WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 268,954: 37,958 29,246 59,434 145,061 142,885 242,452 231,565: 26,502 37,389
Old : 83,501: 19,763 18,558 16,728 33,872 35,532 70,363 70,818: 13,138 12,683
Other: 185,454: 27,899 20,392 33,002 111,189 107,354 172,090 160,747: 13,364 24,706
: : :
: : Changes in Commitments from: April 5, 2005 :
: -12,914: -5,525 5,632 -3,914 5,337 -8,145 -4,102 -6,428: -8,813 -6,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.9 22.1 53.9 53.1 90.1 86.1: 9.9 13.9
Old : 100.0: 23.7 22.2 20.0 40.6 42.6 84.3 84.8: 15.7 15.2
Other: 100.0: 15.0 11.0 17.8 60.0 57.9 92.8 86.7: 7.2 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 70 74 75 50 56 162 171:
Old : 165: 53 52 44 35 44 110 118:
Other: 183: 60 58 51 44 51 132 135:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 32.4 42.7 39.9 28.5 29.8 40.4 34.2
Old : 24.5 18.9 35.7 31.4 20.7 17.3 30.1 26.6
Other: 34.5 39.8 47.6 46.7 34.1 36.2 46.6 41.4
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 817,318: 90,056 110,439 121,799 460,559 349,831 672,414 582,069: 144,904 235,249
Old : 588,083: 70,798 116,551 77,475 332,217 250,799 480,490 444,825: 107,593 143,258
Other: 229,235: 33,681 8,312 29,901 128,342 99,031 191,924 137,244: 37,312 91,991
: : :
: : Changes in Commitments from: April 5, 2005 :
: -7,860: -5,814 19,468 -2,656 -2,282 -19,097 -10,752 -2,286: 2,892 -5,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.5 14.9 56.4 42.8 82.3 71.2: 17.7 28.8
Old : 100.0: 12.0 19.8 13.2 56.5 42.6 81.7 75.6: 18.3 24.4
Other: 100.0: 14.7 3.6 13.0 56.0 43.2 83.7 59.9: 16.3 40.1
: : :
:# Traders : Number of Traders in Each Category :
All : 489: 109 126 127 216 202 399 391:
Old : 473: 99 134 109 197 186 364 365:
Other: 325: 71 51 53 120 166 214 247:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 13.2 25.6 18.5 14.5 6.6 22.5 10.5
Old : 18.7 15.5 28.2 20.5 18.7 11.5 27.9 16.0
Other: 30.9 10.5 38.6 16.5 24.5 6.3 30.8 10.9
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 9,690: 2,857 8 629 1,212 7,633 4,698 8,270: 4,991 1,419
Old : 4,931: 1,934 69 191 336 4,158 2,462 4,419: 2,469 512
Other: 4,759: 1,008 24 352 876 3,475 2,237 3,852: 2,523 907
: : :
: : Changes in Commitments from: April 5, 2005 :
: 828: 230 -15 90 284 793 605 869: 223 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 0.1 6.5 12.5 78.8 48.5 85.4: 51.5 14.6
Old : 100.0: 39.2 1.4 3.9 6.8 84.3 49.9 89.6: 50.1 10.4
Other: 100.0: 21.2 0.5 7.4 18.4 73.0 47.0 80.9: 53.0 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 2 5 10 16 26 21:
Old : 31: 13 1 3 5 15 18 19:
Other: 28: 7 3 5 9 14 19 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 : 21.4 44.3 31.4 60.8 20.9 42.8 28.8 56.3
Old : 33.4 53.0 41.1 74.4 33.4 52.7 41.0 73.3
Other: 27.9 42.5 36.8 62.4 27.0 40.9 31.7 60.0
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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 389,977: 50,795 28,344 86,183 180,482 156,491 317,460 271,018: 72,517 118,959
Old : 305,161: 40,125 33,184 63,475 149,538 127,875 253,138 224,534: 52,023 80,626
Other: 84,816: 19,028 3,519 14,349 30,944 28,616 64,322 46,484: 20,494 38,332
: : :
: : Changes in Commitments from: April 5, 2005 :
: -6,496: -3,300 3,292 -2,108 -5,413 -8,855 -10,821 -7,671: 4,325 1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.3 22.1 46.3 40.1 81.4 69.5: 18.6 30.5
Old : 100.0: 13.1 10.9 20.8 49.0 41.9 83.0 73.6: 17.0 26.4
Other: 100.0: 22.4 4.1 16.9 36.5 33.7 75.8 54.8: 24.2 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 122 101 139 105 109 298 286:
Old : 343: 101 114 115 92 107 256 275:
Other: 198: 72 38 44 59 67 150 132:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 16.6 31.0 23.0 13.9 6.7 19.4 10.2
Old : 24.1 18.9 34.9 25.8 17.7 8.1 24.0 12.1
Other: 20.0 14.0 30.1 21.1 13.7 8.3 20.8 13.2
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,393: 12,380 2,910 1,131 234 1,087 13,745 5,128: 2,648 11,265
Old : 8,313: 5,203 2,434 945 209 649 6,357 4,028: 1,956 4,285
Other: 8,080: 7,334 633 29 25 438 7,388 1,100: 692 6,980
: : :
: : Changes in Commitments from: April 5, 2005 :
: -94: 70 -405 462 22 217 554 274: -648 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 17.8 6.9 1.4 6.6 83.8 31.3: 16.2 68.7
Old : 100.0: 62.6 29.3 11.4 2.5 7.8 76.5 48.5: 23.5 51.5
Other: 100.0: 90.8 7.8 0.4 0.3 5.4 91.4 13.6: 8.6 86.4
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 12 9 9 2 4 20 16:
Old : 25: 12 9 7 2 3 18 15:
Other: 15: 8 4 4 1 3 10 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 : 57.3 17.5 73.2 24.9 57.3 12.7 70.5 19.6
Old : 51.4 29.3 66.4 41.7 46.7 24.4 59.7 33.1
Other: 81.3 12.9 91.1 13.6 81.1 12.5 90.8 12.9
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 164,226: 25,850 12,843 27,393 79,583 108,557 132,826 148,793: 31,400 15,433
Old : 134,351: 24,802 13,938 19,643 64,968 87,416 109,413 120,997: 24,938 13,354
Other: 29,875: 3,178 1,034 5,620 14,616 21,142 23,413 27,796: 6,462 2,079
: : :
: : Changes in Commitments from: April 5, 2005 :
: -8,915: -4,456 727 -1,894 -3,113 -9,206 -9,463 -10,372: 547 1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 7.8 16.7 48.5 66.1 80.9 90.6: 19.1 9.4
Old : 100.0: 18.5 10.4 14.6 48.4 65.1 81.4 90.1: 18.6 9.9
Other: 100.0: 10.6 3.5 18.8 48.9 70.8 78.4 93.0: 21.6 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 35 31 34 43 43 104 90:
Old : 127: 36 33 32 41 43 100 89:
Other: 52: 13 7 16 23 20 43 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 : 19.6 35.9 31.4 47.2 18.7 29.7 27.2 38.7
Old : 20.5 33.0 32.7 45.4 19.5 29.2 28.1 38.0
Other: 39.8 54.6 51.5 67.5 35.7 48.5 41.9 57.1
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 912,980: 86,742 134,710 137,544 526,950 453,296 751,236 725,549: 161,744 187,430
Old : 912,980: 86,742 134,710 137,544 526,950 453,296 751,236 725,549: 161,744 187,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -13,432: 2,920 965 -1,232 -24,157 6,607 -22,470 6,340: 9,038 -19,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 14.8 15.1 57.7 49.7 82.3 79.5: 17.7 20.5
Old : 100.0: 9.5 14.8 15.1 57.7 49.7 82.3 79.5: 17.7 20.5
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 : 181: 34 46 53 74 87 140 154:
Old : 181: 34 46 53 74 87 140 154:
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 : 24.8 13.9 33.5 24.7 17.0 11.3 23.5 18.1
Old : 24.8 13.9 33.5 24.7 17.0 11.3 23.5 18.1
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, 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 150,183: 21,978 11,620 28,333 66,853 86,620 117,164 126,573: 33,019 23,610
