,966 7,795 14,570 15,865: 4,308 3,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -253: 716 -2,669 6 -1,728 2,662 -1,006 -1: 753 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 28.3 14.5 31.6 41.3 77.2 84.0: 22.8 16.0
Old : 100.0: 31.1 28.3 14.5 31.6 41.3 77.2 84.0: 22.8 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 : 47: 19 18 9 6 5 32 26:
Old : 47: 19 18 9 6 5 32 26:
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 : 50.6 61.9 65.4 72.5 44.0 51.4 54.0 60.2
Old : 50.6 61.9 65.4 72.5 44.0 51.4 54.0 60.2
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 29, 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 : 19,131: 5,158 8,008 2,724 7,694 5,133 15,576 15,865: 3,555 3,266
Old : 19,131: 5,158 8,008 2,724 7,694 5,133 15,576 15,865: 3,555 3,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,889: 11 -4,130 28 -2,192 2,421 -2,153 -1,681: 264 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 41.9 14.2 40.2 26.8 81.4 82.9: 18.6 17.1
Old : 100.0: 27.0 41.9 14.2 40.2 26.8 81.4 82.9: 18.6 17.1
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 : 44: 12 22 10 6 5 27 29:
Old : 44: 12 22 10 6 5 27 29:
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 : 53.5 53.9 72.7 67.8 52.3 45.9 60.8 55.8
Old : 53.5 53.9 72.7 67.8 52.3 45.9 60.8 55.8
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, April 5, 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 : 213,685: 40,712 33,114 32,982 105,709 118,241 179,403 184,338: 34,281 29,347
Old : 213,685: 40,712 33,114 32,982 105,709 118,241 179,403 184,338: 34,281 29,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 5,994: 3,961 2,173 47 -244 2,127 3,764 4,347: 2,230 1,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 15.5 15.4 49.5 55.3 84.0 86.3: 16.0 13.7
Old : 100.0: 19.1 15.5 15.4 49.5 55.3 84.0 86.3: 16.0 13.7
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 : 128: 42 24 25 56 56 111 92:
Old : 128: 42 24 25 56 56 111 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 : 18.2 30.0 30.7 40.1 12.5 20.3 20.3 26.4
Old : 18.2 30.0 30.7 40.1 12.5 20.3 20.3 26.4
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 29, 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 : 207,690: 36,751 30,942 32,935 105,953 116,115 175,639 179,991: 32,052 27,700
Old : 207,690: 36,751 30,942 32,935 105,953 116,115 175,639 179,991: 32,052 27,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -17,218: -619 2,214 -9,829 -7,084 -9,431 -17,532 -17,047: 314 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.9 15.9 51.0 55.9 84.6 86.7: 15.4 13.3
Old : 100.0: 17.7 14.9 15.9 51.0 55.9 84.6 86.7: 15.4 13.3
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 : 133: 36 33 31 59 59 116 103:
Old : 133: 36 33 31 59 59 116 103:
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 : 18.7 27.6 30.7 38.6 13.3 18.5 20.6 24.4
Old : 18.7 27.6 30.7 38.6 13.3 18.5 20.6 24.4
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, April 5, 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 : 746,891: 62,642 58,514 295,360 310,953 359,111 668,955 712,985: 77,936 33,906
Old : 746,891: 62,642 58,514 295,360 310,953 359,111 668,955 712,985: 77,936 33,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 33,036: 3,050 4,627 13,187 17,870 18,369 34,106 36,183: -1,070 -3,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 7.8 39.5 41.6 48.1 89.6 95.5: 10.4 4.5
Old : 100.0: 8.4 7.8 39.5 41.6 48.1 89.6 95.5: 10.4 4.5
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 : 198: 56 47 82 85 76 187 167:
Old : 198: 56 47 82 85 76 187 167:
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 22.4 29.7 35.1 4.6 8.0 7.2 12.9
Old : 18.5 22.4 29.7 35.1 4.6 8.0 7.2 12.9
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 29, 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 : 713,855: 59,592 53,887 282,173 293,083 340,742 634,848 676,803: 79,006 37,052
Old : 713,855: 59,592 53,887 282,173 293,083 340,742 634,848 676,803: 79,006 37,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -45,687: 4,874 -4,617 -20,595 -24,760 -18,707 -40,481 -43,919: -5,205 -1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.5 39.5 41.1 47.7 88.9 94.8: 11.1 5.2
Old : 100.0: 8.3 7.5 39.5 41.1 47.7 88.9 94.8: 11.1 5.2
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 : 197: 64 46 76 81 73 185 159:
Old : 197: 64 46 76 81 73 185 159:
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 : 19.4 23.1 31.0 36.1 4.7 8.0 7.2 12.8
Old : 19.4 23.1 31.0 36.1 4.7 8.0 7.2 12.8
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, April 5, 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 : 94,113: 10,446 4,048 0 74,971 86,115 85,417 90,163: 8,696 3,950
Old : 94,113: 10,446 4,048 0 74,971 86,115 85,417 90,163: 8,696 3,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,831: -988 180 -180 3,084 2,166 1,916 2,166: -85 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 4.3 0.0 79.7 91.5 90.8 95.8: 9.2 4.2
Old : 100.0: 11.1 4.3 0.0 79.7 91.5 90.8 95.8: 9.2 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 : 31: 1 1 0 18 25 19 26:
Old : 31: 1 1 0 18 25 19 26:
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 : 64.0 37.8 77.8 57.4 64.0 36.4 73.1 54.5
Old : 64.0 37.8 77.8 57.4 64.0 36.4 73.1 54.5
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 29, 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 : 92,282: 11,434 3,868 180 71,887 83,949 83,501 87,997: 8,781 4,285
Old : 92,282: 11,434 3,868 180 71,887 83,949 83,501 87,997: 8,781 4,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,974: 1,208 -840 180 1,615 2,689 3,003 2,029: -29 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.2 0.2 77.9 91.0 90.5 95.4: 9.5 4.6
Old : 100.0: 12.4 4.2 0.2 77.9 91.0 90.5 95.4: 9.5 4.6
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 : 31: 1 1 1 19 24 21 25:
Old : 31: 1 1 1 19 24 21 25:
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 : 60.0 36.7 75.8 56.8 60.0 35.2 69.7 53.0
Old : 60.0 36.7 75.8 56.8 60.0 35.2 69.7 53.0
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 29, 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 : 54,009: 0 5,340 3,926 47,924 37,612 51,850 46,878: 2,159 7,131
Old : 54,009: 0 5,340 3,926 47,924 37,612 51,850 46,878: 2,159 7,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,967: 0 -1,178 1,208 666 3,252 1,874 3,282: 93 -1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 7.3 88.7 69.6 96.0 86.8: 4.0 13.2
Old : 100.0: 0.0 9.9 7.3 88.7 69.6 96.0 86.8: 4.0 13.2
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 : 22: 0 3 1 12 13 13 16:
Old : 22: 0 3 1 12 13 13 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 : 53.2 52.4 81.9 74.0 51.1 50.0 72.2 65.8
Old : 53.2 52.4 81.9 74.0 51.1 50.0 72.2 65.8
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, April 5, 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 : 47,101: 5,743 844 3,175 33,221 36,853 42,139 40,872: 4,962 6,229
Old : 47,101: 5,743 844 3,175 33,221 36,853 42,139 40,872: 4,962 6,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,138: 560 -224 94 -4,948 -4,862 -4,294 -4,992: 1,156 1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 1.8 6.7 70.5 78.2 89.5 86.8: 10.5 13.2
Old : 100.0: 12.2 1.8 6.7 70.5 78.2 89.5 86.8: 10.5 13.2
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 : 22: 2 1 3 17 15 20 18:
Old : 22: 2 1 3 17 15 20 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 : 59.3 44.2 74.3 67.2 56.3 41.5 65.1 58.3
Old : 59.3 44.2 74.3 67.2 56.3 41.5 65.1 58.3
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 29, 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 : 50,239: 5,183 1,068 3,081 38,169 41,715 46,433 45,864: 3,806 4,375
Old : 50,239: 5,183 1,068 3,081 38,169 41,715 46,433 45,864: 3,806 4,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 3,443: -266 144 -262 4,373 3,253 3,845 3,135: -402 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.1 6.1 76.0 83.0 92.4 91.3: 7.6 8.7