Old : 117,323: 21,418 12,449 20,535 47,623 64,520 89,577 97,505: 27,747 19,819
Other: 32,860: 2,179 790 6,179 19,229 22,100 27,587 29,069: 5,272 3,791
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,743: -2,383 1,410 2,411 1,118 -2,085 1,145 1,735: 598 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 7.7 18.9 44.5 57.7 78.0 84.3: 22.0 15.7
Old : 100.0: 18.3 10.6 17.5 40.6 55.0 76.4 83.1: 23.6 16.9
Other: 100.0: 6.6 2.4 18.8 58.5 67.3 84.0 88.5: 16.0 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 36 31 45 57 57 125 117:
Old : 150: 39 35 40 53 55 119 112:
Other: 76: 19 12 22 34 28 62 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 24.5 24.4 37.1 11.3 17.6 17.4 26.7
Old : 12.8 24.5 22.1 34.0 11.6 20.6 17.6 26.7
Other: 34.1 48.7 44.0 59.9 29.6 47.6 38.1 55.3
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 7,437: 3,397 1,268 1,134 863 3,972 5,394 6,374: 2,043 1,063
Old : 6,827: 3,325 1,245 966 672 3,656 4,964 5,867: 1,863 960
Other: 610: 111 63 128 191 316 431 507: 179 103
: : :
: : Changes in Commitments from: April 5, 2005 :
: 10: 2 -461 -177 96 985 -79 347: 89 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 17.0 15.2 11.6 53.4 72.5 85.7: 27.5 14.3
Old : 100.0: 48.7 18.2 14.2 9.8 53.6 72.7 85.9: 27.3 14.1
Other: 100.0: 18.3 10.3 21.0 31.3 51.8 70.6 83.1: 29.4 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 21 7 10 9 13 32 28:
Old : 42: 21 7 10 7 13 30 28:
Other: 20: 7 3 6 4 8 13 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.2 49.2 56.5 33.2 34.1 42.2 52.0
Old : 35.5 37.0 50.9 57.8 35.5 34.4 45.3 53.8
Other: 44.7 57.0 65.6 76.4 37.8 48.4 47.7 59.2
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 297,034: 89,586 57,358 6 145,457 136,276 235,049 193,640: 61,985 103,394
Old : 297,034: 89,586 57,358 6 145,457 136,276 235,049 193,640: 61,985 103,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -16,703: -13,405 -7,120 0 -6,445 -5,702 -19,850 -12,822: 3,147 -3,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 19.3 0.0 49.0 45.9 79.1 65.2: 20.9 34.8
Old : 100.0: 30.2 19.3 0.0 49.0 45.9 79.1 65.2: 20.9 34.8
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 : 96: 19 23 1 34 41 54 64:
Old : 96: 19 23 1 34 41 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 : 31.7 19.5 43.2 28.4 31.7 16.9 42.9 25.7
Old : 31.7 19.5 43.2 28.4 31.7 16.9 42.9 25.7
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, 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 2,771,906: 326,751 500,920 490,620 1,734,201 1,316,401 2,551,572 2,307,941: 220,334 463,965
Old : 2,771,906: 326,751 500,920 490,620 1,734,201 1,316,401 2,551,572 2,307,941: 220,334 463,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 38,135: 3,806 -21,351 15,445 20,146 123,402 39,397 117,496: -1,262 -79,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.1 17.7 62.6 47.5 92.1 83.3: 7.9 16.7
Old : 100.0: 11.8 18.1 17.7 62.6 47.5 92.1 83.3: 7.9 16.7
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 : 280: 41 85 85 110 143 208 256:
Old : 280: 41 85 85 110 143 208 256:
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 : 35.7 11.6 50.0 19.7 30.7 9.0 39.4 14.2
Old : 35.7 11.6 50.0 19.7 30.7 9.0 39.4 14.2
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 1,716,657: 153,742 328,238 228,267 1,172,226 810,334 1,554,234 1,366,839: 162,422 349,818
Old : 1,716,657: 153,742 328,238 228,267 1,172,226 810,334 1,554,234 1,366,839: 162,422 349,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 25,358: -3,106 -2,703 -11,717 36,483 30,105 21,660 15,684: 3,698 9,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 19.1 13.3 68.3 47.2 90.5 79.6: 9.5 20.4
Old : 100.0: 9.0 19.1 13.3 68.3 47.2 90.5 79.6: 9.5 20.4
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 : 198: 39 55 52 74 93 139 174:
Old : 198: 39 55 52 74 93 139 174:
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 18.1 46.3 26.9 25.1 11.7 33.7 18.6
Old : 34.5 18.1 46.3 26.9 25.1 11.7 33.7 18.6
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 630,868: 181,573 34,788 182,194 233,417 383,686 597,184 600,668: 33,685 30,200
Old : 630,868: 181,573 34,788 182,194 233,417 383,686 597,184 600,668: 33,685 30,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 45,390: -1,446 1,060 21,871 27,927 25,824 48,353 48,755: -2,963 -3,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.5 28.9 37.0 60.8 94.7 95.2: 5.3 4.8
Old : 100.0: 28.8 5.5 28.9 37.0 60.8 94.7 95.2: 5.3 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 : 124: 40 18 44 54 60 106 111:
Old : 124: 40 18 44 54 60 106 111:
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 : 31.4 31.5 46.1 44.5 18.8 20.7 25.7 26.4
Old : 31.4 31.5 46.1 44.5 18.8 20.7 25.7 26.4
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 40,527: 9,366 11,869 1,026 20,135 20,513 30,527 33,408: 10,000 7,119
Old : 40,527: 9,366 11,869 1,026 20,135 20,513 30,527 33,408: 10,000 7,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 501: -43 912 351 -500 -565 -192 699: 692 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 29.3 2.5 49.7 50.6 75.3 82.4: 24.7 17.6
Old : 100.0: 23.1 29.3 2.5 49.7 50.6 75.3 82.4: 24.7 17.6
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 : 61: 17 17 8 19 12 42 31:
Old : 61: 17 17 8 19 12 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 : 34.7 56.3 48.4 65.3 34.7 56.2 48.4 65.1
Old : 34.7 56.3 48.4 65.3 34.7 56.2 48.4 65.1
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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 52,760: 11,138 17,814 4,223 23,799 18,482 39,160 40,519: 13,600 12,241
Old : 52,760: 11,138 17,814 4,223 23,799 18,482 39,160 40,519: 13,600 12,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 4,818: 542 325 -616 4,118 3,961 4,043 3,670: 775 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 33.8 8.0 45.1 35.0 74.2 76.8: 25.8 23.2
Old : 100.0: 21.1 33.8 8.0 45.1 35.0 74.2 76.8: 25.8 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 30 19 24 15 11 53 46:
Old : 69: 30 19 24 15 11 53 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 47.0 47.4 59.7 34.7 46.8 42.5 56.5
Old : 38.2 47.0 47.4 59.7 34.7 46.8 42.5 56.5
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, 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 33,892: 4,167 6,240 1,046 28,482 25,222 33,695 32,508: 197 1,384