Old : 100.0: 10.3 2.1 6.1 76.0 83.0 92.4 91.3: 7.6 8.7
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 : 24: 2 1 3 20 18 23 21:
Old : 24: 2 1 3 20 18 23 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 : 59.3 44.8 75.5 65.4 54.9 41.8 64.6 57.8
Old : 59.3 44.8 75.5 65.4 54.9 41.8 64.6 57.8
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, April 5, 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 : 60,131: 0 3,527 4,270 45,465 42,854 49,735 50,651: 10,396 9,480
Old : 60,131: 0 3,527 4,270 45,465 42,854 49,735 50,651: 10,396 9,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -6,293: -148 1,986 -725 -7,193 -7,654 -8,066 -6,393: 1,773 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 7.1 75.6 71.3 82.7 84.2: 17.3 15.8
Old : 100.0: 0.0 5.9 7.1 75.6 71.3 82.7 84.2: 17.3 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 : 22: 0 2 2 18 15 20 17:
Old : 22: 0 2 2 18 15 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 : 35.4 62.3 60.0 74.7 28.1 45.1 40.6 49.6
Old : 35.4 62.3 60.0 74.7 28.1 45.1 40.6 49.6
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 29, 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 : 66,424: 148 1,541 4,995 52,658 50,508 57,801 57,044: 8,623 9,380
Old : 66,424: 148 1,541 4,995 52,658 50,508 57,801 57,044: 8,623 9,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,355: -1,908 -676 1,910 193 -905 195 329: 1,160 1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.3 7.5 79.3 76.0 87.0 85.9: 13.0 14.1
Old : 100.0: 0.2 2.3 7.5 79.3 76.0 87.0 85.9: 13.0 14.1
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: 1 1 2 20 17 22 19:
Old : 24: 1 1 2 20 17 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 : 35.2 62.8 59.9 75.3 29.7 48.5 41.7 52.2
Old : 35.2 62.8 59.9 75.3 29.7 48.5 41.7 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 29,880: 2,100 2,190 0 27,360 26,474 29,460 28,664: 420 1,216
Old : 29,880: 2,100 2,190 0 27,360 26,474 29,460 28,664: 420 1,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.3 0.0 91.6 88.6 98.6 95.9: 1.4 4.1
Old : 100.0: 7.0 7.3 0.0 91.6 88.6 98.6 95.9: 1.4 4.1
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 : 23: 2 2 0 12 9 14 11:
Old : 23: 2 2 0 12 9 14 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 : 76.9 82.1 93.5 92.7 74.8 81.3 91.5 91.1
Old : 76.9 82.1 93.5 92.7 74.8 81.3 91.5 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 27,343: 2,100 2,370 0 23,909 23,223 26,009 25,593: 1,334 1,750
Old : 27,343: 2,100 2,370 0 23,909 23,223 26,009 25,593: 1,334 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.7 0.0 87.4 84.9 95.1 93.6: 4.9 6.4
Old : 100.0: 7.7 8.7 0.0 87.4 84.9 95.1 93.6: 4.9 6.4
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 : 25: 2 2 0 11 13 13 15:
Old : 25: 2 2 0 11 13 13 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 : 53.6 63.7 80.6 83.3 51.3 63.7 76.1 81.1
Old : 53.6 63.7 80.6 83.3 51.3 63.7 76.1 81.1
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, April 5, 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 : 935,649: 272,952 67,790 137,342 501,818 717,672 912,112 922,804: 23,537 12,845
Old : 935,649: 272,952 67,790 137,342 501,818 717,672 912,112 922,804: 23,537 12,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -46,292: 3,900 525 -17,466 -30,430 -25,020 -43,996 -41,961: -2,296 -4,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 7.2 14.7 53.6 76.7 97.5 98.6: 2.5 1.4
Old : 100.0: 29.2 7.2 14.7 53.6 76.7 97.5 98.6: 2.5 1.4
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 : 112: 19 9 25 75 74 103 101:
Old : 112: 19 9 25 75 74 103 101:
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 : 34.5 22.9 47.0 38.5 28.8 19.9 36.2 31.4
Old : 34.5 22.9 47.0 38.5 28.8 19.9 36.2 31.4
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 29, 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 : 981,941: 269,052 67,265 154,808 532,248 742,692 956,108 964,765: 25,833 17,176