Old : 33,892: 4,167 6,240 1,046 28,482 25,222 33,695 32,508: 197 1,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 92: -52 163 0 56 62 4 225: 88 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 18.4 3.1 84.0 74.4 99.4 95.9: 0.6 4.1
Old : 100.0: 12.3 18.4 3.1 84.0 74.4 99.4 95.9: 0.6 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 : 62: 6 23 4 21 19 30 43:
Old : 62: 6 23 4 21 19 30 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 : 41.1 45.3 68.2 64.9 41.1 43.4 68.1 63.0
Old : 41.1 45.3 68.2 64.9 41.1 43.4 68.1 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 13,354: 0 2,026 0 13,353 11,228 13,353 13,254: 1 100
Old : 13,354: 0 2,026 0 13,353 11,228 13,353 13,254: 1 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 767: 0 34 0 767 1,046 767 1,080: 0 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.2 0.0 100.0 84.1 100.0 99.3: 0.0 0.7
Old : 100.0: 0.0 15.2 0.0 100.0 84.1 100.0 99.3: 0.0 0.7
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: 0 9 0 5 10 5 19:
Old : 24: 0 9 0 5 10 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 : 99.3 72.3 100.0 83.6 99.3 72.3 100.0 83.6
Old : 99.3 72.3 100.0 83.6 99.3 72.3 100.0 83.6
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 27,461: 1,463 2,093 4,554 14,776 14,087 20,793 20,734: 6,668 6,727
Old : 27,461: 1,463 2,093 4,554 14,776 14,087 20,793 20,734: 6,668 6,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 685: -271 -3 60 491 433 281 490: 404 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 7.6 16.6 53.8 51.3 75.7 75.5: 24.3 24.5
Old : 100.0: 5.3 7.6 16.6 53.8 51.3 75.7 75.5: 24.3 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 : 42: 12 2 11 24 17 36 30:
Old : 42: 12 2 11 24 17 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 29.8 55.0 50.4 36.8 28.3 43.7 42.0
Old : 40.3 29.8 55.0 50.4 36.8 28.3 43.7 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 98,593: 15,699 5,367 21,490 43,724 40,074 80,912 66,931: 17,680 31,662
Old : 93,628: 15,921 5,443 20,175 41,161 38,370 77,257 63,988: 16,371 29,641
Other: 4,965: 977 1,123 116 2,563 1,704 3,656 2,943: 1,309 2,022
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,159: -988 425 1,915 -994 -1,920 -67 420: -1,092 -1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.4 21.8 44.3 40.6 82.1 67.9: 17.9 32.1
Old : 100.0: 17.0 5.8 21.5 44.0 41.0 82.5 68.3: 17.5 31.7
Other: 100.0: 19.7 22.6 2.3 51.6 34.3 73.6 59.3: 26.4 40.7
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 36 35 50 30 35 103 98:
Old : 132: 39 34 50 30 35 103 98:
Other: 30: 7 8 6 4 12 15 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.7 38.3 30.1 26.0 18.3 35.8 26.4
Old : 27.5 18.7 39.2 30.6 27.4 18.3 37.5 27.8
Other: 65.0 40.8 72.0 51.3 63.5 40.8 68.9 51.3
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 2,438: 193 530 120 1,567 754 1,880 1,404: 558 1,034
Old : 2,420: 193 528 120 1,554 749 1,867 1,397: 553 1,023
Other: 18: 0 2 0 13 5 13 7: 5 11
: : :
: : Changes in Commitments from: April 5, 2005 :
: 72: 29 -66 25 4 89 58 48: 14 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 21.7 4.9 64.3 30.9 77.1 57.6: 22.9 42.4
Old : 100.0: 8.0 21.8 5.0 64.2 31.0 77.2 57.7: 22.8 42.3
Other: 100.0: 0.0 11.1 0.0 72.2 27.8 72.2 38.9: 27.8 61.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 8 4 10 4 19 13:
Old : 26: 5 8 4 9 4 18 13:
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 : 53.4 37.9 63.7 50.5 44.5 32.7 53.7 40.0
Old : 53.4 38.1 63.7 50.7 44.4 32.9 53.6 40.0
Other: 72.2 38.9 72.2 38.9 66.7 33.3 66.7 33.3
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 150,635: 43,299 9,463 17,177 71,080 82,888 131,556 109,529: 19,078 41,106
Old : 150,635: 43,299 9,463 17,177 71,080 82,888 131,556 109,529: 19,078 41,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -7,739: -2,697 969 -1,733 -2,168 -3,668 -6,599 -4,431: -1,140 -3,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 6.3 11.4 47.2 55.0 87.3 72.7: 12.7 27.3
Old : 100.0: 28.7 6.3 11.4 47.2 55.0 87.3 72.7: 12.7 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 57 28 43 79 105 164 157:
Old : 210: 57 28 43 79 105 164 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 16.2 35.4 25.5 20.9 15.7 33.6 24.1
Old : 20.9 16.2 35.4 25.5 20.9 15.7 33.6 24.1
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, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 5,246: 1,465 305 436 1,256 2,993 3,157 3,735: 2,089 1,511
Old : 5,246: 1,465 305 436 1,256 2,993 3,157 3,735: 2,089 1,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -533: -341 -29 -41 -6 -508 -388 -578: -145 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 5.8 8.3 23.9 57.1 60.2 71.2: 39.8 28.8
Old : 100.0: 27.9 5.8 8.3 23.9 57.1 60.2 71.2: 39.8 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 6 9 15 17 35 30:
Old : 45: 18 6 9 15 17 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 43.6 30.4 53.6 18.8 43.6 28.0 51.9
Old : 18.9 43.6 30.4 53.6 18.8 43.6 28.0 51.9
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 31,901: 10,480 1,082 8,028 8,169 7,687 26,677 16,796: 5,224 15,104
Old : 31,901: 10,480 1,082 8,028 8,169 7,687 26,677 16,796: 5,224 15,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -66: 41 178 -272 271 239 40 145: -106 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 3.4 25.2 25.6 24.1 83.6 52.7: 16.4 47.3
Old : 100.0: 32.9 3.4 25.2 25.6 24.1 83.6 52.7: 16.4 47.3
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 : 142: 51 16 26 45 52 109 84:
Old : 142: 51 16 26 45 52 109 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 16.5 34.5 23.4 14.4 5.5 22.5 9.5
Old : 21.4 16.5 34.5 23.4 14.4 5.5 22.5 9.5
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 75,245: 15,919 23,327 1,900 25,935 32,175 43,753 57,401: 31,491 17,844
Old : 75,245: 15,919 23,327 1,900 25,935 32,175 43,753 57,401: 31,491 17,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -10,851: -19,837 13,313 209 11,278 -24,932 -8,350 -11,410: -2,501 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 31.0 2.5 34.5 42.8 58.1 76.3: 41.9 23.7
Old : 100.0: 21.2 31.0 2.5 34.5 42.8 58.1 76.3: 41.9 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 : 66: 17 16 7 21 21 42 40:
Old : 66: 17 16 7 21 21 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 27.2 29.7 44.0 20.0 27.2 29.7 43.6
Old : 20.0 27.2 29.7 44.0 20.0 27.2 29.7 43.6
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 46,244: 1,677 24,441 1 34,608 5,605 36,286 30,047: 9,958 16,197
Old : 46,244: 1,677 24,441 1 34,608 5,605 36,286 30,047: 9,958 16,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -2,052: 0 3,985 0 -2,422 -6,871 -2,422 -2,886: 371 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 52.9 0.0 74.8 12.1 78.5 65.0: 21.5 35.0
Old : 100.0: 3.6 52.9 0.0 74.8 12.1 78.5 65.0: 21.5 35.0
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 : 36: 3 15 1 14 6 18 21:
Old : 36: 3 15 1 14 6 18 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 : 47.0 32.8 65.9 46.4 46.1 32.8 62.9 46.4
Old : 47.0 32.8 65.9 46.4 46.1 32.8 62.9 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 78,273: 51,681 4,008 57 17,351 70,679 69,089 74,744: 9,184 3,529
Old : 78,273: 51,681 4,008 57 17,351 70,679 69,089 74,744: 9,184 3,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 17,602: 19,034 -6,961 50 -2,266 25,292 16,818 18,381: 785 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 5.1 0.1 22.2 90.3 88.3 95.5: 11.7 4.5
Old : 100.0: 66.0 5.1 0.1 22.2 90.3 88.3 95.5: 11.7 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 : 92: 49 12 2 17 19 67 32:
Old : 92: 49 12 2 17 19 67 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 54.8 48.0 79.3 29.8 54.6 48.0 79.1
Old : 29.8 54.8 48.0 79.3 29.8 54.6 48.0 79.1
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 85,333: 25,743 6,255 1,532 38,292 64,686 65,566 72,473: 19,767 12,860
Old : 85,333: 25,743 6,255 1,532 38,292 64,686 65,566 72,473: 19,767 12,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 13,730: 4,469 201 -151 9,492 13,010 13,810 13,060: -80 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.3 1.8 44.9 75.8 76.8 84.9: 23.2 15.1
Old : 100.0: 30.2 7.3 1.8 44.9 75.8 76.8 84.9: 23.2 15.1
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 : 57: 19 10 4 19 16 40 28:
Old : 57: 19 10 4 19 16 40 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 : 31.4 53.8 45.6 69.0 30.7 52.8 44.8 67.7
Old : 31.4 53.8 45.6 69.0 30.7 52.8 44.8 67.7
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 159,689: 10,382 55,132 5,229 116,469 66,976 132,080 127,337: 27,610 32,353
Old : 159,689: 10,382 55,132 5,229 116,469 66,976 132,080 127,337: 27,610 32,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,541: 276 8,346 1,338 3,616 -6,287 5,229 3,397: 311 2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 34.5 3.3 72.9 41.9 82.7 79.7: 17.3 20.3
Old : 100.0: 6.5 34.5 3.3 72.9 41.9 82.7 79.7: 17.3 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 : 88: 15 32 10 31 26 52 62:
Old : 88: 15 32 10 31 26 52 62:
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 : 44.5 30.5 58.3 41.6 35.7 22.3 45.7 31.4
Old : 44.5 30.5 58.3 41.6 35.7 22.3 45.7 31.4
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 156,677: 25,881 23,632 13,851 65,199 74,623 104,931 112,105: 51,746 44,572
Old : 156,677: 25,881 23,632 13,851 65,199 74,623 104,931 112,105: 51,746 44,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -4,412: -105 1,109 -2,593 3,578 4,977 880 3,493: -5,291 -7,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 15.1 8.8 41.6 47.6 67.0 71.6: 33.0 28.4
Old : 100.0: 16.5 15.1 8.8 41.6 47.6 67.0 71.6: 33.0 28.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 24 30 22 33 26 71 64:
Old : 93: 24 30 22 33 26 71 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 : 24.5 25.2 32.6 38.7 22.0 23.3 29.8 34.1
Old : 24.5 25.2 32.6 38.7 22.0 23.3 29.8 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
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 94,768: 35,114 2,277 0 54,957 83,813 90,071 86,090: 4,697 8,678
Old : 94,768: 35,114 2,277 0 54,957 83,813 90,071 86,090: 4,697 8,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 11,508: 4,909 39 0 6,687 11,254 11,596 11,293: -88 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 2.4 0.0 58.0 88.4 95.0 90.8: 5.0 9.2
Old : 100.0: 37.1 2.4 0.0 58.0 88.4 95.0 90.8: 5.0 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 64.4 53.8 86.7 72.3 62.3 51.4 81.9 67.0
Old : 64.4 53.8 86.7 72.3 62.3 51.4 81.9 67.0
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 :13,457,814: 631,987 1,040,289 4,075,086 7,697,375 6,641,197 12,404,448 11,756,573: 1,053,366 1,701,241
Old :13,457,814: 631,987 1,040,289 4,075,086 7,697,375 6,641,197 12,404,448 11,756,573: 1,053,366 1,701,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -65,218: -67,334 -106,042 -118,968 81,695 139,396 -104,607 -85,614: 39,388 20,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 7.7 30.3 57.2 49.3 92.2 87.4: 7.8 12.6
Old : 100.0: 4.7 7.7 30.3 57.2 49.3 92.2 87.4: 7.8 12.6
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 : 276: 49 82 108 123 135 241 264:
Old : 276: 49 82 108 123 135 241 264:
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 15.1 35.0 24.7 17.3 8.1 22.9 11.8
Old : 20.4 15.1 35.0 24.7 17.3 8.1 22.9 11.8
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 728,652: 62,090 77,851 36,995 488,804 497,121 587,889 611,967: 140,763 116,684
Old : 728,652: 62,090 77,851 36,995 488,804 497,121 587,889 611,967: 140,763 116,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -3,101: 3,386 -2,943 -394 -2,574 -2,479 419 -5,816: -3,520 2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 10.7 5.1 67.1 68.2 80.7 84.0: 19.3 16.0
Old : 100.0: 8.5 10.7 5.1 67.1 68.2 80.7 84.0: 19.3 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 : 213: 50 45 61 99 68 183 140:
Old : 213: 50 45 61 99 68 183 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 30.7 27.1 44.0 18.5 30.4 26.0 43.7
Old : 19.2 30.7 27.1 44.0 18.5 30.4 26.0 43.7
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 904,455: 170,598 191,568 17,699 382,604 609,155 570,900 818,422: 333,555 86,033
Old : 904,455: 170,598 191,568 17,699 382,604 609,155 570,900 818,422: 333,555 86,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 3,495: 35,538 3,289 -10,236 -21,938 29,401 3,363 22,454: 132 -18,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 21.2 2.0 42.3 67.4 63.1 90.5: 36.9 9.5
Old : 100.0: 18.9 21.2 2.0 42.3 67.4 63.1 90.5: 36.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 45 53 23 55 51 115 112:
Old : 180: 45 53 23 55 51 115 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 35.5 27.7 47.3 15.9 31.0 23.0 41.1
Old : 18.8 35.5 27.7 47.3 15.9 31.0 23.0 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 11,789: 725 1,273 0 6,040 9,021 6,765 10,294: 5,024 1,495
Old : 11,789: 725 1,273 0 6,040 9,021 6,765 10,294: 5,024 1,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 28: 0 -300 0 -378 187 -378 -113: 406 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.8 0.0 51.2 76.5 57.4 87.3: 42.6 12.7