Old : 981,941: 269,052 67,265 154,808 532,248 742,692 956,108 964,765: 25,833 17,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 18,844: 7,252 1,289 -2,461 4,466 12,641 9,257 11,469: 9,587 7,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 6.9 15.8 54.2 75.6 97.4 98.3: 2.6 1.7
Old : 100.0: 27.4 6.9 15.8 54.2 75.6 97.4 98.3: 2.6 1.7
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 : 128: 24 6 28 85 80 116 110:
Old : 128: 24 6 28 85 80 116 110:
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 : 32.1 22.2 43.8 37.5 26.6 19.2 33.7 30.4
Old : 32.1 22.2 43.8 37.5 26.6 19.2 33.7 30.4
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, April 5, 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 : 142,847: 34,162 42,884 32,714 70,591 63,258 137,467 138,856: 5,380 3,991
Old : 142,847: 34,162 42,884 32,714 70,591 63,258 137,467 138,856: 5,380 3,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 5,476: 4,707 1,065 -2,641 3,556 6,611 5,622 5,035: -146 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 30.0 22.9 49.4 44.3 96.2 97.2: 3.8 2.8
Old : 100.0: 23.9 30.0 22.9 49.4 44.3 96.2 97.2: 3.8 2.8
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 : 42: 11 7 12 22 22 39 35:
Old : 42: 11 7 12 22 22 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 : 34.0 49.4 53.4 71.3 20.4 29.0 28.8 37.9
Old : 34.0 49.4 53.4 71.3 20.4 29.0 28.8 37.9
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 29, 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 : 137,371: 29,455 41,819 35,355 67,035 56,647 131,845 133,821: 5,526 3,550
Old : 137,371: 29,455 41,819 35,355 67,035 56,647 131,845 133,821: 5,526 3,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,916: -3,386 -4,024 10,524 -1,034 -3,277 6,104 3,223: -1,188 1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 30.4 25.7 48.8 41.2 96.0 97.4: 4.0 2.6
Old : 100.0: 21.4 30.4 25.7 48.8 41.2 96.0 97.4: 4.0 2.6
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 : 43: 10 10 11 21 21 37 36:
Old : 43: 10 10 11 21 21 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 : 37.1 50.6 58.9 71.9 26.7 32.5 35.8 40.7
Old : 37.1 50.6 58.9 71.9 26.7 32.5 35.8 40.7
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, April 5, 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 : 48,153: 8,196 2,878 11,711 27,708 32,991 47,615 47,581: 537 572
Old : 48,153: 8,196 2,878 11,711 27,708 32,991 47,615 47,581: 537 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 40: 1,740 -93 -172 -1,750 -117 -181 -382: 221 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 6.0 24.3 57.5 68.5 98.9 98.8: 1.1 1.2
Old : 100.0: 17.0 6.0 24.3 57.5 68.5 98.9 98.8: 1.1 1.2
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 : 40: 3 5 7 28 27 35 35:
Old : 40: 3 5 7 28 27 35 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 : 49.9 49.4 73.9 69.2 32.7 41.4 44.4 48.2
Old : 49.9 49.4 73.9 69.2 32.7 41.4 44.4 48.2
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 29, 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 : 48,113: 6,456 2,971 11,883 29,458 33,108 47,797 47,963: 316 150
Old : 48,113: 6,456 2,971 11,883 29,458 33,108 47,797 47,963: 316 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 541: 969 -508 -243 -215 1,422 511 671: 30 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 6.2 24.7 61.2 68.8 99.3 99.7: 0.7 0.3
Old : 100.0: 13.4 6.2 24.7 61.2 68.8 99.3 99.7: 0.7 0.3
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 : 40: 3 7 8 27 27 35 37:
Old : 40: 3 7 8 27 27 35 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 : 47.0 50.2 72.1 70.0 35.8 42.9 47.2 48.9
Old : 47.0 50.2 72.1 70.0 35.8 42.9 47.2 48.9
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, April 5, 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 : 17,995: 3,623 326 1,129 13,005 16,302 17,757 17,757: 238 238