Old : 100.0: 6.1 10.8 0.0 51.2 76.5 57.4 87.3: 42.6 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 0 12 12 13 15:
Old : 27: 1 3 0 12 12 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 : 29.6 40.2 45.7 65.8 28.2 40.2 44.2 65.8
Old : 29.6 40.2 45.7 65.8 28.2 40.2 44.2 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 24,244: 5,799 1,179 118 13,299 16,272 19,216 17,569: 5,028 6,675
Old : 24,244: 5,799 1,179 118 13,299 16,272 19,216 17,569: 5,028 6,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,130: -1,971 -365 32 2,858 679 919 346: 211 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 4.9 0.5 54.9 67.1 79.3 72.5: 20.7 27.5
Old : 100.0: 23.9 4.9 0.5 54.9 67.1 79.3 72.5: 20.7 27.5
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: 7 3 2 15 17 23 21:
Old : 37: 7 3 2 15 17 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 : 38.6 42.4 54.7 57.2 38.3 39.3 54.4 54.1
Old : 38.6 42.4 54.7 57.2 38.3 39.3 54.4 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 52,638: 4,215 16,758 109 36,267 26,622 40,591 43,489: 12,047 9,149
Old : 52,638: 4,215 16,758 109 36,267 26,622 40,591 43,489: 12,047 9,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,215: -324 1,191 2 -112 -647 -434 546: -781 -1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 31.8 0.2 68.9 50.6 77.1 82.6: 22.9 17.4
Old : 100.0: 8.0 31.8 0.2 68.9 50.6 77.1 82.6: 22.9 17.4
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 : 92: 12 24 3 39 32 54 56:
Old : 92: 12 24 3 39 32 54 56:
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 27.8 47.1 43.2 33.1 25.0 43.3 40.3
Old : 34.5 27.8 47.1 43.2 33.1 25.0 43.3 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 282,579: 78,181 118,341 2,373 167,844 125,178 248,398 245,892: 34,181 36,687
Old : 282,579: 78,181 118,341 2,373 167,844 125,178 248,398 245,892: 34,181 36,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 18,341: 20,929 8,905 -1,488 -4,402 5,778 15,039 13,196: 3,302 5,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 41.9 0.8 59.4 44.3 87.9 87.0: 12.1 13.0
Old : 100.0: 27.7 41.9 0.8 59.4 44.3 87.9 87.0: 12.1 13.0
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 : 173: 41 66 11 45 34 93 104:
Old : 173: 41 66 11 45 34 93 104:
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 : 43.5 28.1 55.9 42.2 40.4 23.0 50.5 33.8
Old : 43.5 28.1 55.9 42.2 40.4 23.0 50.5 33.8
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 91,868: 26,556 4,085 7,840 37,815 70,227 72,211 82,152: 19,658 9,717
Old : 91,868: 26,556 4,085 7,840 37,815 70,227 72,211 82,152: 19,658 9,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,029: 2,125 -454 1,534 2,180 5,083 5,839 6,164: -811 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 4.4 8.5 41.2 76.4 78.6 89.4: 21.4 10.6
Old : 100.0: 28.9 4.4 8.5 41.2 76.4 78.6 89.4: 21.4 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 17 4 6 20 17 38 26:
Old : 48: 17 4 6 20 17 38 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 : 40.9 60.4 51.7 74.0 36.3 59.6 46.6 69.7
Old : 40.9 60.4 51.7 74.0 36.3 59.6 46.6 69.7
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 31,151: 1,192 10,850 0 25,487 14,983 26,679 25,833: 4,472 5,318
Old : 31,151: 1,192 10,850 0 25,487 14,983 26,679 25,833: 4,472 5,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -58: 0 335 0 -161 491 -161 826: 103 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 34.8 0.0 81.8 48.1 85.6 82.9: 14.4 17.1
Old : 100.0: 3.8 34.8 0.0 81.8 48.1 85.6 82.9: 14.4 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 : 58: 3 13 0 25 26 28 39:
Old : 58: 3 13 0 25 26 28 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 35.0 65.8 46.8 54.1 34.7 64.6 46.4
Old : 55.3 35.0 65.8 46.8 54.1 34.7 64.6 46.4
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 177,165: 43,395 30,256 1,692 121,788 133,102 166,876 165,051: 10,290 12,115
Old : 177,165: 43,395 30,256 1,692 121,788 133,102 166,876 165,051: 10,290 12,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,278: 6,831 -2,032 405 1,641 7,439 8,877 5,812: -3,599 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 17.1 1.0 68.7 75.1 94.2 93.2: 5.8 6.8
Old : 100.0: 24.5 17.1 1.0 68.7 75.1 94.2 93.2: 5.8 6.8
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 : 105: 18 34 9 29 41 51 80:
Old : 105: 18 34 9 29 41 51 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 37.6 66.6 52.0 46.3 36.4 63.4 50.5
Old : 48.3 37.6 66.6 52.0 46.3 36.4 63.4 50.5
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 36,402: 11,428 10,287 277 14,609 18,673 26,314 29,237: 10,088 7,165
Old : 36,402: 11,428 10,287 277 14,609 18,673 26,314 29,237: 10,088 7,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -261: -50 -82 -102 1,424 1,705 1,272 1,521: -1,533 -1,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 28.3 0.8 40.1 51.3 72.3 80.3: 27.7 19.7
Old : 100.0: 31.4 28.3 0.8 40.1 51.3 72.3 80.3: 27.7 19.7
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 : 74: 22 16 3 17 22 41 40:
Old : 74: 22 16 3 17 22 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 27.8 36.7 43.8 24.8 27.5 36.6 42.2
Old : 24.8 27.8 36.7 43.8 24.8 27.5 36.6 42.2
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 69,626: 3,495 5,362 944 53,348 22,834 57,787 29,140: 11,839 40,486
Old : 69,626: 3,495 5,362 944 53,348 22,834 57,787 29,140: 11,839 40,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 919: -167 24 442 2,838 -933 3,113 -467: -2,194 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.7 1.4 76.6 32.8 83.0 41.9: 17.0 58.1
Old : 100.0: 5.0 7.7 1.4 76.6 32.8 83.0 41.9: 17.0 58.1
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: 4 15 3 18 26 23 44:
Old : 50: 4 15 3 18 26 23 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 16.7 74.1 24.6 58.9 10.0 63.6 15.2
Old : 65.6 16.7 74.1 24.6 58.9 10.0 63.6 15.2
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 124,214: 41,263 3,710 20,516 25,761 86,581 87,540 110,807: 36,674 13,406
Old : 124,214: 41,263 3,710 20,516 25,761 86,581 87,540 110,807: 36,674 13,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 4,765: 1,299 -954 1,295 361 2,232 2,955 2,572: 1,810 2,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 3.0 16.5 20.7 69.7 70.5 89.2: 29.5 10.8
Old : 100.0: 33.2 3.0 16.5 20.7 69.7 70.5 89.2: 29.5 10.8
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 : 159: 96 21 46 24 33 137 85:
Old : 159: 96 21 46 24 33 137 85:
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 : 16.6 30.1 25.3 46.3 12.9 26.5 18.8 40.5
Old : 16.6 30.1 25.3 46.3 12.9 26.5 18.8 40.5
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 136,694: 45,973 16,440 29,185 42,154 75,484 117,312 121,109: 19,382 15,585
Old : 136,694: 45,973 16,440 29,185 42,154 75,484 117,312 121,109: 19,382 15,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 12,442: 2,984 2,158 1,129 6,123 7,374 10,235 10,661: 2,207 1,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 12.0 21.4 30.8 55.2 85.8 88.6: 14.2 11.4
Old : 100.0: 33.6 12.0 21.4 30.8 55.2 85.8 88.6: 14.2 11.4
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 : 207: 74 65 55 45 46 156 141:
Old : 207: 74 65 55 45 46 156 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 27.9 31.2 44.4 15.5 23.6 23.9 35.9
Old : 19.9 27.9 31.2 44.4 15.5 23.6 23.9 35.9
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, 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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 348,710: 150,278 25,570 58,095 87,927 244,152 296,300 327,817: 52,410 20,893
Old : 348,710: 150,278 25,570 58,095 87,927 244,152 296,300 327,817: 52,410 20,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 7,293: 7,119 427 607 -1,578 5,329 6,147 6,363: 1,146 931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 7.3 16.7 25.2 70.0 85.0 94.0: 15.0 6.0
Old : 100.0: 43.1 7.3 16.7 25.2 70.0 85.0 94.0: 15.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 136 46 52 40 42 193 125:
Old : 236: 136 46 52 40 42 193 125:
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 : 24.7 33.8 35.8 51.1 21.9 28.5 27.7 42.7
Old : 24.7 33.8 35.8 51.1 21.9 28.5 27.7 42.7
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, 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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 11,459: 7,701 1,380 435 275 8,736 8,411 10,551: 3,048 908
Old : 11,459: 7,701 1,380 435 275 8,736 8,411 10,551: 3,048 908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 828: -52 430 -150 0 -258 -202 22: 1,030 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 12.0 3.8 2.4 76.2 73.4 92.1: 26.6 7.9
Old : 100.0: 67.2 12.0 3.8 2.4 76.2 73.4 92.1: 26.6 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 : 38: 23 4 6 3 5 30 14:
Old : 38: 23 4 6 3 5 30 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 82.0 60.8 90.5 45.8 82.0 60.0 88.0
Old : 45.8 82.0 60.8 90.5 45.8 82.0 60.0 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 81,943: 9,703 9,357 11,405 46,853 39,037 67,961 59,798: 13,982 22,145
Old : 28,623: 2,121 4,382 4,682 17,811 12,692 24,614 21,756: 4,009 6,868
Other: 53,320: 8,329 5,722 5,976 29,042 26,345 43,347 38,043: 9,972 15,277
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,178: -2,171 2,861 -81 4,176 -322 1,924 2,457: -746 -1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.4 13.9 57.2 47.6 82.9 73.0: 17.1 27.0
Old : 100.0: 7.4 15.3 16.4 62.2 44.3 86.0 76.0: 14.0 24.0
Other: 100.0: 15.6 10.7 11.2 54.5 49.4 81.3 71.3: 18.7 28.7
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 18 23 18 46 47 74 79:
Old : 73: 9 14 9 29 32 43 50:
Other: 92: 21 16 15 39 40 65 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 : 30.4 28.9 41.1 37.7 21.6 17.1 29.0 22.2
Old : 46.3 33.3 59.0 46.1 31.6 21.4 40.6 27.4
Other: 27.2 31.3 37.8 40.7 25.2 29.0 35.7 36.3
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 32,431: 1,096 4,240 1,865 20,499 15,283 23,459 21,388: 8,972 11,044
Old : 22,319: 1,650 4,256 1,050 13,129 10,171 15,828 15,477: 6,491 6,843
Other: 10,112: 134 672 127 7,370 5,112 7,631 5,911: 2,481 4,201
: : :
: : Changes in Commitments from: April 5, 2005 :
: 497: -11 871 235 -154 -541 70 564: 427 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 13.1 5.7 63.2 47.1 72.3 65.9: 27.7 34.1
Old : 100.0: 7.4 19.1 4.7 58.8 45.6 70.9 69.3: 29.1 30.7
Other: 100.0: 1.3 6.7 1.3 72.9 50.5 75.5 58.5: 24.5 41.5
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 12 7 24 17 34 30:
Old : 42: 7 9 6 21 17 30 30:
Other: 27: 2 5 5 13 13 19 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 : 34.5 30.2 49.9 43.7 27.1 19.3 39.1 29.1
Old : 36.4 32.6 49.1 48.3 29.3 28.6 40.6 40.8
Other: 44.8 34.2 67.2 49.4 39.8 28.6 57.5 40.4
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 180,683: 44,692 4,480 43,989 70,296 121,525 158,976 169,994: 21,706 10,689
Old : 145,103: 43,078 6,728 30,334 53,721 100,263 127,132 137,324: 17,971 7,779
Other: 35,579: 4,624 762 10,645 16,575 21,262 31,844 32,670: 3,735 2,909
: : :
: : Changes in Commitments from: April 5, 2005 :
: 4,586: 985 -108 -1,467 5,683 6,743 5,201 5,168: -615 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.5 24.3 38.9 67.3 88.0 94.1: 12.0 5.9
Old : 100.0: 29.7 4.6 20.9 37.0 69.1 87.6 94.6: 12.4 5.4
Other: 100.0: 13.0 2.1 29.9 46.6 59.8 89.5 91.8: 10.5 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 98 44 58 73 76 206 146:
Old : 229: 94 46 51 58 73 183 139:
Other: 123: 35 19 37 48 51 100 92:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.0 26.0 47.4 13.2 27.9 20.4 37.5
Old : 18.7 41.2 29.0 51.3 16.4 35.5 25.5 44.1
Other: 23.5 24.0 36.1 38.0 18.0 20.6 24.0 28.5
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 44,939: 14,545 3,750 7,993 16,398 30,634 38,936 42,378: 6,003 2,562
Old : 44,591: 14,580 3,776 7,784 16,310 30,504 38,675 42,063: 5,916 2,527
Other: 349: 114 125 59 88 131 261 314: 88 35
: : :
: : Changes in Commitments from: April 5, 2005 :
: -2,167: -3,869 -639 -662 3,587 -1,080 -944 -2,381: -1,223 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 8.3 17.8 36.5 68.2 86.6 94.3: 13.4 5.7
Old : 100.0: 32.7 8.5 17.5 36.6 68.4 86.7 94.3: 13.3 5.7
Other: 100.0: 32.8 35.7 16.9 25.2 37.5 74.9 90.1: 25.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 71 22 30 26 20 113 59:
Old : 130: 71 22 30 26 20 113 59:
Other: 21: 5 9 9 5 5 14 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 : 22.3 44.8 32.5 64.5 16.0 35.3 24.5 54.0
Old : 22.4 45.1 32.7 64.7 16.1 35.5 24.7 54.2
Other: 54.4 46.6 67.2 70.3 46.3 45.0 51.5 60.5
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 139,545: 29,863 4,360 9,083 86,169 118,637 125,115 132,081: 14,430 7,464
Old : 78,471: 25,809 3,778 6,572 33,781 61,902 66,163 72,253: 12,308 6,218
Other: 61,074: 5,055 1,584 1,509 52,388 56,735 58,952 59,828: 2,122 1,246
: : :
: : Changes in Commitments from: April 5, 2005 :