Old : 17,995: 3,623 326 1,129 13,005 16,302 17,757 17,757: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -1,057: 423 -184 -327 -1,153 -546 -1,057 -1,057: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.8 6.3 72.3 90.6 98.7 98.7: 1.3 1.3
Old : 100.0: 20.1 1.8 6.3 72.3 90.6 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 : 25: 3 1 4 16 17 20 21:
Old : 25: 3 1 4 16 17 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 : 66.8 51.5 82.4 73.0 63.2 47.6 69.1 64.1
Old : 66.8 51.5 82.4 73.0 63.2 47.6 69.1 64.1
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 29, 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 : 19,052: 3,200 510 1,456 14,158 16,848 18,814 18,814: 238 238
Old : 19,052: 3,200 510 1,456 14,158 16,848 18,814 18,814: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 256: 44 -128 86 126 298 256 256: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 2.7 7.6 74.3 88.4 98.8 98.8: 1.2 1.2
Old : 100.0: 16.8 2.7 7.6 74.3 88.4 98.8 98.8: 1.2 1.2
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 : 27: 4 1 4 17 17 22 21:
Old : 27: 4 1 4 17 17 22 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 : 67.6 51.3 82.8 71.5 62.3 45.7 69.7 60.9
Old : 67.6 51.3 82.8 71.5 62.3 45.7 69.7 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 8,994: 348 5,792 856 7,790 2,346 8,994 8,994: 0 0
Old : 8,994: 348 5,792 856 7,790 2,346 8,994 8,994: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 64.4 9.5 86.6 26.1 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 64.4 9.5 86.6 26.1 100.0 100.0: 0.0 0.0
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 : 21: 1 3 2 13 7 16 10:
Old : 21: 1 3 2 13 7 16 10:
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 : 68.9 84.9 90.4 98.5 68.9 75.3 84.2 87.1
Old : 68.9 84.9 90.4 98.5 68.9 75.3 84.2 87.1
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, April 5, 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 : 1,334,738: 179,318 54,534 340,226 732,714 844,547 1,252,258 1,239,306: 82,480 95,432
Old : 1,334,738: 179,318 54,534 340,226 732,714 844,547 1,252,258 1,239,306: 82,480 95,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 48,223: 9,495 -3,287 16,309 12,713 34,587 38,517 47,608: 9,706 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.1 25.5 54.9 63.3 93.8 92.9: 6.2 7.1
Old : 100.0: 13.4 4.1 25.5 54.9 63.3 93.8 92.9: 6.2 7.1
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 : 283: 91 90 124 79 85 239 242:
Old : 283: 91 90 124 79 85 239 242:
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 : 17.6 20.6 27.0 32.3 7.3 9.7 11.7 13.6
Old : 17.6 20.6 27.0 32.3 7.3 9.7 11.7 13.6
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 29, 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 : 1,286,514: 169,823 57,821 323,917 720,001 809,960 1,213,741 1,191,698: 72,774 94,816
Old : 1,286,514: 169,823 57,821 323,917 720,001 809,960 1,213,741 1,191,698: 72,774 94,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -3,492: -2,527 -5,905 1,065 -5,538 -4,302 -7,001 -9,142: 3,509 5,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.5 25.2 56.0 63.0 94.3 92.6: 5.7 7.4
Old : 100.0: 13.2 4.5 25.2 56.0 63.0 94.3 92.6: 5.7 7.4
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 : 276: 89 90 116 77 83 227 236:
Old : 276: 89 90 116 77 83 227 236:
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 : 18.2 21.2 28.3 32.8 7.8 9.9 12.4 13.8
Old : 18.2 21.2 28.3 32.8 7.8 9.9 12.4 13.8
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, April 5, 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 : 12,923: 8,824 1,817 75 1,105 10,396 10,004 12,288: 2,919 635
Old : 12,923: 8,824 1,817 75 1,105 10,396 10,004 12,288: 2,919 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 460: 348 64 0 42 353 390 417: 70 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 14.1 0.6 8.6 80.4 77.4 95.1: 22.6 4.9
Old : 100.0: 68.3 14.1 0.6 8.6 80.4 77.4 95.1: 22.6 4.9
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 : 109: 66 10 2 10 22 78 33:
Old : 109: 66 10 2 10 22 78 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 : 24.0 42.7 34.1 61.1 24.0 42.7 34.1 61.1
Old : 24.0 42.7 34.1 61.1 24.0 42.7 34.1 61.1
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 29, 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 : 12,463: 8,476 1,753 75 1,063 10,043 9,614 11,871: 2,849 592
Old : 12,463: 8,476 1,753 75 1,063 10,043 9,614 11,871: 2,849 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -433: -368 351 -9 145 -834 -232 -492: -201 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 14.1 0.6 8.5 80.6 77.1 95.2: 22.9 4.8
Old : 100.0: 68.0 14.1 0.6 8.5 80.6 77.1 95.2: 22.9 4.8
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 : 112: 69 9 2 10 22 81 33:
Old : 112: 69 9 2 10 22 81 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 : 24.5 43.4 34.8 61.3 24.5 43.4 34.8 61.3
Old : 24.5 43.4 34.8 61.3 24.5 43.4 34.8 61.3
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, April 5, 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 : 7,653: 4,478 550 86 996 6,232 5,560 6,868: 2,093 785
Old : 7,653: 4,478 550 86 996 6,232 5,560 6,868: 2,093 785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -308: -80 43 20 -213 -424 -273 -361: -35 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 7.2 1.1 13.0 81.4 72.7 89.7: 27.3 10.3
Old : 100.0: 58.5 7.2 1.1 13.0 81.4 72.7 89.7: 27.3 10.3
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 : 45: 22 3 2 7 16 30 20:
Old : 45: 22 3 2 7 16 30 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 : 32.4 56.5 45.3 74.3 32.4 56.3 44.8 74.2
Old : 32.4 56.5 45.3 74.3 32.4 56.3 44.8 74.2
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 29, 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 : 7,960: 4,558 507 66 1,209 6,656 5,833 7,229: 2,127 731
Old : 7,960: 4,558 507 66 1,209 6,656 5,833 7,229: 2,127 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -755: -334 4 -20 -174 -518 -528 -534: -227 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 6.4 0.8 15.2 83.6 73.3 90.8: 26.7 9.2
Old : 100.0: 57.3 6.4 0.8 15.2 83.6 73.3 90.8: 26.7 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 : 46: 22 4 2 8 16 32 20:
Old : 46: 22 4 2 8 16 32 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 : 30.9 59.3 44.6 76.3 30.9 58.5 43.6 75.0
Old : 30.9 59.3 44.6 76.3 30.9 58.5 43.6 75.0
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, April 5, 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 : 226,356: 49,439 6,919 46,160 102,682 153,987 198,280 207,066: 28,076 19,290
Old : 226,356: 49,439 6,919 46,160 102,682 153,987 198,280 207,066: 28,076 19,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 8,965: 2,553 -873 4,875 -3,267 1,404 4,161 5,406: 4,804 3,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 3.1 20.4 45.4 68.0 87.6 91.5: 12.4 8.5
Old : 100.0: 21.8 3.1 20.4 45.4 68.0 87.6 91.5: 12.4 8.5
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 : 184: 63 25 48 67 88 147 146:
Old : 184: 63 25 48 67 88 147 146:
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 : 20.4 17.2 30.8 28.6 15.2 11.1 24.0 18.6
Old : 20.4 17.2 30.8 28.6 15.2 11.1 24.0 18.6
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 29, 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 : 217,391: 46,886 7,793 41,285 105,949 152,583 194,119 201,660: 23,271 15,730
Old : 217,391: 46,886 7,793 41,285 105,949 152,583 194,119 201,660: 23,271 15,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -9,738: -300 1,275 -5,518 -2,990 -6,729 -8,809 -10,973: -929 1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.6 19.0 48.7 70.2 89.3 92.8: 10.7 7.2
Old : 100.0: 21.6 3.6 19.0 48.7 70.2 89.3 92.8: 10.7 7.2
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 : 182: 59 28 47 76 84 155 142:
Old : 182: 59 28 47 76 84 155 142:
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 : 21.2 16.7 31.9 27.7 14.9 10.7 23.8 18.3
Old : 21.2 16.7 31.9 27.7 14.9 10.7 23.8 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2005