: -6,065: -2,446 340 -6,297 1,193 -223 -7,551 -6,180: 1,486 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 3.1 6.5 61.7 85.0 89.7 94.7: 10.3 5.3
Old : 100.0: 32.9 4.8 8.4 43.0 78.9 84.3 92.1: 15.7 7.9
Other: 100.0: 8.3 2.6 2.5 85.8 92.9 96.5 98.0: 3.5 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 68 18 30 50 43 128 83:
Old : 142: 67 17 28 46 41 122 78:
Other: 70: 18 13 13 27 31 53 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 38.8 41.4 60.0 16.6 28.5 25.4 37.5
Old : 16.0 35.4 27.8 52.1 15.5 28.5 24.1 43.1
Other: 55.2 57.7 71.2 77.2 38.6 45.5 50.5 55.7
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 452,253: 71,361 63,223 66,408 236,558 257,249 374,327 386,879: 77,926 65,374
Old : 452,253: 71,361 63,223 66,408 236,558 257,249 374,327 386,879: 77,926 65,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -37,206: -5,717 12,799 -22,288 -4,950 -30,431 -32,954 -39,921: -4,252 2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 14.0 14.7 52.3 56.9 82.8 85.5: 17.2 14.5
Old : 100.0: 15.8 14.0 14.7 52.3 56.9 82.8 85.5: 17.2 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 41 39 35 62 47 119 106:
Old : 147: 41 39 35 62 47 119 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 27.5 26.9 42.4 13.2 22.5 23.1 31.7
Old : 15.2 27.5 26.9 42.4 13.2 22.5 23.1 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, 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 137,422: 36,544 7,213 35,813 53,949 87,734 126,305 130,759: 11,117 6,663
Old : 121,937: 36,210 9,818 28,514 46,906 78,131 111,630 116,463: 10,307 5,474
Other: 15,485: 3,660 721 3,972 7,042 9,603 14,675 14,296: 810 1,189
: : :
: : Changes in Commitments from: April 5, 2005 :
: -21,075: -8,800 -1,057 -10,397 1,607 -6,672 -17,590 -18,126: -3,485 -2,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.2 26.1 39.3 63.8 91.9 95.2: 8.1 4.8
Old : 100.0: 29.7 8.1 23.4 38.5 64.1 91.5 95.5: 8.5 4.5
Other: 100.0: 23.6 4.7 25.7 45.5 62.0 94.8 92.3: 5.2 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 160 46 108 98 103 299 225:
Old : 333: 155 53 101 95 103 290 221:
Other: 140: 35 19 36 54 69 101 112:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 22.2 26.1 34.4 13.2 15.8 20.7 25.4
Old : 15.6 23.6 26.5 35.8 14.8 17.3 23.4 26.9
Other: 33.0 26.9 50.1 38.3 24.7 17.1 30.5 26.1
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 18,759: 7,192 5,078 2,666 5,564 8,565 15,422 16,309: 3,337 2,449
Old : 18,759: 7,192 5,078 2,666 5,564 8,565 15,422 16,309: 3,337 2,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -119: 1,318 -262 -63 -403 770 852 445: -971 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 27.1 14.2 29.7 45.7 82.2 86.9: 17.8 13.1
Old : 100.0: 38.3 27.1 14.2 29.7 45.7 82.2 86.9: 17.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 19 16 9 9 6 35 25:
Old : 49: 19 16 9 9 6 35 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 : 50.9 64.6 65.0 75.4 44.3 54.2 54.9 62.7
Old : 50.9 64.6 65.0 75.4 44.3 54.2 54.9 62.7
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, 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 202,224: 29,126 29,082 34,766 106,222 111,402 170,114 175,250: 32,110 26,974
Old : 202,224: 29,126 29,082 34,766 106,222 111,402 170,114 175,250: 32,110 26,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -11,461: -11,586 -4,032 1,784 513 -6,839 -9,289 -9,087: -2,172 -2,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 14.4 17.2 52.5 55.1 84.1 86.7: 15.9 13.3
Old : 100.0: 14.4 14.4 17.2 52.5 55.1 84.1 86.7: 15.9 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 : 123: 29 29 29 59 57 109 95:
Old : 123: 29 29 29 59 57 109 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 : 18.6 29.2 30.7 39.6 13.1 18.3 20.3 25.9
Old : 18.6 29.2 30.7 39.6 13.1 18.3 20.3 25.9
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 746,165: 46,464 49,717 304,661 326,065 358,620 677,190 712,999: 68,975 33,167
Old : 746,165: 46,464 49,717 304,661 326,065 358,620 677,190 712,999: 68,975 33,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -726: -16,178 -8,796 9,301 15,112 -491 8,236 13: -8,961 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 6.7 40.8 43.7 48.1 90.8 95.6: 9.2 4.4
Old : 100.0: 6.2 6.7 40.8 43.7 48.1 90.8 95.6: 9.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 54 52 85 86 79 186 176:
Old : 200: 54 52 85 86 79 186 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 22.0 31.4 34.8 5.1 7.0 7.5 11.4
Old : 19.6 22.0 31.4 34.8 5.1 7.0 7.5 11.4
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 95,736: 10,446 3,738 0 77,082 87,862 87,528 91,600: 8,208 4,136
Old : 95,736: 10,446 3,738 0 77,082 87,862 87,528 91,600: 8,208 4,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,623: 0 -310 0 2,111 1,747 2,111 1,437: -488 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.9 0.0 80.5 91.8 91.4 95.7: 8.6 4.3
Old : 100.0: 10.9 3.9 0.0 80.5 91.8 91.4 95.7: 8.6 4.3
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 : 32: 1 1 0 18 26 19 27:
Old : 32: 1 1 0 18 26 19 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 39.0 79.1 58.8 63.2 37.5 72.5 54.9
Old : 63.7 39.0 79.1 58.8 63.2 37.5 72.5 54.9
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 51,239: 2,190 4,048 4,048 42,835 34,323 49,073 42,419: 2,166 8,820
Old : 51,239: 2,190 4,048 4,048 42,835 34,323 49,073 42,419: 2,166 8,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -2,770: 2,190 -1,292 122 -5,089 -3,289 -2,777 -4,459: 7 1,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 7.9 7.9 83.6 67.0 95.8 82.8: 4.2 17.2
Old : 100.0: 4.3 7.9 7.9 83.6 67.0 95.8 82.8: 4.2 17.2
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: 2 2 1 11 12 13 15:
Old : 20: 2 2 1 11 12 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 : 51.6 52.1 83.3 72.2 45.7 49.9 67.6 62.8
Old : 51.6 52.1 83.3 72.2 45.7 49.9 67.6 62.8
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 12, 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 : 49,299: 6,539 2,374 2,902 35,208 37,126 44,649 42,402: 4,650 6,897
Old : 49,299: 6,539 2,374 2,902 35,208 37,126 44,649 42,402: 4,650 6,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 2,198: 796 1,530 -273 1,987 273 2,510 1,530: -312 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 4.8 5.9 71.4 75.3 90.6 86.0: 9.4 14.0
Old : 100.0: 13.3 4.8 5.9 71.4 75.3 90.6 86.0: 9.4 14.0
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 : 22: 2 1 3 18 15 21 18:
Old : 22: 2 1 3 18 15 21 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 : 57.7 42.5 73.7 67.1 55.1 39.6 66.8 57.5
Old : 57.7 42.5 73.7 67.1 55.1 39.6 66.8 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 61,298: 0 3,096 4,761 47,271 44,264 52,032 52,121: 9,266 9,177
Old : 61,298: 0 3,096 4,761 47,271 44,264 52,032 52,121: 9,266 9,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,167: 0 -431 491 1,806 1,410 2,297 1,470: -1,130 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 7.8 77.1 72.2 84.9 85.0: 15.1 15.0
Old : 100.0: 0.0 5.1 7.8 77.1 72.2 84.9 85.0: 15.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 20 18 22 20:
Old : 25: 0 2 2 20 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 60.0 59.5 71.6 27.8 44.0 40.7 51.0
Old : 35.0 60.0 59.5 71.6 27.8 44.0 40.7 51.0
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 955,703: 278,148 64,881 143,522 509,993 735,151 931,663 943,554: 24,040 12,149
Old : 955,703: 278,148 64,881 143,522 509,993 735,151 931,663 943,554: 24,040 12,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 20,054: 5,196 -2,909 6,180 8,175 17,479 19,551 20,750: 503 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 6.8 15.0 53.4 76.9 97.5 98.7: 2.5 1.3
Old : 100.0: 29.1 6.8 15.0 53.4 76.9 97.5 98.7: 2.5 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 : 114: 19 9 25 78 75 106 102:
Old : 114: 19 9 25 78 75 106 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 22.8 46.3 38.4 27.8 20.0 35.6 31.0
Old : 33.6 22.8 46.3 38.4 27.8 20.0 35.6 31.0
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 140,941: 30,575 49,630 30,616 75,556 57,471 136,747 137,717: 4,194 3,224
Old : 140,941: 30,575 49,630 30,616 75,556 57,471 136,747 137,717: 4,194 3,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,906: -3,587 6,746 -2,098 4,965 -5,787 -720 -1,139: -1,186 -767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 35.2 21.7 53.6 40.8 97.0 97.7: 3.0 2.3
Old : 100.0: 21.7 35.2 21.7 53.6 40.8 97.0 97.7: 3.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 11 8 12 24 24 42 37:
Old : 45: 11 8 12 24 24 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 : 30.8 51.8 49.5 71.9 19.5 34.9 29.3 43.1
Old : 30.8 51.8 49.5 71.9 19.5 34.9 29.3 43.1
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 48,291: 9,784 2,985 11,191 27,033 33,935 48,007 48,111: 284 180
Old : 48,291: 9,784 2,985 11,191 27,033 33,935 48,007 48,111: 284 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 139: 1,588 107 -521 -675 944 392 531: -253 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 6.2 23.2 56.0 70.3 99.4 99.6: 0.6 0.4
Old : 100.0: 20.3 6.2 23.2 56.0 70.3 99.4 99.6: 0.6 0.4
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 : 40: 3 5 8 32 29 40 37:
Old : 40: 3 5 8 32 29 40 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 : 50.5 47.1 71.9 67.6 32.7 39.2 42.1 46.5
Old : 50.5 47.1 71.9 67.6 32.7 39.2 42.1 46.5
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 20,796: 2,765 369 1,517 16,276 18,672 20,558 20,558: 238 238
Old : 20,796: 2,765 369 1,517 16,276 18,672 20,558 20,558: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 2,801: -858 43 388 3,271 2,370 2,801 2,801: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 1.8 7.3 78.3 89.8 98.9 98.9: 1.1 1.1
Old : 100.0: 13.3 1.8 7.3 78.3 89.8 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 4 17 17 21 21:
Old : 25: 3 1 4 17 17 21 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 : 70.4 54.1 84.1 73.4 65.4 50.3 70.6 63.6
Old : 70.4 54.1 84.1 73.4 65.4 50.3 70.6 63.6
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 1,342,618: 164,237 64,652 363,217 736,054 830,251 1,263,508 1,258,120: 79,110 84,498
Old : 1,342,618: 164,237 64,652 363,217 736,054 830,251 1,263,508 1,258,120: 79,110 84,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 7,880: -15,081 10,118 22,992 3,340 -14,296 11,250 18,814: -3,370 -10,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.8 27.1 54.8 61.8 94.1 93.7: 5.9 6.3
Old : 100.0: 12.2 4.8 27.1 54.8 61.8 94.1 93.7: 5.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 91 96 125 90 91 245 258:
Old : 296: 91 96 125 90 91 245 258:
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 : 18.0 21.2 27.1 31.7 7.4 9.5 12.0 13.6
Old : 18.0 21.2 27.1 31.7 7.4 9.5 12.0 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, 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 12,940: 8,991 1,978 79 1,073 10,436 10,143 12,493: 2,797 447
Old : 12,940: 8,991 1,978 79 1,073 10,436 10,143 12,493: 2,797 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 17: 167 161 4 -32 40 139 205: -122 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 15.3 0.6 8.3 80.6 78.4 96.5: 21.6 3.5
Old : 100.0: 69.5 15.3 0.6 8.3 80.6 78.4 96.5: 21.6 3.5
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 : 112: 68 11 2 9 23 79 35:
Old : 112: 68 11 2 9 23 79 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 : 24.2 42.6 35.2 61.6 24.2 42.6 35.2 61.6
Old : 24.2 42.6 35.2 61.6 24.2 42.6 35.2 61.6
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 7,617: 4,634 700 86 926 6,097 5,646 6,883: 1,971 734
Old : 7,617: 4,634 700 86 926 6,097 5,646 6,883: 1,971 734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -36: 156 150 0 -70 -135 86 15: -122 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 9.2 1.1 12.2 80.0 74.1 90.4: 25.9 9.6
Old : 100.0: 60.8 9.2 1.1 12.2 80.0 74.1 90.4: 25.9 9.6
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 : 46: 23 4 2 8 15 32 20:
Old : 46: 23 4 2 8 15 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 : 33.3 53.4 46.8 71.9 33.3 53.1 46.6 71.6
Old : 33.3 53.4 46.8 71.9 33.3 53.1 46.6 71.6
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 218,414: 38,437 6,656 44,844 109,416 149,163 192,696 200,663: 25,717 17,751
Old : 218,414: 38,437 6,656 44,844 109,416 149,163 192,696 200,663: 25,717 17,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -7,942: -11,002 -263 -1,316 6,734 -4,824 -5,584 -6,403: -2,358 -1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 3.0 20.5 50.1 68.3 88.2 91.9: 11.8 8.1
Old : 100.0: 17.6 3.0 20.5 50.1 68.3 88.2 91.9: 11.8 8.1
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 : 171: 58 22 44 66 84 139 136:
Old : 171: 58 22 44 66 84 139 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 18.4 31.9 29.4 16.8 12.1 25.0 18.5
Old : 21.3 18.4 31.9 29.4 16.8 12.1 25.0 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
Updated April 22, 2005